# EDGAR Filing Document

**Accession Number:** 0000923084
**File Stem:** 0001099263-26-004402
**Filing Date:** 2026-4
**Character Count:** 739834
**Document Hash:** bdda77ccf9af56bee88f91e456970c5c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-004402.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001099263-26-004402

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07173
- **FILM NUMBER:** 26899574

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4295492071.58

**Total Liabilities:** $32976302.22

**Net Assets:** $4262515769.36

**Assets Attributable to Miscellaneous Securities:** $12486419.76

**Delayed Delivery Securities:** $869018.50

**Stand-by Commitments:** $18194981.72

**Cash Not Reported:** $3634319.13

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005533 | 0.82%                | 2.86%                | 2.44%                |
| Class ID C000169939 | 0.81%                | 2.89%                | 2.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $19617738.21             | $-5178048.76                               |
| Month 2  | $14910399.91             | $100208135.61                              |
| Month 3  | $26721585.81             | $71394425.09                               |

**Designated Index Information**

- **Index Name:** Benchmark for PSFG

- **Index Identifier:** PSFG_BMRK

### Schedule of Portfolio Investments

| Name                                            | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 1661 INC D/B/A GOAT SR F CVT PFD STK PP         | 1661 INC D/B/A GOAT SER F CVT PFD STOCK                             | CUSIP: TC912VAO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     41545 | NS      | $35313.25     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 3I GROUP PLC                                    | 3I GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     79110 | NS      | $3534308.57   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M COMPANY                                      | 3M CO                                                               | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268532.48    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABB LTD-REG                                     | ABB LTD                                                             | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     84562 | NS      | $7875788.58   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                             | ABBOTT LABORATORIES                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     91052 | NS      | $10593900.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                             | ABBOTT LABORATORIES                                                 | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239866.66    | 0.01%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                             | ABBOTT LABORATORIES                                                 | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281066.72    | 0.01%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | ABBVIE INC                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     28859 | NS      | $6697596.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                      | ABBVIE INC                                                          | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225842.51    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Long Wall Co SER A-8 CVT PFD STOCK PP           | ABL SPACE SYSTEMS SER A-8 CVT PFD STK PP                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3254 | NS      | $715.88       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ABN AMRO BANK NV-CVA GDR                        | ABN AMRO BANK NV                                                    | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     65268 | NS      | $2186006.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALC 2026-3A A1 144A                             | ABRY LIQUID CREDIT CLO 2026-3 LTD                                   | CUSIP: 00384AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $290000.00    | 0.01%             | 2039-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO 144A                   | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                             | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $205131.49    | 0.00%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO 144A                   | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                             | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    290000 | PA      | $293500.32    | 0.01%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACUSHNET HOLDINGS CORP                          | ACUSHNET HOLDINGS CORP                                              | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      3424 | NS      | $350377.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES                        | ADAPTIVE BIOTECHNOLOGIES CORP                                       | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     10775 | NS      | $172615.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMIRAL GROUP PLC                               | ADMIRAL GROUP PLC                                                   | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     74967 | NS      | $2994893.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS IN                    | ADVANCED DRAINAGE SYSTEMS INC                                       | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      2191 | NS      | $375405.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES                      | ADVANCED ENERGY INDUSTRIES INC                                      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      3833 | NS      | $1286239.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES                          | ADVANCED MICRO DEVICES INC                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     51293 | NS      | $10269371.53  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADYEN NV                                        | ADYEN NV                                                            | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |      1837 | NS      | $2157240.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                              | AERCAP HOLDINGS NV                                                  | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |     30859 | NS      | $4611568.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                    | AES CORP/THE                                                        | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    395000 | PA      | $411733.55    | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OPENAI GROUP PCB CLASS A COMMON PP              | AESTAS LLC dba OPENAI LLC EV UNITS Class A                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4698 | NS      | $3230753.06   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AFRMT 2025-2A A 144A                            | AFFIRM MASTER TRUST                                                 | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $438061.14    | 0.01%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRMT 2026-1A A 144A                            | AFFIRM MASTER TRUST                                                 | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150663.71    | 0.00%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A A 144A                            | AFFIRM MASTER TRUST SERIES 2025-3                                   | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100728.32    | 0.00%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                       | AGIOS PHARMACEUTICALS INC                                           | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      5660 | NS      | $171101.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL 2021-10A A1R2 144A                          | AGL CLO 10 LTD                                                      | CUSIP: 00119YAN3<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |    555000 | PA      | $555000.00    | 0.01%             | 2039-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AGL 2021-13A BR 144A                            | AGL CLO 13 LTD                                                      | CUSIP: 00120JAN3<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250369.75    | 0.01%             | 2034-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                   | AIA GROUP LTD                                                       | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    459200 | NS      | $5065680.40   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                  | AIR LIQUIDE SA                                                      | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     30976 | NS      | $6513489.21   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBNB INC-CLASS A                              | AIRBNB INC                                                          | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     24891 | NS      | $3363023.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                       | AIRBUS SE                                                           | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     37716 | NS      | $8190140.04   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AJINOMOTO CO INC                                | AJINOMOTO CO INC                                                    | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |    129800 | NS      | $4128435.36   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AKTIS ONCOLOGY INC                              | AKTIS ONCOLOGY INC                                                  | CUSIP: 01021M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18814 | NS      | $378725.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamar Biosciences Inc. CVT Prom Note PP        | ALAMAR BIOSCIENCES INC CVT PROM NOTE PP                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308711 | PA      | $308711.00    | 0.01%             | 2027-07-08      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                        | ALEXANDRIA REAL ESTATE EQUITIES INC                                 | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     48000 | PA      | $41199.35     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                        | ALEXANDRIA REAL ESTATE EQUITIES INC                                 | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82149.25     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                        | ALEXANDRIA REAL ESTATE EQUITIES INC                                 | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35182.33     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                       | ALIBABA GROUP HOLDING LTD                                           | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     99996 | NS      | $1809601.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                        | ALIGNMENT HEALTHCARE INC                                            | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138487 | NS      | $2661720.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                        | ALLEGRO MICROSYSTEMS INC                                            | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       794 | NS      | $28957.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE LAUNDRY HOLDINGS IN                    | ALLIANCE LAUNDRY HOLDINGS INC                                       | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18137 | NS      | $406812.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                   | ALLSTATE CORP/THE                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     37037 | NS      | $7945177.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ABCLN 2025-A A2 144A                            | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                    | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191913 | PA      | $193277.61    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B B 144A                             | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                    | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530451 | PA      | $533619.04    | 0.01%             | 2033-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B A2 144A                            | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                    | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215631 | PA      | $216807.80    | 0.01%             | 2033-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC CL C                               | ALPHABET INC                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    251000 | NS      | $78168930.00  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC CL A                               | ALPHABET INC                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     79651 | NS      | $24831995.76  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                    | ALPHABET INC                                                        | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335369.12    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                    | ALPHABET INC                                                        | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    281000 | PA      | $287358.88    | 0.01%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                    | ALPHABET INC                                                        | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263498.93    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA-A SHS                       | AMADEUS IT GROUP SA                                                 | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     53065 | NS      | $3282174.89   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                  | AMAZON.COM INC                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    248211 | NS      | $52124310.00  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                  | AMAZON.COM INC                                                      | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373826.98    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMBARELLA INC                                   | AMBARELLA INC                                                       | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |      4102 | NS      | $247514.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBIQ MICRO INC                                 | AMBIQ MICRO INC                                                     | CUSIP: 023193105<br>LEI: 529900H4UP6I4UMDAA87 | Long             | EC               | CORP              | US        |     11902 | NS      | $365391.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                     | AMEREN CORP                                                         | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215422.51    | 0.01%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                              | AMEREN CORP                                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     59336 | NS      | $6721582.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                             | AMERICAN EXPRESS CO                                                 | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111129.39    | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | AMERICAN EXPRESS CO                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     38441 | NS      | $11874424.90  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                           | AMERICAN HOMES 4 RENT LP                                            | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65540.80     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                        | AMERICAN MEDICAL SYSTEMS EUROPE BV                                  | CUSIP: YR6801314<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    181000 | PA      | $211451.66    | 0.00%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN SUPERCONDUCTOR CORP                    | AMERICAN SUPERCONDUCTOR CORP                                        | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      4738 | NS      | $154364.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                             | AMERICAN TOWER CORP                                                 | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35965.80     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | AMERICAN TOWER CORP                                                 | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90902.35     | 0.00%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMCAR 2023-1 C                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                     | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $218810.60    | 0.01%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                      | AMETEK INC                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     57900 | NS      | $13850838.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS 2022-1A D 144A                             | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                            | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $134490.90    | 0.00%             | 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        |     39642 | NS      | $14104227.18  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHC 2026-22A AR4 144A                         | ANCHORAGE CAPITAL CLO 2026-22 LTD                                   | CUSIP: 03333KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $419546.82    | 0.01%             | 2039-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN                    | ANNALY CAPITAL MANAGEMENT INC                                       | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     98084 | NS      | $2279472.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                 | ANTOFAGASTA PLC                                                     | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |    121171 | NS      | $6961601.96   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                 | ANTOFAGASTA PLC                                                     | CUSIP: YL8307156<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208032.89    | 0.00%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                          | ANZ GROUP HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |    250919 | NS      | $7141330.40   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A                     | APA INFRASTRUCTURE LTD                                              | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50984.13     | 0.00%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                               | APA INFRASTRUCTURE LTD                                              | CUSIP: BO4852667<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $139037.51    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A                     | APA INFRASTRUCTURE LTD                                              | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $67010.31     | 0.00%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| API GROUP CORP                                  | API GROUP CORP                                                      | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     91918 | NS      | $4086674.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                    | APOLLO GLOBAL MANAGEMENT INC                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      9520 | NS      | $995792.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPALACHIAN POWER CO                            | APPALACHIAN POWER CO                                                | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63287.92     | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                       | APPLE INC                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    353283 | NS      | $93330302.94  | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DIN 2023-1A A2 144A                             | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                           | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111459.94    | 0.00%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                            | APPLIED DIGITAL CORP                                                | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |     28041 | NS      | $764678.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED OPTOELECTRONICS INC                     | APPLIED OPTOELECTRONICS INC                                         | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      8009 | NS      | $674598.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                       | APTIV SWISS HOLDINGS LTD                                            | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    385000 | PA      | $250867.75    | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                      | ARCOSA INC                                                          | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     17179 | NS      | $1846398.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES STRATEGIC INCOME FU 144A                   | ARES STRATEGIC INCOME FUND                                          | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64981.46     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARGENX SE - ADR                                 | ARGENX SE                                                           | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      5412 | NS      | $4150571.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                             | ARISTA NETWORKS INC                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     34861 | NS      | $4653943.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS CORP                                      | ASICS CORP                                                          | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |    214200 | NS      | $6564312.53   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV NY                              | ASML HOLDING NV                                                     | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      4941 | NS      | $7167216.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                 | ASML HOLDING NV                                                     | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     14837 | NS      | $21579051.52  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                        | ASPEN INSURANCE HOLDINGS LTD                                        | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    110000 | PA      | $115731.25    | 0.00%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                 | ASTRAZENECA PLC                                                     | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    100262 | NS      | $20899613.90  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                        | AT&T INC                                                            | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $170171.18    | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T INC                                                            | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150916.58    | 0.00%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A                      | ATHENE GLOBAL FUNDING                                               | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269727.84    | 0.01%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATLANTA BRAVES HOLDINGS IN-C                    | ATLANTA BRAVES HOLDINGS INC                                         | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24092 | NS      | $1053061.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP                  | ATLANTIC UNION BANKSHARES CORP                                      | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36280 | NS      | $1344536.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS WAREHOUSE LEND 144A                       | ATLAS WAREHOUSE LENDING CO LP                                       | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250482.43    | 0.01%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                               | ATMOS ENERGY CORP                                                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2025 | NS      | $378249.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIE                    | ATMUS FILTRATION TECHNOLOGIES INC                                   | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25658 | NS      | $1655710.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES INC                             | AUD/USD FWD 20260424 MRMDUS33                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-22852.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC                      | AUD/USD FWD 20260424 NOMAGB2L                                       | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-10220.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                              | AUD/USD FWD 20260424 UBSWGB2L                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $60862.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AURORA INNOVATION INC                           | AURORA INNOVATION INC                                               | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |    224652 | NS      | $1051371.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC SDR                                 | AUTOLIV INC                                                         | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     24621 | NS      | $2923912.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                         | AUTOSTRADE PER L'ITALIA SPA                                         | CUSIP: BN4840177<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    140000 | PA      | $159594.49    | 0.00%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                    | AUTOZONE INC                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      2404 | NS      | $9028414.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| XCAP 2024-1A A2 144A                            | AUXILIOR TERM FUNDING 2024-1 LLC                                    | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2443 | PA      | $2444.98      | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A3 144A                            | AUXILIOR TERM FUNDING 2024-1 LLC                                    | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101596.51    | 0.00%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AVALO THERAPEUTICS INC                          | AVALO THERAPEUTICS INC                                              | CUSIP: 05338F306<br>LEI: 549300GPK6FPJ3X8SZ39 | Long             | EC               | CORP              | US        |       954 | NS      | $16695.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AESOP 2025-3A A 144A                            | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                            | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100428.24    | 0.00%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                       | AVIVA PLC                                                           | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    453723 | NS      | $4181251.87   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                          | AXA SA                                                              | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    126579 | NS      | $6189979.16   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AXSOME THERAPEUTICS INC                         | AXSOME THERAPEUTICS INC                                             | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       524 | NS      | $85878.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC                                         | AZZ INC                                                             | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     19616 | NS      | $2667383.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC 144A                            | BAE SYSTEMS PLC                                                     | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210223.14    | 0.00%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                       | BALL CORP                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    149902 | NS      | $10062921.26  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                          | BANC OF CALIFORNIA INC                                              | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    105239 | NS      | $1943764.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTA                    | BANCO BILBAO VIZCAYA ARGENTARIA SA                                  | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    292345 | NS      | $6771178.98   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE 144A                      | BANCO SANTANDER CHILE                                               | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    280000 | PA      | $281687.80    | 0.01%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                              | BANCO SANTANDER SA                                                  | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    709996 | NS      | $8954514.30   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                              | BANCO SANTANDER SA                                                  | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201120.17    | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK51 A5                              | BANK 2025-BNK51                                                     | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $36692.11     | 0.00%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM 144A                              | BANK HAPOALIM BM                                                    | CUSIP: DC8043374<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    340000 | PA      | $340802.58    | 0.01%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1115628.27   | 0.03%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    366090 | NS      | $18242264.70  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272350.51    | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419297.19    | 0.01%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10 AS                             | BANK5 2024-5YR10                                                    | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $31089.30     | 0.00%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10 A3                             | BANK5 2024-5YR10                                                    | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $57099.94     | 0.00%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11 AS                             | BANK5 2024-5YR11                                                    | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $216048.60    | 0.01%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 A3                             | BANK5 2024-5YR12                                                    | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $132461.69    | 0.00%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | BARCLAYS PLC                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    910823 | NS      | $5528435.27   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | BARCLAYS PLC                                                        | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209451.77    | 0.00%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | BARCLAYS PLC                                                        | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207546.75    | 0.00%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BABSN 2023-4A A1R 144A                          | BARINGS CLO LTD 2023-IV                                             | CUSIP: 06763MAL9<br>LEI: 5493000KFDA0OKC5JK34 | Long             | ABS-CBDO         | CORP              | KY        |    645000 | PA      | $645000.00    | 0.02%             | 2039-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT CAPITAL CORP                                                    | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $125104.34    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT CAPITAL CORP                                                    | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288702.70    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                  | BAWAG GROUP AG                                                      | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |     12323 | NS      | $1908622.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC 144A                       | BAYER US FINANCE LLC                                                | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    275000 | PA      | $295983.96    | 0.01%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 C 144A                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                   | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     87450 | PA      | $87775.79     | 0.00%             | 2031-12-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 A 144A                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                   | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     87450 | PA      | $87687.53     | 0.00%             | 2031-12-26      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 A 144A                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC                   | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    431685 | PA      | $431166.93    | 0.01%             | 2048-07-27      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 C 144A                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC                   | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    345348 | PA      | $344691.87    | 0.01%             | 2048-07-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY D 144A                          | BBCMS 2019-BWAY MORTGAGE TRUST                                      | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $1692.90      | 0.00%             | 2034-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES                     | BE SEMICONDUCTOR INDUSTRIES NV                                      | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |     15611 | NS      | $3498230.59   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC 144A                       | BEIGNET INVESTOR LLC                                                | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $249561.01    | 0.01%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BEL FUSE INC-CL B                               | BEL FUSE INC                                                        | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      6496 | NS      | $1492196.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                      | BELDEN INC                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      4022 | NS      | $576352.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BSP 2021-23A B1R 144A                           | BENEFIT STREET PARTNERS CLO XXIII LTD                               | CUSIP: 08186VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250236.75    | 0.01%             | 2034-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC-CL B                     | BERKSHIRE HATHAWAY INC                                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     39475 | NS      | $19932901.25  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BETA TECHNOLOGIES INC -CL A                     | BETA TECHNOLOGIES INC                                               | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29670 | NS      | $557796.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                        | BETH ISRAEL LAHEY HEALTH INC                                        | CUSIP: 08661UAC0<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101253.01    | 0.00%             | 2030-07-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-5MW A 144A                            | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                             | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $187047.25    | 0.00%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BHP GROUP LTD-DI                                | BHP GROUP LTD                                                       | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     75785 | NS      | $3098468.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| BHP GROUP LTD                                   | BHP GROUP LTD                                                       | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     73052 | NS      | $2964106.08   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BICARA THERAPEUTICS INC                         | BICARA THERAPEUTICS INC                                             | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74958 | NS      | $1257795.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                                 | BIO-TECHNE CORP                                                     | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     19339 | NS      | $1141001.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS INC                           | BIOLIFE SOLUTIONS INC                                               | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     80883 | NS      | $1957368.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIRKENSTOCK HOLDING PLC                         | BIRKENSTOCK HOLDING PLC                                             | CUSIP: M2029K104<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | JE        |     39664 | NS      | $1652005.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ S WHOLESALE CLUB HOLDINGS                    | BJ'S WHOLESALE CLUB HOLDINGS INC                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     10455 | NS      | $1032849.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK DIAMOND THERAPEUTICS I                    | BLACK DIAMOND THERAPEUTICS INC                                      | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93883 | NS      | $231891.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PARTNERS OFFSHORE FD-E1              | BLACKSTONE PARTNERS OFFSHORE FD-E1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55102 | NS      | $163465691.68 | 3.83%             |  |  |  | No            |                  3 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                          | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                   | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $148482.18    | 0.00%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                         | BLACKSTONE SECURED LENDING FUND                                     | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44677.43     | 0.00%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | BOEING CO/THE                                                       | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    139000 | PA      | $103192.43    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | BOEING CO/THE                                                       | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135286.33    | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | BOEING CO/THE                                                       | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    473000 | PA      | $542734.77    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | BOEING CO/THE                                                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $136546.93    | 0.00%             | 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        |     98000 | PA      | $109958.23    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                               | BON SECOURS MERCY HEALTH INC                                        | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83612.52     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                            | BOOKING HOLDINGS INC                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      4075 | NS      | $17275351.25  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                          | BOOT BARN HOLDINGS INC                                              | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      3070 | NS      | $580905.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDINGS                    | BOOZ ALLEN HAMILTON HOLDING CORP                                    | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     38485 | NS      | $3033772.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON GAS COMPANY 144A                         | BOSTON GAS CO                                                       | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76971.61     | 0.00%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL                                          | BRAZILIAN GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    270000 | PA      | $276422.71    | 0.01%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 144A                             | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                      | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30802 | PA      | $30709.50     | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1 A3                                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120175.93    | 0.00%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BRIDGEPOINT GROUP-REGS                          | BRIDGEPOINT GROUP PLC                                               | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    490674 | NS      | $1653813.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES                    | BRIGHTSPRING HEALTH SERVICES INC                                    | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68120 | NS      | $2822211.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                          | BRIXMOR OPERATING PARTNERSHIP LP                                    | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35300.73     | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                          | BRIXMOR OPERATING PARTNERSHIP LP                                    | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56813.92     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    153987 | NS      | $49206545.85  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                        | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198914.24    | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                        | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323941.99    | 0.01%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                        | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121510.59    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                 | BROOKFIELD CORP                                                     | CUSIP: 000000000<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     88884 | NS      | $3897980.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUKER CORP CVT 6.375% 9/28                     | BRUKER CORP                                                         | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |      2433 | NS      | $759558.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                    | BT GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   1819136 | NS      | $5302052.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL PLC                                       | BUNZL PLC                                                           | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     97469 | NS      | $2875904.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                        | BURLINGTON NORTHERN SANTA FE LLC                                    | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $209175.89    | 0.00%             | 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        |      3304 | NS      | $1013898.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX 2024-GPA3 A 144A                             | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                              | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219555 | PA      | $219623.63    | 0.01%             | 2039-12-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS A 144A                             | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                              | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394232 | PA      | $394478.78    | 0.01%             | 2041-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX 2026-CSMO A 144A                             | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                              | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115000.00    | 0.00%             | 2042-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX 2025-TAIL A 144A                             | BX TRUST 2025-TAIL                                                  | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.00%             | 2035-06-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CACTUS INC - A                                  | CACTUS INC                                                          | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      7664 | NS      | $413856.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYS INC                          | CADENCE DESIGN SYSTEMS INC                                          | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182381.87    | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                               | CAIXABANK SA                                                        | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207495.76    | 0.00%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                               | CAIXABANK SA                                                        | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    290000 | PA      | $311259.65    | 0.01%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                       | CALIFORNIA RESOURCES CORP                                           | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     10105 | NS      | $594578.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GRP                    | CALIFORNIA WATER SERVICE GROUP                                      | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     26268 | NS      | $1184161.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XQM6 CAN 5YR BOND FUT  JUN26                    | CAN 5YR BOND FUT  JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        -5 | NC      | $-960.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES                      | CANADIAN NATURAL RESOURCES LTD                                      | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     63860 | NS      | $2795152.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES                      | CANADIAN NATURAL RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     95100 | NS      | $4160123.90   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| CANVA CLASS B COMMON STOCK PP                   | CANVA COMMON STOCK PP                                               | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $718281.60    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A CVT PFD STOCK PP                 | CANVA SERIES A CVT PFD STOCK PP                                     | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        30 | NS      | $44892.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A-3 CVT PFD STOCK PP               | CANVA SERIES A-3 CVT PFD STOCK PP                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         2 | NS      | $2992.84      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51022.53     | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50837.26     | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                            | CAPSTONE COPPER CORP                                                | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     97339 | NS      | $1006893.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                              | CARETRUST REIT INC                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     55032 | NS      | $2235399.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMX 2022-1 D                                  | CARMAX AUTO OWNER TRUST 2022-1                                      | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $139849.89    | 0.00%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 B                                  | CARMAX AUTO OWNER TRUST 2024-1                                      | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40886.51     | 0.00%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-3 A3                                 | CARMAX AUTO OWNER TRUST 2024-3                                      | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151645.56    | 0.00%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A3                                 | CARMAX AUTO OWNER TRUST 2025-4                                      | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95459.60     | 0.00%             | 2030-12-16      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A4                                 | CARMAX AUTO OWNER TRUST 2025-4                                      | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95774.28     | 0.00%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A B                                   | CARMAX SELECT RECEIVABLES TRUST 2024-A                              | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $91534.32     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A A3                                  | CARMAX SELECT RECEIVABLES TRUST 2024-A                              | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75606.71     | 0.00%             | 2028-11-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-P1 C                                 | CARVANA AUTO RECEIVABLES TRUST 2022-P1                              | CUSIP: 14688DAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197978.46    | 0.00%             | 2028-04-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 B 144A                            | CARVANA AUTO RECEIVABLES TRUST 2024-N1                              | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121074.36    | 0.00%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2 A4                                | CARVANA AUTO RECEIVABLES TRUST 2024-P2                              | CUSIP: 14688PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $205240.52    | 0.00%             | 2030-06-10      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3 B                                 | CARVANA AUTO RECEIVABLES TRUST 2025-P3                              | CUSIP: 14688AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45592.71     | 0.00%             | 2031-10-10      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 B                                 | CARVANA AUTO RECEIVABLES TRUST 2025-P4                              | CUSIP: 14689AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35623.90     | 0.00%             | 2032-01-12      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 A4                                | CARVANA AUTO RECEIVABLES TRUST 2025-P4                              | CUSIP: 14689AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506206.95    | 0.01%             | 2031-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                      | CARVANA CO                                                          | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     63774 | NS      | $21310719.84  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO 144A                                 | CARVANA CO                                                          | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    456868 | PA      | $475793.45    | 0.01%             | 2030-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                                 | CARVANA CO                                                          | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    625520 | PA      | $685645.50    | 0.02%             | 2031-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC-A                     | CASELLA WASTE SYSTEMS INC                                           | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     19208 | NS      | $1789417.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                 | CATERPILLAR INC                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     22011 | NS      | $16350431.13  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA GROUP INC                                  | CAVA GROUP INC                                                      | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1559 | NS      | $128570.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                         | CBOE GLOBAL MARKETS INC                                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      5791 | NS      | $1735678.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                               | CBRE SERVICES INC                                                   | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55645.89     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                               | CBRE SERVICES INC                                                   | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71355.23     | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | CDX HY S45 V2 PAY 102 4/15/2026 BARC                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-14766.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | CDX HY S45 V2 PAY 107 4/15/2026 BARC                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $69573.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                              | CDX IG CDST S45 5Y 15-100 12/20/2030                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $226266.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                              | CDX IG CDST S45 5Y 15-100 12/20/2030                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $235154.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                         | CECO ENVIRONMENTAL CORP                                             | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |     17110 | NS      | $1034299.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CEDF 2022-15A AR 144A                           | CEDAR FUNDING XV CLO LTD                                            | CUSIP: 15032QAL6<br>LEI: 5493002XZZZCKFWQIL45 | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $280367.36    | 0.01%             | 2039-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Cellares Corp SER D CVT PFD PP                  | CELLARES CORP SER D CVT PFD PP                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     21416 | NS      | $256708.02    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CELLEBRITE DI LTD                               | CELLEBRITE DI LTD                                                   | CUSIP: 000000000<br>LEI: 254900G03462YGP1IO36 | Long             | EC               | CORP              | IL        |     74595 | NS      | $995097.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLINK CORP SERIES D CVT PFD STOCK PP          | CELLINK CORP SERIES D CVT PFD STOCK PP                              | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6676 | NS      | $4272.64      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CELLNEX FINANCE CO SA                           | CELLNEX FINANCE CO SA                                               | CUSIP: BN9906411<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $107272.82    | 0.00%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU 144A                   | CELULOSA ARAUCO Y CONSTITUCION SA                                   | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204647.38    | 0.00%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                     | CENCORA INC                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     43913 | NS      | $16341783.82  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                              | CENOVUS ENERGY INC                                                  | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |    105700 | NS      | $2358167.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                              | CENOVUS ENERGY INC                                                  | CUSIP: 000000000<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |    107984 | NS      | $2405801.66   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                    | CENTENE CORP                                                        | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49696.56     | 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        |    231000 | PA      | $225348.49    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTESSA PHARMACEUTICALS-ADR                    | CENTESSA PHARMACEUTICALS PLC                                        | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Long             | EC               | CORP              | GB        |     12472 | NS      | $334997.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CESKA SPORITELNA AS                             | CESKA SPORITELNA AS                                                 | CUSIP: YX9830838<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |    400000 | PA      | $497041.37    | 0.01%             | 2031-07-03      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E 144A                                | CFE FIBRA E                                                         | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198334 | PA      | $197961.02    | 0.00%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CG ONCOLOGY INC                                 | CG ONCOLOGY INC                                                     | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12068 | NS      | $709598.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB (CHARLES) CORP                           | CHARLES SCHWAB CORP/THE                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    169461 | NS      | $16132687.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CACLN 2025-1 B 144A                             | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                        | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194884 | PA      | $196544.91    | 0.00%             | 2033-02-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL4 A1B 144A                        | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4                         | CUSIP: 16160NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35868 | PA      | $32632.34     | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CHECKR INC CVT PFD SR C PP                      | CHECKR INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14736 | NS      | $119508.96    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHECKR INC COMMON STOCK PP                      | CHECKR INC COMMON STOCK PP                                          | CUSIP: TC0RNCX31<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11790 | NS      | $95616.90     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHECKR INC CVT PFD SR D PP                      | CHECKR INC CVT PFD SR D PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     26046 | NS      | $211233.06    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                       | CHESAPEAKE UTILITIES CORP                                           | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     19307 | NS      | $2625172.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                    | CHEVRON CORP                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56720 | NS      | $10593027.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELECTRICITY LUX 144A                      | CHILE ELECTRICITY LUX MPC II SARL                                   | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    195501 | PA      | $202389.09    | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHILE                                           | CHILE GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    540000 | PA      | $426820.82    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                      | CHIPOTLE MEXICAN GRILL INC                                          | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     77234 | NS      | $2874649.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                       | CHUBB LTD                                                           | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     45537 | NS      | $15521741.82  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                    | CHUGAI PHARMACEUTICAL CO LTD                                        | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |    104300 | NS      | $7032986.01   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC 2018-1A A1R 144A                           | CIFC FUNDING 2018-I LTD                                             | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $275737.00    | 0.01%             | 2038-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIFC 2020-4A BR 144A                            | CIFC FUNDING 2020-IV LTD                                            | CUSIP: 12562RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250614.00    | 0.01%             | 2040-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                 | CIGNA GROUP/THE                                                     | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98588.15     | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                 | CIGNA GROUP/THE                                                     | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70951.77     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP                                     | CINTAS CORP                                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7018 | NS      | $1411530.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                               | CISCO SYSTEMS INC                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    102702 | NS      | $8160700.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CGCMT 2020-555 C 144A                           | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555                        | CUSIP: 17328EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91359.06     | 0.00%             | 2041-12-10      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CGCMT 2020-555 B 144A                           | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555                        | CUSIP: 17328EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $109764.38    | 0.00%             | 2041-12-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     54233 | NS      | $5975934.27   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81348.15     | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374866.92    | 0.01%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149389.45    | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CMLTI 2022-INV1 A4B 144A                        | CITIGROUP MORTGAGE LOAN TRUST 2022-INV1                             | CUSIP: 17290FBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91887 | PA      | $81279.82     | 0.00%             | 2051-11-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LA CA ARPTS REV BUILD AMER DIR PMT C            | CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS                          | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $49209.08     | 0.00%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A A2 144A                          | CLARUS CAPITAL FUNDING 2024-1 LLC                                   | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53191 | PA      | $53368.69     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                               | CLEAN HARBORS INC                                                   | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      5942 | NS      | $1742194.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEERLY SER C CVT PFD STK PP                    | CLEERLY SER C CVT PFD STK PP                                        | CUSIP: TC1A1CZJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10046 | NS      | $176307.30    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CME GROUP INC                                   | CME GROUP INC                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      8688 | NS      | $2775816.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO GLOBAL FUNDING 144A                         | CNO GLOBAL FUNDING                                                  | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61218.65     | 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        |     67105 | NS      | $5473083.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COFINIMMO                                       | COFINIMMO SA                                                        | CUSIP: BM7559321<br>LEI: 549300TM914CSF6KI389 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $106400.29    | 0.00%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COLBUN SA 144A                                  | COLBUN SA                                                           | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $202618.39    | 0.00%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                            | COLGATE-PALMOLIVE CO                                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     81528 | NS      | $8082685.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOMBIA                                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    260000 | PA      | $271024.11    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $200214.91    | 0.00%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $198866.55    | 0.00%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                     | COLUMBIA BANKING SYSTEM INC                                         | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     78566 | NS      | $2235202.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A                   | COLUMBIA PIPELINES HOLDING CO LLC                                   | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $251469.45    | 0.01%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC 144A                   | COMISION FEDERAL DE ELECTRICIDAD                                    | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202485.69    | 0.00%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC 144A                   | COMISION FEDERAL DE ELECTRICIDAD                                    | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207163.43    | 0.00%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR28 AHR                              | COMM 2016-CR28 MORTGAGE TRUST                                       | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20421 | PA      | $20366.79     | 0.00%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                             | COMMONSPIRIT HEALTH                                                 | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19754.99     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                               | COMPASS GROUP PLC                                                   | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    242866 | NS      | $7437402.02   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CONE 2024-DFW1 A 144A                           | CONE TRUST 2024-DFW1                                                | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249932.83    | 0.01%             | 2041-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                  | CONOCOPHILLIPS                                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    160646 | NS      | $18226895.16  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY                            | CONSTELLATION ENERGY CORP                                           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     19119 | NS      | $6306975.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                        | CONSTELLATION ENERGY GENERATION LLC                                 | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206098.89    | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A                    | COREBRIDGE GLOBAL FUNDING                                           | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51468.82     | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A                    | COREBRIDGE GLOBAL FUNDING                                           | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55456.26     | 0.00%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO 144A                     | CORP ANDINA DE FOMENTO                                              | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $210369.47    | 0.00%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA 144A                   | CORP INMOBILIARIA VESTA SAB DE CV                                   | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201574.06    | 0.00%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 144A                                | CORP NACIONAL DEL COBRE DE CHILE                                    | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $410356.20    | 0.01%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CORTEVA INC                                     | CORTEVA INC                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     16700 | NS      | $1338004.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE CO                                        | CRANE CO                                                            | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      4566 | NS      | $915619.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRB Group Common WTS PP                         | CRB GROUP COMMON WTS PP                                             | CUSIP: 000000000<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |      1604 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB GROUP INC PP                                | CRB GROUP INC PP                                                    | CUSIP: TC3WQ1RM3<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |      8693 | NS      | $913982.02    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CREDIT AGRICOLE SA 144A                         | CREDIT AGRICOLE SA                                                  | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $258339.09    | 0.01%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A                         | CREDIT AGRICOLE SA                                                  | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $503892.70    | 0.01%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CRINETICS PHARMACEUTICALS IN                    | CRINETICS PHARMACEUTICALS INC                                       | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     10078 | NS      | $414205.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC - A                    | CROWDSTRIKE HOLDINGS INC                                            | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      5176 | NS      | $1925368.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG NV                                          | CSG NV                                                              | CUSIP: 000000000<br>LEI: 31570078IM9ILNPQUB16 | Long             | EC               | CORP              | NL        |     18982 | NS      | $713919.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSW INDUSTRIALS INC                             | CSW INDUSTRIALS INC                                                 | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      4183 | NS      | $1231182.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                        | CSX CORP                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    285658 | NS      | $12194740.02  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                       | CUBESMART                                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26115 | NS      | $1074371.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP                        | CURBLINE PROPERTIES CORP                                            | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |    115259 | NS      | $3205352.79   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CAPITAL PARTNERS PLC                        | CVC CAPITAL PARTNERS PLC                                            | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |    125598 | NS      | $1792085.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                     | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214121.98    | 0.01%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                     | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    515000 | PA      | $533531.64    | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                     | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    491000 | PA      | $437667.61    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                     | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97452.08     | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                           | CYRUSONE DATA CENTERS ISSUER I LLC                                  | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $483995.20    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                | CYTOKINETICS INC                                                    | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     38463 | NS      | $2393167.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                    | DANAHER CORP                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     18490 | NS      | $3894733.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S 144A                            | DANSKE BANK A/S                                                     | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $208772.29    | 0.00%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DATABRICKS SER G CVT PFD STCK PP                | DATABRICKS SER G CVY PFD STCK PP                                    | CUSIP: TC6XLXUH0<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      4398 | NS      | $835620.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER H CVT PFD STOCK PP               | DATABRICKS SER H CVT PFD STOCK PP                                   | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |     10416 | NS      | $1979040.00   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER I CVT PFD STOCK PP               | DATABRICKS SER I CVT PFD STOCK PP                                   | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      1201 | NS      | $228190.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATADOG INC - CLASS A                           | DATADOG INC                                                         | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      7335 | NS      | $821226.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                          | DBS GROUP HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    141591 | NS      | $6377995.62   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                         | DCC PLC                                                             | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      1676 | NS      | $116870.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                                 | DEERE & CO                                                          | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266895.60    | 0.01%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                      | DEERE & CO                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     45177 | NS      | $28448408.67  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITY FINANCIAL CORP                         | DEFINITY FINANCIAL CORP                                             | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |    118509 | NS      | $5932183.22   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DEFT 2023-3 C 144A                              | DELL EQUIPMENT FINANCE TRUST 2023-3                                 | CUSIP: 24702EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100503.05    | 0.00%             | 2029-04-23      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1 C 144A                              | DELL EQUIPMENT FINANCE TRUST 2024-1                                 | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $674003.30    | 0.02%             | 2030-03-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A3 144A                             | DELL EQUIPMENT FINANCE TRUST 2024-2                                 | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $171096.77    | 0.00%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-2 A3 144A                             | DELL EQUIPMENT FINANCE TRUST 2025-2                                 | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100677.12    | 0.00%             | 2031-03-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DENALI THERAPEUTICS INC                         | DENALI THERAPEUTICS INC                                             | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     77907 | NS      | $1650070.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DENISON MINES CORP                              | DENISON MINES CORP                                                  | CUSIP: 000000000<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |    123832 | NS      | $515645.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                      | DIAGEO PLC                                                          | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    155227 | NS      | $3481203.37   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | DIAMONDBACK ENERGY INC                                              | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    451000 | PA      | $439965.91    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | DIAMONDBACK ENERGY INC                                              | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171590.45    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIANTHUS THERAPEUTICS INC                       | DIANTHUS THERAPEUTICS INC                                           | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |     12428 | NS      | $685901.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES INC                   | DIME COMMUNITY BANCSHARES INC                                       | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32296 | NS      | $1044775.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIPLOMA PLC                                     | DIPLOMA PLC                                                         | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |     12377 | NS      | $945421.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLMT 2026-1A A3 144A                           | DLLMT 2026-1 LLC                                                    | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50340.27     | 0.00%             | 2029-12-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1A A4 144A                           | DLLMT 2026-1 LLC                                                    | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15183.45     | 0.00%             | 2033-09-20      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A3 144A                           | DLLST 2024-1 LLC                                                    | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55224 | PA      | $55446.24     | 0.00%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A4 144A                           | DLLST 2024-1 LLC                                                    | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25224.59     | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                    | DNB BANK ASA                                                        | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    180835 | NS      | $5724227.23   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                 | DOLLAR TREE INC                                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     73603 | NS      | $9309307.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC - A                                | DOORDASH INC                                                        | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     12589 | NS      | $2221580.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVE 2021-3 D 144A                             | DRIVE AUTO RECEIVABLES TRUST 2021-3                                 | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183195 | PA      | $181678.38    | 0.00%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 B                                  | DRIVE AUTO RECEIVABLES TRUST 2025-2                                 | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100284.73    | 0.00%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| HONK 2020-1A A2 144A                            | DRIVEN BRANDS FUNDING LLC                                           | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60418 | PA      | $59655.22     | 0.00%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| HONK 2020-2A A2 144A                            | DRIVEN BRANDS FUNDING LLC                                           | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199256 | PA      | $194270.80    | 0.00%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DRSLF 2021-93A BR 144A                          | DRYDEN 93 CLO LTD                                                   | CUSIP: 26190TAS0<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250618.25    | 0.01%             | 2038-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DUOLINGO                                        | DUOLINGO INC                                                        | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       467 | NS      | $47167.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUTCH BROS INC-CLASS A                          | DUTCH BROS INC                                                      | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15637 | NS      | $838299.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNE THERAPEUTICS INC                           | DYNE THERAPEUTICS INC                                               | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200996 | NS      | $3139557.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A                   | EAGLE FUNDING LUXCO SARL                                            | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    260000 | PA      | $265200.23    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC                           | EAST WEST BANCORP INC                                               | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     24537 | NS      | $2685574.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                          | EASTERN BANKSHARES INC                                              | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    113845 | NS      | $2226808.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                        | EASTGROUP PROPERTIES INC                                            | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      4401 | NS      | $863960.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                          | EFMT 2025-INV2                                                      | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    209082 | PA      | $211057.55    | 0.00%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6 A1 144A                          | EFMT 2025-NQM6                                                      | CUSIP: 281916AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98233 | PA      | $98791.99     | 0.00%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                        | ELANCO ANIMAL HEALTH INC                                            | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    154097 | NS      | $4068160.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EHGVT 2023-A B 144A                             | ELARA HGV TIMESHARE ISSUER 2023-A LLC                               | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46167 | PA      | $47926.03     | 0.00%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ELD 2025-2A A1 144A                             | ELDRIDGE CLO 2025-2 LTD                                             | CUSIP: 28473AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $325886.60    | 0.01%             | 2039-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                   | ELEMENT FLEET MANAGEMENT CORP                                       | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    181478 | NS      | $4322583.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A                   | ELEMENT FLEET MANAGEMENT CORP                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $107731.31    | 0.00%             | 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        |     85694 | NS      | $3007002.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                             | ELEVANCE HEALTH INC                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     22736 | NS      | $7275520.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                  | ELI LILLY & CO                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     18807 | NS      | $19784775.93  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                  | ELI LILLY & CO                                                      | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157464.15    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELM20 2022-7A AR2 144A                          | ELMWOOD CLO 20 LTD                                                  | CUSIP: 29002AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250404.75    | 0.01%             | 2039-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC 144A                            | EMD FINANCE LLC                                                     | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379644.43    | 0.01%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                           | ENCOMPASS HEALTH CORP                                               | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     31311 | NS      | $3377830.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                        | ENEL SPA                                                            | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    200290 | NS      | $2408476.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE                                           | ENGIE SA                                                            | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    200295 | NS      | $6842695.21   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ENPRO INC                                       | ENPRO INC                                                           | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      6378 | NS      | $1649669.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC/THE                            | ENSIGN GROUP INC/THE                                                | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      5954 | NS      | $1275168.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                    | ENTEGRIS INC                                                        | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     24110 | NS      | $3193369.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EFF 2024-1 A3 144A                              | ENTERPRISE FLEET FINANCING 2024-1 LLC                               | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $147861.88    | 0.00%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A3 144A                              | ENTERPRISE FLEET FINANCING 2024-3 LLC                               | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $96237.92     | 0.00%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A4 144A                              | ENTERPRISE FLEET FINANCING 2024-3 LLC                               | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66682.64     | 0.00%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EPIRUS INC SERIES C-2 CVT PFD STOCK PP          | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                             | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     50717 | NS      | $183595.54    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Epirus SERIES D CVT PFD STOCK PP                | EPIRUS SERIES D CVT PFD STOCK PP                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11069 | NS      | $40069.78     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQUIFAX INC                                     | EQUIFAX INC                                                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     19577 | NS      | $4090809.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                     | EQUINOR ASA                                                         | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     82772 | NS      | $2480195.05   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A                   | EQUITABLE AMERICA GLOBAL FUNDING                                    | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20898.24     | 0.00%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUITY BANCSHARES INC - CL A                    | EQUITY BANCSHARES INC                                               | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     23810 | NS      | $1068592.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES                     | EQUITY LIFESTYLE PROPERTIES INC                                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |    113645 | NS      | $7632398.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ERASCA INC                                      | ERASCA INC                                                          | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155092 | NS      | $2118556.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                             | ERSTE GROUP BANK AG                                                 | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     32970 | NS      | $3913348.87   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ESAB CORP                                       | ESAB CORP                                                           | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     37315 | NS      | $4708033.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP SER A CVT PFD COMMIT PIPE PP          | ESAB CORP SER A CVT PFD COMMIT PIPE PP                              | CUSIP: 000000000<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EP               | CORP              | US        |       803 | NS      | $803000.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ESCO TECHNOLOGIES INC                           | ESCO TECHNOLOGIES INC                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      2539 | NS      | $704039.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                        | ESSEX PROPERTY TRUST INC                                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     13621 | NS      | $3474853.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                                | ESSILORLUXOTTICA SA                                                 | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     13896 | NS      | $3678091.21   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OEM6 EURO-BOBL FUTURE  JUN26                    | EURO-BOBL FUTURE  JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -10 | NC      | $-2377.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RXM6 EURO-BUND FUTURE  JUN26                    | EURO-BUND FUTURE  JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -4 | NC      | $-1565.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EART 2022-1A D                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-1                          | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130146 | PA      | $129710.39    | 0.00%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| EART 2023-1A D                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                          | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40250 | PA      | $40869.37     | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A A3                                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                          | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120521.57    | 0.00%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A A3                                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1                          | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $170397.87    | 0.00%             | 2030-03-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ESART 2025-3 A3                                 | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-3                   | CUSIP: 30185FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175965.95    | 0.00%             | 2030-12-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                              | EXPAND ENERGY CORP                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     22163 | NS      | $2391830.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BK INDIA 144A                     | EXPORT-IMPORT BANK OF INDIA                                         | CUSIP: 30218VAC0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $208809.99    | 0.00%             | 2056-01-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                | EXXON MOBIL CORP                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     38032 | NS      | $5799880.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                        | FABRINET                                                            | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      3704 | NS      | $2021013.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNS 435 C24                                     | FANNIE MAE INTEREST STRIP                                           | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225587 | PA      | $29364.12     | 0.00%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNS 319 2                                       | FANNIE MAE INTEREST STRIP                                           | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       364 | PA      | $48.57        | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310000 | PA      | $306541.64    | 0.01%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F030637<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1260000 | PA      | $1139775.84   | 0.03%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1055000 | PA      | $1025618.25   | 0.02%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F020638<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3075000 | PA      | $2547529.88   | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3090000 | PA      | $2912726.70   | 0.07%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445000 | PA      | $446993.60    | 0.01%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F020430<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80000 | PA      | $74511.76     | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F012437<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340000 | PA      | $309879.06    | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3725000 | PA      | $3820956.00   | 0.09%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F022634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $1905970.00   | 0.04%             | 2044-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11552 | PA      | $11712.63     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X9DD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76597 | PA      | $70939.66     | 0.00%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14355 | PA      | $14282.85     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WZWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9314 | PA      | $9014.93      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18025 | PA      | $19316.97     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8247 | PA      | $8482.15      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111851 | PA      | $93105.00     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138WJQE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119503 | PA      | $115514.92    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418TJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7815 | PA      | $8067.41      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6531 | PA      | $6999.46      | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239594 | PA      | $210717.71    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22553 | PA      | $21034.63     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EQCM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7958 | PA      | $8213.67      | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417KXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4462 | PA      | $4526.42      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13026 | PA      | $13352.14     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                                        | FANNIE MAE POOL                                                     | CUSIP: 31408GJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       569 | PA      | $579.40       | 0.00%             | 2035-12-01      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W3GH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122052 | PA      | $124717.48    | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W3PV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197497 | PA      | $201974.52    | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31412P2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1523 | PA      | $1545.06      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30422 | PA      | $30268.19     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85575 | PA      | $86299.81     | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32031 | PA      | $31869.02     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87181 | PA      | $89276.76     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489618 | PA      | $430103.99    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58442 | PA      | $58147.10     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1547 | PA      | $1612.29      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8367 | PA      | $8698.33      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42352 | PA      | $42055.83     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410LUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67544 | PA      | $65024.37     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J9YQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12715 | PA      | $12306.21     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418MWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26552 | PA      | $27379.11     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104623 | PA      | $98091.26     | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21664 | PA      | $21091.24     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EG3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3508 | PA      | $3778.90      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1850291 | PA      | $1536313.10   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3447 | PA      | $3540.15      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25861 | PA      | $25015.98     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218386 | PA      | $183625.28    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5073 | PA      | $5285.86      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23439 | PA      | $23006.40     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1610 | PA      | $1653.59      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417DF99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15572 | PA      | $14684.22     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJXC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7924 | PA      | $8179.33      | 0.00%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484176 | PA      | $423249.04    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150313 | PA      | $150640.02    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24191 | PA      | $24041.71     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140EU6Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14701 | PA      | $13711.37     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58796 | PA      | $54876.34     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63351 | PA      | $63691.65     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18287 | PA      | $18808.83     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3168 | PA      | $3404.20      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416XY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17223 | PA      | $17462.21     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229066 | PA      | $221828.24    | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31376KL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       916 | PA      | $954.38       | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120625 | PA      | $100661.93    | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4399 | PA      | $4336.71      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360698 | PA      | $302829.14    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42159 | PA      | $41485.92     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XA2E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124387 | PA      | $114510.02    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188397 | PA      | $188492.01    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138E0Q93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3014 | PA      | $2950.17      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X9DE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179495 | PA      | $168267.31    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X9RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37000 | PA      | $37706.83     | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10080 | PA      | $10686.53     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X6XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115995 | PA      | $112203.14    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XHK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34651 | PA      | $34668.57     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       281 | PA      | $298.13       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140JACF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31358 | PA      | $29396.23     | 0.00%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44878 | PA      | $43646.08     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15517 | PA      | $13676.09     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419ADC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7015 | PA      | $7309.69      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XKX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168299 | PA      | $168738.64    | 0.00%             | 2051-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78845 | PA      | $76358.04     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XNHW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320942 | PA      | $334905.26    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148253 | PA      | $125286.80    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8949 | PA      | $9204.66      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EG3M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44814 | PA      | $44587.63     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138LUTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7685 | PA      | $7434.01      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75185 | PA      | $76003.55     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6521 | PA      | $6779.99      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44125 | PA      | $40887.34     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17643 | PA      | $16540.13     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231878 | PA      | $216262.43    | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3728 | PA      | $3249.67      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31368HMQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3664 | PA      | $3818.49      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QBR67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223843 | PA      | $206719.10    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81931 | PA      | $74298.05     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45981 | PA      | $44056.83     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144414 | PA      | $146354.26    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133803 | PA      | $135950.99    | 0.00%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107542 | PA      | $104591.13    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J9LQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116420 | PA      | $109388.17    | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XCBF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95168 | PA      | $94155.58     | 0.00%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJG44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71040 | PA      | $65787.78     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22783 | PA      | $20291.31     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J6CR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47887 | PA      | $46572.72     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    937171 | PA      | $873678.17    | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138A7QM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21447 | PA      | $21458.03     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DVZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       422 | PA      | $452.34       | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9056 | PA      | $9372.59      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13639 | PA      | $13271.38     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WMW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3254 | PA      | $3164.58      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WAZC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19057 | PA      | $19250.71     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2810 | PA      | $2965.18      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58361 | PA      | $54710.40     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101629 | PA      | $103631.54    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13005 | PA      | $12701.44     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86842 | PA      | $77519.03     | 0.00%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1279 | PA      | $1328.13      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WFK39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79388 | PA      | $76731.32     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416CJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1360 | PA      | $1447.55      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153998 | PA      | $158112.76    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111009 | PA      | $92971.05     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259021 | PA      | $227082.71    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WKHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2730 | PA      | $2625.76      | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152899 | PA      | $150107.00    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ED49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31794 | PA      | $26487.28     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78592 | PA      | $81287.16     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3628 | PA      | $3579.94      | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21148 | PA      | $21502.31     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       194 | PA      | $204.60       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83118 | PA      | $83743.50     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15685 | PA      | $14628.48     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138Y3YF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5751 | PA      | $5684.60      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QC4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74168 | PA      | $68109.32     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258391 | PA      | $225247.00    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EPN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51869 | PA      | $51310.44     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XMB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55769 | PA      | $58195.06     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y6W48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68920 | PA      | $71311.24     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138WAFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3247 | PA      | $3208.47      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608123 | PA      | $635811.63    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15305 | PA      | $14804.63     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37892 | PA      | $37200.27     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41441 | PA      | $40676.67     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18956 | PA      | $18336.64     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2729 | PA      | $2931.83      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747058 | PA      | $624203.99    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40116 | PA      | $41391.34     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5855 | PA      | $5825.28      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42125 | PA      | $39287.78     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XAB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81664 | PA      | $84347.52     | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418CQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13132 | PA      | $12624.47     | 0.00%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403888 | PA      | $418588.47    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WPGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115624 | PA      | $108512.15    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31371MNT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6009 | PA      | $6341.18      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGRW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31591 | PA      | $30725.63     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2763 | PA      | $2888.97      | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25726 | PA      | $25987.85     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138WGZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22218 | PA      | $21882.57     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83430 | PA      | $75836.49     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4134 | PA      | $4252.08      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8127 | PA      | $8578.39      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419ADK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2032 | PA      | $2117.89      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36843 | PA      | $32536.83     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81917 | PA      | $75867.46     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3559 | PA      | $3674.91      | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140JACW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43751 | PA      | $42943.68     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6733 | PA      | $7016.63      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J5UV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36979 | PA      | $36505.72     | 0.00%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27711 | PA      | $26053.84     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417UEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4690 | PA      | $4757.70      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46567 | PA      | $47214.37     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68765 | PA      | $64707.76     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72669 | PA      | $72738.49     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140A0AH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131482 | PA      | $133915.03    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XALH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249597 | PA      | $251975.89    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27857 | PA      | $27140.80     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1348 | PA      | $1429.66      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3540 | PA      | $3470.48      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XJB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58636 | PA      | $52341.05     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19070 | PA      | $18618.05     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417F4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45437 | PA      | $42596.23     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402DC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9908 | PA      | $10175.47     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       382 | PA      | $397.40       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138YTK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10910 | PA      | $10753.04     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QNS60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642306 | PA      | $587082.35    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47209 | PA      | $46918.20     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21834 | PA      | $21852.97     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410G2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1060 | PA      | $1101.70      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15289 | PA      | $14869.90     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513602 | PA      | $525381.44    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31371LWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3065 | PA      | $3216.33      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138EQZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20968 | PA      | $21533.78     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160260 | PA      | $162044.07    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4163 | PA      | $4392.07      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222877 | PA      | $216758.87    | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87027 | PA      | $82327.59     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6536 | PA      | $6794.82      | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149333 | PA      | $150457.56    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7556 | PA      | $7664.29      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194596 | PA      | $176596.27    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53802 | PA      | $54618.37     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XLVH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5225 | PA      | $5326.50      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31390MFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1022 | PA      | $1078.57      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4862 | PA      | $4558.24      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417GTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2632 | PA      | $2559.47      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7593 | PA      | $6656.83      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374443 | PA      | $313261.63    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262377 | PA      | $274727.67    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2672 | PA      | $2784.25      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11090 | PA      | $10458.33     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134182 | PA      | $138048.79    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6606 | PA      | $6697.66      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7056 | PA      | $7367.02      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J8ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25585 | PA      | $25882.57     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5969 | PA      | $6298.97      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234922 | PA      | $197067.99    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27286 | PA      | $28489.98     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XKQG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103751 | PA      | $98859.42     | 0.00%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924542 | PA      | $769984.61    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8602 | PA      | $8630.13      | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WPEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5521 | PA      | $5343.26      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220202 | PA      | $226300.56    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68986 | PA      | $60943.53     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52694 | PA      | $51369.32     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64211 | PA      | $59468.82     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1137565 | PA      | $991911.49    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22576 | PA      | $23219.98     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180811 | PA      | $157945.71    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J95S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55407 | PA      | $53597.62     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7216 | PA      | $7320.11      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1875 | PA      | $1948.96      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       335 | PA      | $354.70       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RJN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       986 | PA      | $1012.39      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440217 | PA      | $386843.93    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115232 | PA      | $109799.12    | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123582 | PA      | $125094.83    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31400B5W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        52 | PA      | $53.53        | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3982 | PA      | $4095.26      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13390 | PA      | $13592.99     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310364 | PA      | $325390.86    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W4EU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40229 | PA      | $40494.16     | 0.00%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123012 | PA      | $103041.87    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31412NBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6863 | PA      | $7305.97      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y7S82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    949375 | PA      | $971149.40    | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1686 | PA      | $1554.53      | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1182 | PA      | $1213.57      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJGD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89793 | PA      | $83865.90     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418NET3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6675 | PA      | $6776.29      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EMHW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1820 | PA      | $1884.21      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952185 | PA      | $957110.66    | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10606 | PA      | $9308.05      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25043 | PA      | $23000.71     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4334 | PA      | $4612.90      | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XJKB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523148 | PA      | $487200.83    | 0.01%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11074 | PA      | $11102.43     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y67K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179422 | PA      | $187527.38    | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27600 | PA      | $28500.74     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QWBA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229989 | PA      | $235260.48    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108408 | PA      | $110960.88    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374531 | PA      | $356872.34    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138MBKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27994 | PA      | $27079.18     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1578 | PA      | $1655.57      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60441 | PA      | $60472.11     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39360 | PA      | $36762.42     | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1727 | PA      | $1774.02      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159255 | PA      | $132675.06    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138W9C32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7349 | PA      | $7137.36      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       652 | PA      | $669.97       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138WFGZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9123 | PA      | $8927.62      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138E2MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       258 | PA      | $255.83       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       588 | PA      | $613.23       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148958 | PA      | $154518.41    | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410LQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2211 | PA      | $2281.86      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EMTQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29163 | PA      | $30450.00     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XBDR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31943 | PA      | $32026.43     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11908 | PA      | $11914.42     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26275 | PA      | $23050.29     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127931 | PA      | $116578.27    | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276563 | PA      | $242689.11    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19075 | PA      | $18978.30     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       753 | PA      | $798.20       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12001 | PA      | $11940.70     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1655 | PA      | $1678.91      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31987 | PA      | $32712.09     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WGJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24111 | PA      | $23318.99     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138MQX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27901 | PA      | $26990.14     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8511 | PA      | $8233.30      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16177 | PA      | $16613.32     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64942 | PA      | $67216.04     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21839 | PA      | $23247.20     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ARBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12698 | PA      | $12704.35     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20729 | PA      | $21550.78     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50924 | PA      | $49646.50     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138X53G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7748 | PA      | $7499.01      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XG3C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50977 | PA      | $51072.37     | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EGTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6894 | PA      | $7118.74      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5550 | PA      | $5688.86      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39324 | PA      | $38251.94     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43025 | PA      | $40127.76     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WAXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15000 | PA      | $15152.73     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2434 | PA      | $2468.53      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199369 | PA      | $195727.60    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23241 | PA      | $24218.75     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ETLH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48800 | PA      | $50325.81     | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5262 | PA      | $5578.09      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16563 | PA      | $16230.41     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23875 | PA      | $24509.84     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1018560 | PA      | $852489.55    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5603 | PA      | $5838.24      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417DMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31163 | PA      | $29372.13     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W4E86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25406 | PA      | $25647.83     | 0.00%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410F5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13973 | PA      | $14371.10     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367591 | PA      | $323402.73    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110618 | PA      | $108578.28    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4148 | PA      | $4089.51      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202786 | PA      | $193593.65    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20087 | PA      | $20293.18     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545043 | PA      | $483137.27    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1163 | PA      | $1212.27      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95341 | PA      | $98799.55     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XRP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253037 | PA      | $250912.33    | 0.01%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140BE7L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26226 | PA      | $27430.35     | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594843 | PA      | $522538.61    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564333 | PA      | $525555.80    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241574 | PA      | $209191.18    | 0.00%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       326 | PA      | $339.94       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80044 | PA      | $74653.19     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                                        | FANNIE MAE POOL                                                     | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       466 | PA      | $476.23       | 0.00%             | 2035-12-01      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| FNR 2021-33 AI                                  | FANNIE MAE REMICS                                                   | CUSIP: 3136BHUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749261 | PA      | $97828.87     | 0.00%             | 2047-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC CVT SR D PP        | FARMERS BUSINESS NETWORK INC CVT SR D PP                            | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |      3203 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FB FINANCIAL CORP                               | FB FINANCIAL CORP                                                   | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     24026 | NS      | $1313981.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                             | FEDERAL SIGNAL CORP                                                 | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      5932 | NS      | $690662.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FERMI INC                                       | FERMI INC                                                           | CUSIP: 314911108<br>LEI: 529900TSHBYBCFMYZ228 | Long             | EC               | CORP              | US        |     33085 | NS      | $329857.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                      | FERRARI NV                                                          | CUSIP: YX0724154<br>LEI: 549300RIVY5EX8RCON76 | Long             | DBT              | CORP              | NL        |    105000 | PA      | $127797.79    | 0.00%             | 2030-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC APODS 6.7 31 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-223.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC ARCC 5.1 31 05/19/26 CHAS_C                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-34.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC ARCC 5.8 32 05/19/26 CHAS_C                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $354.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC ARESSI 5.8 30 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $470.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC BCSF 5.95 30 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $438.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC BXSL 5.125 31 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-118.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC CGBD 5.75 31 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-283.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC GSCRED 5.875 31 05/19/26 CHAS_C                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $347.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC HLEND 5.45 30 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $671.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC HTGC 6 30 05/19/26 CHAS_C                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-68.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OBDC 5.95 29 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1243.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OBDC 6.2 30 05/19/26 CHAS_C                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-215.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OCINCC 5.8 30 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $939.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OCINCC 6.6 29 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $628.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OCINCC 6.65 31 05/19/26 CHAS_C                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $561.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC 144A                   | FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE    | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198101 | PA      | $206940.35    | 0.00%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                             | FIFTH THIRD BANCORP                                                 | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415794.67    | 0.01%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                             | FIFTH THIRD BANCORP                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    126067 | NS      | $6236534.49   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FILTRONIC PLC                                   | FILTRONIC PLC                                                       | CUSIP: 000000000<br>LEI: 213800PDQ9V2ZNCDO264 | Long             | EC               | CORP              | GB        |     23522 | NS      | $64471.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINNING INTERNATIONAL INC                       | FINNING INTERNATIONAL INC                                           | CUSIP: 000000000<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      9308 | NS      | $627516.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| FIRST AMERICAN FINANCIAL                        | FIRST AMERICAN FINANCIAL CORP                                       | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    303000 | PA      | $267096.43    | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                | FIRSTENERGY CORP                                                    | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37651.13     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                | FIRSTENERGY CORP                                                    | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    223000 | PA      | $210659.10    | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                        | FIRSTENERGY TRANSMISSION LLC                                        | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86119.67     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                      | FISERV INC                                                          | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383903.22    | 0.01%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIVE STAR BANCORP                               | FIVE STAR BANCORP                                                   | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |     31529 | NS      | $1227423.97   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSHIP COMMUNITIES REIT UT                    | FLAGSHIP COMMUNITIES REIT                                           | CUSIP: 000000000<br>LEI: 894500P7IQ2SJ1DF2L20 | Long             | EC               | CORP              | CA        |     46872 | NS      | $923378.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR BANK, N.A.                             | FLAGSTAR BANK NA                                                    | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     88271 | NS      | $1120158.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FSMT 2020-1INV A11 144A                         | FLAGSTAR MORTGAGE TRUST 2020-1NV                                    | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62756 | PA      | $60790.31     | 0.00%             | 2050-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FLEXE SERIES C CVT PFD STOCK PP                 | FLEXE SERIES C CVT PFD STOCK                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9815 | NS      | $28659.80     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLEXE SERIES D CVT PFD STOCK PP                 | FLEXE SERIES D CVT PFD STOCK PP                                     | CUSIP: TC3VQOQZ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3669 | NS      | $13648.68     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLOOR & DECOR HOLDINGS INC-A                    | FLOOR & DECOR HOLDINGS INC                                          | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     16321 | NS      | $1127617.89   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                        | FLORIDA POWER & LIGHT CO                                            | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129193.18    | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                  | FLOWSERVE CORP                                                      | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      9180 | NS      | $812613.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER TREASURY DAC 144A                       | FLUTTER TREASURY DAC                                                | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $200121.86    | 0.00%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORDO 2022-C C                                  | FORD CREDIT AUTO OWNER TRUST 2022-C                                 | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110336.92    | 0.00%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-1 A 144A                             | FORD CREDIT AUTO OWNER TRUST 2023-REV1                              | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $474578.63    | 0.01%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | FORD MOTOR CREDIT CO LLC                                            | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205759.48    | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | FORD MOTOR CREDIT CO LLC                                            | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    560000 | PA      | $606455.52    | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORGENT POWER SOLUTIONS INC                     | FORGENT POWER SOLUTIONS INC                                         | CUSIP: 34631F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16437 | NS      | $565268.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FCBSL 2024-4A B 144A                            | FORTRESS CREDIT BSL XXVI LTD                                        | CUSIP: 34966VAE2<br>LEI: 254900DPXY8BVCQBIY30 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251050.00    | 0.01%             | 2038-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FCBSL 2026-1A A1 144A                           | FORTRESS CREDIT BSL XXVIII LTD                                      | CUSIP: 34966UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249730.25    | 0.01%             | 2039-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                  | FORTUNE BRANDS INNOVATIONS INC                                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2834 | NS      | $153999.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                      | FOUNDRY JV HOLDCO LLC                                               | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213385.18    | 0.01%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                      | FOUNDRY JV HOLDCO LLC                                               | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213740.50    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                      | FOUNDRY JV HOLDCO LLC                                               | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216650.51    | 0.01%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                      | FOUNDRY JV HOLDCO LLC                                               | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215277.39    | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       310 | PA      | $329.70       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       224 | PA      | $223.26       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       240 | PA      | $239.31       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31292HVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1799 | PA      | $1880.14      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312941UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11510 | PA      | $11893.77     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3333 | PA      | $3432.41      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312938BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1658 | PA      | $1683.44      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312945ZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28038 | PA      | $28082.30     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M6M88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       438 | PA      | $466.77       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M6QE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       491 | PA      | $522.81       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6360 | PA      | $6571.82      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       374 | PA      | $372.73       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7979 | PA      | $8102.66      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                       | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18989 | PA      | $19019.32     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M9LV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68884 | PA      | $64988.00     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       961 | PA      | $993.27       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M9JW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29025 | PA      | $28107.47     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132H3PR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40270 | PA      | $38998.14     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                       | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132GKGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13505 | PA      | $13526.36     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9754 | PA      | $9905.16      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8925 | PA      | $8889.50      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132H5BB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10508 | PA      | $10176.41     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31292SAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37564 | PA      | $36377.02     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31335ALP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18572 | PA      | $18875.37     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44150 | PA      | $41507.34     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9376 | PA      | $9689.15      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       108 | PA      | $107.62       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2381 | PA      | $2419.53      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13981 | PA      | $14197.76     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23289 | PA      | $22565.71     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195048 | PA      | $188981.71    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M9ZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33010 | PA      | $33536.03     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC 15YR GOLD                                 | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MEE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25617 | PA      | $25134.81     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31297ENC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       187 | PA      | $196.71       | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132H7C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20530 | PA      | $19893.01     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8384 | PA      | $8520.85      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                       | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8286 | PA      | $8298.78      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M8AW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        63 | PA      | $66.02        | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132J85B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37058 | PA      | $34818.60     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31297BM82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18639 | PA      | $19573.03     | 0.00%             | 2034-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10287 | PA      | $10446.60     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M74T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4701 | PA      | $4888.07      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132HMK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6975 | PA      | $6754.27      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                       | FREDDIE MAC NON GOLD POOL                                           | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1864 | PA      | $1897.32      | 0.00%             | 2037-01-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                       | FREDDIE MAC NON GOLD POOL                                           | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1548 | PA      | $1579.87      | 0.00%             | 2037-02-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133CFT66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22791 | PA      | $23193.34     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DMCR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49191 | PA      | $45561.87     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427CYW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243396 | PA      | $248389.68    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427PXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155635 | PA      | $162318.69    | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    469300 | PA      | $480129.81    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427QJ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87979 | PA      | $88698.19     | 0.00%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188656 | PA      | $171080.89    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GSB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178056 | PA      | $184289.32    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133WDQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55528 | PA      | $56523.29     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DUU88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369559 | PA      | $372558.93    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GUKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351357 | PA      | $362532.39    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KNBR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50705 | PA      | $46431.42     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93081 | PA      | $96339.82     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    451216 | PA      | $447953.75    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125464 | PA      | $114953.09    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53293 | PA      | $47080.10     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTFE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213287 | PA      | $219163.60    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133BNCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125406 | PA      | $104476.08    | 0.00%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140984 | PA      | $118641.42    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182352 | PA      | $187165.35    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89297 | PA      | $87098.17     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155492 | PA      | $159269.02    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133KYW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25759 | PA      | $24256.28     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427QYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308236 | PA      | $310988.70    | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427RNZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378651 | PA      | $391858.01    | 0.01%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157722 | PA      | $160117.76    | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DQLW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49613 | PA      | $50127.77     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GVJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286991 | PA      | $300598.93    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNQN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46624 | PA      | $45291.34     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132CWYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108464 | PA      | $108126.11    | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    336159 | PA      | $282226.47    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DMVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35157 | PA      | $33598.49     | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DVLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19488 | PA      | $17966.65     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132A8GL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40778 | PA      | $40203.23     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219144 | PA      | $201532.90    | 0.00%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNUW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148419 | PA      | $139662.37    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133KYXA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24074 | PA      | $22669.32     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTAW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115499 | PA      | $101221.42    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132CXBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48481 | PA      | $47968.68     | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33734 | PA      | $28252.11     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168605 | PA      | $147681.63    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132D9JV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183579 | PA      | $175733.63    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132CW6E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33024 | PA      | $30406.94     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20317 | PA      | $20381.88     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GVJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383088 | PA      | $392402.45    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114184 | PA      | $117275.58    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142JTVW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276390 | PA      | $278211.60    | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133WGCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45350 | PA      | $46629.35     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DQ6R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110880 | PA      | $93385.43     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTG53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57608 | PA      | $60836.13     | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30519 | PA      | $31563.06     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31426JF53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112648 | PA      | $116472.26    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18757 | PA      | $16437.08     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24367 | PA      | $23759.52     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    705877 | PA      | $729084.93    | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167873 | PA      | $154579.15    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KJL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33766 | PA      | $28534.86     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73331 | PA      | $75290.49     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15659 | PA      | $15819.86     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126879 | PA      | $129924.42    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131515 | PA      | $130247.66    | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28190 | PA      | $24454.06     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67982 | PA      | $66401.60     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DQM94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165942 | PA      | $172406.75    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DUCT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108425 | PA      | $108985.75    | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292838 | PA      | $257635.57    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61410 | PA      | $53872.66     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116775 | PA      | $109007.84    | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104622 | PA      | $105760.82    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133GEL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75830 | PA      | $70785.80     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460285 | PA      | $384304.14    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98165 | PA      | $101737.64    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175245 | PA      | $156955.97    | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTTP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134488 | PA      | $140125.82    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KGKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37317 | PA      | $35662.86     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124172 | PA      | $127333.40    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115106 | PA      | $118618.03    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    745581 | PA      | $622969.73    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132ACFU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165222 | PA      | $158719.25    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1351887 | PA      | $1126257.88   | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 5293 KI                                     | FREDDIE MAC REMICS                                                  | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    673774 | PA      | $88241.25     | 0.00%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 5000 UI                                     | FREDDIE MAC REMICS                                                  | CUSIP: 3137FVHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1340833 | PA      | $229562.00    | 0.01%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA2 A1 144A                         | FREDDIE MAC STACR REMIC TRUST 2024-DNA2                             | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    150162 | PA      | $150955.28    | 0.00%             | 2044-05-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A                         | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                             | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |     81399 | PA      | $81399.26     | 0.00%             | 2045-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                            | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41471.92     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                            | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22019.25     | 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        |     62000 | PA      | $62093.03     | 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        |     99000 | PA      | $99127.58     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FUJIKURA LTD                                    | FUJIKURA LTD                                                        | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |     17900 | NS      | $3056471.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC PP                 | Farmers Business Network Inc PP                                     | CUSIP: TC7HUI213<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |      8748 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A                    | GA GLOBAL FUNDING TRUST                                             | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154023.53    | 0.00%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A                    | GA GLOBAL FUNDING TRUST                                             | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167321.34    | 0.00%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL INC-A                            | GALAXY DIGITAL INC                                                  | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Long             | EC               | CORP              | US        |      7562 | NS      | $155701.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFMT 2018-1 A33 144A                            | GALTON FUNDING MORTGAGE TRUST 2017-1                                | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37453 | PA      | $34853.71     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-1 A23 144A                            | GALTON FUNDING MORTGAGE TRUST 2017-1                                | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9653 | PA      | $9033.47      | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-2 A22 144A                            | GALTON FUNDING MORTGAGE TRUST 2018-2                                | CUSIP: 36418GAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4941 | PA      | $4771.11      | 0.00%             | 2058-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                          | GCAT 2025-NQM1 TRUST                                                | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157025 | PA      | $158307.11    | 0.00%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GCI LIBERTY INC-CL C                            | GCI LIBERTY INC                                                     | CUSIP: 36164V800<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4074 | NS      | $160311.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA LLC                                  | GE VERNOVA INC                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      6557 | NS      | $5728195.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                                  | GE VERNOVA INC                                                      | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54557.31     | 0.00%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENEDX HOLDINGS CORP                            | GENEDX HOLDINGS CORP                                                | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2764 | NS      | $220318.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                             | GENERAL ELECTRIC CO                                                 | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112753.58    | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                             | GENERAL ELECTRIC CO                                                 | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142279.02    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                    | GENERAL ELECTRIC CO                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     63819 | NS      | $21842690.94  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55955.08     | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     68000 | PA      | $74003.15     | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192629.91    | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERALI                                        | GENERALI                                                            | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     60373 | NS      | $2570749.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                             | GILEAD SCIENCES INC                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    133776 | NS      | $19925935.20  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1170000 | PA      | $1184812.20   | 0.03%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385000 | PA      | $380364.60    | 0.01%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1254237.50   | 0.03%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -3615000 | PA      | $-3688023.00  | -0.09%            | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2N57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6203 | PA      | $6424.38      | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2QW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6222 | PA      | $6409.56      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2N81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2928 | PA      | $2760.92      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2MV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22795 | PA      | $23570.61     | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 36297FYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4351 | PA      | $4508.82      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 36241LF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9437 | PA      | $9770.51      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 36178NGA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49140 | PA      | $46338.96     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16737 | PA      | $16979.81     | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4773 | PA      | $4941.80      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 36241LF50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9437 | PA      | $9770.51      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36193VGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8274 | PA      | $7689.20      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35916 | PA      | $32262.89     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    358719 | PA      | $357613.49    | 0.01%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30315 | PA      | $29358.78     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34263 | PA      | $32926.70     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17312 | PA      | $17795.65     | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132464 | PA      | $119002.82    | 0.00%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WUV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32791 | PA      | $30082.64     | 0.00%             | 2037-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12421 | PA      | $12768.09     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6843 | PA      | $7068.17      | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36193VJD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12200 | PA      | $11337.87     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238538 | PA      | $210554.94    | 0.00%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36193VJC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15134 | PA      | $14064.22     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50596 | PA      | $51351.62     | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17316 | PA      | $17886.61     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118794 | PA      | $104967.90    | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28504 | PA      | $27594.97     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6696 | PA      | $6793.71      | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7855 | PA      | $8074.09      | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21272 | PA      | $20434.49     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27313 | PA      | $26296.88     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248068 | PA      | $238391.46    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9940 | PA      | $10234.35     | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622ABZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45402 | PA      | $44575.70     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40515 | PA      | $41109.56     | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23538 | PA      | $23812.33     | 0.00%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36193VJB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6427 | PA      | $5972.77      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13490 | PA      | $13888.36     | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194MJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10836 | PA      | $10070.53     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11837 | PA      | $12213.42     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312834 | PA      | $265092.46    | 0.01%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31069 | PA      | $29856.72     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3497 | PA      | $3611.97      | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74912 | PA      | $76396.18     | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    819604 | PA      | $694655.70    | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74311 | PA      | $69093.33     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5136 | PA      | $4934.93      | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194MH87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7840 | PA      | $7285.67      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8859 | PA      | $9150.68      | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    417456 | PA      | $353748.09    | 0.01%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180482 | PA      | $171412.34    | 0.00%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36195KHB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5808 | PA      | $5397.57      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1332865 | PA      | $1176520.25   | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2234 | PA      | $2267.35      | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43015 | PA      | $39994.94     | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79669 | PA      | $74075.05     | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622ABZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23833 | PA      | $23767.71     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10814 | PA      | $10049.68     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36488 | PA      | $35324.75     | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WSZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23945 | PA      | $21972.82     | 0.00%             | 2036-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2386 | PA      | $2363.27      | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4545 | PA      | $4694.40      | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202EGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19436 | PA      | $20334.68     | 0.00%             | 2036-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3556 | PA      | $3655.62      | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622ABUR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121699 | PA      | $117171.90    | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       107 | PA      | $110.15       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28348 | PA      | $26382.23     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51659 | PA      | $53370.73     | 0.00%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32732 | PA      | $33030.81     | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4698 | PA      | $4220.46      | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36241KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10661 | PA      | $11363.70     | 0.00%             | 2038-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16453 | PA      | $16694.26     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36184BAH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16842 | PA      | $16272.15     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282275 | PA      | $258913.45    | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622A2GK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94889 | PA      | $91896.60     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20995 | PA      | $20793.77     | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622ABCY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57052 | PA      | $55232.76     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    379485 | PA      | $334966.95    | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622AAYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17223 | PA      | $16582.66     | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29916 | PA      | $30354.34     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40211 | PA      | $38642.28     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90106 | PA      | $93059.75     | 0.00%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28978 | PA      | $28423.30     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10798 | PA      | $11117.38     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36193VG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7811 | PA      | $7258.88      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36195KHC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7034 | PA      | $6536.80      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12813 | PA      | $12012.10     | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179QGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24318 | PA      | $25444.61     | 0.00%             | 2044-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194CT94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6621 | PA      | $6153.03      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430952 | PA      | $380396.72    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160300 | PA      | $157233.07    | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37606 | PA      | $38721.07     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    594281 | PA      | $524572.30    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19775 | PA      | $19584.70     | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622A2ZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18587 | PA      | $17854.11     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16547 | PA      | $16907.65     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121834 | PA      | $121101.56    | 0.00%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30775 | PA      | $27644.68     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10426 | PA      | $10856.61     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249154 | PA      | $243867.96    | 0.01%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48543 | PA      | $48070.04     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47909 | PA      | $49181.71     | 0.00%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194PGZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10485 | PA      | $9744.52      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194CTV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26840 | PA      | $24943.50     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89000 | PA      | $89506.61     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23920 | PA      | $23168.58     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283980 | PA      | $263919.05    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346733 | PA      | $336991.19    | 0.01%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7464 | PA      | $7170.18      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73057 | PA      | $70171.97     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84783 | PA      | $86510.30     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44427 | PA      | $45775.12     | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79512 | PA      | $82173.62     | 0.00%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154178 | PA      | $136090.98    | 0.00%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259124 | PA      | $219569.80    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277578 | PA      | $245014.95    | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39077 | PA      | $39661.35     | 0.00%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    556902 | PA      | $555358.63    | 0.01%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3617B5DY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40907 | PA      | $39290.76     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23488 | PA      | $21828.99     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3910 | PA      | $4102.74      | 0.00%             | 2039-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16255 | PA      | $15943.76     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21670 | PA      | $19892.91     | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254211 | PA      | $233382.58    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4904 | PA      | $5010.51      | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622AB5L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18672 | PA      | $17949.82     | 0.00%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6022 | PA      | $5818.36      | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2779 | PA      | $2860.79      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13884 | PA      | $14456.87     | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179W3Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55534 | PA      | $50877.36     | 0.00%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194BZF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22116 | PA      | $20552.64     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                    | GLENCORE PLC                                                        | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    427180 | NS      | $3086638.36   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | GLP CAPITAL LP / GLP FINANCING II INC                               | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130004.59    | 0.00%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | GLP CAPITAL LP / GLP FINANCING II INC                               | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $161815.83    | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GMALT 2026-1 B                                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1                        | CUSIP: 36273VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40208.84     | 0.00%             | 2030-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                   | GOLAR LNG LTD                                                       | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |     41544 | NS      | $1847046.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258958.34    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273675.30    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278111.75    | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    780000 | PA      | $716197.41    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     13590 | NS      | $11681556.30  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316996.96    | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                           | GOLUB CAPITAL PRIVATE CREDIT FUND                                   | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202009.02    | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOOSEHEAD INSURANCE INC -A                      | GOOSEHEAD INSURANCE INC                                             | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     21646 | NS      | $1173213.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNR 2021-96 VI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38382UG39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1916680 | PA      | $279492.28    | 0.01%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2020-181 WI                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38382LXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    634890 | PA      | $77103.12     | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-184 JH                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38380H5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11956 | PA      | $11030.82     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2018-8 DA                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8756 | PA      | $8393.15      | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2013-24 OI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38378FK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9871 | PA      | $1615.49      | 0.00%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2013-82 IG                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38378TDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17825 | PA      | $2766.21      | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-57 AI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38382QAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3310478 | PA      | $392433.27    | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-63 LM                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135000 | PA      | $115060.93    | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GPGI INC                                        | GPGI INC                                                            | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59235 | NS      | $1329825.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACE 2020-GRCE A 144A                          | GRACE TRUST 2020-GRCE                                               | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $358355.06    | 0.01%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GRACO INC                                       | GRACO INC                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     11682 | NS      | $1097173.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP                     | GROCERY OUTLET HOLDING CORP                                         | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166993 | NS      | $1649890.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO MEXICO SAB DE CV-SER B                    | GRUPO MEXICO SAB DE CV                                              | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |    161254 | NS      | $2043624.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GSMBS 2020-INV1 A14 144A                        | GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1                       | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130157 | PA      | $115886.41    | 0.00%             | 2050-10-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| GSMBS 2014-EB1A 2A1 144A                        | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                        | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       817 | PA      | $813.79       | 0.00%             | 2044-07-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-NQM3 A1 144A                         | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM3                       | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |     81060 | PA      | $81519.42     | 0.00%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                             | GUARDANT HEALTH INC                                                 | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      9239 | NS      | $867542.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GUSTO INC PP                                    | GUSTO INC PP                                                        | CUSIP: TC6CSL955<br>LEI: 254900RM672GSG5HDT33 | Long             | EC               | CORP              | US        |      9216 | NS      | $197222.40    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GUSTO INC SER E CVT PFD PP                      | GUSTO INC SER E CVT PFD PP                                          | CUSIP: TC18PZKC3<br>LEI: 254900RM672GSG5HDT33 | Long             | EP               | CORP              | US        |     12516 | NS      | $267842.40    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HA SUSTAINABLE INF CAP                          | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                           | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    439000 | PA      | $453682.50    | 0.01%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAP INC           | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                           | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     29358 | NS      | $1072154.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAGERTY INC                                     | HAGERTY INC                                                         | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52345 | NS      | $614530.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON LANE INC-CLASS A                       | HAMILTON LANE INC                                                   | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     10519 | NS      | $1103863.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBOUR ENERGY PLC 144A                         | HARBOUR ENERGY PLC                                                  | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $484035.69    | 0.01%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HNGRY 2024-1A A2 144A                           | HARDEE'S FUNDING LLC                                                | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170081 | PA      | $176291.09    | 0.00%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HNGRY 2021-1A A2 144A                           | HARDEE'S FUNDING LLC                                                | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128925 | PA      | $121641.46    | 0.00%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HAUL HUB SER B CVT PFD STOCK PP                 | HAUL HUB SER B CVT PFD STOCK PP                                     | CUSIP: TC4OO9IF0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6732 | NS      | $2827.44      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HAUL HUB SERIES C CVT PFD STOCK PP              | HAUL HUB SERIES C CVT PFD STOCK PP                                  | CUSIP: TC65RM9G5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2367 | NS      | $994.14       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HCA INC                                         | HCA INC                                                             | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300202.87    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LIMITED                               | HDFC BANK LTD                                                       | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |    376782 | NS      | $3683044.69   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                   | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                  | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102893.10    | 0.00%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                   | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                  | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252383.16    | 0.01%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                   | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                  | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128204.88    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                        | HEALTHCARE REALTY HOLDINGS LP                                       | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257703.93    | 0.01%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                        | HEALTHCARE REALTY HOLDINGS LP                                       | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84363.52     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                            | HEATHROW FUNDING LTD                                                | CUSIP: AX5204471<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    145000 | PA      | $150274.24    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                         | HEIDELBERG MATERIALS AG                                             | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     11937 | NS      | $2659474.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                     | HITACHI LTD                                                         | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    266600 | NS      | $8727767.33   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM LTD-REG                                  | HOLCIM AG                                                           | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     36969 | NS      | $3398607.21   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                             | HOME BANCSHARES INC/AR                                              | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33426 | NS      | $917877.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                  | HOME DEPOT INC/THE                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     16145 | NS      | $6146724.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMES 2025-AFC2 A1B 144A                        | HOMES 2025-AFC2 TRUST                                               | CUSIP: 43761YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228381 | PA      | $230683.29    | 0.01%             | 2060-06-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 A1 144A                         | HOMES 2025-NQM2 TRUST                                               | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141622 | PA      | $142804.31    | 0.00%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2026-AFC1 A1 144A                         | HOMES 2026-AFC1 TRUST                                               | CUSIP: 403972AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $670654.18    | 0.02%             | 2061-02-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| HONOR TECHNOLOGY SER D CVT PFD PP               | HONOR TECHNOLOGY SER D CVT PFD PP                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     92428 | NS      | $123853.52    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HOYA CORP                                       | HOYA CORP                                                           | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     20200 | NS      | $3648683.44   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A D 144A                            | HPEFS EQUIPMENT TRUST 2023-2                                        | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100794.82    | 0.00%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A C 144A                            | HPEFS EQUIPMENT TRUST 2023-2                                        | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41951 | PA      | $42041.77     | 0.00%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A B 144A                            | HPEFS EQUIPMENT TRUST 2024-2                                        | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100938.57    | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A A3 144A                           | HPEFS EQUIPMENT TRUST 2024-2                                        | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76216 | PA      | $76629.01     | 0.00%             | 2031-10-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC HOLDINGS PLC                                                   | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202243.51    | 0.00%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                 | HUF/USD FWD 20260417 SBOSGB2X                                       | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |         1 | NC      | $1786.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                              | HUF/USD FWD 20260417 UBSWGB2L                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | HU        |         1 | NC      | $-35779.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                       | HUNTINGTON BANCSHARES INC/OH                                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    129500 | NS      | $2175600.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HACLN 2024-1 B1 144A                            | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1              | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99289 | PA      | $100975.85    | 0.00%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                            | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1              | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337253 | PA      | $340043.04    | 0.01%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF | HYG US 03/20/26 C81                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -5979 | NC      | $-44842.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF | HYG US 03/20/26 P81                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -5979 | NC      | $-418530.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HART 2026-A C                                   | HYUNDAI AUTO RECEIVABLES TRUST 2026-A                               | CUSIP: 448981AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55359.98     | 0.00%             | 2033-06-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| HART 2026-A B                                   | HYUNDAI AUTO RECEIVABLES TRUST 2026-A                               | CUSIP: 448981AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30201.15     | 0.00%             | 2032-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100895.78    | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162232.10    | 0.00%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82726.08     | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52257.61     | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111946.19    | 0.00%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891AEE3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211899.19    | 0.00%             | 2031-01-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| iCapital Inc Common Stock PP                    | ICAPITAL INC COMMON STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22981 | NS      | $390677.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                             | ICE_DOW CHEMICAL CO/THE CDS 12/20/2030 BARC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $595.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | ICE_ORACLE CORP CDS 12/20/2030 MSLN                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-15524.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | ICE_SES SA CDS 12/20/2030 CHAS                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |         1 | NC      | $-15848.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP INC                                     | IDACORP INC                                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     15714 | NS      | $2262344.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMATICS NV                                     | IMMATICS NV                                                         | CUSIP: N44445109<br>LEI: 984500DC691EZ96AF394 | Long             | EC               | CORP              | NL        |    187707 | NS      | $1940890.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOCORE HOLDINGS PLC-ADR                     | IMMUNOCORE HOLDINGS PLC                                             | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |     33089 | NS      | $1068774.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOME INC                                    | IMMUNOME INC                                                        | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191441 | NS      | $4184900.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOVANT INC                                  | IMMUNOVANT INC                                                      | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61186 | NS      | $1696687.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A                    | IMPERIAL BRANDS FINANCE PLC                                         | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $414701.16    | 0.01%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM1 A1 144A                         | IMPERIAL FUND MORTGAGE TRUST 2021-NQM1                              | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130832 | PA      | $118794.79    | 0.00%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM2 A1 144A                         | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                              | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64442 | PA      | $55872.83     | 0.00%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                                      | IMPINJ INC                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      3708 | NS      | $454823.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST IN                    | INDEPENDENCE REALTY TRUST INC                                       | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     55388 | NS      | $917779.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDRA SISTEMAS SA                               | INDRA SISTEMAS SA                                                   | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     52493 | NS      | $3878522.05   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| INFINEON TECHNOLOGIES AG                        | INFINEON TECHNOLOGIES AG                                            | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     68518 | NS      | $3692765.70   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                         | INFRASTRUTTURE WIRELESS ITALIANE SPA                                | CUSIP: YQ6778167<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |    105000 | PA      | $126650.41    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV CVA NLG1                           | ING GROEP NV                                                        | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    215731 | NS      | $6224472.35   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                              | INGERSOLL RAND INC                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     44172 | NS      | $4158352.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS                     | INSTALLED BUILDING PRODUCTS INC                                     | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      3572 | NS      | $1170758.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                      | INTEL CORP                                                          | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89498.90     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                      | INTEL CORP                                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     75620 | NS      | $3449028.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                   | INTERCONTINENTAL EXCHANGE INC                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     60029 | NS      | $9852559.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                | INTERDIGITAL INC                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12301 | NS      | $4508685.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BUSINESS MACHINES CORP                     | INTERNATIONAL BUSINESS MACHINES CORP                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     12964 | NS      | $3114082.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                          | INTERNATIONAL PAPER CO                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    218741 | NS      | $9526170.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO                                 | INTESA SANPAOLO SPA                                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    671851 | NS      | $4609938.78   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                          | INTUITIVE SURGICAL INC                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     16442 | NS      | $8278711.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES OP                             | INVITATION HOMES OPERATING PARTNERSHIP LP                           | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52870.22     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                             | INVITATION HOMES OPERATING PARTNERSHIP LP                           | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68763.50     | 0.00%             | 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        |      1260 | NS      | $102249.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ INC- CL A                                  | IONQ INC                                                            | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |       308 | NS      | $11817.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO ENTERPRISES INC                          | IPALCO ENTERPRISES INC                                              | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144383.23    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRADIMED CORP                                   | IRADIMED CORP                                                       | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1849 | NS      | $191426.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ISETAN MITSUKOSHI HOLDINGS L                    | ISETAN MITSUKOSHI HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |    261900 | NS      | $5141140.08   | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| STATE OF ISRAEL                                 | ISRAEL GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    395000 | PA      | $411097.32    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ISRAEL                                          | ISRAEL GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $199405.63    | 0.00%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A                   | JACKSON NATIONAL LIFE GLOBAL FUNDING                                | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155124.08    | 0.00%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JTWN 2020-15A A1R 144A                          | JAMESTOWN CLO XV LTD                                                | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250719.25    | 0.01%             | 2035-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                  | JBT MAREL CORP                                                      | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      8610 | NS      | $1325940.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                               | JOHNSON & JOHNSON                                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     39082 | NS      | $9709141.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMCC 2018-WPT AFX 144A                         | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT       | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $76300.00     | 0.00%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A3 144A                         | JP MORGAN MORTGAGE TRUST 2019-INV3                                  | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38033 | PA      | $35246.17     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A15 144A                        | JP MORGAN MORTGAGE TRUST 2019-INV3                                  | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32787 | PA      | $30206.20     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-5 B2 144A                            | JP MORGAN MORTGAGE TRUST 2020-5                                     | CUSIP: 46653JBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146543 | PA      | $132416.57    | 0.00%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 A15 144A                        | JP MORGAN MORTGAGE TRUST 2020-LTV1                                  | CUSIP: 46591NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       377 | PA      | $375.13       | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 B1A 144A                        | JP MORGAN MORTGAGE TRUST 2020-LTV1                                  | CUSIP: 46591NBR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146235 | PA      | $131907.65    | 0.00%             | 2050-06-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 A3 144A                         | JP MORGAN MORTGAGE TRUST 2020-LTV1                                  | CUSIP: 46591NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       848 | PA      | $844.30       | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A                         | JP MORGAN MORTGAGE TRUST 2025-DSC2                                  | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    187414 | PA      | $188688.91    | 0.00%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NMQ3 A1 144A                         | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                           | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205981 | PA      | $207939.49    | 0.00%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE & CO.                         | JPMORGAN CHASE & CO                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    105340 | NS      | $31633602.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135372.47    | 0.00%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65672.93     | 0.00%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159536.01    | 0.00%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    485000 | PA      | $461106.72    | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187666.08    | 0.00%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259632.70    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422269.68    | 0.01%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| KADANT INC                                      | KADANT INC                                                          | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      1195 | NS      | $405308.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kardigan Inc SER B CVT PFD PP                   | KARDIGAN INC SER B CVT PFD PP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10558 | NS      | $225572.51    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kardium Inc Series D-8 CVT PFD Stock PP         | KARDIUM INC SERIES D-8 CVT PFD STOCK PP                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |    186226 | NS      | $120532.92    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kardium Inc Ser D-6 CVT Pfd Stock PP            | KARDIUM SERIES D6 CVT PFD STOCK PP                                  | CUSIP: TC0GUUWU8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    118345 | NS      | $97918.65     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KARMAN HOLDINGS INC                             | KARMAN HOLDINGS INC                                                 | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10101 | NS      | $889999.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                                       | KDDI CORP                                                           | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    318600 | NS      | $5472756.97   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KEARNY FINANCIAL CORP/MD                        | KEARNY FINANCIAL CORP/MD                                            | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41865 | NS      | $320267.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENTUCKY UTILITIES CO                           | KENTUCKY UTILITIES CO                                               | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25742.60     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KERING                                          | KERING SA                                                           | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |     11768 | NS      | $3946266.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES IN                        | KEYSIGHT TECHNOLOGIES INC                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |    102817 | NS      | $31598748.61  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                  | KINGFISHER PLC                                                      | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    712982 | NS      | $3586321.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGSPAN GROUP PLC                              | KINGSPAN GROUP PLC                                                  | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |     20012 | NS      | $1981262.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                   | KION GROUP AG                                                       | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     48092 | NS      | $3263942.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORP                                        | KLA CORP                                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      6959 | NS      | $10609343.45  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KLARNA GROUP PLC                                | KLARNA GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |     26913 | NS      | $364940.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORP                                | KNIFE RIVER CORP                                                    | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12375 | NS      | $1101127.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBOLD METALS SER B-1 CVT PFD STOCK PP          | KOBOLD METALS SER B-1 CVT PFD STOCK PP                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5255 | NS      | $591773.96    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kobold Metals SER C-1 CVT Pfd Stock PP          | KOBOLD METALS SER C-1 CVT PFD STOCK PP                              | CUSIP: TC2NWYYJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2684 | NS      | $302249.53    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KODIAK SCIENCES INC                             | KODIAK SCIENCES INC                                                 | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      5943 | NS      | $159272.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD                                     | KOMATSU LTD                                                         | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     48800 | NS      | $2342418.69   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                          | KONINKLIJKE PHILIPS NV                                              | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    187110 | NS      | $5996003.68   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                              | KONTOOR BRANDS INC                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      9508 | NS      | $620016.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRATOS DEFENSE & SECURITY                       | KRATOS DEFENSE & SECURITY SOLUTIONS INC                             | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     12841 | NS      | $1106637.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KT CORP                                         | KT CORP                                                             | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |    103675 | NS      | $4798047.55   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KYMERA THERAPEUTICS INC                         | KYMERA THERAPEUTICS INC                                             | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19924 | NS      | $1820057.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK                                   | KZT/USD FWD 20260410 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | KZ        |         1 | NC      | $4226.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardium Inc Series D-7 CVT PFD Stock PP         | Kardium, Inc. Series D-7 CVT Pfd Stock                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    256419 | NS      | $165964.63    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| L OREAL                                         | L'OREAL SA                                                          | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     11116 | NS      | $5208360.10   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                               | LAM RESEARCH CORP                                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     14999 | NS      | $3508116.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                            | LAS VEGAS SANDS CORP                                                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94614.28     | 0.00%             | 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        |     65768 | NS      | $6288736.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGRAND SA                                      | LEGRAND SA                                                          | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     19799 | NS      | $3586136.21   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LEIDOS INC                                      | LEIDOS INC                                                          | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70157.80     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LEONARDO DRS INC                                | LEONARDO DRS INC                                                    | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      6652 | NS      | $288630.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC-A                            | LIBERTY ENERGY INC                                                  | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |     14909 | NS      | $418793.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LIVE HOLDINGS-C                         | LIBERTY LIVE HOLDINGS INC                                           | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80450 | NS      | $8016842.50   | 0.19%             |  |  |  | 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        |     38089 | NS      | $1028403.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightmatter SER D CVT PFD PP                    | LIGHTMATTER SER D CVT PFD PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2858 | NS      | $243587.34    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LINDE PLC                                       | LINDE PLC                                                           | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     35830 | NS      | $18204506.40  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                                  | LITTELFUSE INC                                                      | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3899 | NS      | $1374241.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK BANCSHARES INC                         | LIVE OAK BANCSHARES INC                                             | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34290 | NS      | $1243698.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | LLOYDS BANKING GROUP PLC                                            | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   4851692 | NS      | $6627490.52   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LOAR HOLDINGS INC                               | LOAR HOLDINGS INC                                                   | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43776 | NS      | $3098903.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                          | LOUISIANA-PACIFIC CORP                                              | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      8935 | NS      | $757151.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISVILLE GAS & ELEC                           | LOUISVILLE GAS AND ELECTRIC CO                                      | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25641.07     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC                                  | LOWE'S COS INC                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     46711 | NS      | $12358329.27  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                | LPL HOLDINGS INC                                                    | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45720.82     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP 144A                           | LSEG US FIN CORP                                                    | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206456.69    | 0.00%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                            | M&T BANK CORP                                                       | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    207000 | PA      | $210055.49    | 0.00%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MACERICH CO/THE                                 | MACERICH CO/THE                                                     | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     26333 | NS      | $539036.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC         | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                             | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12839 | NS      | $3185612.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                             | MACQUARIE GROUP LTD                                                 | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     27654 | NS      | $4196781.91   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MAD 2025-11MD A 144A                            | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                             | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $152243.94    | 0.00%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-35A A1R2 144A                         | MADISON PARK FUNDING XXXV LTD                                       | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $689255.49    | 0.02%             | 2039-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP               | MADISON SQUARE GARDEN SPORTS CORP                                   | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5383 | NS      | $1785325.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORP - A                     | MAGNOLIA OIL & GAS CORP                                             | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18434 | NS      | $512833.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNUM ICE CREAM CO NV/THE                      | MAGNUM ICE CREAM CO NV/THE                                          | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |    129466 | NS      | $2050079.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MANDATUM OYJ                                    | MANDATUM OYJ                                                        | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |    338819 | NS      | $2732162.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLIGHT THERAPEUTICS INC                       | MAPLIGHT THERAPEUTICS INC                                           | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23178 | NS      | $400284.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARAVAI LIFESCIENCES HLDGS-A                    | MARAVAI LIFESCIENCES HOLDINGS INC                                   | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59119 | NS      | $210463.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARQETA INC-A                                   | MARQETA INC                                                         | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |    309273 | NS      | $1187608.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC 144A                                   | MARS INC                                                            | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179098.50    | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS                            | MARSH & MCLENNAN COS INC                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      9837 | NS      | $1836961.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS                       | MARTIN MARIETTA MATERIALS INC                                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      6541 | NS      | $4425444.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160997.04    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    209000 | PA      | $195335.14    | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35683.77     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC - A                              | MASTERCARD INC                                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     25485 | NS      | $13181096.85  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD S CORP                                 | MCDONALD'S CORP                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     46572 | NS      | $15883846.32  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MED 2024-MOB A 144A                             | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                              | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $154308.34    | 0.00%             | 2041-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A                        | MEDLINE BORROWER LP                                                 | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    276000 | PA      | $271447.24    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A                        | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                           | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129000.47    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE INC-CL A                                | MEDLINE INC                                                         | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |     12399 | NS      | $589076.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MELROSE INDUSTRIES PLC                          | MELROSE INDUSTRIES PLC                                              | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    264430 | NS      | $2012110.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO. INC.                                | MERCK & CO INC                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     30718 | NS      | $3803502.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                             | MERCURY SYSTEMS INC                                                 | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     15516 | NS      | $1381389.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                              | META PLATFORMS INC                                                  | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171571.03    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | META PLATFORMS INC                                                  | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411106.56    | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC-CLASS A                      | META PLATFORMS INC                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     62912 | NS      | $40778300.16  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                              | META PLATFORMS INC                                                  | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207357.77    | 0.00%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                     | METLIFE INC                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     41332 | NS      | $2978797.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL                    | METTLER-TOLEDO INTERNATIONAL INC                                    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      3105 | NS      | $4243572.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                           | MEXICO GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $253662.60    | 0.01%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MIAMI INTERNATIONAL HOLDINGS                    | MIAMI INTERNATIONAL HOLDINGS INC                                    | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |     47094 | NS      | $2006204.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                  | MICROSOFT CORP                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    235927 | NS      | $92657969.98  | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                   | MIDDLEBY CORP/THE                                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      8249 | NS      | $1392926.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER CO                              | MIDDLESEX WATER CO                                                  | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13740 | NS      | $741960.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERA MEXICO SA DE CV 144A                     | MINERA MEXICO SA DE CV                                              | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $469965.54    | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mirador Therapeutics SER B CVT PFD PP           | MIRADOR THERAPEUTICS SER B CVT PFD PP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     67218 | NS      | $221819.40    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MIRION TECHNOLOGIES INC                         | MIRION TECHNOLOGIES INC                                             | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |    150592 | NS      | $3254293.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                  | MITSUBISHI CHEMICAL GROUP CORP                                      | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |    323400 | NS      | $2399867.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                        | MITSUBISHI ELECTRIC CORP                                            | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    219900 | NS      | $8370058.83   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                        | MITSUBISHI ESTATE CO LTD                                            | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |    155800 | NS      | $5254088.90   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GRO                    | MITSUBISHI UFJ FINANCIAL GROUP INC                                  | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    566300 | NS      | $10512796.91  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                           | MITSUI FUDOSAN CO LTD                                               | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    381900 | NS      | $5147945.63   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MMAF 2021-A A5 144A                             | MMAF EQUIPMENT FINANCE LLC 2021-A                                   | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99879.52     | 0.00%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| MMAF 2024-A A3 144A                             | MMAF EQUIPMENT FINANCE LLC 2024-A                                   | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $340738.38    | 0.01%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MODINE MANUFACTURING CO                         | MODINE MANUFACTURING CO                                             | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      2577 | NS      | $585623.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                           | MOLINA HEALTHCARE INC                                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      5031 | NS      | $775025.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONCLER SPA                                     | MONCLER SPA                                                         | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     58021 | NS      | $4002473.59   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                      | MONDELEZ INTERNATIONAL INC                                          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    282740 | NS      | $17411129.20  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                    | MONOLITHIC POWER SYSTEMS INC                                        | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      3425 | NS      | $3913884.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY S CORP                                    | MOODY'S CORP                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      3743 | NS      | $1787619.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126811.69    | 0.00%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    415000 | PA      | $412831.88    | 0.01%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62080.74     | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     45596 | NS      | $7592189.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231231.09    | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                          | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2            | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95346 | PA      | $96464.43     | 0.00%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM5 A1 144A                          | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5            | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88351 | PA      | $89181.36     | 0.00%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MORNINGSTAR INC                                 | MORNINGSTAR INC                                                     | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1907 | NS      | $349247.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                          | MOTOROLA SOLUTIONS INC                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    245000 | PA      | $257855.74    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                          | MOTOROLA SOLUTIONS INC                                              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120025.23    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSA SAFETY INC                                  | MSA SAFETY INC                                                      | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      5862 | NS      | $1145493.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MFSH6 MSCI EAFE         MAR26                   | MSCI EAFE         MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -74 | NC      | $-1067944.62  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MFSH6 MSCI EAFE         MAR26                   | MSCI EAFE         MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-14431.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MVWOT 2023-1A A 144A                            | MVW 2023-1 LLC                                                      | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147284 | PA      | $149396.91    | 0.00%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A B 144A                            | MVW 2023-2 LLC                                                      | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43870 | PA      | $44955.34     | 0.00%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MYR GROUP INC/DELAWARE                          | MYR GROUP INC                                                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      2789 | NS      | $752918.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                            | MYR/USD FWD 20260309 CHASGB2L                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MY        |         1 | NC      | $33823.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                   | MYR/USD FWD 20260309 SCBLGB2L                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |         1 | NC      | $-21479.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MANUS BIO INC SERIES ONE-6 CVT PFD PP           | Manus Bio, Inc Series One-6                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12159 | NS      | $36477.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NATIONAL BANK OF CANADA                         | NATIONAL BANK OF CANADA                                             | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     25453 | NS      | $3552280.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL ENERGY SERVICES REU                    | NATIONAL ENERGY SERVICES REUNITED CORP                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      6324 | NS      | $158416.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                               | NATIONAL GRID PLC                                                   | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    469321 | NS      | $8779415.59   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RESILIENCE SR B CVT PFD STK PP         | NATIONAL RESILIENCE SER B CVT PFD STOCK                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11776 | NS      | $257541.12    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NATIONAL RESILIENCE SR C CVT PFD STK PP         | NATIONAL RESILIENCE SER C CVT PFD STOCK                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5896 | NS      | $128945.52    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NAVRL 2026-A A 144A                             | NAVIENT REFINANCE LOAN TRUST 2026-A                                 | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145564.57    | 0.00%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEOGEN CORP                                     | NEOGEN CORP                                                         | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    113258 | NS      | $1271887.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE INSURANCE HOLDI-CL A                    | NEPTUNE INSURANCE HOLDINGS INC                                      | CUSIP: 64073B103<br>LEI: 529900I3QTHC0Q1C2D65 | Long             | EC               | CORP              | US        |     51454 | NS      | $1071272.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA-REG                                   | NESTLE SA                                                           | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    125824 | NS      | $13747585.99  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                     | NETFLIX INC                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    195740 | NS      | $18838017.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUB 2016-21A A1R3 144A                         | NEUBERGER BERMAN CLO XXI LTD                                        | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $255865.73    | 0.01%             | 2039-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR 144A                           | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                           | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249700.75    | 0.01%             | 2036-07-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-INV2 A4 144A                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2                       | CUSIP: 64831GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136166 | PA      | $116082.17    | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                       | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    238309 | PA      | $241300.84    | 0.01%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                                        | NEXT PLC                                                            | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     26468 | NS      | $4823517.60   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                                 | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    415000 | PA      | $417290.79    | 0.01%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                       | NIAGARA MOHAWK POWER CORP                                           | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97023.93     | 0.00%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                       | NIAGARA MOHAWK POWER CORP                                           | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157490.89    | 0.00%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                       | NIAGARA MOHAWK POWER CORP                                           | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132466.88    | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                 | NINTENDO CO LTD                                                     | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     57100 | NS      | $3229543.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NMEF 2026-A A3 144A                             | NMEF FUNDING 2026-A LLC                                             | CUSIP: 62919FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100344.68    | 0.00%             | 2034-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A B 144A                              | NMEF FUNDING 2026-A LLC                                             | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100438.87    | 0.00%             | 2034-02-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP PLC                                  | NOBLE CORP PLC                                                      | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     14156 | NS      | $643107.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                           | NORFOLK SOUTHERN CORP                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     17826 | NS      | $5610555.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | NORTHROP GRUMMAN CORP                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      4610 | NS      | $3339391.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODS 2018-14BA AR 144A                         | NORTHWOODS CAPITAL XIV-B LTD                                        | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    128526 | PA      | $128810.73    | 0.00%             | 2031-11-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVANTA INC CVT 6.500000                        | NOVANTA INC                                                         | CUSIP: 67000B203<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |     20037 | NS      | $1170361.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG-REG                                 | NOVARTIS AG                                                         | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     68974 | NS      | $11597415.64  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S-B                              | NOVO NORDISK A/S                                                    | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    138415 | NS      | $5235346.06   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                           | NTT FINANCE CORP                                                    | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208766.20    | 0.00%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                           | NTT FINANCE CORP                                                    | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205207.08    | 0.00%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                           | NTT FINANCE CORP                                                    | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206800.99    | 0.00%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NURO SERIES C CVT PFD STOCK PP                  | NURO SERIES C CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20748 | NS      | $313294.80    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NURO SERIES D CVT PFD STOCK PP                  | NURO SERIES D CVT PFD STOCK PP                                      | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5932 | NS      | $90700.28     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NUVALENT INC-A                                  | NUVALENT INC                                                        | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12636 | NS      | $1288240.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                     | NVIDIA CORP                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    712702 | NS      | $126283667.38 | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP FUNDING LLC / NXP USA INC                              | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    519000 | PA      | $348101.43    | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP FUNDING LLC / NXP USA INC                              | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    176000 | PA      | $131045.89    | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXPT 2024-STOR A 144A                           | NXPT COMMERCIAL MORTGAGE TRUST 2024-STOR                            | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $94914.98     | 0.00%             | 2041-11-05      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC                         | O'REILLY AUTOMOTIVE INC                                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     36822 | NS      | $3456849.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX 2020-EXP1 1A8 144A                          | OBX 2020-EXP1 TRUST                                                 | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50811 | PA      | $46813.87     | 0.00%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 1A9 144A                          | OBX 2020-EXP3 TRUST                                                 | CUSIP: 67448WAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63119 | PA      | $56600.38     | 0.00%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1F 144A                         | OBX 2025-NQM15 TRUST                                                | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     92996 | PA      | $93082.94     | 0.00%             | 2065-07-27      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                          | OBX 2025-NQM15 TRUST                                                | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     88769 | PA      | $89447.49     | 0.00%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73104.27     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    540000 | PA      | $627342.11    | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134478.17    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP                       | OCEANFIRST FINANCIAL CORP                                           | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33894 | NS      | $612125.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP 2017-13A AR2 144A                           | OCP CLO 2017-13 LTD                                                 | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250715.00    | 0.01%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A C 144A                             | OCTANE RECEIVABLES TRUST 2023-3                                     | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102259.24    | 0.00%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A B 144A                             | OCTANE RECEIVABLES TRUST 2023-3                                     | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101073.23    | 0.00%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-1A A2 144A                            | OCTANE RECEIVABLES TRUST 2024-1                                     | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41831 | PA      | $42109.70     | 0.00%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 A 144A                           | OCTANE RECEIVABLES TRUST 2025-RVM1                                  | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176728 | PA      | $177548.01    | 0.00%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                 | OGE ENERGY CORP                                                     | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     37355 | NS      | $1835624.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                            | OLAPLEX HOLDINGS INC                                                | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    357017 | NS      | $574797.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE                       | OLD DOMINION FREIGHT LINE INC                                       | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     69300 | NS      | $14071365.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                       | ONEOK INC                                                           | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    233000 | PA      | $250231.05    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONTO INNOVATION INC                             | ONTO INNOVATION INC                                                 | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      5052 | NS      | $1090676.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE INC                                    | OPENLANE INC                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     14676 | NS      | $418412.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OR ROYALTIES INC                                | OR ROYALTIES INC                                                    | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |     82986 | NS      | $3932706.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170056.13    | 0.00%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143846.37    | 0.00%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    720000 | PA      | $633119.59    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130466.80    | 0.00%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     35135 | NS      | $5108629.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102635.89    | 0.00%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                                  | ORANGE SA                                                           | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200323.64    | 0.00%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                                  | ORANGE SA                                                           | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $205765.73    | 0.00%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB 144A                     | ORBIA ADVANCE CORP SAB DE CV                                        | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    245000 | PA      | $247015.44    | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                       | ORIX CORP                                                           | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     97200 | NS      | $3411632.54   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSTED A/S                                      | ORSTED AS                                                           | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     95698 | NS      | $2254528.26   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OSCAR HEALTH INC - CLASS A                      | OSCAR HEALTH INC                                                    | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |     56054 | NS      | $764576.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                             | OTIS WORLDWIDE CORP                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     76122 | NS      | $7045852.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108552.55    | 0.00%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50646.23     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81995.90     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203848.47    | 0.00%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117113.23    | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145426.70    | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     93000 | PA      | $63939.59     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                       | PACKAGING CORP OF AMERICA                                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     39645 | NS      | $9203190.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS GROUP INC                                  | PACS GROUP INC                                                      | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6259 | NS      | $228516.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC-A                     | PALANTIR TECHNOLOGIES INC                                           | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     10978 | NS      | $1506071.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMINO FUNDING TRUST I 144A                   | PALOMINO FUNDING TRUST I                                            | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $570728.36    | 0.01%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                         | PANASONIC HOLDINGS CORP                                             | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    228900 | NS      | $3691256.25   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP/DEL                         | PAR TECHNOLOGY CORP                                                 | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     51123 | NS      | $837905.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORP                            | PARKER-HANNIFIN CORP                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     18417 | NS      | $18586068.06  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                    | PARSONS CORP                                                        | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     24439 | NS      | $1612974.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                          | PATRICK INDUSTRIES INC                                              | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      4920 | NS      | $609046.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAX LABS CLASS A COMMON PP                      | PAX LABS CLASS A COMMON PP                                          | CUSIP: 000000000<br>LEI: 549300FKJA0AEKUHVG68 | Long             | EC               | CORP              | US        |     70144 | NS      | $21744.64     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PAYCHEX INC                                     | PAYCHEX INC                                                         | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97350.69     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PBF ENERGY INC-CLASS A                          | PBF ENERGY INC                                                      | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     11354 | NS      | $404202.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES                     | PENNYMAC FINANCIAL SERVICES INC                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     29246 | NS      | $2688584.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                     | PENTAIR PLC                                                         | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     86694 | NS      | $8599177.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSIMMON PLC                                   | PERSIMMON PLC                                                       | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |    104499 | NS      | $2119471.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSONALIS INC                                  | PERSONALIS INC                                                      | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |    114812 | NS      | $1040196.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU                                            | PERUVIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    260000 | PA      | $273976.29    | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | PETROLEOS MEXICANOS                                                 | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    345000 | PA      | $403758.70    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | PETROLEOS MEXICANOS                                                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    380000 | PA      | $409026.30    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | PETROLEOS MEXICANOS                                                 | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    265000 | PA      | $259926.21    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                          | PHILIP MORRIS INTERNATIONAL INC                                     | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252302.43    | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL                     | PHILIP MORRIS INTERNATIONAL INC                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     19004 | NS      | $3550517.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                                 | PHP/USD FWD 20260306 BOFAUS6N                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-3545.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | PHP/USD FWD 20260306 CHASGB2L                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-7061.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                   | PHP/USD FWD 20260306 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-3626.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                              | PHP/USD FWD 20260306 GSILGB2X                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $15052.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                   | PHP/USD FWD 20260306 SCBLGB2L                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-3610.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners In                  | PINNACLE FINANCIAL PARTNERS INC                                     | CUSIP: 72348N109<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     14920 | NS      | $1354139.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC- CLASS A                          | PINTEREST INC                                                       | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |    105292 | NS      | $1803651.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC A                              | PJT PARTNERS INC                                                    | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      2196 | NS      | $324305.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC - CL A                       | PLANET FITNESS INC                                                  | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     39731 | NS      | $3263901.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC FINANCIAL SERVICES GROUP INC/THE                                | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93224.15     | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC FINANCIAL SERVICES GROUP INC/THE                                | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136929.07    | 0.00%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A A2 144A                            | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                              | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20101 | PA      | $20168.45     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                              | PPG INDUSTRIES INC                                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     26372 | NS      | $3250876.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                         | PRAEMIA HEALTHCARE SACA                                             | CUSIP: DA8983425<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118919.01    | 0.00%             | 2032-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRAIRIESKY ROYALTY LTD                          | PRAIRIESKY ROYALTY LTD                                              | CUSIP: 000000000<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |     18598 | NS      | $424575.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| PRAXIS PRECISION MEDICINES I                    | PRAXIS PRECISION MEDICINES INC                                      | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2846 | NS      | $958390.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                                  | PRICESMART INC                                                      | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      2653 | NS      | $410206.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME MEDICINE INC                              | PRIME MEDICINE INC                                                  | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41125 | NS      | $189997.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BIOROBOTICS CORP                        | PROCEPT BIOROBOTICS CORP                                            | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46807 | NS      | $1062050.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                         | PROCTER & GAMBLE CO/THE                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    132455 | NS      | $22146476.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG 2021-SFR6 D 144A                           | PROGRESS RESIDENTIAL TRUST                                          | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $396369.68    | 0.01%             | 2038-07-17      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                | PROGRESSIVE CORP/THE                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     25464 | NS      | $5440638.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS TARGETED US 144A                       | PROLOGIS TARGETED US LOGISTICS FUND LP                              | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125280.21    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US 144A                       | PROLOGIS TARGETED US LOGISTICS FUND LP                              | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138320.68    | 0.00%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROSPERITY BANCSHARES INC                       | PROSPERITY BANCSHARES INC                                           | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21159 | NS      | $1488958.83   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                    | PRYSMIAN SPA                                                        | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     70065 | NS      | $8439393.22   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC INC                                         | PTC INC                                                             | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     26365 | NS      | $4128495.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                         | PUBLIC SERVICE CO OF OKLAHOMA                                       | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    305000 | PA      | $316042.02    | 0.01%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                  | PUBLIC STORAGE                                                      | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |     12649 | NS      | $3884001.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PUIG BRANDS SA-B                                | PUIG BRANDS SA                                                      | CUSIP: 000000000<br>LEI: 549300OVHNSX30L1AQ94 | Long             | EC               | CORP              | ES        |      1191 | NS      | $22967.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| PULTE GROUP INC                                 | PULTEGROUP INC                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30330 | NS      | $4161276.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                           | QUEST DIAGNOSTICS INC                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     43444 | NS      | $9206218.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                                | QUIDELORTHO CORP                                                    | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     55042 | NS      | $1251655.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                         | QXO INC                                                             | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103892 | NS      | $2488213.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                       | RAIZEN FUELS FINANCE SA                                             | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    425000 | PA      | $187621.43    | 0.00%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAMBUS INC                                      | RAMBUS INC                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     11316 | NS      | $1127752.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                            | RANGE RESOURCES CORP                                                | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    201504 | NS      | $8318085.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                | RBC BEARINGS INC                                                    | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6838 | NS      | $3938140.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REALT 2025-1A A1 144A                           | REAL ESTATE ASSET LIQUIDITY TRUST                                   | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    861417 | PA      | $636086.33    | 0.01%             | 2060-01-12      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                              | REALTY INCOME CORP                                                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46270.57     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                         | RECRUIT HOLDINGS CO LTD                                             | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     86700 | NS      | $3772775.57   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REDDIT INC-CL A                                 | REDDIT INC                                                          | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       381 | NS      | $55553.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD MATERIALS SER C CVT STOCK PP            | REDWOOD MATERIALS SER C CVT STOCK PP                                | CUSIP: TC25HIZF2<br>LEI: 5493008UYCX7OTNK6D78 | Long             | EP               | CORP              | US        |      3356 | NS      | $157966.92    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGAL REXNORD CORP                              | REGAL REXNORD CORP                                                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254048.75    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REG16 2019-2A A1R2 144A                         | REGATTA XVI FUNDING LTD                                             | CUSIP: 75888TAY1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249730.25    | 0.01%             | 2039-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS                       | REGENERON PHARMACEUTICALS INC                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      5605 | NS      | $4381260.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                         | REINSURANCE GROUP OF AMERICA INC                                    | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $310011.19    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                        | RENESAS ELECTRONICS CORP                                            | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |    244300 | NS      | $4607206.55   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                   | REPLIGEN CORP                                                       | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     12067 | NS      | $1553384.91   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                           | REPUBLIC SERVICES INC                                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     53488 | NS      | $12248752.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONA HOLDINGS INC                             | RESONA HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    233500 | NS      | $2849125.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REVVITY INC                                     | REVVITY INC                                                         | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88959.65     | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                     | REVVITY INC                                                         | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     62127 | NS      | $6107705.37   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                     | REVVITY INC                                                         | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69131.11     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                         | RGA GLOBAL FUNDING                                                  | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172529.35    | 0.00%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                                  | RHEINMETALL AG                                                      | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      2430 | NS      | $4806963.63   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RLI CORP                                        | RLI CORP                                                            | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     10720 | NS      | $668070.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG-GENUSSCHEIN                    | ROCHE HOLDING AG                                                    | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     28516 | NS      | $13570805.93  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR A 144A                           | ROCK TRUST 2024-CNTR                                                | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $641673.09    | 0.02%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC-CLASS A                          | ROCKET COS INC                                                      | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77778 | NS      | $1414781.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKT 2019-2A AR2 144A                          | ROCKFORD TOWER CLO 2019-2 LTD                                       | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    143271 | PA      | $143537.78    | 0.00%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ROCKT 2021-2A A1R 144A                          | ROCKFORD TOWER CLO 2021-2 LTD                                       | CUSIP: 77341LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250250.00    | 0.01%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | ROGERS COMMUNICATIONS INC                                           | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $311303.12    | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | ROGERS COMMUNICATIONS INC                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $276052.73    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                        | ROLLS-ROYCE HOLDINGS PLC                                            | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    417930 | NS      | $7515250.64   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                    | ROMANIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    366000 | PA      | $390025.62    | 0.01%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                    | ROMANIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: YK6552730<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    140000 | PA      | $171555.96    | 0.00%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                    | ROMANIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    190000 | PA      | $189563.87    | 0.00%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROOT INC/OH -CLASS A                            | ROOT INC/OH                                                         | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9520 | NS      | $493897.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                          | ROPER TECHNOLOGIES INC                                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      5183 | NS      | $1812650.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                 | ROSS STORES INC                                                     | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    260000 | PA      | $231824.69    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                 | ROSS STORES INC                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     15579 | NS      | $3203665.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                  | ROYAL GOLD INC                                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       519 | NS      | $155591.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RRAM 2024-28RA A1R 144A                         | RR 28 LTD                                                           | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $315182.07    | 0.01%             | 2037-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RRAM 2024-34RA A2AR 144A                        | RR 34 LTD                                                           | CUSIP: 74988WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250007.75    | 0.01%             | 2039-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                        | RTX CORP                                                            | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63842.49     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                        | RTX CORP                                                            | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     95000 | PA      | $63135.46     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                        | RTX CORP                                                            | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94172.33     | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RUSH ENTERPRISES INC-CL A                       | RUSH ENTERPRISES INC                                                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      7584 | NS      | $538236.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC-SP ADR                     | RYANAIR HOLDINGS PLC                                                | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     72579 | NS      | $4898356.71   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH6 S&P500 EMINI FUT  MAR26                    | S&P500 EMINI FUT  MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -84 | NC      | $8141.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH6 S&P500 EMINI FUT  MAR26                    | S&P500 EMINI FUT  MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -49 | NC      | $4749.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                       | SAFRAN SA                                                           | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     17150 | NS      | $6906969.71   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIA INC                                        | SAIA INC                                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4504 | NS      | $1825876.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                  | SALESFORCE INC                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     23823 | NS      | $4640482.17   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A                   | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128359.58    | 0.00%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A                   | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71175.59     | 0.00%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A                   | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106099.79    | 0.00%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ-A SHS                                 | SAMPO OYJ                                                           | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    480300 | NS      | $5323211.42   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSONITE GROUP SA                              | SAMSONITE GROUP SA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    310800 | NS      | $764688.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                      | SAMSUNG ELECTRONICS CO LTD                                          | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     46876 | NS      | $7015993.45   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDVIK AB                                      | SANDVIK AB                                                          | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |    178222 | NS      | $7854459.63   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                          | SANOFI SA                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     51254 | NS      | $5012710.99   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SDART 2022-5 C                                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                       | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12983 | PA      | $12988.88     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 A3                                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                       | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106411 | PA      | $106682.14    | 0.00%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 B                                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                       | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $267045.93    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 B                                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                       | CUSIP: 80288FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180559.69    | 0.00%             | 2032-04-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 A3                                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                       | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120235.63    | 0.00%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                          | SANTANDER HOLDINGS USA INC                                          | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153305.51    | 0.00%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM2 A1 144A                           | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                 | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117149 | PA      | $118547.00    | 0.00%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SAP SE                                          | SAP SE                                                              | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     40967 | NS      | $8229958.63   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                            | SARTORIUS FINANCE BV                                                | CUSIP: ZI6854262<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $252444.81    | 0.01%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI TELECOM CO 144A                           | SAUDI TELECOM CO                                                    | CUSIP: 78478GAA1<br>LEI: 21380028ATJ79OTA9W17 | Long             | DBT              | CORP              | SA        |    645000 | PA      | $639112.10    | 0.01%             | 2029-05-13      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| SAVERS VALUE VILLAGE INC                        | SAVERS VALUE VILLAGE INC                                            | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94212 | NS      | $888419.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $273827.28    | 0.01%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $282765.92    | 0.01%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $214487.39    | 0.01%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38644.80     | 0.00%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP                                   | SCENTRE GROUP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1590358 | NS      | $4322980.11   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A3 144A                           | SCF EQUIPMENT LEASING 2025-1 LLC                                    | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $195194.47    | 0.00%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                           | SCF EQUIPMENT LEASING 2025-1 LLC                                    | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92904 | PA      | $93175.23     | 0.00%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCUL 27A BRR 144A                               | SCULPTOR CLO XXVII LTD                                              | CUSIP: 81124UBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.01%             | 2037-04-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY A 144A                            | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                             | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $354778.13    | 0.01%             | 2039-05-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SEA LTD ADR                                     | SEA LTD                                                             | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     48330 | NS      | $5241388.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB4P 2024-1A A2 144A                           | SEB FUNDING LLC                                                     | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $303286.79    | 0.01%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SECURE WASTE INFRASTRUCTURE CO                  | SECURE WASTE INFRASTRUCTURE CORP                                    | CUSIP: 000000000<br>LEI: 894500UQR7AONHFERA55 | Long             | EC               | CORP              | CA        |     81492 | NS      | $1130331.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| SSTRT 2025-B B 144A                             | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                      | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     84608 | PA      | $85555.72     | 0.00%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SECURITYSCORECARD SER E CVT PFD STOCK PP        | SECURITYSCORECARD SER E CVT PFD STOCK PP                            | CUSIP: TC1O63I58<br>LEI: 5493003XGHFYU1H38919 | Long             | EP               | CORP              | US        |     23436 | NS      | $80619.84     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SEGRO CAPITAL SARL                              | SEGRO CAPITAL SARL                                                  | CUSIP: BV2275139<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $142984.00    | 0.00%             | 2030-03-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                       | SEGRO PLC                                                           | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |    200762 | NS      | $2272698.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                    | SEMTECH CORP                                                        | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     21418 | NS      | $1932331.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMT 2013-4 B1                                  | SEQUOIA MORTGAGE TRUST 2013-4                                       | CUSIP: 81744YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48225 | PA      | $47269.42     | 0.00%             | 2043-04-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-5 B1 144A                             | SEQUOIA MORTGAGE TRUST 2017-5                                       | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83998 | PA      | $81180.80     | 0.00%             | 2047-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A19 144A                          | SEQUOIA MORTGAGE TRUST 2017-CH2                                     | CUSIP: 81746JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11414 | PA      | $10913.93     | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH1 A2 144A                           | SEQUOIA MORTGAGE TRUST 2018-CH1                                     | CUSIP: 81747DAB5<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |      3515 | PA      | $3279.32      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A21 144A                          | SEQUOIA MORTGAGE TRUST 2018-CH2                                     | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10156 | PA      | $9645.29      | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A3 144A                           | SEQUOIA MORTGAGE TRUST 2018-CH2                                     | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30538 | PA      | $29086.22     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL                      | SERVICE CORP INTERNATIONAL/US                                       | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      7462 | NS      | $628151.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERV 2021-1 A2I 144A                            | SERVICEMASTER FUNDING LLC                                           | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276252 | PA      | $260940.18    | 0.01%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                  | SERVICENOW INC                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     60958 | NS      | $6584073.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                       | SEVEN & I HOLDINGS CO LTD                                           | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    274000 | NS      | $3864099.07   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| SFAST 2024-1A A4 144A                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                    | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66055.96     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A C 144A                            | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                    | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $36115.89     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-2A A3 144A                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                    | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153118 | PA      | $154843.40    | 0.00%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-2A B 144A                            | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                    | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $46438.57     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A A4 144A                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                    | CUSIP: 81885FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120564.30    | 0.00%             | 2032-01-20      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A B 144A                            | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                    | CUSIP: 81885FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105548.79    | 0.00%             | 2032-06-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SHATTUCK LABS INC                               | SHATTUCK LABS INC                                                   | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83662 | NS      | $327955.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC-ADR                                   | SHELL PLC                                                           | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    141420 | NS      | $11809984.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                         | SHERWIN-WILLIAMS CO/THE                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      6171 | NS      | $2237542.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                             | SHERWIN-WILLIAMS CO/THE                                             | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28772.26     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHIMIZU CORP                                    | SHIMIZU CORP                                                        | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |    165600 | NS      | $3701349.58   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                       | SHIN-ETSU CHEMICAL CO LTD                                           | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |    131800 | NS      | $5189171.70   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC - CLASS A                           | SHOPIFY INC                                                         | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     37497 | NS      | $4527012.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG-REG                                  | SIEMENS AG                                                          | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     67930 | NS      | $19641542.66  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                         | SIEMENS HEALTHINEERS AG                                             | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     96121 | NS      | $4767562.47   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SPEAK 2018-5A A1R 144A                          | SIGNAL PEAK CLO 5 LTD                                               | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    415000 | PA      | $415240.29    | 0.01%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SILA NANO SER F CVT PFD STOCK PP                | SILA NANO SER F CVT PFD STOCK PP                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5247 | NS      | $56982.42     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIMPLY GOOD FOODS CO/THE                        | SIMPLY GOOD FOODS CO/THE                                            | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9423 | NS      | $160756.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO INC                    | SIMPSON MANUFACTURING CO INC                                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1866 | NS      | $361201.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                    | SITEONE LANDSCAPE SUPPLY INC                                        | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     16492 | NS      | $2356541.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                     | SITIME CORP                                                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2148 | NS      | $854646.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SK SQUARE CO LTD                                | SK SQUARE CO LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10188 | NS      | $4572558.17   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BAN-A                    | SKANDINAVISKA ENSKILDA BANKEN AB                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |    243004 | NS      | $5166555.51   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYWARD SPECIALTY INSURANCE                     | SKYWARD SPECIALTY INSURANCE GROUP INC                               | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |      4365 | NS      | $202841.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                                         | SLB LTD                                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    244654 | NS      | $12560536.36  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB 2021-A B 144A                               | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                             | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85348 | PA      | $83591.05     | 0.00%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SNAM SPA 144A                                   | SNAM SPA                                                            | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $216334.54    | 0.01%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                           | SOCIETE GENERALE SA                                                 | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    395000 | PA      | $390682.23    | 0.01%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                             | SOCIETE GENERALE SA                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     89858 | NS      | $7787147.32   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                           | SOCIETE GENERALE SA                                                 | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $261525.88    | 0.01%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                           | SOCIETE GENERALE SA                                                 | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $247052.21    | 0.01%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                  | SOLVENTUM CORP                                                      | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    478000 | PA      | $477897.27    | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SONOVA HOLDING AG-REG                           | SONOVA HOLDING AG                                                   | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      5488 | NS      | $1430752.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                 | SONY GROUP CORP                                                     | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    395000 | NS      | $9080363.47   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SOTERA HEALTH CO                                | SOTERA HEALTH CO                                                    | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79015 | NS      | $1283993.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNDPT 2019-1A BRR 144A                          | SOUND POINT CLO XXII LTD                                            | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250246.50    | 0.01%             | 2032-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                             | SOUTHERN CALIFORNIA EDISON CO                                       | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120506.08    | 0.00%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                           | SOUTHERN CALIFORNIA GAS CO                                          | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126222.14    | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                         | SOUTHERN CO GAS CAPITAL CORP                                        | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86541.56     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                 | SOUTHERN CO/THE                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    163478 | NS      | $15919487.64  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN POWER CO                               | SOUTHERN POWER CO                                                   | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74886.93     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SouthState Bank Corp                            | SOUTHSTATE BANK CORP                                                | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     23823 | NS      | $2350615.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAC PCSC Freenome PIPE COMMIT PP               | SPAC PCSC FREENOME PIPE COMMIT PP                                   | CUSIP: 000000000<br>LEI: 254900QDTSQ6S0QOCS43 | Long             | EC               | CORP              | US        |     32013 | NS      | $365908.59    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SPIRAX GROUP PLC                                | SPIRAX GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      9953 | NS      | $1060562.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                             | SPRINT CAPITAL CORP                                                 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    215000 | PA      | $262523.72    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAP CORP                                 | SPRINT CAPITAL CORP                                                 | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    305000 | PA      | $327554.36    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPX TECHNOLOGIES INC                            | SPX TECHNOLOGIES INC                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      5027 | NS      | $1140827.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SG ISSUER SA                                    | SPX US 03/20/26 P6425                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -344 | NC      | $-803240.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A                     | STANDARD CHARTERED PLC                                              | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $701199.52    | 0.02%             | 2032-06-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A                     | STANDARD CHARTERED PLC                                              | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207631.46    | 0.00%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                          | STANDARD CHARTERED PLC                                              | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    282461 | NS      | $6967579.72   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDEX INTERNATIONAL CORP                      | STANDEX INTERNATIONAL CORP                                          | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      2671 | NS      | $699802.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IL ST BABS                                      | STATE OF ILLINOIS                                                   | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     42857 | PA      | $46866.76     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                               | STATE STREET CORP                                                   | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64891.32     | 0.00%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD 144A                        | STC SUKUK CO II LTD                                                 | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $200911.88    | 0.00%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD 144A                        | STC SUKUK CO II LTD                                                 | CUSIP: 784772AB1<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $203038.97    | 0.00%             | 2036-01-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA C 144A                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B       | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19000 | PA      | $19203.99     | 0.00%             | 2030-01-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA A4 144A                           | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B       | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126053.24    | 0.00%             | 2029-06-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA B 144A                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B       | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60555.25     | 0.00%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA B 144A                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C       | CUSIP: 85855EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201640.60    | 0.00%             | 2029-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA A4 144A                           | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C       | CUSIP: 85855EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20158.23     | 0.00%             | 2029-12-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP INC-CLASS A                     | STEPSTONE GROUP INC                                                 | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6884 | NS      | $296975.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                      | STERIS PLC                                                          | CUSIP: 000000000<br>LEI: 549300BRDKZ1HFI2J358 | Long             | EC               | CORP              | IE        |     13354 | NS      | $3369881.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVANATO GROUP SPA                             | STEVANATO GROUP SPA                                                 | CUSIP: 000000000<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |     56372 | NS      | $874893.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                | STONEX GROUP INC                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     14395 | NS      | $1835362.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STORA ENSO OYJ-R SHS                            | STORA ENSO OYJ                                                      | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |    264198 | NS      | $3583755.73   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                                    | STRYKER CORP                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      7901 | NS      | $3061321.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                     | SUBARU CORP                                                         | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     34900 | NS      | $654623.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                   | SUMITOMO CORP                                                       | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    212400 | NS      | $9019174.39   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST GROUP INC                 | SUMITOMO MITSUI TRUST GROUP INC                                     | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |    142916 | NS      | $4983324.09   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SURGERY PARTNERS INC                            | SURGERY PARTNERS INC                                                | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     33656 | NS      | $521668.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUTTER HEALTH                                   | SUTTER HEALTH                                                       | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78062.41     | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                   | SUTTER HEALTH                                                       | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52459.15     | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                   | SUTTER HEALTH                                                       | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180637.36    | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUZUKI MOTOR CORP                               | SUZUKI MOTOR CORP                                                   | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    256100 | NS      | $3873095.71   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMP 2022-37A AR2 144A                          | SYMPHONY CLO 37 LTD                                                 | CUSIP: 87169VBG9<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249730.25    | 0.01%             | 2037-01-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SYMP 2015-16A ARR 144A                          | SYMPHONY CLO XVI LTD                                                | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    100569 | PA      | $100564.00    | 0.00%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-31A BR 144A                           | SYMPHONY CLO XXXI LTD                                               | CUSIP: 87168YAQ3<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $251514.75    | 0.01%             | 2038-01-22      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-31A AR 144A                           | SYMPHONY CLO XXXI LTD                                               | CUSIP: 87168YAN0<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $249810.00    | 0.01%             | 2038-01-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SYNIT 2025-A1 A                                 | SYNCHRONY CARD ISSUANCE TRUST                                       | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $249686.09    | 0.01%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                    | SYNOPSYS INC                                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      6895 | NS      | $2854530.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                    | SYNOPSYS INC                                                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184874.74    | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                    | SYNOPSYS INC                                                        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189471.12    | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRP EMER MKTS BND FD-I                          | T ROWE PR EMRG MKTS BND-I                                           | CUSIP: 77956H534<br>LEI: 515326IHLDOILEO6ED43 | Long             | EC               | RF                | US        |   4887725 | NS      | $48730616.02  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST FLOATING RATE FUND                     | T ROWE PR INST FLTNG RT-INST                                        | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |   1959825 | NS      | $18089185.67  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST HIGH YIELD FUND                        | T ROWE PR INST HI YLD-INST                                          | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |   5540479 | NS      | $43880592.11  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INTL BOND FD (USD HEDGED) - I               | T ROWE PR INTL BD USD HG-I                                          | CUSIP: 77956H195<br>LEI: N/A                  | Long             | EC               | RF                | US        |  10976579 | NS      | $94618111.68  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP US TREASURY LONG-TERM INDEX FD-I            | T ROWE PR US TRS LNG TRM-I                                          | CUSIP: 77957T503<br>LEI: 81MQEQSHGI5PN6BWN277 | Long             | EC               | RF                | US        |   9987361 | NS      | $74006344.99  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INFLATION PROTECTED BD FD-I                 | T ROWE PRICE INFLATION PROTECTED BOND FUND INC                      | CUSIP: 77958D200<br>LEI: QTPF0SBNUVQ114GUHO71 | Long             | EC               | RF                | US        |    847268 | NS      | $8845472.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST EMERGING MARKETS EQUITY FUND           | T ROWE PRICE INSTITUTIONAL EMERGING MARKETS FUND                    | CUSIP: 74144Q203<br>LEI: GQU182N3UGI7FJWXW132 | Long             | EC               | RF                | US        |   6242737 | NS      | $288601734.36 | 6.77%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP LTD DURATION INFL FOCUSED BD FD-I           | T ROWE PRICE LIMITED DURATION INFLATION FOCUSED BOND FUND           | CUSIP: 872798202<br>LEI: 5493009ZRV6DHHWWGU69 | Long             | EC               | RF                | US        |   4419484 | NS      | $20859966.81  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PR REAL ASSETS-I                         | T ROWE PRICE REAL ASSETS FUND INC                                   | CUSIP: 87279W209<br>LEI: 5493008NLR7XEV5QEO07 | Long             | EC               | RF                | US        |  11490636 | NS      | $238660512.57 | 5.60%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                 | T-MOBILE US INC                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     91169 | NS      | $19791878.21  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121020.95    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326993.33    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202746.21    | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382470.06    | 0.01%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381525.51    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245634.75    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund           | T. Rowe Price Government Reserve Fund                               | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        | 120783717 | NS      | $120783717.30 | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR-SP ADR                     | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     12483 | NS      | $4675882.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFAC                    | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                           | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    245759 | NS      | $15334917.68  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | TARGA RESOURCES CORP                                                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     91000 | PA      | $96231.85     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | TARGA RESOURCES CORP                                                | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93606.85     | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | TARGA RESOURCES CORP                                                | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67364.40     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | TARGA RESOURCES CORP                                                | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34380.76     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                        | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $325564.60    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY PLC                             | TE CONNECTIVITY PLC                                                 | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     36524 | NS      | $8405998.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                  | TECHNIPFMC PLC                                                      | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    219019 | NS      | $14523149.89  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD                    | TECHTRONIC INDUSTRIES CO LTD                                        | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |    187500 | NS      | $3036690.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                       | TELEDYNE TECHNOLOGIES INC                                           | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1822 | NS      | $1240964.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON LM-B SHS                               | TELEFONAKTIEBOLAGET LM ERICSSON                                     | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    330465 | NS      | $3820170.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                               | TELSTRA GROUP LTD                                                   | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    937228 | NS      | $3454895.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                            | TENCENT HOLDINGS LTD                                                | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     27400 | NS      | $1802751.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | TENET HEALTHCARE CORP                                               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     41499 | NS      | $9934445.61   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                             | TERRENO REALTY CORP                                                 | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23312 | NS      | $1539990.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                       | TESLA INC                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     41888 | NS      | $16860338.88  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                    | TEXAS CAPITAL BANCSHARES INC                                        | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     22507 | NS      | $2144917.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                           | TEXAS INSTRUMENTS INC                                               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     60458 | NS      | $12823746.38  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                                 | THB/USD FWD 20260306 BOFAUS6N                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | TH        |         1 | NC      | $14350.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                              | THB/USD FWD 20260306 UBSWGB2L                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | TH        |         1 | NC      | $-2467.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                    | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      6468 | NS      | $3370539.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                        | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556DK5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112133.46    | 0.00%             | 2046-02-12      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                        | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231853.72    | 0.01%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                        | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65758.05     | 0.00%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                           | TIME WARNER CABLE LLC                                               | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34654.12     | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                           | TIME WARNER CABLE LLC                                               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112791.75    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                               | TJX COS INC/THE                                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     57700 | NS      | $9327782.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                   | TMX GROUP LTD                                                       | CUSIP: 000000000<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     72871 | NS      | $2457970.54   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                       | TOKIO MARINE HOLDINGS INC                                           | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    133800 | NS      | $5556933.40   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                              | TOKYO ELECTRON LTD                                                  | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     21600 | NS      | $6077695.66   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TOLL BROTHERS INC                               | TOLL BROTHERS INC                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     19198 | NS      | $3018693.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPAZ ENERGY CORP                               | TOPAZ ENERGY CORP                                                   | CUSIP: 000000000<br>LEI: 98450056D90CB02FQ571 | Long             | EC               | CORP              | CA        |      8289 | NS      | $189351.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| TORCHYS HOLDINGS CVT PFD TAX BLOCK PP           | TORCHYS HOLDINGS CVT PFD                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     17718 | NS      | $59886.84     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TORCHYS HOLDINGS LLC CL A TAX BLOCKER PP        | TORCHYS HOLDINGS LLC CL A                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90236 | NS      | $304997.68    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TORONTO-DOMINION BANK                           | TORONTO-DOMINION BANK/THE                                           | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $146251.98    | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                          | TOTALENERGIES CAPITAL INTERNATIONAL SA                              | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    108000 | PA      | $79520.50     | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                           | TOTALENERGIES CAPITAL INTERNATIONAL SA                              | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    124000 | PA      | $85058.65     | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                | TOTALENERGIES SE                                                    | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    146124 | NS      | $11704768.11  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2026-1 A1A 144A                            | TOWD POINT MORTGAGE TRUST                                           | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262286 | PA      | $264794.96    | 0.01%             | 2066-01-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-HY3 A1A 144A                          | TOWD POINT MORTGAGE TRUST 2019-HY3                                  | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58993 | PA      | $59084.18     | 0.00%             | 2059-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-2 A1B 144A                            | TOWD POINT MORTGAGE TRUST 2024-2                                    | CUSIP: 89183AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129654 | PA      | $132350.92    | 0.00%             | 2064-12-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-1 A1A 144A                            | TOWD POINT MORTGAGE TRUST 2025-1                                    | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208487 | PA      | $212651.09    | 0.00%             | 2065-06-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-1 A1B 144A                            | TOWD POINT MORTGAGE TRUST 2025-1                                    | CUSIP: 89190KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106461 | PA      | $107930.60    | 0.00%             | 2065-06-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                         | TOWER SEMICONDUCTOR LTD                                             | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |      6308 | NS      | $787679.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                               | TOYOTA MOTOR CORP                                                   | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    395200 | NS      | $9575050.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                          | TRACTOR SUPPLY CO                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |    130139 | NS      | $6746405.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC-CLASS A                    | TRADEWEB MARKETS INC                                                | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33198 | NS      | $4091819.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA 144A                   | TRANS-ALLEGHENY INTERSTATE LINE CO                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31014.52     | 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        |      1151 | NS      | $1499511.29   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC/THE                           | TRAVELERS COS INC/THE                                               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     11014 | NS      | $3399360.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                        | TRAVERE THERAPEUTICS INC                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8253 | NS      | $245856.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL               | TREASURY RESERVE FUND - Collateral                                  | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |   5012968 | NS      | $5012968.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Treeline Bio Common WTS 8/35 PP                 | TREELINE BIO COMMON WTS 8.35 PP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4005 | NS      | $29184.44     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Treeline Bio SER A-2 CVT PFD PP                 | TREELINE BIO SER A-2 NV CVT PFD PP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     26700 | NS      | $194562.90    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCN 2024-SFR2 A 144A                            | TRICON RESIDENTIAL 2024-SFR2 TRUST                                  | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99684 | PA      | $100127.97    | 0.00%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRNTS 2019-10A AR2 144A                         | TRINITAS CLO X LTD                                                  | CUSIP: 89640AAW6<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260168.22    | 0.01%             | 2035-01-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | TRS LQD 3M 04/15/2026/118708962/CHASGB2LXXX_C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1242.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSURUHA HOLDINGS INC                            | TSURUHA HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    103200 | NS      | $1739774.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| TURNING POINT BRANDS INC                        | TURNING POINT BRANDS INC                                            | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      2221 | NS      | $304254.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWFG INC                                        | TWFG INC                                                            | CUSIP: 87318A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31469 | NS      | $640394.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                           | TWIST BIOSCIENCE CORP                                               | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      5884 | NS      | $276077.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TX 2024-HOU A 144A                              | TX TRUST 2024-HOU                                                   | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120074.99    | 0.00%             | 2039-06-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | UBER TECHNOLOGIES INC                                               | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203613.44    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | UBER TECHNOLOGIES INC                                               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40107.31     | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC 144A                      | UBER TECHNOLOGIES INC                                               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    266000 | PA      | $266250.72    | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG-REG                                | UBS GROUP AG                                                        | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    125973 | NS      | $5234158.75   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC - CLASS A                      | UL SOLUTIONS INC                                                    | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     15903 | NS      | $1335374.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                 | ULTA BEAUTY INC                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      7942 | NS      | $5438602.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                   | UNICREDIT SPA                                                       | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     82885 | NS      | $7057439.03   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                    | UNILEVER PLC                                                        | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    228945 | NS      | $16823351.60  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES LIME & MINERAL                    | UNITED STATES LIME & MINERALS INC                                   | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      5053 | NS      | $576850.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6220000 | PA      | $6201534.38   | 0.15%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $449296.88    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4605000 | PA      | $4675873.83   | 0.11%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2515000 | PA      | $2380801.17   | 0.06%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4135000 | PA      | $3603264.84   | 0.08%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2360000 | PA      | $2354100.00   | 0.06%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1115000 | PA      | $1145314.06   | 0.03%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6155000 | PA      | $6216550.00   | 0.15%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1630000 | PA      | $1660944.53   | 0.04%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2835000 | PA      | $2674645.31   | 0.06%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2235000 | PA      | $2198681.25   | 0.05%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1216593.75   | 0.03%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3845000 | PA      | $3881647.66   | 0.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1342826.56   | 0.03%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4860000 | PA      | $4900246.88   | 0.11%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4875000 | PA      | $4406542.97   | 0.10%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2195000 | PA      | $2033804.69   | 0.05%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2760000 | PA      | $2585343.75   | 0.06%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    835000 | PA      | $859658.59    | 0.02%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2448187.50   | 0.06%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $441071.88    | 0.01%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5480000 | PA      | $5521528.13   | 0.13%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2215000 | PA      | $2111431.45   | 0.05%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1090000 | PA      | $1141775.00   | 0.03%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2230000 | PA      | $2303171.88   | 0.05%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2505000 | PA      | $2577018.75   | 0.06%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $254378.91    | 0.01%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $965850.00    | 0.02%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3375000 | PA      | $3162480.47   | 0.07%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2485000 | PA      | $2577410.94   | 0.06%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1146875.00   | 0.03%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1890000 | PA      | $1985681.25   | 0.05%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4985000 | PA      | $5025503.13   | 0.12%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2790000 | PA      | $2725917.19   | 0.06%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2355000 | PA      | $2235226.17   | 0.05%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $269903.91    | 0.01%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3490000 | PA      | $3596063.28   | 0.08%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    545000 | PA      | $556496.09    | 0.01%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1265000 | PA      | $1297316.80   | 0.03%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224590.79    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67305.60     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119931.10    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     64725 | NS      | $18981900.75  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC                                 | UNITI GROUP INC                                                     | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    187181 | NS      | $1370164.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                             | URANIUM ENERGY CORP                                                 | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |      2053 | NS      | $31472.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                            | URBAN OUTFITTERS INC                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      6133 | NS      | $406004.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26                   | US 10YR ULTRA FUT JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -5 | NC      | $-3132.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26                    | US 2YR NOTE (CBT) JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        69 | NC      | $16073.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26                    | US 5YR NOTE (CBT) JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        52 | NC      | $21849.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USCLN 2023-1 B 144A                             | US BANK NA                                                          | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43944 | PA      | $44379.15     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US FOODS HOLDING CORP                           | US FOODS HOLDING CORP                                               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     42692 | NS      | $4124474.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB FINANCIAL HOLDINGS INC                     | USCB FINANCIAL HOLDINGS INC                                         | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20641 | NS      | $390734.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2 1/8/27 REC BARC                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-32763.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2 1/8/27 REC BARC                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-31629.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2.5 1/8/27 REC BARC                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $71152.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2.5 1/8/27 REC BARC                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $68688.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | USD IRS OPT 2M/10Y 4.05 4/6/26 PAY MSLN                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $809.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                     | USD/CAD FWD 20260424 ROYCGB2L                                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7623.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | USD/EUR FWD 20260522 MSLNGB2X                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6336.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                   | USD/HUF FWD 20260417 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2299.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                   | USD/KZT FWD 20260410 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2909.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UWM 2021-INV2 A15 144A                          | UWM MORTGAGE TRUST 2021-INV2                                        | CUSIP: 90354TAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180677 | PA      | $153798.30    | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                              | VALERO ENERGY CORP                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     52846 | NS      | $10814405.44  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                     | VAXCYTE INC                                                         | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     25405 | NS      | $1568504.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC CL A                          | VEEVA SYSTEMS INC                                                   | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     11055 | NS      | $2012120.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERD 2024-1A A2 144A                            | VERDANT RECEIVABLES 2024-1 LLC                                      | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63560 | PA      | $64764.30     | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | VERIZON COMMUNICATIONS INC                                          | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291369.48    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                              | VERTIV HOLDINGS CO                                                  | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30033.57     | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                             | VIAVI SOLUTIONS INC                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     21840 | NS      | $648866.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                             | VICI PROPERTIES INC                                                 | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     93183 | NS      | $2815058.43   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                        | VINCI SA                                                            | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     29240 | NS      | $4853434.87   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC-CL A                           | VIPER ENERGY INC                                                    | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27839 | NS      | $1295627.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC-CLASS A SHARES                         | VISA INC                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    109946 | NS      | $35198112.44  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY PRECISION GROUP                          | VISHAY PRECISION GROUP INC                                          | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1428 | NS      | $65787.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                   | VISTRA OPERATIONS CO LLC                                            | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    320000 | PA      | $358872.32    | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                   | VISTRA OPERATIONS CO LLC                                            | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90026.13     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                   | VISTRA OPERATIONS CO LLC                                            | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7256.62      | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOYA 2021-2A A1R 144A                           | VOYA CLO 2021-2 LTD                                                 | CUSIP: 92919AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    515000 | PA      | $515361.02    | 0.01%             | 2038-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| VSE CORP CVT PFD 5.75 2/29                      | VSE CORP                                                            | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EP               | CORP              | US        |     16561 | NS      | $959709.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORP                                        | VSE CORP                                                            | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     30993 | NS      | $7037580.51   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                              | WALT DISNEY CO/THE                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     67188 | NS      | $7124615.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                            | WARRIOR MET COAL INC                                                | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     10507 | NS      | $874602.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WB 2024-HQ A 144A                               | WB COMMERCIAL MORTGAGE TRUST 2024-HQ                                | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199944.38    | 0.00%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PL                    | WEATHERFORD INTERNATIONAL PLC                                       | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     12303 | NS      | $1297474.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIR GROUP PLC/THE                              | WEIR GROUP PLC/THE                                                  | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     14751 | NS      | $699644.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | WELLS FARGO & CO                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    617000 | PA      | $638621.68    | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C35 AS                                | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35                      | CUSIP: 95000FAV8<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $367410.56    | 0.01%             | 2048-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-5C6 A3                                | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6                      | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103784.49    | 0.00%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                   | WELLTOWER INC                                                       | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     58131 | NS      | $12040092.72  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                        | WESTERN ALLIANCE BANCORP                                            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     20067 | NS      | $1611781.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                                     | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     65753 | NS      | $17355504.35  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WFLF 2025-3A A1 144A                            | WHEELS FLEET LEASE FUNDING 1 LLC                                    | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $266093.79    | 0.01%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WHITE MOUNTAINS INSURANCE GP                    | WHITE MOUNTAINS INSURANCE GROUP LTD                                 | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       467 | NS      | $1036978.17   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                          | WILLSCOT HOLDINGS CORP                                              | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     52100 | NS      | $1125881.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEF 2025-1A A2 144A                             | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                              | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100365.11    | 0.00%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WINGSTOP INC                                    | WINGSTOP INC                                                        | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      4265 | NS      | $1106810.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                                  | WISDOMTREE INC                                                      | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      5521 | NS      | $94464.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOART 2023-A B                                  | WORLD OMNI AUTO RECEIVABLES TRUST 2023-A                            | CUSIP: 98164JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $211957.98    | 0.00%             | 2029-05-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                 | WW GRAINGER INC                                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      3105 | NS      | $3554386.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                    | WYNDHAM HOTELS & RESORTS INC                                        | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     13523 | NS      | $1106181.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNNTON FUNDING TRUST 144A                      | WYNNTON FUNDING TRUST                                               | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $131680.69    | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                 | XCEL ENERGY INC                                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      8793 | NS      | $732984.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                       | XENON PHARMACEUTICALS INC                                           | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      7365 | NS      | $318388.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YPSOMED HOLDING AG-REG                          | YPSOMED HOLDING AG                                                  | CUSIP: 000000000<br>LEI: 391200QLIOTTBNPNSI14 | Long             | EC               | CORP              | CH        |      1577 | NS      | $546080.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President