# EDGAR Filing Document

**Accession Number:** 0000719269
**File Stem:** 0001410368-26-050738
**Filing Date:** 2026-5
**Character Count:** 671689
**Document Hash:** 458aad8cdda6c2ae82d867b32ad563c6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-050738.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-050738

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS VARIABLE INSURANCE TRUST II
- **CENTRAL INDEX KEY:** 0000719269

**ORGANIZATION NAME:**
- **EIN:** 046540044
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03732
- **FILM NUMBER:** 261016326

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 16179545839

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS SUN LIFE SERIES TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMPASS SERIES TRUST
- **DATE OF NAME CHANGE:** 19850325

## Series and Classes Contracts Data

### MFS Global Tactical Allocation Portfolio (Series ID: S000002661)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000007291 | Initial Class |  |
| C000007292 | Service Class |  |

## Nport-Ex

WTS-Q1

![](img65427a361.gif)

**Quarterly Report**

March 31, 2026

MFS<sup>®</sup> Global Tactical <br>

Allocation Portfolio

![](img4c00ba752.gif)

MFS<sup>®</sup> Variable Insurance Trust II

------

**Portfolio of Investments**

3/31/26 (unaudited)

The Portfolio of Investments is a complete list of all securities owned by your fund. It is categorized by broad-based asset classes.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – 60.8%  | Bonds – 60.8%  | Bonds – 60.8%  |
| Aerospace & Defense – 0.3% | Aerospace & Defense – 0.3% | Aerospace & Defense – 0.3% |
| Boeing Co., 6.388%, 5/01/2031  | $88000 | &nbsp;&nbsp;&nbsp; $93838 |
| Boeing Co., 5.805%, 5/01/2050  | 314000 | &nbsp;&nbsp;&nbsp; 303552 |
| Honeywell Aerospace, Inc., 4.6%, 3/16/2033 (n) | 177000 | &nbsp;&nbsp;&nbsp; 174970 |
| Honeywell Aerospace, Inc., 4.95%, 3/16/2036 (n) | 177000 | &nbsp;&nbsp;&nbsp; 175620 |
| Huntington Ingalls Industries, Inc., 4.2%, 5/01/2030  | 76000 | &nbsp;&nbsp;&nbsp; 74506 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035  | 138000 | &nbsp;&nbsp;&nbsp; 142720 |
|  |  | &nbsp;&nbsp;&nbsp; $965206 |
| Asset-Backed & Securitized – 4.0% | Asset-Backed & Securitized – 4.0% | Asset-Backed & Securitized – 4.0% |
| AA Bond Co. Ltd., 5.5%, 7/31/2050  | 134000 | &nbsp;&nbsp;&nbsp; $171985 |
| AA Bond Co. Ltd., 6.85%, 7/31/2050  | 150000 | &nbsp;&nbsp;&nbsp; 206134 |
| Angel Oak Mortgage Trust, 2024-12, "A1", 5.653%, 10/25/2069 (n) | $494588 | &nbsp;&nbsp;&nbsp; 496787 |
| Angel Oak Mortgage Trust, 2024-13, "A1", 5.464%, 12/26/2069 (n) | 175086 | &nbsp;&nbsp;&nbsp; 175504 |
| Angel Oak Mortgage Trust, 2024-9, "A1", 5.138%, 9/25/2069 (n) | 421299 | &nbsp;&nbsp;&nbsp; 420804 |
| Angel Oak Mortgage Trust, 2025-1, "A2", 5.844%, 1/25/2070 (n) | 215707 | &nbsp;&nbsp;&nbsp; 216557 |
| AREIT 2022-CRE6 Trust, "B", FLR, 5.521% (SOFR - 30 day + 1.85%), 1/20/2037 (n) | 289000 | &nbsp;&nbsp;&nbsp; 287824 |
| AREIT 2022-CRE6 Trust, "C", FLR, 5.821% (SOFR - 30 day + 2.15%), 1/20/2037 (n) | 119000 | &nbsp;&nbsp;&nbsp; 118006 |
| AREIT 2022-CRE6 Trust, "D", FLR, 6.521% (SOFR - 30 day + 2.85%), 1/20/2037 (n) | 100000 | &nbsp;&nbsp;&nbsp; 98414 |
| Arqiva Financing PLC, 4.882%, 12/31/2032  | 116667 | &nbsp;&nbsp;&nbsp; 147693 |
| Auto ABS Co., 2026-1, "A", 2.779%, 12/28/2038  | 100000 | &nbsp;&nbsp;&nbsp; 115265 |
| Bain Capital Credit CLO Ltd., 2021-7A, "BR", FLR, 5.169% (SOFR - 3mo. + 1.5%), 1/22/2035 (n) | $633790 | &nbsp;&nbsp;&nbsp; 631882 |
| BBCMS Mortgage Trust, 2020-C7, "XA", 1.592%, 4/15/2053 (i) | 942109 | &nbsp;&nbsp;&nbsp; 38059 |
| BBCMS Mortgage Trust, 2021-C10, "XA", 1.194%, 7/15/2054 (i) | 2611097 | &nbsp;&nbsp;&nbsp; 121089 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.55%, 2/15/2054 (i) | 6288656 | &nbsp;&nbsp;&nbsp; 368818 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.128%, 3/15/2054 (i) | 1888982 | &nbsp;&nbsp;&nbsp; 70558 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.843%, 6/15/2054 (i) | 5397869 | &nbsp;&nbsp;&nbsp; 162061 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.232%, 7/15/2054 (i) | 6531687 | &nbsp;&nbsp;&nbsp; 289265 |
| Benchmark 2021-B28 Mortgage Trust, "XA", 1.236%, 8/15/2054 (i) | 5003980 | &nbsp;&nbsp;&nbsp; 234975 |
| BMP Commercial Mortgage Trust, 2024-MF23, "C", FLR, 5.513% (SOFR - 1mo. + 1.8413%), 6/15/2041 (n) | 235440 | &nbsp;&nbsp;&nbsp; 235366 |
| Business Jet Securities LLC, 2024-1A, "A", 6.197%, 5/15/2039 (n) | 158143 | &nbsp;&nbsp;&nbsp; 160223 |
| BX Trust, 2024-PURE, "A", FLR, 4.176% (CORRA + 1.9%), 11/15/2041 (n) | 438373 | &nbsp;&nbsp;&nbsp; 318247 |
| CF Hippolyta Issuer LLC, 2020-1, "A1", 1.69%, 7/15/2060 (n) | $193496 | &nbsp;&nbsp;&nbsp; 162120 |
| Chesapeake Funding II LLC, 2023-1A, "A1", 5.65%, 5/15/2035 (n) | 55865 | &nbsp;&nbsp;&nbsp; 55945 |
| Colt Funding LLC, 2024-1, "A1", 5.835%, 2/25/2069 (n) | 153065 | &nbsp;&nbsp;&nbsp; 153426 |
| Colt Funding LLC, 2024-6, "A1", 5.39%, 11/25/2069 (n) | 139037 | &nbsp;&nbsp;&nbsp; 139230 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.756%, 4/15/2054 (i) | 1165617 | &nbsp;&nbsp;&nbsp; 31284 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN34, "XA", 0.957%, 6/15/2063 (i) | 2933136 | &nbsp;&nbsp;&nbsp; 101002 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN35, "XA", 1.024%, 6/15/2064 (i) | 2887401 | &nbsp;&nbsp;&nbsp; 110342 |
| ELM Trust, 2024-ELM, "B10", 6.195%, 6/10/2039 (n) | 334396 | &nbsp;&nbsp;&nbsp; 335043 |
| ELM Trust, 2024-ELM, "C10", 6.396%, 6/10/2039 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100133 |
| Empire District Bondco LLC, 4.943%, 1/01/2033  | 278706 | &nbsp;&nbsp;&nbsp; 282402 |
| Enterprise Fleet Financing 2024-3 LLC, "A2", 5.31%, 4/20/2027 (n) | 38866 | &nbsp;&nbsp;&nbsp; 38953 |
| Enterprise Fleet Financing 2025-1 LLC, "A2", 4.65%, 10/20/2027 (n) | 47523 | &nbsp;&nbsp;&nbsp; 47655 |
| Enterprise Fleet Financing 2025-4 LLC, "A2", 4.05%, 8/20/2028 (n) | 184000 | &nbsp;&nbsp;&nbsp; 183780 |
| EQT Trust, 2024-EXTR, "B", 5.654%, 7/05/2041 (n) | 169941 | &nbsp;&nbsp;&nbsp; 171490 |
| EQT Trust, 2024-EXTR, "C", 6.046%, 7/05/2041 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100753 |
| Fact S.A., 2026-1, "A", FLR, 5% (EURIBOR - 1mo. + 0.63%) 3/20/2033  | 100000 | &nbsp;&nbsp;&nbsp; 115575 |
| Finance Ireland Auto Receivables, "1A", FLR, 2.801% (EURIBOR - 1mo. + 0.85%) 9/12/2033  | 335710 | &nbsp;&nbsp;&nbsp; 388635 |
| Fortress CBO Investments Ltd., 2022-FL3, "AS", FLR, 5.921% (SOFR - 30 day + 2.25%), 2/23/2039 (n) | $179717 | &nbsp;&nbsp;&nbsp; 179544 |
| Home Owner Mortgage Enhanced, 5.077%, 8/25/2060 (n) | 119842 | &nbsp;&nbsp;&nbsp; 119200 |
| Liberty Funding Pty Ltd., 2026-1, "A1A", 4.555%, 10/10/2058  | 500000 | &nbsp;&nbsp;&nbsp; 344682 |
| MF1 2022-FL8 Ltd., "A", FLR, 5.026% (SOFR - 1mo. + 1.35%), 2/19/2037 (n) | $93724 | &nbsp;&nbsp;&nbsp; 93723 |
| MF1 2022-FL8 Ltd., "B", FLR, 5.626% (SOFR - 30 day + 1.95%), 2/19/2037 (n) | 281312 | &nbsp;&nbsp;&nbsp; 281283 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.26%, 5/15/2054 (i) | 2204469 | &nbsp;&nbsp;&nbsp; 91850 |
| Morgan Stanley Capital I Trust, 2021-L6, "XA", 1.144%, 6/15/2054 (i) | 4335957 | &nbsp;&nbsp;&nbsp; 155645 |
| New Residential Mortgage Loan Trust, 2024-NQM3, "A-1", 5.53%, 5/25/2065 (n) | 139763 | &nbsp;&nbsp;&nbsp; 140442 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued |
| OBX Trust, 2024-NQM1, "A1", 5.928%, 11/25/2063 (n) | $200541 | &nbsp;&nbsp;&nbsp; $201143 |
| OBX Trust, 2024-NQM2, "A1", 5.878%, 12/25/2063 (n) | 328049 | &nbsp;&nbsp;&nbsp; 329145 |
| OBX Trust, 2024-NQM3, "A1", 6.129%, 12/25/2063 (n) | 75986 | &nbsp;&nbsp;&nbsp; 76366 |
| Panorama Auto Trust, 2026-1, "A", FLR, 5.14% (BBSW - 1mo. + 1.02%), 3/15/2034  | 500000 | &nbsp;&nbsp;&nbsp; 344599 |
| PMT Loan Trust, 2025-INV10, "A36", FLR, 5.011% (SOFR - 1mo. + 1.35%), 10/01/2056 (n) | $236398 | &nbsp;&nbsp;&nbsp; 237417 |
| Red & Black Auto Germany S.a r.l., "A", FLR, 2.451% (EURIBOR - 1mo. + 0.52%) 2/15/2035  | 100000 | &nbsp;&nbsp;&nbsp; 115564 |
| Starwood Commercial Mortgage, 2021-FL2, "B", FLR, 5.594% ((SOFR - 1mo. + 0.11448%) + 1.8%), 4/18/2038 (n) | $534500 | &nbsp;&nbsp;&nbsp; 534318 |
| TCW Gem Ltd., 2020-1A, "BR3", FLR, 5.267% (SOFR - 3mo. + 1.6%), 4/20/2034 (n) | 780000 | &nbsp;&nbsp;&nbsp; 775760 |
| TPG Real Estate Finance, 2025-FL7, "AS", FLR, 5.379% (SOFR - 1mo. + 1.7%), 6/18/2043 (n) | 206416 | &nbsp;&nbsp;&nbsp; 206371 |
| Triton Trust, 2026-1, "A1MM", FLR, 4.536% (BBSW - 1mo. + 0.7%), 2/15/2058  | 650000 | &nbsp;&nbsp;&nbsp; 448194 |
| Verus Securitization Trust, 2024-1, "A1", 5.712%, 1/25/2069 (n) | $162936 | &nbsp;&nbsp;&nbsp; 163280 |
| Volvo Financial Equipment LLC, 2024-1A, "A2", 4.56%, 5/17/2027 (n) | 55919 | &nbsp;&nbsp;&nbsp; 55947 |
| Wells Fargo Commercial Mortgage Trust, 2021-C60, "XA", 1.491%, 8/15/2054 (i) | 4779446 | &nbsp;&nbsp;&nbsp; 272982 |
|  |  | &nbsp;&nbsp;&nbsp; $12770739 |
| Auto & Auto Components – 0.3% | Auto & Auto Components – 0.3% | Auto & Auto Components – 0.3% |
| Ford Motor Credit Co. LLC, 6.95%, 6/10/2026  | $228000 | &nbsp;&nbsp;&nbsp; $228537 |
| Ford Motor Credit Co. LLC, 3.305%, 5/17/2029  | 170000 | &nbsp;&nbsp;&nbsp; 191445 |
| Ford Motor Credit Co. LLC, 5.753%, 4/06/2033  | $200000 | &nbsp;&nbsp;&nbsp; 196270 |
| Forvia SE, 5.375%, 3/15/2031  | 100000 | &nbsp;&nbsp;&nbsp; 113809 |
| Hyundai Capital America, 5.25%, 1/08/2027 (n) | $112000 | &nbsp;&nbsp;&nbsp; 112624 |
| Hyundai Capital America, 4.5%, 9/18/2030 (n) | 82000 | &nbsp;&nbsp;&nbsp; 80632 |
| Volkswagen Bank GmbH, 3.75%, 12/10/2032  | 100000 | &nbsp;&nbsp;&nbsp; 112846 |
|  |  | &nbsp;&nbsp;&nbsp; $1036163 |
| Brokerage & Asset Managers – 0.7% | Brokerage & Asset Managers – 0.7% | Brokerage & Asset Managers – 0.7% |
| Charles Schwab Corp., 4.914% to 11/14/2035, FLR (SOFR - 1 day + 1.23%) to 11/14/2036  | $352000 | &nbsp;&nbsp;&nbsp; $342149 |
| Citadel Securities Global Holdings LLC, 5.75%, 3/27/2036 (n) | 250000 | &nbsp;&nbsp;&nbsp; 246692 |
| Jane Street Group/JSG Finance, Inc., 6.125%, 11/01/2032 (n) | 324000 | &nbsp;&nbsp;&nbsp; 320400 |
| Jefferies Financial Group, Inc., 5.5%, 2/15/2036  | 248000 | &nbsp;&nbsp;&nbsp; 238029 |
| Low Income Investment Fund, 3.386%, 7/01/2026  | 150000 | &nbsp;&nbsp;&nbsp; 149564 |
| Low Income Investment Fund, 3.711%, 7/01/2029  | 140000 | &nbsp;&nbsp;&nbsp; 135362 |
| LPL Holdings, Inc., 5.75%, 6/15/2035  | 186000 | &nbsp;&nbsp;&nbsp; 185264 |
| LSEG Netherlands B.V., 3%, 11/06/2031  | 210000 | &nbsp;&nbsp;&nbsp; 234151 |
| Osaic Holdings, Inc., 6.75%, 8/01/2032 (n) | $159000 | &nbsp;&nbsp;&nbsp; 159020 |
| The Carlyle Group, Inc., 5.05%, 9/19/2035  | 322000 | &nbsp;&nbsp;&nbsp; 310680 |
|  |  | &nbsp;&nbsp;&nbsp; $2321311 |
| Building – 0.2% | Building – 0.2% | Building – 0.2% |
| Ferguson Enterprises, Inc., 5%, 10/03/2034  | $301000 | &nbsp;&nbsp;&nbsp; $297444 |
| JH North America Holdings, Inc., 5.875%, 1/31/2031 (n) | 113000 | &nbsp;&nbsp;&nbsp; 112061 |
| JH North America Holdings, Inc., 6.125%, 7/31/2032 (n) | 112000 | &nbsp;&nbsp;&nbsp; 111554 |
| Vulcan Materials Co., 5.7%, 12/01/2054  | 142000 | &nbsp;&nbsp;&nbsp; 137676 |
|  |  | &nbsp;&nbsp;&nbsp; $658735 |
| Business Services – 0.4% | Business Services – 0.4% | Business Services – 0.4% |
| ams-OSRAM AG, 10.5%, 3/30/2029  | 140000 | &nbsp;&nbsp;&nbsp; $169417 |
| Black Pearl Compute LLC, 6.125%, 2/15/2031 (n) | $78000 | &nbsp;&nbsp;&nbsp; 79388 |
| Fidelity National Information Services, Inc., 4.55%, 3/10/2029  | 156000 | &nbsp;&nbsp;&nbsp; 155264 |
| Fiserv, Inc., 4.4%, 7/01/2049  | 193000 | &nbsp;&nbsp;&nbsp; 145930 |
| Iron Mountain, Inc., 4.75%, 1/15/2034  | 100000 | &nbsp;&nbsp;&nbsp; 107554 |
| Paychex, Inc., 5.1%, 4/15/2030  | $75000 | &nbsp;&nbsp;&nbsp; 75672 |
| Paychex, Inc., 5.35%, 4/15/2032  | 185000 | &nbsp;&nbsp;&nbsp; 185933 |
| Visa, Inc., 3.875%, 5/15/2044  | 130000 | &nbsp;&nbsp;&nbsp; 141908 |
| Worldline S.A., 5.25%, 11/27/2029  | 200000 | &nbsp;&nbsp;&nbsp; 199564 |
|  |  | &nbsp;&nbsp;&nbsp; $1260630 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Cable TV – 0.4% | Cable TV – 0.4% | Cable TV – 0.4% |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.65%, 2/01/2034  | $77000 | &nbsp;&nbsp;&nbsp; $80321 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.384%, 10/23/2035  | 149000 | &nbsp;&nbsp;&nbsp; 151307 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.484%, 10/23/2045  | 130000 | &nbsp;&nbsp;&nbsp; 119855 |
| Comcast Corp., 6.05%, 5/15/2055  | 193000 | &nbsp;&nbsp;&nbsp; 190966 |
| Eutelsat Communications SACA, 5.75%, 3/15/2031  | 100000 | &nbsp;&nbsp;&nbsp; 115820 |
| Summer BidCo B.V., 8.875%, 1/31/2031  | 100000 | &nbsp;&nbsp;&nbsp; 113490 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | $235000 | &nbsp;&nbsp;&nbsp; 227450 |
| Ziggo Bond Co. B.V., 6.125%, 11/15/2032  | 140000 | &nbsp;&nbsp;&nbsp; 137329 |
|  |  | &nbsp;&nbsp;&nbsp; $1136538 |
| Chemicals – 0.4% | Chemicals – 0.4% | Chemicals – 0.4% |
| Currenta Group Holdings S.à r.l., 5.5%, 5/15/2030  | 150000 | &nbsp;&nbsp;&nbsp; $172067 |
| Linde PLC, 3.4%, 2/14/2036  | 200000 | &nbsp;&nbsp;&nbsp; 222055 |
| Linde PLC, 3.75%, 11/20/2038  | 100000 | &nbsp;&nbsp;&nbsp; 111191 |
| Maxam Prill S.à r.l., 6%, 7/15/2030  | 168000 | &nbsp;&nbsp;&nbsp; 191902 |
| Novonesis (Novozymes), "B", 3.625%, 3/19/2033  | 200000 | &nbsp;&nbsp;&nbsp; 229849 |
| SNF Group SACA, 5.626%, 3/31/2031 (n) | $200000 | &nbsp;&nbsp;&nbsp; 202360 |
|  |  | &nbsp;&nbsp;&nbsp; $1129424 |
| Conglomerates – 0.5% | Conglomerates – 0.5% | Conglomerates – 0.5% |
| Assa Abloy AB, 3.371%, 9/09/2032  | 120000 | &nbsp;&nbsp;&nbsp; $135772 |
| Eaton Corp. PLC, 4.5%, 3/06/2033  | $200000 | &nbsp;&nbsp;&nbsp; 197258 |
| Eaton Corp. PLC, 4.8%, 3/06/2036  | 200000 | &nbsp;&nbsp;&nbsp; 197458 |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | 187000 | &nbsp;&nbsp;&nbsp; 191797 |
| Regal Rexnord Corp., 6.3%, 2/15/2030  | 112000 | &nbsp;&nbsp;&nbsp; 117350 |
| Smiths Group PLC, 3.625%, 11/13/2033  | 260000 | &nbsp;&nbsp;&nbsp; 289615 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034  | $339000 | &nbsp;&nbsp;&nbsp; 348681 |
|  |  | &nbsp;&nbsp;&nbsp; $1477931 |
| Consumer Products – 0.2% | Consumer Products – 0.2% | Consumer Products – 0.2% |
| Galderma Finance Europe Co., 3.375%, 3/17/2031  | 200000 | &nbsp;&nbsp;&nbsp; $228013 |
| Henkel AG & Co. KGaA, 3.625%, 4/02/2031  | 200000 | &nbsp;&nbsp;&nbsp; 232270 |
| International Design Group S.p.A., 10%, 11/15/2028  | 144000 | &nbsp;&nbsp;&nbsp; 173316 |
|  |  | &nbsp;&nbsp;&nbsp; $633599 |
| Consumer Services – 0.2% | Consumer Services – 0.2% | Consumer Services – 0.2% |
| Airbnb, Inc., 4.65%, 3/16/2031  | $105000 | &nbsp;&nbsp;&nbsp; $104763 |
| Airbnb, Inc., 5.25%, 3/16/2036  | 44000 | &nbsp;&nbsp;&nbsp; 44045 |
| Eurofins Scientific SE, 3.875%, 2/05/2033  | 100000 | &nbsp;&nbsp;&nbsp; 113243 |
| Pluxee N.V., 3.75%, 9/04/2032  | 200000 | &nbsp;&nbsp;&nbsp; 225933 |
| Service Corp. International, 5.75%, 10/15/2032  | $233000 | &nbsp;&nbsp;&nbsp; 232552 |
|  |  | &nbsp;&nbsp;&nbsp; $720536 |
| Diversified Financial Services – 0.7% | Diversified Financial Services – 0.7% | Diversified Financial Services – 0.7% |
| Aroundtown S.A., 3%, 10/16/2029  | 120000 | &nbsp;&nbsp;&nbsp; $143223 |
| Avolon Holdings Funding Ltd., 4.95%, 10/15/2032 (n) | $388000 | &nbsp;&nbsp;&nbsp; 377903 |
| Fastighets AB Balder, 3.625%, 8/25/2031  | 170000 | &nbsp;&nbsp;&nbsp; 189189 |
| Heimstaden Bostad AB, 8.375%, 1/29/2030  | 156000 | &nbsp;&nbsp;&nbsp; 184217 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | $64000 | &nbsp;&nbsp;&nbsp; 63673 |
| Macquarie AirFinance Holdings Ltd., 6.5%, 3/26/2031 (n) | 107000 | &nbsp;&nbsp;&nbsp; 112044 |
| Muthoot Finance Ltd., 5.75%, 8/04/2030 (n) | 200000 | &nbsp;&nbsp;&nbsp; 191898 |
| Rocket Cos., Inc., 6.125%, 8/01/2030 (n) | 98000 | &nbsp;&nbsp;&nbsp; 98904 |
| Rocket Cos., Inc., 6.375%, 8/01/2033 (n) | 78000 | &nbsp;&nbsp;&nbsp; 78838 |
| Rocket Mortgage Co-Issuer, Inc., 3.875%, 3/01/2031 (n) | 138000 | &nbsp;&nbsp;&nbsp; 127343 |
| Shurgard Luxembourg S.à r.l., 4%, 5/27/2035  | 200000 | &nbsp;&nbsp;&nbsp; 220389 |
| SMBC Aviation Capital Finance DAC, 5.25%, 11/26/2035 (n) | $410000 | &nbsp;&nbsp;&nbsp; 400318 |
|  |  | &nbsp;&nbsp;&nbsp; $2187939 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Emerging Market Quasi-Sovereign – 1.1% | Emerging Market Quasi-Sovereign – 1.1% | Emerging Market Quasi-Sovereign – 1.1% |
| Bank Gospodarstwa Krajowego (Republic of Poland), 6.25%, 10/31/2028 (n) | $253000 | &nbsp;&nbsp;&nbsp; $265300 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 5.375%, 5/22/2033 (n) | 208000 | &nbsp;&nbsp;&nbsp; 210533 |
| CEZ A.S. (Czech Republic), 4.125%, 4/30/2033  | 238000 | &nbsp;&nbsp;&nbsp; 271422 |
| Chile Electricity Lux MPC II S.à r.l., 5.58%, 10/20/2035 (n) | $218961 | &nbsp;&nbsp;&nbsp; 219901 |
| Comision Federal de Electricidad (United Mexican States), 6.045%, 1/28/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp; 193820 |
| Emirates NBD Bank PJSC, 3.236%, 2/13/2031  | 160000 | &nbsp;&nbsp;&nbsp; 177620 |
| Export-Import Bank of India, 5%, 1/12/2036 (n) | $730000 | &nbsp;&nbsp;&nbsp; 714133 |
| Magyar Export-Import Bank PLC (Republic of Hungary), 6.125%, 12/04/2027 (n) | 208000 | &nbsp;&nbsp;&nbsp; 210334 |
| PT Perusahaan Listrik Negara (Republic of Indonesia), 5.45%, 2/03/2036 (n) | 200000 | &nbsp;&nbsp;&nbsp; 191203 |
| Qatar Petroleum, 3.125%, 7/12/2041  | 236000 | &nbsp;&nbsp;&nbsp; 171376 |
| Republic of Hungary, 4.375%, 6/27/2030  | 437000 | &nbsp;&nbsp;&nbsp; 506456 |
| Saudi Arabian Oil Co., 5.75%, 7/17/2054 (n) | $317000 | &nbsp;&nbsp;&nbsp; 291104 |
| Saudi Arabian Oil Co., 6.375%, 6/02/2055  | 203000 | &nbsp;&nbsp;&nbsp; 201672 |
|  |  | &nbsp;&nbsp;&nbsp; $3624874 |
| Emerging Market Sovereign – 11.5% | Emerging Market Sovereign – 11.5% | Emerging Market Sovereign – 11.5% |
| Czech Republic, 3.5%, 5/30/2035  | 5840000 | &nbsp;&nbsp;&nbsp; $248502 |
| Czech Republic, 5.3%, 9/19/2035  | 10000000 | &nbsp;&nbsp;&nbsp; 486580 |
| Federative Republic of Brazil, 10%, 1/01/2035  | 14918000 | &nbsp;&nbsp;&nbsp; 2342021 |
| Hellenic Republic (Republic of Greece), 3.625%, 6/15/2035 (n) | 1021000 | &nbsp;&nbsp;&nbsp; 1167897 |
| Hellenic Republic (Republic of Greece), 3.375%, 6/16/2036 (n) | 865000 | &nbsp;&nbsp;&nbsp; 959423 |
| Hellenic Republic (Republic of Greece), 4.125%, 6/15/2054  | 482000 | &nbsp;&nbsp;&nbsp; 526843 |
| Kingdom of Saudi Arabia, 5.125%, 1/13/2028 (n) | $249000 | &nbsp;&nbsp;&nbsp; 251225 |
| Kingdom of Saudi Arabia, 4.875%, 1/12/2036 (n) | 725000 | &nbsp;&nbsp;&nbsp; 705961 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031  | 7993000 | &nbsp;&nbsp;&nbsp; 203107 |
| Oriental Republic of Uruguay, 9.75%, 7/20/2033  | 9217000 | &nbsp;&nbsp;&nbsp; 251509 |
| Oriental Republic of Uruguay, 8%, 10/29/2035  | 13812625 | &nbsp;&nbsp;&nbsp; 344658 |
| People's Republic of China, 3.13%, 11/21/2029  | 16970000 | &nbsp;&nbsp;&nbsp; 2620247 |
| People's Republic of China, 1.43%, 1/25/2030  | 16700000 | &nbsp;&nbsp;&nbsp; 2416522 |
| People's Republic of China, 1.63%, 10/25/2030  | 4400000 | &nbsp;&nbsp;&nbsp; 640023 |
| People's Republic of China, 2.88%, 2/25/2033  | 28910000 | &nbsp;&nbsp;&nbsp; 4534701 |
| People's Republic of China, 2.27%, 5/25/2034  | 4700000 | &nbsp;&nbsp;&nbsp; 708035 |
| People's Republic of China, 1.83%, 8/25/2035  | 3300000 | &nbsp;&nbsp;&nbsp; 477891 |
| Republic of Costa Rica, 7.158%, 3/12/2045  | $600000 | &nbsp;&nbsp;&nbsp; 636954 |
| Republic of Cote d'Ivoire, 8.25%, 1/30/2037 (n) | 200000 | &nbsp;&nbsp;&nbsp; 205199 |
| Republic of Hungary, 4%, 7/25/2029  | 879000 | &nbsp;&nbsp;&nbsp; 1029622 |
| Republic of Korea, 1.875%, 6/10/2029  | 5560190000 | &nbsp;&nbsp;&nbsp; 3438559 |
| Republic of Korea, 1.375%, 6/10/2030  | 3450400000 | &nbsp;&nbsp;&nbsp; 2044520 |
| Republic of Korea, 2.5%, 9/10/2030  | 5025000000 | &nbsp;&nbsp;&nbsp; 3107807 |
| Republic of Paraguay, 6%, 2/09/2036 (n) | $500000 | &nbsp;&nbsp;&nbsp; 517800 |
| Republic of Peru, 5.375%, 2/08/2035  | 900000 | &nbsp;&nbsp;&nbsp; 897345 |
| Republic of Peru, 6.85%, 8/12/2035  | 5937000 | &nbsp;&nbsp;&nbsp; 1736485 |
| Republic of Poland, 3.625%, 1/11/2034  | 500000 | &nbsp;&nbsp;&nbsp; 576138 |
| Republic of Romania, 6%, 5/25/2034  | $612000 | &nbsp;&nbsp;&nbsp; 593543 |
| Republic of South Africa, 8.75%, 2/28/2048  | 18000000 | &nbsp;&nbsp;&nbsp; 962217 |
| United Mexican States, 5.85%, 7/02/2032  | $238000 | &nbsp;&nbsp;&nbsp; 238857 |
| United Mexican States, 7.5%, 5/26/2033  | 16000000 | &nbsp;&nbsp;&nbsp; 817649 |
| United Mexican States, 5.625%, 2/09/2034  | $200000 | &nbsp;&nbsp;&nbsp; 195600 |
| United Mexican States, 6.625%, 1/29/2038  | 200000 | &nbsp;&nbsp;&nbsp; 203800 |
| United Mexican States, 6.125%, 2/09/2038  | 700000 | &nbsp;&nbsp;&nbsp; 682150 |
|  |  | &nbsp;&nbsp;&nbsp; $36769390 |
| Energy - Independent – 0.2% | Energy - Independent – 0.2% | Energy - Independent – 0.2% |
| Aker BP ASA, 4%, 5/29/2032  | 190000 | &nbsp;&nbsp;&nbsp; $218150 |
| Occidental Petroleum Corp., 6.45%, 9/15/2036  | $158000 | &nbsp;&nbsp;&nbsp; 168823 |
| Santos Finance Ltd., 5.75%, 11/13/2035 (n) | 231000 | &nbsp;&nbsp;&nbsp; 231536 |
| Var Energi AS, 3.875%, 3/12/2031  | 160000 | &nbsp;&nbsp;&nbsp; 183889 |
|  |  | &nbsp;&nbsp;&nbsp; $802398 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Energy - Integrated – 0.2% | Energy - Integrated – 0.2% | Energy - Integrated – 0.2% |
| BP Capital Markets B.V., 0.933%, 12/04/2040  | 180000 | &nbsp;&nbsp;&nbsp; $129859 |
| BP Capital Markets PLC, 6%, 2/19/2173  | 190000 | &nbsp;&nbsp;&nbsp; 251338 |
| Eni S.p.A, 4.25%, 5/19/2033  | 180000 | &nbsp;&nbsp;&nbsp; 214262 |
| Exxon Mobil Corp., 1.408%, 6/26/2039  | 250000 | &nbsp;&nbsp;&nbsp; 208089 |
|  |  | &nbsp;&nbsp;&nbsp; $803548 |
| Entertainment & Leisure – 0.1% | Entertainment & Leisure – 0.1% | Entertainment & Leisure – 0.1% |
| Royal Caribbean Cruises Ltd., 6%, 2/01/2033 (n) | $259000 | &nbsp;&nbsp;&nbsp; $261588 |
| Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036  | 47000 | &nbsp;&nbsp;&nbsp; 46175 |
|  |  | &nbsp;&nbsp;&nbsp; $307763 |
| Food & Beverages – 0.9% | Food & Beverages – 0.9% | Food & Beverages – 0.9% |
| Anheuser-Busch InBev S.A./N.V., 4.125%, 5/19/2045  | 100000 | &nbsp;&nbsp;&nbsp; $109360 |
| Anheuser-Busch InBev Worldwide, Inc., 4.375%, 4/15/2038  | $161000 | &nbsp;&nbsp;&nbsp; 149906 |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049  | 160000 | &nbsp;&nbsp;&nbsp; 155387 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | 335000 | &nbsp;&nbsp;&nbsp; 310432 |
| Danone S.A., 3.785%, 4/01/2034  | 200000 | &nbsp;&nbsp;&nbsp; 231451 |
| Flowers Foods, Inc., 5.75%, 3/15/2035  | $69000 | &nbsp;&nbsp;&nbsp; 65922 |
| Flowers Foods, Inc., 6.2%, 3/15/2055  | 29000 | &nbsp;&nbsp;&nbsp; 23524 |
| Heineken N.V., 3.505%, 5/03/2034  | 190000 | &nbsp;&nbsp;&nbsp; 214364 |
| JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 5.5%, 1/15/2036  | $198000 | &nbsp;&nbsp;&nbsp; 198091 |
| JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 6.5%, 12/01/2052  | 106000 | &nbsp;&nbsp;&nbsp; 107306 |
| Kraft Heinz Foods Co., 4.375%, 6/01/2046  | 227000 | &nbsp;&nbsp;&nbsp; 177478 |
| Magnum ICC Finance B.V., 4%, 11/26/2037  | 160000 | &nbsp;&nbsp;&nbsp; 177215 |
| Maple Parent Holdings Co., 4.728%, 3/26/2035  | 200000 | &nbsp;&nbsp;&nbsp; 230634 |
| Mars, Inc., 4.8%, 3/01/2030 (n) | $168000 | &nbsp;&nbsp;&nbsp; 169768 |
| Mars, Inc., 5.2%, 3/01/2035 (n) | 261000 | &nbsp;&nbsp;&nbsp; 263485 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | 259000 | &nbsp;&nbsp;&nbsp; 252544 |
|  |  | &nbsp;&nbsp;&nbsp; $2836867 |
| Forest & Paper Products – 0.1% | Forest & Paper Products – 0.1% | Forest & Paper Products – 0.1% |
| Graphic Packaging International LLC, 1.512%, 4/15/2026 (n) | $359000 | &nbsp;&nbsp;&nbsp; $358483 |
| Smurfit Kappa Treasury Co., 3.489%, 11/24/2031  | 100000 | &nbsp;&nbsp;&nbsp; 113041 |
|  |  | &nbsp;&nbsp;&nbsp; $471524 |
| Global Systemically Important Banks – 1.5% | Global Systemically Important Banks – 1.5% | Global Systemically Important Banks – 1.5% |
| Bank of America Corp., 5.202% to 4/25/2028, FLR (SOFR - 1 day + 1.63%) to 4/25/2029  | $108000 | &nbsp;&nbsp;&nbsp; $109538 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032  | 312000 | &nbsp;&nbsp;&nbsp; 282740 |
| Bank of America Corp., 5.464% to 5/09/2035, FLR (SOFR - 1 day + 1.64%) to 5/09/2036  | 205000 | &nbsp;&nbsp;&nbsp; 209088 |
| BNP Paribas S.A., 6.875% to 12/15/2033, FLR (CMT - 5yr. + 2.853%) to 6/15/2174 (n) | 200000 | &nbsp;&nbsp;&nbsp; 193258 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030  | 112000 | &nbsp;&nbsp;&nbsp; 112088 |
| Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035  | 224000 | &nbsp;&nbsp;&nbsp; 219857 |
| Goldman Sachs Group, Inc., 5.065% to 1/21/2036, FLR (SOFR - 1 day + 1.19%) to 1/21/2037  | 234000 | &nbsp;&nbsp;&nbsp; 228775 |
| HSBC Holdings PLC, 5.279% to 3/10/2036, FLR (SOFR - 1 day + 1.55%) to 3/10/2037  | 200000 | &nbsp;&nbsp;&nbsp; 196408 |
| JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030  | 267000 | &nbsp;&nbsp;&nbsp; 275188 |
| JPMorgan Chase & Co., 1.953% to 2/04/2031, FLR (SOFR - 1 day + 1.065%) to 2/04/2032  | 548000 | &nbsp;&nbsp;&nbsp; 482512 |
| JPMorgan Chase & Co., 3.136% to 2/18/2031, FLR (EURIBOR - 3mo. + 0.76%) to 2/18/2032  | 260000 | &nbsp;&nbsp;&nbsp; 292653 |
| JPMorgan Chase & Co., 5.502% to 1/24/2035, FLR (SOFR - 1 day + 1.315%) to 1/24/2036  | $196000 | &nbsp;&nbsp;&nbsp; 200614 |
| Mitsubishi UFJ Financial Group, Inc., 5.188%, 9/12/2036  | 261000 | &nbsp;&nbsp;&nbsp; 259116 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031  | 262000 | &nbsp;&nbsp;&nbsp; 251233 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | 306000 | &nbsp;&nbsp;&nbsp; 310486 |
| UBS Group AG, 3.125%, 2/13/2031  | 240000 | &nbsp;&nbsp;&nbsp; 272007 |
| UBS Group AG, 2.746% to 2/11/2032, FLR (CMT - 1yr. + 1.1%) to 2/11/2033 (n) | $448000 | &nbsp;&nbsp;&nbsp; 396198 |
| UBS Group AG, 4.375% to 2/10/2031, FLR (CMT - 1yr. + 3.313%) to 8/10/2171 (n) | 365000 | &nbsp;&nbsp;&nbsp; 322003 |
| Wells Fargo & Co., 5.244% to 1/24/2030, FLR (SOFR - 1 day + 1.11%) to 1/24/2031  | 109000 | &nbsp;&nbsp;&nbsp; 111113 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033  | 229000 | &nbsp;&nbsp;&nbsp; 210264 |
|  |  | &nbsp;&nbsp;&nbsp; $4935139 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Industrial – 0.1% | Industrial – 0.1% | Industrial – 0.1% |
| WSP Global, Inc., 5.714%, 9/18/2036 (n)  | $282000 | &nbsp;&nbsp;&nbsp; $279463 |
| Insurance – 0.4% | Insurance – 0.4% | Insurance – 0.4% |
| Aviva PLC, 4.625%, 8/28/2056  | 166000 | &nbsp;&nbsp;&nbsp; $191483 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | $132000 | &nbsp;&nbsp;&nbsp; 108481 |
| Corebridge Financial, Inc., 6.875% to 12/01/2030, FLR (CMT - 5yr. + 3.181%) to 6/01/2174  | 132000 | &nbsp;&nbsp;&nbsp; 134505 |
| Corebridge Global Funding, 4.9%, 8/21/2032 (n) | 179000 | &nbsp;&nbsp;&nbsp; 176255 |
| Mapfre S.A., 3.125%, 1/20/2032  | 200000 | &nbsp;&nbsp;&nbsp; 225008 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | $246000 | &nbsp;&nbsp;&nbsp; 252684 |
| Sammons Financial Group, Inc., 6.875%, 4/15/2034 (n) | 235000 | &nbsp;&nbsp;&nbsp; 248810 |
|  |  | &nbsp;&nbsp;&nbsp; $1337226 |
| Insurance - Health – 0.2% | Insurance - Health – 0.2% | Insurance - Health – 0.2% |
| Bupa Finance PLC, 6.625%, 11/18/2045  | 100000 | &nbsp;&nbsp;&nbsp; $127754 |
| Humana, Inc., 5.375%, 4/15/2031  | $125000 | &nbsp;&nbsp;&nbsp; 126344 |
| Humana, Inc., 5.55%, 5/01/2035  | 303000 | &nbsp;&nbsp;&nbsp; 299609 |
| UnitedHealth Group, Inc., 5.15%, 7/15/2034  | 223000 | &nbsp;&nbsp;&nbsp; 224901 |
|  |  | &nbsp;&nbsp;&nbsp; $778608 |
| Insurance - Property & Casualty – 0.7% | Insurance - Property & Casualty – 0.7% | Insurance - Property & Casualty – 0.7% |
| American International Group, Inc., 5.125%, 3/27/2033  | $182000 | &nbsp;&nbsp;&nbsp; $183754 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034  | 75000 | &nbsp;&nbsp;&nbsp; 81101 |
| Arthur J. Gallagher & Co., 5.75%, 3/02/2053  | 161000 | &nbsp;&nbsp;&nbsp; 154240 |
| Asurion LLC, 8%, 12/31/2032 (n) | 163000 | &nbsp;&nbsp;&nbsp; 169104 |
| Asurion LLC, 8.375%, 2/01/2034 (n) | 79000 | &nbsp;&nbsp;&nbsp; 76698 |
| Fairfax Financial Holdings Ltd., 4.25%, 12/06/2027  | 456000 | &nbsp;&nbsp;&nbsp; 330968 |
| Fairfax Financial Holdings Ltd., 5.75%, 5/20/2035  | $145000 | &nbsp;&nbsp;&nbsp; 148605 |
| Fairfax Financial Holdings Ltd., 6.35%, 3/22/2054  | 242000 | &nbsp;&nbsp;&nbsp; 243847 |
| Liberty Mutual Group, Inc., 3.875%, 9/26/2035  | 290000 | &nbsp;&nbsp;&nbsp; 321039 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055  | $221000 | &nbsp;&nbsp;&nbsp; 207216 |
| Progressive Corp., 5.15%, 3/26/2036  | 182000 | &nbsp;&nbsp;&nbsp; 182257 |
|  |  | &nbsp;&nbsp;&nbsp; $2098829 |
| International Market Quasi-Sovereign – 0.4% | International Market Quasi-Sovereign – 0.4% | International Market Quasi-Sovereign – 0.4% |
| Aena SME S.A., 3.5%, 1/22/2036  | 100000 | &nbsp;&nbsp;&nbsp; $111970 |
| Belfius Bank S.A., 4% to 4/29/2033, FLR (EUR ICE Swap Rate - 5yr. + 1.3%) to 4/29/2038  | 100000 | &nbsp;&nbsp;&nbsp; 112686 |
| Electricite de France S.A., 4.625%, 1/25/2043  | 100000 | &nbsp;&nbsp;&nbsp; 112998 |
| Landsbankinn hf. (Republic of Iceland), 3.625%, 11/03/2032  | 140000 | &nbsp;&nbsp;&nbsp; 156677 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | $317000 | &nbsp;&nbsp;&nbsp; 280315 |
| Swisscom Finance B.V., 3.625%, 11/17/2037  | 370000 | &nbsp;&nbsp;&nbsp; 409428 |
|  |  | &nbsp;&nbsp;&nbsp; $1184074 |
| International Market Sovereign – 14.7% | International Market Sovereign – 14.7% | International Market Sovereign – 14.7% |
| Commonwealth of Australia, 2.75%, 5/21/2041  | 2226000 | &nbsp;&nbsp;&nbsp; $1148432 |
| Commonwealth of Australia, 3%, 3/21/2047  | 1119000 | &nbsp;&nbsp;&nbsp; 545850 |
| Federal Republic of Germany, 2.5%, 8/15/2054  | 460000 | &nbsp;&nbsp;&nbsp; 440607 |
| Government of Bermuda, 5%, 7/15/2032 (n) | $716000 | &nbsp;&nbsp;&nbsp; 712420 |
| Government of Canada, 2.25%, 2/01/2028  | 2822000 | &nbsp;&nbsp;&nbsp; 2008000 |
| Government of Canada, 1.5%, 12/01/2031  | 5885000 | &nbsp;&nbsp;&nbsp; 3868464 |
| Government of Canada, 2.75%, 12/01/2055  | 885000 | &nbsp;&nbsp;&nbsp; 509281 |
| Government of Japan, 1.3%, 9/20/2030  | 310850000 | &nbsp;&nbsp;&nbsp; 1921940 |
| Government of Japan, 0.2%, 6/20/2036  | 156000000 | &nbsp;&nbsp;&nbsp; 788714 |
| Government of Japan, 1.1%, 6/20/2043  | 379000000 | &nbsp;&nbsp;&nbsp; 1753017 |
| Government of Japan, 0.4%, 3/20/2050  | 320600000 | &nbsp;&nbsp;&nbsp; 1001606 |
| Government of Japan, 0.7%, 12/20/2051  | 258650000 | &nbsp;&nbsp;&nbsp; 831174 |
| Government of Japan, 2.4%, 3/20/2055  | 229000000 | &nbsp;&nbsp;&nbsp; 1115153 |
| Government of New Zealand, 4.5%, 5/15/2030  | 1924000 | &nbsp;&nbsp;&nbsp; 1123748 |
| Government of New Zealand, 1.5%, 5/15/2031  | 3208000 | &nbsp;&nbsp;&nbsp; 1611586 |
| Kingdom of Spain, 3.15%, 4/30/2035 (n) | 1321000 | &nbsp;&nbsp;&nbsp; 1495322 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| International Market Sovereign – continued | International Market Sovereign – continued | International Market Sovereign – continued |
| Kingdom of Spain, 3.9%, 7/30/2039 (n) | 3197000 | &nbsp;&nbsp;&nbsp; $3747519 |
| Republic of France, 2.7%, 2/25/2031 (n) | 1870000 | &nbsp;&nbsp;&nbsp; 2117995 |
| Republic of France, 3.5%, 11/25/2035 (n) | 2235000 | &nbsp;&nbsp;&nbsp; 2535792 |
| Republic of France, 4.1%, 5/25/2046 (n) | 953000 | &nbsp;&nbsp;&nbsp; 1075716 |
| Republic of France, 3.25%, 5/25/2055 (n) | 1354000 | &nbsp;&nbsp;&nbsp; 1258831 |
| Republic of Iceland, 5%, 11/15/2028  | 18271000 | &nbsp;&nbsp;&nbsp; 137922 |
| Republic of Iceland, 6.5%, 1/24/2031  | 7737000 | &nbsp;&nbsp;&nbsp; 59892 |
| Republic of Italy, 2.85%, 2/01/2031  | 885000 | &nbsp;&nbsp;&nbsp; 1004118 |
| Republic of Italy, 1.45%, 3/01/2036  | 3354000 | &nbsp;&nbsp;&nbsp; 3111457 |
| Republic of Italy, 4.1%, 4/30/2046 (n) | 2030000 | &nbsp;&nbsp;&nbsp; 2255102 |
| Republic of Italy, 4.3%, 10/01/2054 (n) | 537000 | &nbsp;&nbsp;&nbsp; 596010 |
| United Kingdom Treasury, 4%, 10/22/2031  | 2559397 | &nbsp;&nbsp;&nbsp; 3302692 |
| United Kingdom Treasury, 4.25%, 6/07/2032  | 52000 | &nbsp;&nbsp;&nbsp; 67828 |
| United Kingdom Treasury, 4.5%, 3/07/2035  | 2100000 | &nbsp;&nbsp;&nbsp; 2707187 |
| United Kingdom Treasury, 1.25%, 10/22/2041  | 2338000 | &nbsp;&nbsp;&nbsp; 1781937 |
| United Kingdom Treasury, 1.5%, 7/22/2047  | 929000 | &nbsp;&nbsp;&nbsp; 615304 |
|  |  | &nbsp;&nbsp;&nbsp; $47250616 |
| Local Authorities – 0.3% | Local Authorities – 0.3% | Local Authorities – 0.3% |
| Province of Alberta, 1.65%, 6/01/2031  | 180000 | &nbsp;&nbsp;&nbsp; $119186 |
| Province of British Columbia, 2.95%, 6/18/2050  | 300000 | &nbsp;&nbsp;&nbsp; 159605 |
| Province of Ontario, 3.25%, 7/03/2035  | 210000 | &nbsp;&nbsp;&nbsp; 239108 |
| Province of Ontario, 4.45%, 11/20/2035  | $308000 | &nbsp;&nbsp;&nbsp; 304962 |
|  |  | &nbsp;&nbsp;&nbsp; $822861 |
| Media – 0.5% | Media – 0.5% | Media – 0.5% |
| Arqiva Broadcast Finance PLC, 8.625%, 7/01/2030  | 236000 | &nbsp;&nbsp;&nbsp; $267710 |
| News Corp., 3.875%, 5/15/2029 (n) | $395000 | &nbsp;&nbsp;&nbsp; 381204 |
| Omnicom Group, Inc., 3.85%, 5/02/2034  | 350000 | &nbsp;&nbsp;&nbsp; 392162 |
| WMG Acquisition Corp., 3.75%, 12/01/2029 (n) | $239000 | &nbsp;&nbsp;&nbsp; 226952 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | 194000 | &nbsp;&nbsp;&nbsp; 182341 |
|  |  | &nbsp;&nbsp;&nbsp; $1450369 |
| Medical & Health Technology & Services – 0.4% | Medical & Health Technology & Services – 0.4% | Medical & Health Technology & Services – 0.4% |
| Baxter International, Inc., 4.9%, 12/15/2030  | $68000 | &nbsp;&nbsp;&nbsp; $67123 |
| Baxter International, Inc., 5.65%, 12/15/2035  | 87000 | &nbsp;&nbsp;&nbsp; 84966 |
| Becton, Dickinson and Co., 4.874%, 2/08/2029  | 261000 | &nbsp;&nbsp;&nbsp; 263911 |
| HCA, Inc., 4.9%, 11/15/2035  | 151000 | &nbsp;&nbsp;&nbsp; 145988 |
| HCA, Inc., 5.7%, 11/15/2055  | 142000 | &nbsp;&nbsp;&nbsp; 132095 |
| New York Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery, 2.667%, 10/01/2050  | 255000 | &nbsp;&nbsp;&nbsp; 154785 |
| ProMedica Toledo Hospital, "B", AGM, 6.015%, 11/15/2048  | 153000 | &nbsp;&nbsp;&nbsp; 151778 |
| Thermo Fisher Scientific Finance I B.V., 3.628%, 12/01/2035  | 190000 | &nbsp;&nbsp;&nbsp; 215253 |
| Thermo Fisher Scientific, Inc., 4.473%, 10/07/2032  | $222000 | &nbsp;&nbsp;&nbsp; 219671 |
|  |  | &nbsp;&nbsp;&nbsp; $1435570 |
| Medical Equipment – 0.2% | Medical Equipment – 0.2% | Medical Equipment – 0.2% |
| Abbott Laboratories, 4.65%, 3/15/2036  | $331000 | &nbsp;&nbsp;&nbsp; $323671 |
| Stryker Corp., 5.2%, 2/10/2035  | 198000 | &nbsp;&nbsp;&nbsp; 200489 |
|  |  | &nbsp;&nbsp;&nbsp; $524160 |
| Metals & Mining – 0.2% | Metals & Mining – 0.2% | Metals & Mining – 0.2% |
| BHP Billiton Finance Ltd., 3.643%, 9/04/2035  | 190000 | &nbsp;&nbsp;&nbsp; $212613 |
| Glencore Finance (Canada) Ltd., 5.55%, 10/25/2042 (n) | $18000 | &nbsp;&nbsp;&nbsp; 17170 |
| Norsk Hydro ASA, 3.75%, 6/17/2033  | 160000 | &nbsp;&nbsp;&nbsp; 183299 |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n) | $217000 | &nbsp;&nbsp;&nbsp; 224100 |
|  |  | &nbsp;&nbsp;&nbsp; $637182 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Midstream – 0.7% | Midstream – 0.7% | Midstream – 0.7% |
| Cheniere Energy Partners, L.P., 5.55%, 10/30/2035  | $267000 | &nbsp;&nbsp;&nbsp; $271899 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | 265000 | &nbsp;&nbsp;&nbsp; 277994 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054  | 266000 | &nbsp;&nbsp;&nbsp; 250538 |
| Energy Transfer LP, 5.95%, 5/15/2054  | 200000 | &nbsp;&nbsp;&nbsp; 187535 |
| Pembina Pipeline Corp., 4.81%, 3/25/2044  | 225000 | &nbsp;&nbsp;&nbsp; 151685 |
| Plains All American Pipeline LP, 5.7%, 9/15/2034  | $199000 | &nbsp;&nbsp;&nbsp; 203271 |
| Plains All American Pipeline LP, 5.6%, 1/15/2036  | 115000 | &nbsp;&nbsp;&nbsp; 115373 |
| Rockies Express Pipeline LLC, 4.95%, 7/15/2029 (n) | 41000 | &nbsp;&nbsp;&nbsp; 39978 |
| Rockies Express Pipeline LLC, 7.5%, 7/15/2038 (n) | 130000 | &nbsp;&nbsp;&nbsp; 135669 |
| Rockies Express Pipeline LLC, 6.875%, 4/15/2040 (n) | 58000 | &nbsp;&nbsp;&nbsp; 57737 |
| Targa Resources Corp., 4.95%, 4/15/2052  | 287000 | &nbsp;&nbsp;&nbsp; 239931 |
| Venture Global Calcasieu Pass LLC, 4.125%, 8/15/2031 (n) | 312000 | &nbsp;&nbsp;&nbsp; 289413 |
|  |  | &nbsp;&nbsp;&nbsp; $2221023 |
| Mortgage-Backed – 6.1% | Mortgage-Backed – 6.1% |  |
| Fannie Mae, 4.5%, 3/01/2034 - 2/01/2046  | $1724293 | &nbsp;&nbsp;&nbsp; $1705561 |
| Fannie Mae, 5%, 3/01/2036 - 8/01/2040  | 586686 | &nbsp;&nbsp;&nbsp; 592148 |
| Fannie Mae, 5.5%, 11/01/2036 - 4/01/2037  | 46602 | &nbsp;&nbsp;&nbsp; 48078 |
| Fannie Mae, 6%, 9/01/2037 - 6/01/2038  | 75740 | &nbsp;&nbsp;&nbsp; 79263 |
| Fannie Mae, 4%, 11/01/2040 - 12/01/2040  | 411819 | &nbsp;&nbsp;&nbsp; 396130 |
| Fannie Mae, 3.5%, 5/01/2043 - 12/01/2046  | 972600 | &nbsp;&nbsp;&nbsp; 909096 |
| Fannie Mae, 2.5%, 2/25/2051 (i) | 121636 | &nbsp;&nbsp;&nbsp; 17098 |
| Fannie Mae, 4.561%, 12/25/2053  | 256472 | &nbsp;&nbsp;&nbsp; 257562 |
| Fannie Mae, 5.061%, 12/25/2054  | 232424 | &nbsp;&nbsp;&nbsp; 234203 |
| Fannie Mae, UMBS, 2.5%, 1/01/2050 - 4/01/2052  | 891312 | &nbsp;&nbsp;&nbsp; 756143 |
| Fannie Mae, UMBS, 2%, 2/01/2051 - 2/01/2052  | 642413 | &nbsp;&nbsp;&nbsp; 523346 |
| Fannie Mae, UMBS, 3%, 12/01/2051 - 4/01/2052  | 625845 | &nbsp;&nbsp;&nbsp; 552095 |
| Fannie Mae, UMBS, 6%, 12/01/2052 - 11/01/2053  | 385464 | &nbsp;&nbsp;&nbsp; 393816 |
| Fannie Mae, UMBS, 5.5%, 11/01/2053  | 61707 | &nbsp;&nbsp;&nbsp; 62229 |
| Freddie Mac, 1.373%, 3/25/2027 (i) | 809000 | &nbsp;&nbsp;&nbsp; 9038 |
| Freddie Mac, 0.593%, 1/25/2030 (i) | 1003595 | &nbsp;&nbsp;&nbsp; 20058 |
| Freddie Mac, 1.797%, 4/25/2030 (i) | 1420926 | &nbsp;&nbsp;&nbsp; 92599 |
| Freddie Mac, 1.839%, 4/25/2030 (i) | 1365340 | &nbsp;&nbsp;&nbsp; 90702 |
| Freddie Mac, 1.666%, 5/25/2030 (i) | 1747943 | &nbsp;&nbsp;&nbsp; 111205 |
| Freddie Mac, 1.799%, 5/25/2030 (i) | 3920368 | &nbsp;&nbsp;&nbsp; 262963 |
| Freddie Mac, 1.341%, 6/25/2030 (i) | 1615349 | &nbsp;&nbsp;&nbsp; 81560 |
| Freddie Mac, 1.597%, 8/25/2030 (i) | 1436842 | &nbsp;&nbsp;&nbsp; 88752 |
| Freddie Mac, 1.168%, 9/25/2030 (i) | 905456 | &nbsp;&nbsp;&nbsp; 42263 |
| Freddie Mac, 1.08%, 11/25/2030 (i) | 1823916 | &nbsp;&nbsp;&nbsp; 81614 |
| Freddie Mac, 0.318%, 1/25/2031 (i) | 6640290 | &nbsp;&nbsp;&nbsp; 77918 |
| Freddie Mac, 0.508%, 3/25/2031 (i) | 8056112 | &nbsp;&nbsp;&nbsp; 165833 |
| Freddie Mac, 0.937%, 7/25/2031 (i) | 1499257 | &nbsp;&nbsp;&nbsp; 67885 |
| Freddie Mac, 0.536%, 9/25/2031 (i) | 6201367 | &nbsp;&nbsp;&nbsp; 161477 |
| Freddie Mac, 0.854%, 9/25/2031 (i) | 1902494 | &nbsp;&nbsp;&nbsp; 77616 |
| Freddie Mac, 0.566%, 12/25/2031 (i) | 1517361 | &nbsp;&nbsp;&nbsp; 40997 |
| Freddie Mac, 5.5%, 5/01/2034 - 7/01/2037  | 9903 | &nbsp;&nbsp;&nbsp; 10084 |
| Freddie Mac, 0.905%, 9/25/2034 (i) | 1094107 | &nbsp;&nbsp;&nbsp; 73899 |
| Freddie Mac, 5%, 10/01/2036 - 7/01/2041  | 160984 | &nbsp;&nbsp;&nbsp; 163012 |
| Freddie Mac, 4.5%, 12/01/2039 - 5/01/2042  | 332488 | &nbsp;&nbsp;&nbsp; 329401 |
| Freddie Mac, 2.5%, 11/25/2050 (i) | 396053 | &nbsp;&nbsp;&nbsp; 65772 |
| Freddie Mac, 3%, 10/25/2052 (i) | 140217 | &nbsp;&nbsp;&nbsp; 22570 |
| Freddie Mac, 4.761%, 1/25/2054  | 165429 | &nbsp;&nbsp;&nbsp; 166687 |
| Freddie Mac, 4.961%, 8/25/2054  | 436980 | &nbsp;&nbsp;&nbsp; 439683 |
| Freddie Mac, 5.161%, 12/25/2054  | 356532 | &nbsp;&nbsp;&nbsp; 359921 |
| Freddie Mac, 7.611%, 9/25/2055  | 105557 | &nbsp;&nbsp;&nbsp; 109391 |
| Freddie Mac, 2.313%, 8/15/2057 (i) | 163457 | &nbsp;&nbsp;&nbsp; 21566 |
| Freddie Mac, UMBS, 3.5%, 1/01/2047 - 11/01/2049  | 471426 | &nbsp;&nbsp;&nbsp; 438349 |
| Freddie Mac, UMBS, 3%, 6/01/2050 - 6/01/2053  | 1342623 | &nbsp;&nbsp;&nbsp; 1183137 |
| Freddie Mac, UMBS, 2.5%, 10/01/2051 - 6/01/2052  | 1238478 | &nbsp;&nbsp;&nbsp; 1045554 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Freddie Mac, UMBS, 2%, 1/01/2052 - 2/01/2052  | $1752028 | &nbsp;&nbsp;&nbsp; $1418129 |
| Freddie Mac, UMBS, 4%, 5/01/2052  | 36671 | &nbsp;&nbsp;&nbsp; 34946 |
| Freddie Mac, UMBS, 6%, 11/01/2052 - 2/01/2055  | 229647 | &nbsp;&nbsp;&nbsp; 237597 |
| Freddie Mac, UMBS, 6.5%, 8/01/2053 - 11/01/2054  | 357892 | &nbsp;&nbsp;&nbsp; 372158 |
| Freddie Mac, UMBS, 5.5%, 4/01/2054 - 11/01/2054  | 1504542 | &nbsp;&nbsp;&nbsp; 1512610 |
| Ginnie Mae, 5%, 5/15/2040 - 4/20/2053  | 78508 | &nbsp;&nbsp;&nbsp; 78638 |
| Ginnie Mae, 3.5%, 6/20/2043  | 321972 | &nbsp;&nbsp;&nbsp; 305111 |
| Ginnie Mae, 2.5%, 8/20/2051 - 8/20/2052  | 977155 | &nbsp;&nbsp;&nbsp; 843262 |
| Ginnie Mae, 2%, 1/20/2052  | 290078 | &nbsp;&nbsp;&nbsp; 239770 |
| Ginnie Mae, 3%, 4/20/2052 - 11/20/2052  | 342842 | &nbsp;&nbsp;&nbsp; 306507 |
| Ginnie Mae, 4%, 8/20/2052  | 113513 | &nbsp;&nbsp;&nbsp; 107287 |
| Ginnie Mae, 5.5%, 2/20/2053 - 10/20/2053  | 450710 | &nbsp;&nbsp;&nbsp; 457593 |
| Ginnie Mae, 5.072%, 9/20/2053  | 288828 | &nbsp;&nbsp;&nbsp; 292079 |
| Ginnie Mae, 4.722%, 10/20/2054  | 188096 | &nbsp;&nbsp;&nbsp; 188574 |
| Ginnie Mae, 7.622%, 5/20/2055  | 162057 | &nbsp;&nbsp;&nbsp; 165956 |
| Ginnie Mae, 4.472%, 8/20/2065  | 527700 | &nbsp;&nbsp;&nbsp; 528254 |
|  |  | &nbsp;&nbsp;&nbsp; $19516745 |
| Municipals – 0.6% | Municipals – 0.6% | Municipals – 0.6% |
| Iowa Student Loan Liquidity Corp. Rev., Taxable, "A", 5.08%, 12/01/2039  | $120000 | &nbsp;&nbsp;&nbsp; $116742 |
| Massachusetts Development Finance Agency Rev., Taxable (Middlesex Sustainable Energy Partners), "B", <br> 7.375%, 10/01/2035 <br>| 85000 | &nbsp;&nbsp;&nbsp; 86892 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 2.641%, 7/01/2037  | 260000 | &nbsp;&nbsp;&nbsp; 228865 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 4.949%, 7/01/2038  | 530000 | &nbsp;&nbsp;&nbsp; 511936 |
| Massachusetts Housing Finance Agency, Single Family Housing Rev., Taxable, "226", 5.562%, 12/01/2052  | 440000 | &nbsp;&nbsp;&nbsp; 450996 |
| Michigan Finance Authority, Hospital Rev., Taxable (Trinity Health Credit Group), 3.384%, 12/01/2040  | 200000 | &nbsp;&nbsp;&nbsp; 166998 |
| New Hampshire National Finance Authority, Utility Refunding Rev., Taxable (Wheeling Power Co. Project), "A", <br> 6.89%, 4/01/2034 <br>| 265000 | &nbsp;&nbsp;&nbsp; 277088 |
|  |  | &nbsp;&nbsp;&nbsp; $1839517 |
| Natural Gas - Distribution – 0.2% | Natural Gas - Distribution – 0.2% | Natural Gas - Distribution – 0.2% |
| Boston Gas Co., 5.843%, 1/10/2035 (n) | $290000 | &nbsp;&nbsp;&nbsp; $303450 |
| ENGIE S.A., 3.25%, 1/11/2032  | 100000 | &nbsp;&nbsp;&nbsp; 113002 |
| Vier Gas Transport GmbH, 3.625%, 9/08/2033  | 100000 | &nbsp;&nbsp;&nbsp; 112970 |
|  |  | &nbsp;&nbsp;&nbsp; $529422 |
| Network & Telecom – 0.2% | Network & Telecom – 0.2% | Network & Telecom – 0.2% |
| NTT Finance Corp., 5.171%, 7/16/2032 (n) | $346000 | &nbsp;&nbsp;&nbsp; $348532 |
| NTT Finance Corp., 3.619%, 3/04/2035  | 350000 | &nbsp;&nbsp;&nbsp; 391970 |
|  |  | &nbsp;&nbsp;&nbsp; $740502 |
| Non-Global Systemically Important Banks – 1.8% | Non-Global Systemically Important Banks – 1.8% | Non-Global Systemically Important Banks – 1.8% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $400000 | &nbsp;&nbsp;&nbsp; $418636 |
| AIB Group PLC, 3.75% to 3/20/2032, FLR (EUR ICE Swap Rate - 1yr. + 1.25%) to 3/20/2033  | 130000 | &nbsp;&nbsp;&nbsp; 149515 |
| AIB Group PLC, 5.871% to 3/28/2034, FLR (SOFR - 1 day + 1.91%) to 3/28/2035 (n) | $200000 | &nbsp;&nbsp;&nbsp; 206672 |
| Bank Hapoalim B.M., 4.722%, 7/14/2029 (n) | 340000 | &nbsp;&nbsp;&nbsp; 335834 |
| BPCE S.A., 2.277% to 1/20/2031, FLR (SOFR - 1 day + 1.312%) to 1/20/2032 (n) | 300000 | &nbsp;&nbsp;&nbsp; 264459 |
| BPCE S.A., 4.125%, 2/27/2039  | 200000 | &nbsp;&nbsp;&nbsp; 222865 |
| CaixaBank S.A., 3.375%, 6/26/2035  | 300000 | &nbsp;&nbsp;&nbsp; 333221 |
| Ceska Sporitelna A.S., 3.657%, 2/11/2033  | 100000 | &nbsp;&nbsp;&nbsp; 112840 |
| Commerzbank AG, 3.125%, 9/03/2031  | 200000 | &nbsp;&nbsp;&nbsp; 224734 |
| Commonwealth Bank of Australia, 2.688%, 3/11/2031 (n) | $235000 | &nbsp;&nbsp;&nbsp; 212639 |
| Crédit Agricole S.A, 3.875%, 2/16/2038  | 200000 | &nbsp;&nbsp;&nbsp; 221555 |
| Danske Bank A.S., 4.613% to 10/02/2029, FLR (CMT - 1yr. + 1.1%) to 10/02/2030 (n) | $273000 | &nbsp;&nbsp;&nbsp; 272194 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029  | 300000 | &nbsp;&nbsp;&nbsp; 303455 |
| Deutsche Bank AG, 4.95% to 8/04/2030, FLR (SOFR - 1 day + 1.3%) to 8/04/2031  | 308000 | &nbsp;&nbsp;&nbsp; 306840 |
| Este Group Bank AG, 3.75%, 4/21/2036  | 100000 | &nbsp;&nbsp;&nbsp; 112697 |
| M&T Bank Corp., 6.082% to 3/13/2031, FLR (SOFR - 1 day + 2.26%) to 3/13/2032  | $227000 | &nbsp;&nbsp;&nbsp; 237960 |
| mBank S.A., 4.034% to 9/27/2029, FLR (EURIBOR - 3mo. + 1.75%) to 9/27/2030  | 100000 | &nbsp;&nbsp;&nbsp; 115811 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Non-Global Systemically Important Banks – continued | Non-Global Systemically Important Banks – continued | Non-Global Systemically Important Banks – continued |
| Nationwide Building Society, 3.854% to 2/03/2036, FLR (EURIBOR - 3mo. + 0.995%) to 2/03/2037  | 220000 | &nbsp;&nbsp;&nbsp; $246058 |
| NatWest Group PLC, 3.632%, 9/03/2034  | 130000 | &nbsp;&nbsp;&nbsp; 146350 |
| NatWest Markets PLC, 3.125%, 1/13/2031  | 150000 | &nbsp;&nbsp;&nbsp; 169859 |
| PNC Financial Services Group, Inc., 5.676% to 1/22/2034, FLR (SOFR - 1 day + 1.902%) to 1/22/2035  | $281000 | &nbsp;&nbsp;&nbsp; 289067 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036  | 121000 | &nbsp;&nbsp;&nbsp; 123529 |
| SNB Funding Ltd., 6% to 6/24/2030, FLR (CMT - 5yr. + 2%) to 6/24/2035  | 315000 | &nbsp;&nbsp;&nbsp; 311350 |
| Texas Capital Bancshares, 5.301% to 2/27/2031, FLR (SOFR - 1 day + 1.94%) to 2/27/2032  | 415000 | &nbsp;&nbsp;&nbsp; 409171 |
| UniCredit S.p.A., 2.875% to 7/15/2029, FLR (EURIBOR - 3mo. + 0.55%) to 7/15/2030  | 130000 | &nbsp;&nbsp;&nbsp; 147401 |
|  |  | &nbsp;&nbsp;&nbsp; $5894712 |
| Pharmaceuticals & Biotechnology – 0.4% | Pharmaceuticals & Biotechnology – 0.4% | Pharmaceuticals & Biotechnology – 0.4% |
| AbbVie, Inc., 4.4%, 3/15/2033  | $228000 | &nbsp;&nbsp;&nbsp; $223822 |
| AbbVie, Inc., 5.35%, 3/15/2044  | 184000 | &nbsp;&nbsp;&nbsp; 179095 |
| AbbVie, Inc., 5.4%, 3/15/2054  | 131000 | &nbsp;&nbsp;&nbsp; 125086 |
| Cheplapharm Arzneimittel GmbH, 6.75%, 2/15/2032  | 190000 | &nbsp;&nbsp;&nbsp; 214458 |
| Eli Lilly & Co., 5.5%, 2/12/2055  | $283000 | &nbsp;&nbsp;&nbsp; 277394 |
| Merck & Co., Inc., 4.75%, 12/04/2035  | 274000 | &nbsp;&nbsp;&nbsp; 268859 |
|  |  | &nbsp;&nbsp;&nbsp; $1288714 |
| Pollution Control – 0.1% | Pollution Control – 0.1% | Pollution Control – 0.1% |
| Biffa Group Holdings Ltd., 7.375%, 6/15/2031  | 170000 | &nbsp;&nbsp;&nbsp; $219723 |
| GFL Environmental, Inc., 3.5%, 9/01/2028 (n) | $182000 | &nbsp;&nbsp;&nbsp; 176960 |
|  |  | &nbsp;&nbsp;&nbsp; $396683 |
| Railroads – 0.2% | Railroads – 0.2% | Railroads – 0.2% |
| Burlington Northern Sante Fe LLC, 5.5%, 3/15/2055  | $366000 | &nbsp;&nbsp;&nbsp; $352845 |
| Union Pacific Corp., 3.25%, 2/05/2050  | 517000 | &nbsp;&nbsp;&nbsp; 350135 |
|  |  | &nbsp;&nbsp;&nbsp; $702980 |
| Real Estate - Retail – 0.5% | Real Estate - Retail – 0.5% | Real Estate - Retail – 0.5% |
| Choice Properties, REIT, 5.03%, 2/28/2031  | 433000 | &nbsp;&nbsp;&nbsp; $323687 |
| Hammerson PLC, 3.5%, 4/15/2032  | 260000 | &nbsp;&nbsp;&nbsp; 287596 |
| Hammerson PLC, 5.875%, 10/08/2036  | 100000 | &nbsp;&nbsp;&nbsp; 127193 |
| Klepierre S.A., 3.75%, 9/30/2037  | 100000 | &nbsp;&nbsp;&nbsp; 109713 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030  | $501000 | &nbsp;&nbsp;&nbsp; 450672 |
| WEA Finance LLC, REIT, 2.875%, 1/15/2027 (n) | 169000 | &nbsp;&nbsp;&nbsp; 166906 |
|  |  | &nbsp;&nbsp;&nbsp; $1465767 |
| Real Estate - Storage & Office – 0.2% | Real Estate - Storage & Office – 0.2% | Real Estate - Storage & Office – 0.2% |
| Colonial SFL Socimi S.A., 3.875%, 4/08/2031  | 100000 | &nbsp;&nbsp;&nbsp; $115155 |
| Cousins Properties, Inc., REIT, 5.875%, 10/01/2034  | $142000 | &nbsp;&nbsp;&nbsp; 143808 |
| Highwoods Realty LP, 5.35%, 1/15/2033  | 237000 | &nbsp;&nbsp;&nbsp; 231406 |
| Vornado Realty LP, 5.75%, 2/01/2033  | 166000 | &nbsp;&nbsp;&nbsp; 162784 |
|  |  | &nbsp;&nbsp;&nbsp; $653153 |
| Refining – 0.1% | Refining – 0.1% | Refining – 0.1% |
| Raizen Fuels Finance S.A., 6.45%, 3/05/2034 (n)  | $325000 | &nbsp;&nbsp;&nbsp; $178750 |
| Retail & E-commerce – 0.5% | Retail & E-commerce – 0.5% | Retail & E-commerce – 0.5% |
| Amazon.com, Inc., 3.7%, 3/16/2035  | 180000 | &nbsp;&nbsp;&nbsp; $205725 |
| Amazon.com, Inc., 4.05%, 3/16/2039  | 320000 | &nbsp;&nbsp;&nbsp; 363021 |
| Amazon.com, Inc., 5.8%, 3/13/2056  | $351000 | &nbsp;&nbsp;&nbsp; 350718 |
| DICK'S Sporting Goods, 4.1%, 1/15/2052  | 327000 | &nbsp;&nbsp;&nbsp; 231611 |
| El Corte Inglés S.A., 3.5%, 7/24/2033  | 100000 | &nbsp;&nbsp;&nbsp; 110619 |
| Home Depot, Inc., 4.875%, 2/15/2044  | $178000 | &nbsp;&nbsp;&nbsp; 162546 |
| Home Depot, Inc., 3.625%, 4/15/2052  | 109000 | &nbsp;&nbsp;&nbsp; 77801 |
|  |  | &nbsp;&nbsp;&nbsp; $1502041 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Semiconductor & Electronic Components – 0.2% | Semiconductor & Electronic Components – 0.2% | Semiconductor & Electronic Components – 0.2% |
| Broadcom, Inc., 4.55%, 2/15/2032  | $121000 | &nbsp;&nbsp;&nbsp; $119948 |
| Broadcom, Inc., 5.2%, 7/15/2035  | 143000 | &nbsp;&nbsp;&nbsp; 144115 |
| Broadcom, Inc., 5.7%, 1/15/2056  | 161000 | &nbsp;&nbsp;&nbsp; 160165 |
| Intel Corp., 5.7%, 2/10/2053  | 143000 | &nbsp;&nbsp;&nbsp; 131670 |
|  |  | &nbsp;&nbsp;&nbsp; $555898 |
| Software – 0.4% | Software – 0.4% | Software – 0.4% |
| Microsoft Corp., 2.525%, 6/01/2050  | $186000 | &nbsp;&nbsp;&nbsp; $111526 |
| Oracle Corp., 4.95%, 2/04/2031  | 143000 | &nbsp;&nbsp;&nbsp; 139917 |
| Oracle Corp., 5.35%, 5/04/2033  | 158000 | &nbsp;&nbsp;&nbsp; 153810 |
| Oracle Corp., 5.7%, 2/04/2036  | 114000 | &nbsp;&nbsp;&nbsp; 109610 |
| Oracle Corp., 4%, 7/15/2046  | 106000 | &nbsp;&nbsp;&nbsp; 71383 |
| Sage Group PLC, 3.821%, 2/25/2033  | 100000 | &nbsp;&nbsp;&nbsp; 112070 |
| Sage Group PLC, 2.875%, 2/08/2034  | 191000 | &nbsp;&nbsp;&nbsp; 205172 |
| Salesforce, Inc., 4.9%, 9/15/2031  | $246000 | &nbsp;&nbsp;&nbsp; 245651 |
|  |  | &nbsp;&nbsp;&nbsp; $1149139 |
| Supermarkets – 0.2% | Supermarkets – 0.2% | Supermarkets – 0.2% |
| Eroski Sociedad Cooperativa, 5.75%, 5/15/2031  | 100000 | &nbsp;&nbsp;&nbsp; $116912 |
| Kroger Co., 5.5%, 9/15/2054  | $167000 | &nbsp;&nbsp;&nbsp; 155089 |
| Tesco Corporate Treasury Services PLC, 3.375%, 5/06/2032  | 140000 | &nbsp;&nbsp;&nbsp; 157834 |
| Tesco Corporate Treasury Services PLC, 5.125%, 5/22/2034  | 160000 | &nbsp;&nbsp;&nbsp; 201082 |
|  |  | &nbsp;&nbsp;&nbsp; $630917 |
| Supranational – 0.5% | Supranational – 0.5% | Supranational – 0.5% |
| African Development Bank, 5.875% to 8/07/2035, FLR (CMT - 5yr. + 1.653%) to 8/07/2174  | $200000 | &nbsp;&nbsp;&nbsp; $194792 |
| European Union, 2.75%, 12/13/2032  | 1310000 | &nbsp;&nbsp;&nbsp; 1479038 |
|  |  | &nbsp;&nbsp;&nbsp; $1673830 |
| Telecommunications - Wireless – 0.2% | Telecommunications - Wireless – 0.2% | Telecommunications - Wireless – 0.2% |
| T-Mobile USA, Inc., 3.2%, 2/19/2032  | 210000 | &nbsp;&nbsp;&nbsp; $236284 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033  | $147000 | &nbsp;&nbsp;&nbsp; 148018 |
| T-Mobile USA, Inc., 5.75%, 1/15/2034  | 142000 | &nbsp;&nbsp;&nbsp; 148079 |
|  |  | &nbsp;&nbsp;&nbsp; $532381 |
| Telephone Services – 0.1% | Telephone Services – 0.1% | Telephone Services – 0.1% |
| Deutsche Telekom AG, 3.625%, 2/03/2045  | 150000 | &nbsp;&nbsp;&nbsp; $155779 |
| TELUS Corp., 5.25%, 11/15/2032  | 384000 | &nbsp;&nbsp;&nbsp; 290535 |
|  |  | &nbsp;&nbsp;&nbsp; $446314 |
| Tobacco – 0.2% | Tobacco – 0.2% | Tobacco – 0.2% |
| B.A.T. International Finance PLC, 4.125%, 4/12/2032  | 167000 | &nbsp;&nbsp;&nbsp; $194215 |
| Imperial Brands Finance PLC, 3.875%, 8/02/2033  | 190000 | &nbsp;&nbsp;&nbsp; 213131 |
| Japan Tobacco, Inc., 5.25%, 6/15/2030 (n) | $267000 | &nbsp;&nbsp;&nbsp; 273660 |
|  |  | &nbsp;&nbsp;&nbsp; $681006 |
| Transportation & Logistics – 0.4% | Transportation & Logistics – 0.4% | Transportation & Logistics – 0.4% |
| Aeroporti di Roma S.p.A, 3.625%, 2/17/2034  | 170000 | &nbsp;&nbsp;&nbsp; $189510 |
| Autoroutes du Sud de la France S.A., 3.375%, 1/19/2034  | 200000 | &nbsp;&nbsp;&nbsp; 224514 |
| Element Fleet Management Corp., 6.271%, 6/26/2026 (n) | $78000 | &nbsp;&nbsp;&nbsp; 78203 |
| Element Fleet Management Corp., 5.037%, 3/25/2030 (n) | 216000 | &nbsp;&nbsp;&nbsp; 217988 |
| Ferrovial SE, 3.625%, 9/18/2032  | 180000 | &nbsp;&nbsp;&nbsp; 205335 |
| Heathrow Funding Ltd., 5.625%, 2/05/2034  | 150000 | &nbsp;&nbsp;&nbsp; 190395 |
| Heathrow Funding Ltd., 5.875%, 5/13/2041  | 110000 | &nbsp;&nbsp;&nbsp; 136306 |
| Transurban Finance Co. Pty Ltd., 4.033%, 11/26/2037  | 100000 | &nbsp;&nbsp;&nbsp; 113420 |
|  |  | &nbsp;&nbsp;&nbsp; $1355671 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Travel, Gaming, & Lodging – 0.2% | Travel, Gaming, & Lodging – 0.2% | Travel, Gaming, & Lodging – 0.2% |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | $400000 | &nbsp;&nbsp;&nbsp; $396276 |
| Flutter Treasury DAC, 6.125%, 6/04/2031  | 140000 | &nbsp;&nbsp;&nbsp; 179194 |
| Sands China Ltd., 4.375%, 6/18/2030  | $226000 | &nbsp;&nbsp;&nbsp; 218079 |
|  |  | &nbsp;&nbsp;&nbsp; $793549 |
| U.S. Government Agencies and Equivalents – 0.0% | U.S. Government Agencies and Equivalents – 0.0% | U.S. Government Agencies and Equivalents – 0.0% |
| Small Business Administration, 5.31%, 5/01/2027  | $3148 | &nbsp;&nbsp;&nbsp; $3146 |
| U.S. Treasury Obligations – 2.1% | U.S. Treasury Obligations – 2.1% | U.S. Treasury Obligations – 2.1% |
| U.S. Treasury Bonds, 3.875%, 5/15/2043 (f) | $2369000 | &nbsp;&nbsp;&nbsp; $2099619 |
| U.S. Treasury Bonds, 4.75%, 11/15/2053 (f) | 739000 | &nbsp;&nbsp;&nbsp; 718533 |
| U.S. Treasury Notes, 2.75%, 8/15/2032 (f) | 3338000 | &nbsp;&nbsp;&nbsp; 3087259 |
| U.S. Treasury Notes, 4.25%, 5/15/2035 (f) | 782000 | &nbsp;&nbsp;&nbsp; 779923 |
|  |  | &nbsp;&nbsp;&nbsp; $6685334 |
| Utilities – 2.1% | Utilities – 2.1% | Utilities – 2.1% |
| Adani Electricity Mumbai Ltd., 3.949%, 2/12/2030 (n) | $422000 | &nbsp;&nbsp;&nbsp; $384680 |
| AEP Texas, Inc., 5.7%, 5/15/2034  | 215000 | &nbsp;&nbsp;&nbsp; 221312 |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035  | 218000 | &nbsp;&nbsp;&nbsp; 221299 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043  | 79000 | &nbsp;&nbsp;&nbsp; 73598 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053  | 76000 | &nbsp;&nbsp;&nbsp; 62100 |
| Bruce Power LP, 2.68%, 12/21/2028  | 187000 | &nbsp;&nbsp;&nbsp; 131521 |
| Bruce Power LP, 4.27%, 12/21/2034  | 410000 | &nbsp;&nbsp;&nbsp; 290781 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053  | $278000 | &nbsp;&nbsp;&nbsp; 291108 |
| E.ON International Finance B.V., 3.5%, 9/03/2035  | 450000 | &nbsp;&nbsp;&nbsp; 502521 |
| E.ON International Finance B.V., 5.875%, 10/30/2037  | 200000 | &nbsp;&nbsp;&nbsp; 259173 |
| Emera U.S. Finance LP, 2.639%, 6/15/2031  | $449000 | &nbsp;&nbsp;&nbsp; 400498 |
| Enel Finance International N.V., 2.5%, 7/12/2031 (n) | 230000 | &nbsp;&nbsp;&nbsp; 204152 |
| Eversource Energy, 5.5%, 1/01/2034  | 146000 | &nbsp;&nbsp;&nbsp; 148056 |
| Georgia Power Co., 4.95%, 5/17/2033  | 182000 | &nbsp;&nbsp;&nbsp; 183435 |
| Hydro One, Inc., 4.25%, 1/04/2035  | 493000 | &nbsp;&nbsp;&nbsp; 356263 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | $184000 | &nbsp;&nbsp;&nbsp; 165293 |
| Jersey Central Power & Light Co., 5.1%, 1/15/2035  | 74000 | &nbsp;&nbsp;&nbsp; 73968 |
| National Grid North America, Inc., 3.917%, 6/03/2035  | 250000 | &nbsp;&nbsp;&nbsp; 284344 |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035  | $186000 | &nbsp;&nbsp;&nbsp; 187293 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035  | 179000 | &nbsp;&nbsp;&nbsp; 182908 |
| Pacific Gas & Electric Co., 6.1%, 1/15/2029  | 68000 | &nbsp;&nbsp;&nbsp; 70365 |
| Pacific Gas & Electric Co., 6.4%, 6/15/2033  | 53000 | &nbsp;&nbsp;&nbsp; 56250 |
| PPL Electric Utilities Corp. 1st Mortgage, 5.25%, 5/15/2053  | 337000 | &nbsp;&nbsp;&nbsp; 312354 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) | 320000 | &nbsp;&nbsp;&nbsp; 324837 |
| Scottish Hydro Electric Power Distribution PLC, 3.375%, 11/02/2033  | 260000 | &nbsp;&nbsp;&nbsp; 290520 |
| Terna Rete Elettrica Nazionale S.p.A., 3%, 7/22/2031  | 260000 | &nbsp;&nbsp;&nbsp; 292172 |
| Vistra Operations Co. LLC, 4.7%, 1/31/2031 (n) | $229000 | &nbsp;&nbsp;&nbsp; 225313 |
| Vistra Operations Co. LLC, 5.35%, 1/31/2036 (n) | 229000 | &nbsp;&nbsp;&nbsp; 224006 |
| Xcel Energy, Inc., 5.5%, 3/15/2034  | 155000 | &nbsp;&nbsp;&nbsp; 157564 |
| XPLR Infrastructure Operating Partners LP, 7.25%, 1/15/2029 (n) | 73000 | &nbsp;&nbsp;&nbsp; 75129 |
| XPLR Infrastructure Operating Partners LP, 8.375%, 1/15/2031 (n) | 155000 | &nbsp;&nbsp;&nbsp; 163169 |
| XPLR Infrastructure Operating Partners LP, 8.625%, 3/15/2033 (n) | 35000 | &nbsp;&nbsp;&nbsp; 36975 |
|  |  | &nbsp;&nbsp;&nbsp; $6852957 |
| Utilities - Gas – 0.5% | Utilities - Gas – 0.5% | Utilities - Gas – 0.5% |
| APA Infrastructure Ltd., 5.125%, 9/16/2034 (n) | $124000 | &nbsp;&nbsp;&nbsp; $122933 |
| APA Infrastructure Ltd., 2.5%, 3/15/2036  | 390000 | &nbsp;&nbsp;&nbsp; 379458 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | $102000 | &nbsp;&nbsp;&nbsp; 101312 |
| EP Infrastructure A.S., 4.125%, 2/27/2033  | 257000 | &nbsp;&nbsp;&nbsp; 285395 |
| EP Infrastructure A.S., 4.375%, 1/29/2034  | 138000 | &nbsp;&nbsp;&nbsp; 154465 |
| Spire, Inc., 4.6%, 9/01/2031  | $370000 | &nbsp;&nbsp;&nbsp; 365611 |
| Spire, Inc., 6.25%, 6/01/2056  | 314000 | &nbsp;&nbsp;&nbsp; 310498 |
|  |  | &nbsp;&nbsp;&nbsp; $1719672 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | |
|:---|:---|:---|:---|
| **Issuer** |  | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Utilities - Other – 0.1% | Utilities - Other – 0.1% | Utilities - Other – 0.1% | Utilities - Other – 0.1% |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2035  | EUR | 230000 | &nbsp;&nbsp;&nbsp; $259354 |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2037  |  | 190000 | &nbsp;&nbsp;&nbsp; 211161 |
|  |  |  | &nbsp;&nbsp;&nbsp; $470515 |
| **Total Bonds**  | **Total Bonds**  |  | &nbsp;&nbsp; **$195129550** |
| Common Stocks – 33.2%  | Common Stocks – 33.2%  | Common Stocks – 33.2%  | Common Stocks – 33.2%  |
| Aerospace & Defense – 0.6% | Aerospace & Defense – 0.6% | Aerospace & Defense – 0.6% |  |
| Boeing Co. (a) |  | 833 | &nbsp;&nbsp;&nbsp; $165792 |
| General Dynamics Corp. (f) |  | 2535 | &nbsp;&nbsp;&nbsp; 870063 |
| L3Harris Technologies, Inc. |  | 1760 | &nbsp;&nbsp;&nbsp; 607464 |
| Leidos Holdings, Inc. |  | 2121 | &nbsp;&nbsp;&nbsp; 329858 |
|  |  |  | &nbsp;&nbsp;&nbsp; $1973177 |
| Alcoholic Beverages – 0.7% | Alcoholic Beverages – 0.7% | Alcoholic Beverages – 0.7% |  |
| Ambev S.A. |  | 311400 | &nbsp;&nbsp;&nbsp; $916793 |
| Diageo PLC |  | 39414 | &nbsp;&nbsp;&nbsp; 732324 |
| Heineken N.V. |  | 5816 | &nbsp;&nbsp;&nbsp; 447561 |
|  |  |  | &nbsp;&nbsp;&nbsp; $2096678 |
| Apparel, Footwear, & Accessories – 0.1% | Apparel, Footwear, & Accessories – 0.1% | Apparel, Footwear, & Accessories – 0.1% |  |
| Chow Tai Fook Jewellery Group |  | 111400 | &nbsp;&nbsp;&nbsp; $155552 |
| Compagnie Financiere Richemont S.A. |  | 577 | &nbsp;&nbsp;&nbsp; 102817 |
| LVMH Moet Hennessy Louis Vuitton SE |  | 371 | &nbsp;&nbsp;&nbsp; 206226 |
|  |  |  | &nbsp;&nbsp;&nbsp; $464595 |
| Auto & Auto Components – 0.7% | Auto & Auto Components – 0.7% | Auto & Auto Components – 0.7% |  |
| Aptiv PLC (a) |  | 9427 | &nbsp;&nbsp;&nbsp; $551480 |
| Compagnie Generale des Etablissements Michelin |  | 9850 | &nbsp;&nbsp;&nbsp; 335415 |
| Lear Corp. |  | 4947 | &nbsp;&nbsp;&nbsp; 598983 |
| LKQ Corp. (f) |  | 15222 | &nbsp;&nbsp;&nbsp; 447070 |
| PT Astra International Tbk |  | 641400 | &nbsp;&nbsp;&nbsp; 239129 |
|  |  |  | &nbsp;&nbsp;&nbsp; $2172077 |
| Brokerage & Asset Managers – 1.5% | Brokerage & Asset Managers – 1.5% | Brokerage & Asset Managers – 1.5% |  |
| Charles Schwab Corp. (f) |  | 24313 | &nbsp;&nbsp;&nbsp; $2284936 |
| Julius Baer Group Ltd. |  | 8083 | &nbsp;&nbsp;&nbsp; 595625 |
| Northern Trust Corp. (f) |  | 14674 | &nbsp;&nbsp;&nbsp; 2048050 |
|  |  |  | &nbsp;&nbsp;&nbsp; $4928611 |
| Business Services – 0.8% | Business Services – 0.8% | Business Services – 0.8% |  |
| Accenture PLC, "A" |  | 3782 | &nbsp;&nbsp;&nbsp; $749933 |
| Cognizant Technology Solutions Corp., "A" |  | 2035 | &nbsp;&nbsp;&nbsp; 124847 |
| Experian PLC |  | 5127 | &nbsp;&nbsp;&nbsp; 178207 |
| Fidelity National Information Services, Inc. |  | 8697 | &nbsp;&nbsp;&nbsp; 407976 |
| Fiserv, Inc. (a) |  | 3678 | &nbsp;&nbsp;&nbsp; 205233 |
| Otsuka Corp. |  | 5000 | &nbsp;&nbsp;&nbsp; 95887 |
| Sodexo |  | 9896 | &nbsp;&nbsp;&nbsp; 508005 |
| Tata Consultancy Services Ltd. |  | 6431 | &nbsp;&nbsp;&nbsp; 162808 |
| Verisk Analytics, Inc., "A" |  | 501 | &nbsp;&nbsp;&nbsp; 95065 |
|  |  |  | &nbsp;&nbsp;&nbsp; $2527961 |
| Chemicals – 0.7% | Chemicals – 0.7% | Chemicals – 0.7% |  |
| Akzo Nobel N.V. |  | 9408 | &nbsp;&nbsp;&nbsp; $539880 |
| Axalta Coating Systems Ltd. (a) |  | 13956 | &nbsp;&nbsp;&nbsp; 386581 |
| FUJIFILM Holdings Corp. |  | 13400 | &nbsp;&nbsp;&nbsp; 254675 |
| Nitto Denko Corp. |  | 9100 | &nbsp;&nbsp;&nbsp; 182064 |
| PPG Industries, Inc. |  | 3652 | &nbsp;&nbsp;&nbsp; 390326 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Chemicals – continued | Chemicals – continued |  |
| Shin-Etsu Chemical Co. Ltd. | 12900 | &nbsp;&nbsp;&nbsp; $524870 |
|  |  | &nbsp;&nbsp;&nbsp; $2278396 |
| Conglomerates – 0.1% | Conglomerates – 0.1% |  |
| Honeywell International, Inc. (f)  | 1922 | &nbsp;&nbsp;&nbsp; $434430 |
| Construction – 0.6% | Construction – 0.6% |  |
| Anhui Conch Cement Co. Ltd. | 62000 | &nbsp;&nbsp;&nbsp; $168441 |
| Compagnie de Saint-Gobain S.A. | 2892 | &nbsp;&nbsp;&nbsp; 237998 |
| Masco Corp. (f) | 12080 | &nbsp;&nbsp;&nbsp; 729269 |
| Midea Group Co. Ltd., "A" | 13900 | &nbsp;&nbsp;&nbsp; 154415 |
| Techtronic Industries Co. Ltd. | 48000 | &nbsp;&nbsp;&nbsp; 638911 |
|  |  | &nbsp;&nbsp;&nbsp; $1929034 |
| Consumer Products – 1.2% | Consumer Products – 1.2% |  |
| Colgate-Palmolive Co. | 12146 | &nbsp;&nbsp;&nbsp; $1035204 |
| Haleon PLC | 121849 | &nbsp;&nbsp;&nbsp; 602862 |
| Kenvue, Inc. (f) | 67595 | &nbsp;&nbsp;&nbsp; 1165338 |
| Kimberly-Clark Corp. (f) | 6442 | &nbsp;&nbsp;&nbsp; 621460 |
| Reckitt Benckiser Group PLC | 5050 | &nbsp;&nbsp;&nbsp; 342706 |
|  |  | &nbsp;&nbsp;&nbsp; $3767570 |
| Consumer Services – 0.1% | Consumer Services – 0.1% |  |
| Airbnb, Inc., "A" (a)  | 1515 | &nbsp;&nbsp;&nbsp; $191314 |
| Containers – 0.1% | Containers – 0.1% |  |
| Smurfit Westrock PLC  | 7590 | &nbsp;&nbsp;&nbsp; $302461 |
| Diversified Financial Services – 0.0% | Diversified Financial Services – 0.0% |  |
| CME Group, Inc.  | 391 | &nbsp;&nbsp;&nbsp; $115482 |
| Electrical Equipment – 0.9% | Electrical Equipment – 0.9% |  |
| Eaton Corp. PLC | 1064 | &nbsp;&nbsp;&nbsp; $380561 |
| Legrand S.A. | 2700 | &nbsp;&nbsp;&nbsp; 417217 |
| Mitsubishi Electric Corp. | 30000 | &nbsp;&nbsp;&nbsp; 979724 |
| Schneider Electric SE | 3420 | &nbsp;&nbsp;&nbsp; 939372 |
| Versigent PLC (a) | 3142 | &nbsp;&nbsp;&nbsp; 100083 |
|  |  | &nbsp;&nbsp;&nbsp; $2816957 |
| Energy - Independent – 2.9% | Energy - Independent – 2.9% |  |
| Cenovus Energy, Inc. | 22521 | &nbsp;&nbsp;&nbsp; $597711 |
| Chevron Corp. | 3335 | &nbsp;&nbsp;&nbsp; 690012 |
| ConocoPhillips (f) | 12347 | &nbsp;&nbsp;&nbsp; 1629804 |
| Eni S.p.A. | 75133 | &nbsp;&nbsp;&nbsp; 2133499 |
| Exxon Mobil Corp. (f) | 6584 | &nbsp;&nbsp;&nbsp; 1117042 |
| PetroChina Co. Ltd. | 494000 | &nbsp;&nbsp;&nbsp; 671096 |
| Suncor Energy, Inc. | 5137 | &nbsp;&nbsp;&nbsp; 339771 |
| TotalEnergies SE | 17876 | &nbsp;&nbsp;&nbsp; 1650549 |
| Valero Energy Corp. | 705 | &nbsp;&nbsp;&nbsp; 174191 |
| Woodside Energy Group Ltd. | 19617 | &nbsp;&nbsp;&nbsp; 467877 |
|  |  | &nbsp;&nbsp;&nbsp; $9471552 |
| Engineering - Construction – 0.1% | Engineering - Construction – 0.1% |  |
| Doosan Bobcat, Inc.  | 5506 | &nbsp;&nbsp;&nbsp; $207510 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Entertainment & Leisure – 0.2% | Entertainment & Leisure – 0.2% |  |
| Brunswick Corp. | 6421 | &nbsp;&nbsp;&nbsp; $467192 |
| NetEase, Inc. | 13200 | &nbsp;&nbsp;&nbsp; 293694 |
|  |  | &nbsp;&nbsp;&nbsp; $760886 |
| Food & Beverages – 0.5% | Food & Beverages – 0.5% |  |
| Danone S.A. | 6588 | &nbsp;&nbsp;&nbsp; $529097 |
| General Mills, Inc. (f) | 7647 | &nbsp;&nbsp;&nbsp; 284621 |
| Inner Mongolia Yili Industrial Group Co. Ltd., "A" | 19500 | &nbsp;&nbsp;&nbsp; 74524 |
| Nomad Foods Ltd. | 6641 | &nbsp;&nbsp;&nbsp; 63820 |
| PepsiCo, Inc. | 1642 | &nbsp;&nbsp;&nbsp; 254986 |
| Tyson Foods, Inc., "A" | 4486 | &nbsp;&nbsp;&nbsp; 287418 |
| WH Group Ltd. | 152500 | &nbsp;&nbsp;&nbsp; 200947 |
|  |  | &nbsp;&nbsp;&nbsp; $1695413 |
| Food & Drug Stores – 0.8% | Food & Drug Stores – 0.8% |  |
| Albertsons Cos., Inc., "A" | 9601 | &nbsp;&nbsp;&nbsp; $163601 |
| Seven & I Holdings Co. Ltd. | 44300 | &nbsp;&nbsp;&nbsp; 596251 |
| Tesco PLC | 287967 | &nbsp;&nbsp;&nbsp; 1815729 |
|  |  | &nbsp;&nbsp;&nbsp; $2575581 |
| Global Systemically Important Banks – 2.5% | Global Systemically Important Banks – 2.5% |  |
| Bank of America Corp. (f)(s) | 26560 | &nbsp;&nbsp;&nbsp; $1294800 |
| BNP Paribas S.A. | 19367 | &nbsp;&nbsp;&nbsp; 1844920 |
| China Construction Bank Corp. | 698000 | &nbsp;&nbsp;&nbsp; 758096 |
| Goldman Sachs Group, Inc. (s) | 610 | &nbsp;&nbsp;&nbsp; 516054 |
| ING Groep N.V. | 8353 | &nbsp;&nbsp;&nbsp; 218258 |
| JPMorgan Chase & Co. (f) | 1953 | &nbsp;&nbsp;&nbsp; 574494 |
| Mitsubishi UFJ Financial Group, Inc. | 59800 | &nbsp;&nbsp;&nbsp; 1010361 |
| UBS Group AG | 45645 | &nbsp;&nbsp;&nbsp; 1775317 |
|  |  | &nbsp;&nbsp;&nbsp; $7992300 |
| Hardware, Peripherals, & Assembly – 1.3% | Hardware, Peripherals, & Assembly – 1.3% |  |
| Amadeus IT Group S.A. | 8057 | &nbsp;&nbsp;&nbsp; $458002 |
| Cap Gemini S.A. | 7699 | &nbsp;&nbsp;&nbsp; 899896 |
| Hitachi Ltd. | 29000 | &nbsp;&nbsp;&nbsp; 847543 |
| Hon Hai Precision Industry Co. Ltd. | 81000 | &nbsp;&nbsp;&nbsp; 487359 |
| Lenovo Group Ltd. | 74000 | &nbsp;&nbsp;&nbsp; 87938 |
| NEC Corp. | 16900 | &nbsp;&nbsp;&nbsp; 421040 |
| Samsung Electronics Co. Ltd. | 6462 | &nbsp;&nbsp;&nbsp; 725877 |
| Seagate Technology Holdings PLC | 827 | &nbsp;&nbsp;&nbsp; 323986 |
|  |  | &nbsp;&nbsp;&nbsp; $4251641 |
| Health Maintenance Organizations – 0.8% | Health Maintenance Organizations – 0.8% |  |
| Cigna Group (f) | 8981 | &nbsp;&nbsp;&nbsp; $2395682 |
| Humana, Inc. | 940 | &nbsp;&nbsp;&nbsp; 162986 |
|  |  | &nbsp;&nbsp;&nbsp; $2558668 |
| Insurance – 1.7% | Insurance – 1.7% |  |
| Aon PLC (f)(s) | 4506 | &nbsp;&nbsp;&nbsp; $1454447 |
| Chubb Ltd. | 3374 | &nbsp;&nbsp;&nbsp; 1099688 |
| DB Insurance Co. Ltd. | 819 | &nbsp;&nbsp;&nbsp; 89526 |
| Hartford Insurance Group, Inc. | 2383 | &nbsp;&nbsp;&nbsp; 322253 |
| Lincoln National Corp. | 2416 | &nbsp;&nbsp;&nbsp; 85768 |
| Manulife Financial Corp. | 15198 | &nbsp;&nbsp;&nbsp; 523534 |
| MetLife, Inc. | 5681 | &nbsp;&nbsp;&nbsp; 401760 |
| Sompo Holdings, Inc. | 10000 | &nbsp;&nbsp;&nbsp; 390733 |
| Willis Towers Watson PLC | 3630 | &nbsp;&nbsp;&nbsp; 1055241 |
|  |  | &nbsp;&nbsp;&nbsp; $5422950 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Interactive Media Services – 0.1% | Interactive Media Services – 0.1% |  |
| Baidu, Inc., ADR (a) | 1628 | &nbsp;&nbsp;&nbsp; $181392 |
| Versant Media Group, Inc. | 1335 | &nbsp;&nbsp;&nbsp; 49421 |
|  |  | &nbsp;&nbsp;&nbsp; $230813 |
| Machinery & Tools – 0.3% | Machinery & Tools – 0.3% |  |
| AGCO Corp. | 1590 | &nbsp;&nbsp;&nbsp; $184233 |
| Daikin Industries Ltd. | 1600 | &nbsp;&nbsp;&nbsp; 194106 |
| Finning International, Inc. | 5102 | &nbsp;&nbsp;&nbsp; 315707 |
| GEA Group AG | 2246 | &nbsp;&nbsp;&nbsp; 158726 |
| Wabtec Corp. | 864 | &nbsp;&nbsp;&nbsp; 215922 |
|  |  | &nbsp;&nbsp;&nbsp; $1068694 |
| Media – 1.2% | Media – 1.2% |  |
| Informa PLC | 47003 | &nbsp;&nbsp;&nbsp; $468579 |
| Omnicom Group, Inc. (f) | 21486 | &nbsp;&nbsp;&nbsp; 1618111 |
| Publicis Groupe S.A. | 4304 | &nbsp;&nbsp;&nbsp; 355945 |
| RELX PLC | 16642 | &nbsp;&nbsp;&nbsp; 552072 |
| Wolters Kluwer N.V. | 9864 | &nbsp;&nbsp;&nbsp; 737927 |
|  |  | &nbsp;&nbsp;&nbsp; $3732634 |
| Medical & Health Technology & Services – 0.2% | Medical & Health Technology & Services – 0.2% |  |
| ICON PLC (a)  | 4793 | &nbsp;&nbsp;&nbsp; $530393 |
| Medical Equipment – 1.3% | Medical Equipment – 1.3% |  |
| Agilent Technologies, Inc. | 1683 | &nbsp;&nbsp;&nbsp; $191828 |
| Becton, Dickinson and Co. (f) | 9977 | &nbsp;&nbsp;&nbsp; 1568684 |
| Medtronic PLC (f) | 22257 | &nbsp;&nbsp;&nbsp; 1928569 |
| Waters Corp. (a) | 2070 | &nbsp;&nbsp;&nbsp; 616446 |
|  |  | &nbsp;&nbsp;&nbsp; $4305527 |
| Metals & Mining – 1.0% | Metals & Mining – 1.0% |  |
| Glencore PLC | 132627 | &nbsp;&nbsp;&nbsp; $1010618 |
| Rio Tinto PLC | 11337 | &nbsp;&nbsp;&nbsp; 1053795 |
| Toyota Tsusho Corp. | 25500 | &nbsp;&nbsp;&nbsp; 997838 |
| Vale S.A. | 6500 | &nbsp;&nbsp;&nbsp; 103501 |
|  |  | &nbsp;&nbsp;&nbsp; $3165752 |
| Natural Gas - Pipeline – 0.0% | Natural Gas - Pipeline – 0.0% |  |
| APA Group  | 5506 | &nbsp;&nbsp;&nbsp; $37862 |
| Network & Telecom – 0.2% | Network & Telecom – 0.2% |  |
| LM Ericsson Telephone Co., "B" | 50332 | &nbsp;&nbsp;&nbsp; $570117 |
| Non-Global Systemically Important Banks – 1.4% | Non-Global Systemically Important Banks – 1.4% |  |
| ABN AMRO Group N.V., GDR | 23182 | &nbsp;&nbsp;&nbsp; $741480 |
| AIB Group PLC | 23828 | &nbsp;&nbsp;&nbsp; 253433 |
| Banca Mediolanum S.p.A. | 4428 | &nbsp;&nbsp;&nbsp; 89934 |
| BPER Banca S.p.A. | 22297 | &nbsp;&nbsp;&nbsp; 291061 |
| DBS Group Holdings Ltd. | 2550 | &nbsp;&nbsp;&nbsp; 113305 |
| Grupo Financiero Banorte S.A. de C.V. | 11837 | &nbsp;&nbsp;&nbsp; 131281 |
| M&T Bank Corp. | 855 | &nbsp;&nbsp;&nbsp; 176745 |
| NatWest Group PLC | 255211 | &nbsp;&nbsp;&nbsp; 1893680 |
| PNC Financial Services Group, Inc. | 2714 | &nbsp;&nbsp;&nbsp; 564756 |
| Popular, Inc. | 1928 | &nbsp;&nbsp;&nbsp; 258680 |
| Regions Financial Corp. | 4674 | &nbsp;&nbsp;&nbsp; 122085 |
| Sberbank of Russia PJSC (a)(u) | 137348 | &nbsp;&nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;&nbsp; $4636440 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Oil Services – 0.2% | Oil Services – 0.2% |  |
| Tenaris S.A.  | 19356 | &nbsp;&nbsp;&nbsp; $565380 |
| Pharmaceuticals & Biotechnology – 2.7% | Pharmaceuticals & Biotechnology – 2.7% |  |
| AbbVie, Inc. (f) | 3323 | &nbsp;&nbsp;&nbsp; $722719 |
| Johnson & Johnson (f) | 7839 | &nbsp;&nbsp;&nbsp; 1916165 |
| Novartis AG | 5616 | &nbsp;&nbsp;&nbsp; 852675 |
| Pfizer, Inc. (f) | 90677 | &nbsp;&nbsp;&nbsp; 2546210 |
| Roche Holding AG | 3186 | &nbsp;&nbsp;&nbsp; 1258043 |
| Sandoz Group AG | 3579 | &nbsp;&nbsp;&nbsp; 280731 |
| Sanofi S.A. | 10141 | &nbsp;&nbsp;&nbsp; 978158 |
|  |  | &nbsp;&nbsp;&nbsp; $8554701 |
| Real Estate – 0.1% | Real Estate – 0.1% |  |
| Essential Properties Realty Trust, REIT | 5650 | &nbsp;&nbsp;&nbsp; $171534 |
| NNN REIT, Inc. | 2825 | &nbsp;&nbsp;&nbsp; 118735 |
|  |  | &nbsp;&nbsp;&nbsp; $290269 |
| Real Estate - Storage & Office – 0.1% | Real Estate - Storage & Office – 0.1% |  |
| Cousins Properties, Inc., REIT | 4057 | &nbsp;&nbsp;&nbsp; $91566 |
| Highwoods Properties, Inc., REIT | 7483 | &nbsp;&nbsp;&nbsp; 160211 |
|  |  | &nbsp;&nbsp;&nbsp; $251777 |
| Restaurants – 0.2% | Restaurants – 0.2% |  |
| Aramark  | 16073 | &nbsp;&nbsp;&nbsp; $651599 |
| Retail & E-commerce – 0.2% | Retail & E-commerce – 0.2% |  |
| Bath & Body Works, Inc. | 5239 | &nbsp;&nbsp;&nbsp; $97812 |
| Home Depot, Inc. | 942 | &nbsp;&nbsp;&nbsp; 309815 |
| Shimamura Co. Ltd. | 7200 | &nbsp;&nbsp;&nbsp; 150242 |
|  |  | &nbsp;&nbsp;&nbsp; $557869 |
| Semiconductor & Electronic Components – 0.8% | Semiconductor & Electronic Components – 0.8% |  |
| Intel Corp. (a) | 8267 | &nbsp;&nbsp;&nbsp; $364823 |
| Kyocera Corp. | 49000 | &nbsp;&nbsp;&nbsp; 757515 |
| Lam Research Corp. | 2022 | &nbsp;&nbsp;&nbsp; 432021 |
| NVIDIA Corp. | 978 | &nbsp;&nbsp;&nbsp; 170563 |
| NXP Semiconductors N.V. | 3711 | &nbsp;&nbsp;&nbsp; 730547 |
| SK Square Co. Ltd. (a) | 388 | &nbsp;&nbsp;&nbsp; 123140 |
|  |  | &nbsp;&nbsp;&nbsp; $2578609 |
| Software – 0.6% | Software – 0.6% |  |
| Microsoft Corp. (f) | 3989 | &nbsp;&nbsp;&nbsp; $1476608 |
| Salesforce, Inc. | 2584 | &nbsp;&nbsp;&nbsp; 482355 |
|  |  | &nbsp;&nbsp;&nbsp; $1958963 |
| Telecom Services – 0.7% | Telecom Services – 0.7% |  |
| Comcast Corp., "A" | 33144 | &nbsp;&nbsp;&nbsp; $951564 |
| KDDI Corp. | 47200 | &nbsp;&nbsp;&nbsp; 809988 |
| Koninklijke KPN N.V. | 56893 | &nbsp;&nbsp;&nbsp; 316435 |
| PT Telekom Indonesia | 753400 | &nbsp;&nbsp;&nbsp; 137248 |
|  |  | &nbsp;&nbsp;&nbsp; $2215235 |
| Tobacco – 1.0% | Tobacco – 1.0% |  |
| Altria Group, Inc. | 5130 | &nbsp;&nbsp;&nbsp; $338529 |
| British American Tobacco PLC | 26405 | &nbsp;&nbsp;&nbsp; 1538110 |
| Philip Morris International, Inc. (f) | 7286 | &nbsp;&nbsp;&nbsp; 1204667 |
|  |  | &nbsp;&nbsp;&nbsp; $3081306 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Transportation & Logistics – 0.3% | Transportation & Logistics – 0.3% |  |
| Union Pacific Corp. | 3357 | &nbsp;&nbsp;&nbsp; $814475 |
| Yangzijian Shipbuilding Holdings Ltd. | 67900 | &nbsp;&nbsp;&nbsp; 201764 |
|  |  | &nbsp;&nbsp;&nbsp; $1016239 |
| Travel, Gaming, & Lodging – 0.1% | Travel, Gaming, & Lodging – 0.1% |  |
| FDJ United | 3384 | &nbsp;&nbsp;&nbsp; $98704 |
| Ryanair Holdings PLC | 6285 | &nbsp;&nbsp;&nbsp; 178057 |
|  |  | &nbsp;&nbsp;&nbsp; $276761 |
| Utilities – 1.6% | Utilities – 1.6% |  |
| Ameren Corp. | 932 | &nbsp;&nbsp;&nbsp; $102445 |
| Atmos Energy Corp. | 3405 | &nbsp;&nbsp;&nbsp; 628972 |
| CLP Holdings Ltd. | 28000 | &nbsp;&nbsp;&nbsp; 263630 |
| Duke Energy Corp. | 3248 | &nbsp;&nbsp;&nbsp; 425293 |
| E.ON SE | 40630 | &nbsp;&nbsp;&nbsp; 888041 |
| Edison International (f) | 7764 | &nbsp;&nbsp;&nbsp; 568170 |
| National Grid PLC | 81678 | &nbsp;&nbsp;&nbsp; 1377005 |
| PG&E Corp. (f) | 45397 | &nbsp;&nbsp;&nbsp; 797625 |
| Xcel Energy, Inc. | 2153 | &nbsp;&nbsp;&nbsp; 171034 |
|  |  | &nbsp;&nbsp;&nbsp; $5222215 |
| **Total Common Stocks**  |  | &nbsp;&nbsp; **$106434399** |
| Preferred Stocks – 0.5%  | Preferred Stocks – 0.5%  | Preferred Stocks – 0.5%  |
| Consumer Products – 0.4% |  |  |
| Henkel AG & Co. KGaA  | 15181 | &nbsp;&nbsp;&nbsp; $1166397 |
| Hardware, Peripherals, & Assembly – 0.1% |  |  |
| Samsung Electronics Co. Ltd.  | 4137 | &nbsp;&nbsp;&nbsp; $329394 |
| **Total Preferred Stocks**  |  | &nbsp;&nbsp; **$1495791** |
| Convertible Preferred Stocks – 0.4%  | Convertible Preferred Stocks – 0.4%  | Convertible Preferred Stocks – 0.4%  |
| Aerospace & Defense – 0.1% | Aerospace & Defense – 0.1% |  |
| Boeing Co., 6%, 10/15/2027  | 4275 | &nbsp;&nbsp;&nbsp; $277362 |
| Utilities – 0.3% | Utilities – 0.3% |  |
| NextEra Energy, Inc., 7.234%, 11/01/2027  | 10149 | &nbsp;&nbsp;&nbsp; $533228 |
| PG&E Corp., 6%, 12/01/2027  | 7646 | &nbsp;&nbsp;&nbsp; 328702 |
|  |  | &nbsp;&nbsp;&nbsp; $861930 |
| **Total Convertible Preferred Stocks**  | **Total Convertible Preferred Stocks**  | &nbsp;&nbsp; **$1139292** |
| Convertible Bonds – 0.0% | Convertible Bonds – 0.0% | Convertible Bonds – 0.0% |
| Utilities – 0.0% | Utilities – 0.0% |  |
| PG&E Corp., 4.25%, 12/01/2027  | $97000 | &nbsp;&nbsp;&nbsp; $100441 |
| Mutual Funds (h) – 2.6%  | Mutual Funds (h) – 2.6%  | Mutual Funds (h) – 2.6%  |
| Money Market Funds – 2.6% | Money Market Funds – 2.6% |  |
| MFS Institutional Money Market Portfolio, 3.71% (v)  | 8443878 | &nbsp;&nbsp;&nbsp; $8443878 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price (Rate)** | **Put/Call** | **Counterparty** | **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Par Amount/** <br>**Number of** <br>**Contracts**<br>|  |
| Purchased Options – 0.1%  | Purchased Options – 0.1%  | Purchased Options – 0.1%  | Purchased Options – 0.1%  | Purchased Options – 0.1%  |  |
| Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% |  |
| Euro Stoxx 50 Index – 6/19/2026 @ EUR 5,350  | Put | Goldman Sachs International | &nbsp;&nbsp; $6437772 | &nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; $227009 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price (Rate)** | **Put/Call** | **Counterparty** | **Notional**<br> **Amount**<br>| &nbsp;&nbsp; **Par Amount/**<br> **Number of**<br> **Contracts**<br>| **Value ($)** |
| Purchased Options – continued  | Purchased Options – continued  | Purchased Options – continued  | Purchased Options – continued  | Purchased Options – continued  |  |
| Market Index Securities – continued | Market Index Securities – continued | Market Index Securities – continued | Market Index Securities – continued | Market Index Securities – continued |  |
| iShares MSCI Emerging Market ETF – 6/18/2026 @ $43  | Put | Merrill Lynch International | &nbsp;&nbsp; $10790100 | &nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; $41800 |
| S&P 500 Index – 9/18/2026 @ $6,050  | Put | Merrill Lynch International | &nbsp;&nbsp; 4569964 | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 139440 |
|  |  |  |  |  | &nbsp;&nbsp; $408249 |
| OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% |  |
| iTraxx Europe Crossover Series 44 Index Credit Default Swap - Fund <br> pays 5%, Fund receives notional amount upon a defined credit event <br> of an index constituent – 4/15/2026 @ 3.25%<br>| Put | Citibank N.A. | &nbsp;&nbsp; $6660000 | &nbsp;&nbsp;&nbsp; N/A | &nbsp;&nbsp; $61902 |
| **Total Purchased Options**  | **Total Purchased Options**  | **Total Purchased Options**  | **Total Purchased Options**  |  | &nbsp;&nbsp; **$470151** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Other Assets, Less Liabilities – 2.4% | &nbsp;&nbsp;&nbsp; 7759369 |
| **Net Assets – 100.0%** | &nbsp;&nbsp; **$320972871** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(f) All or a portion of the security has been segregated as collateral for open futures
 contracts and cleared swap agreements.

&nbsp;&nbsp;&nbsp;&nbsp;(h) An affiliated issuer, which may be considered one in which the fund owns 5% or more
 of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of the fund's investments in affiliated
 issuers and in unaffiliated issuers were $8,443,878 and $304,769,624, respectively.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Interest only security for which the fund receives interest on notional principal
 (Par amount). Par amount shown is the notional principal and does not reflect the cost of the security.

&nbsp;&nbsp;&nbsp;&nbsp;(n) Securities exempt from registration under Rule 144A of the Securities Act of 1933.
 These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers.
 At period end, the aggregate value of these securities was $45,348,453, representing 14.1% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(s) Security or a portion of the security was pledged to cover collateral requirements
 for certain derivative transactions.

&nbsp;&nbsp;&nbsp;&nbsp;(u) The security was valued using significant unobservable inputs and is considered level
 3 under the fair value hierarchy.

&nbsp;&nbsp;&nbsp;&nbsp;(v) Affiliated issuer that is available only to investment companies managed by MFS. The
 rate quoted for the MFS Institutional Money Market Portfolio is the annualized seven-day yield of the fund at period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The following abbreviations are used in this report and are defined: | The following abbreviations are used in this report and are defined: |
| ADR | American Depositary Receipt |
| AGM | Assured Guaranty Municipal |
| BBSW | Bank Bill Swap Reference Rate |
| CFRR | China Fixing Repo Rate |
| CLO | Collateralized Loan Obligation |
| CMT | Constant Maturity Treasury  |
| CPI-U | Consumer Price Index - Urban Consumers |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| FLR | Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate <br> reported may not be the current rate. All reference rates are USD unless otherwise noted.<br>|
| GDR | Global Depositary Receipt |
| ICE | Intercontinental Exchange |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| UMBS | Uniform Mortgage-Backed Security |
| Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: | Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Renminbi (Offshore)  |
| CNY | China Yuan Renminbi |
| CZK | Czech Koruna |
| DKK | Danish Krone |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | |
|:---|:---|
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| ISK | Icelandic Krona |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Nuevo Sol  |
| PLN | Polish Zloty |
| RON | Romanian New Leu |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | Taiwan Dollar |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** | **Derivative Contracts at 3/31/26** |
| **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  |
| **Currency** <br>**Purchased** | **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Currency** <br>**Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement** <br>**Date**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| AUD | &nbsp;&nbsp; 2847436 | USD | &nbsp;&nbsp; 1911478 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; $52749 |
| AUD | &nbsp;&nbsp; 667149 | USD | &nbsp;&nbsp; 449281 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 10934 |
| AUD | &nbsp;&nbsp; 156135 | USD | &nbsp;&nbsp; 104877 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 2829 |
| AUD | &nbsp;&nbsp; 38357 | USD | &nbsp;&nbsp; 25805 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; 655 |
| CNH | &nbsp;&nbsp; 69716754 | USD | &nbsp;&nbsp; 10045732 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 87393 |
| CNH | &nbsp;&nbsp; 7272984 | USD | &nbsp;&nbsp; 1048691 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 8416 |
| EUR | &nbsp;&nbsp; 396195 | USD | &nbsp;&nbsp; 456662 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 1604 |
| EUR | &nbsp;&nbsp; 348453 | USD | &nbsp;&nbsp; 402386 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 658 |
| EUR | &nbsp;&nbsp; 749688 | USD | &nbsp;&nbsp; 862651 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 4491 |
| EUR | &nbsp;&nbsp; 393035 | USD | &nbsp;&nbsp; 453682 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 930 |
| HUF | &nbsp;&nbsp; 54010339 | USD | &nbsp;&nbsp; 161836 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 407 |
| JPY | &nbsp;&nbsp; 79712096 | USD | &nbsp;&nbsp; 502262 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 644 |
| MXN | &nbsp;&nbsp; 8288888 | USD | &nbsp;&nbsp; 461070 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 976 |
| MYR | &nbsp;&nbsp; 3508851 | USD | &nbsp;&nbsp; 863717 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp; 3218 |
| NOK | &nbsp;&nbsp; 1658677 | USD | &nbsp;&nbsp; 164654 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 6642 |
| NOK | &nbsp;&nbsp; 10508723 | USD | &nbsp;&nbsp; 1073557 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 11708 |
| THB | &nbsp;&nbsp; 38278000 | USD | &nbsp;&nbsp; 1167115 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 7736 |
| ZAR | &nbsp;&nbsp; 3727912 | USD | &nbsp;&nbsp; 218156 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 1907 |
| USD | &nbsp;&nbsp; 458524 | AUD | &nbsp;&nbsp; 650000 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 10139 |
| USD | &nbsp;&nbsp; 520461 | AUD | &nbsp;&nbsp; 742444 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 8306 |
| USD | &nbsp;&nbsp; 1085027 | AUD | &nbsp;&nbsp; 1538055 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 24042 |
| USD | &nbsp;&nbsp; 706599 | AUD | &nbsp;&nbsp; 1000000 | UBS AG | 4/17/2026 | &nbsp;&nbsp; 16775 |
| USD | &nbsp;&nbsp; 240119 | CAD | &nbsp;&nbsp; 330958 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 2039 |
| USD | &nbsp;&nbsp; 1052399 | CAD | &nbsp;&nbsp; 1437000 | Citibank N.A. | 5/15/2026 | &nbsp;&nbsp; 17417 |
| USD | &nbsp;&nbsp; 1965344 | CAD | &nbsp;&nbsp; 2692217 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 28660 |
| USD | &nbsp;&nbsp; 858731 | CAD | &nbsp;&nbsp; 1187747 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 4308 |
| USD | &nbsp;&nbsp; 133250 | CAD | &nbsp;&nbsp; 179138 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; 4384 |
| USD | &nbsp;&nbsp; 1439878 | CAD | &nbsp;&nbsp; 1968983 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 23462 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| USD | &nbsp;&nbsp; 5901240 | CAD | &nbsp;&nbsp; 7986830 | State Street Corp. | 5/15/2026 | &nbsp;&nbsp; $148822 |
| USD | &nbsp;&nbsp; 1972499 | CHF | &nbsp;&nbsp; 1514000 | HSBC Bank | 5/15/2026 | &nbsp;&nbsp; 70081 |
| USD | &nbsp;&nbsp; 13697583 | CHF | &nbsp;&nbsp; 10408692 | State Street Corp. | 5/15/2026 | &nbsp;&nbsp; 618537 |
| USD | &nbsp;&nbsp; 967592 | CLP | &nbsp;&nbsp; 887334471 | Citibank N.A. | 5/15/2026 | &nbsp;&nbsp; 9008 |
| USD | &nbsp;&nbsp; 209616 | CNH | &nbsp;&nbsp; 1440717 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 212 |
| USD | &nbsp;&nbsp; 302991 | CNY | &nbsp;&nbsp; 2077000 | Merrill Lynch International | 5/15/2026 | &nbsp;&nbsp; 1492 |
| USD | &nbsp;&nbsp; 846433 | CZK | &nbsp;&nbsp; 17599103 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 17464 |
| USD | &nbsp;&nbsp; 386000 | CZK | &nbsp;&nbsp; 7843822 | Deutsche Bank AG | 5/15/2026 | &nbsp;&nbsp; 16415 |
| USD | &nbsp;&nbsp; 1542305 | CZK | &nbsp;&nbsp; 32507892 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 11088 |
| USD | &nbsp;&nbsp; 167937 | CZK | &nbsp;&nbsp; 3451210 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 5375 |
| USD | &nbsp;&nbsp; 21081 | DKK | &nbsp;&nbsp; 132810 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; 527 |
| USD | &nbsp;&nbsp; 528351 | DKK | &nbsp;&nbsp; 3297301 | State Street Corp. | 5/13/2026 | &nbsp;&nbsp; 17296 |
| USD | &nbsp;&nbsp; 1923847 | EUR | &nbsp;&nbsp; 1643005 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 23433 |
| USD | &nbsp;&nbsp; 361810 | EUR | &nbsp;&nbsp; 305830 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 8065 |
| USD | &nbsp;&nbsp; 3922822 | EUR | &nbsp;&nbsp; 3322002 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 80363 |
| USD | &nbsp;&nbsp; 1120303 | EUR | &nbsp;&nbsp; 950732 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 20621 |
| USD | &nbsp;&nbsp; 55798150 | EUR | &nbsp;&nbsp; 46759800 | JPMorgan Chase Bank N.A. | 5/15/2026 | &nbsp;&nbsp; 1641651 |
| USD | &nbsp;&nbsp; 92446 | EUR | &nbsp;&nbsp; 78876 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; 1213 |
| USD | &nbsp;&nbsp; 227058 | EUR | &nbsp;&nbsp; 188860 | NatWest Markets PLC | 4/17/2026 | &nbsp;&nbsp; 8609 |
| USD | &nbsp;&nbsp; 6040037 | EUR | &nbsp;&nbsp; 5129749 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 106610 |
| USD | &nbsp;&nbsp; 118104 | EUR | &nbsp;&nbsp; 100000 | UBS AG | 4/17/2026 | &nbsp;&nbsp; 2437 |
| USD | &nbsp;&nbsp; 3251175 | GBP | &nbsp;&nbsp; 2415390 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 54240 |
| USD | &nbsp;&nbsp; 7273878 | GBP | &nbsp;&nbsp; 5322346 | HSBC Bank | 5/15/2026 | &nbsp;&nbsp; 229744 |
| USD | &nbsp;&nbsp; 4710182 | GBP | &nbsp;&nbsp; 3520998 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 49898 |
| USD | &nbsp;&nbsp; 359521 | GBP | &nbsp;&nbsp; 263093 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 11302 |
| USD | &nbsp;&nbsp; 769252 | IDR | &nbsp;&nbsp; 12966131000 | Deutsche Bank AG | 5/13/2026 | &nbsp;&nbsp; 6938 |
| USD | &nbsp;&nbsp; 1046721 | IDR | &nbsp;&nbsp; 17658190938 | Merrill Lynch International | 4/30/2026 | &nbsp;&nbsp; 8241 |
| USD | &nbsp;&nbsp; 428721 | ILS | &nbsp;&nbsp; 1321342 | Barclays Bank PLC | 5/15/2026 | &nbsp;&nbsp; 7835 |
| USD | &nbsp;&nbsp; 8023 | INR | &nbsp;&nbsp; 742936 | JPMorgan Chase Bank N.A. | 4/30/2026 | &nbsp;&nbsp; 209 |
| USD | &nbsp;&nbsp; 902253 | JPY | &nbsp;&nbsp; 139108708 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 24611 |
| USD | &nbsp;&nbsp; 20562604 | JPY | &nbsp;&nbsp; 3185480490 | NatWest Markets PLC | 5/15/2026 | &nbsp;&nbsp; 417726 |
| USD | &nbsp;&nbsp; 1032371 | JPY | &nbsp;&nbsp; 157026594 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 41684 |
| USD | &nbsp;&nbsp; 8088393 | KRW | &nbsp;&nbsp; 11767641279 | Citibank N.A. | 4/15/2026 | &nbsp;&nbsp; 402640 |
| USD | &nbsp;&nbsp; 1151440 | KRW | &nbsp;&nbsp; 1649000000 | Deutsche Bank AG | 4/15/2026 | &nbsp;&nbsp; 74435 |
| USD | &nbsp;&nbsp; 1918278 | KRW | &nbsp;&nbsp; 2794556970 | Goldman Sachs International | 5/15/2026 | &nbsp;&nbsp; 91517 |
| USD | &nbsp;&nbsp; 329567 | KRW | &nbsp;&nbsp; 481400000 | Morgan Stanley Capital Services LLC | 4/15/2026 | &nbsp;&nbsp; 15152 |
| USD | &nbsp;&nbsp; 684177 | MXN | &nbsp;&nbsp; 11854487 | JPMorgan Chase Bank N.A. | 5/15/2026 | &nbsp;&nbsp; 24941 |
| USD | &nbsp;&nbsp; 2571853 | MXN | &nbsp;&nbsp; 45577258 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 31247 |
| USD | &nbsp;&nbsp; 766501 | MYR | &nbsp;&nbsp; 3002000 | Barclays Bank PLC | 5/15/2026 | &nbsp;&nbsp; 24114 |
| USD | &nbsp;&nbsp; 380906 | NOK | &nbsp;&nbsp; 3659000 | Goldman Sachs International | 5/15/2026 | &nbsp;&nbsp; 3100 |
| USD | &nbsp;&nbsp; 1576584 | NZD | &nbsp;&nbsp; 2660864 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 46768 |
| USD | &nbsp;&nbsp; 840652 | NZD | &nbsp;&nbsp; 1419031 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 24806 |
| USD | &nbsp;&nbsp; 758327 | NZD | &nbsp;&nbsp; 1293270 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 14784 |
| USD | &nbsp;&nbsp; 990688 | NZD | &nbsp;&nbsp; 1692577 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 17571 |
| USD | &nbsp;&nbsp; 2124063 | NZD | &nbsp;&nbsp; 3543000 | State Street Corp. | 5/15/2026 | &nbsp;&nbsp; 85070 |
| USD | &nbsp;&nbsp; 413222 | PEN | &nbsp;&nbsp; 1415907 | Citibank N.A. | 4/23/2026 | &nbsp;&nbsp; 6748 |
| USD | &nbsp;&nbsp; 41862 | PLN | &nbsp;&nbsp; 149311 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 1641 |
| USD | &nbsp;&nbsp; 440125 | PLN | &nbsp;&nbsp; 1555778 | Deutsche Bank AG | 5/15/2026 | &nbsp;&nbsp; 21070 |
| USD | &nbsp;&nbsp; 181949 | PLN | &nbsp;&nbsp; 652000 | Goldman Sachs International | 5/15/2026 | &nbsp;&nbsp; 6330 |
| USD | &nbsp;&nbsp; 199564 | RON | &nbsp;&nbsp; 857000 | Goldman Sachs International | 5/15/2026 | &nbsp;&nbsp; 5721 |
| USD | &nbsp;&nbsp; 147457 | SEK | &nbsp;&nbsp; 1317520 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 8173 |
| USD | &nbsp;&nbsp; 1629504 | SEK | &nbsp;&nbsp; 14713000 | Merrill Lynch International | 5/15/2026 | &nbsp;&nbsp; 71879 |
| USD | &nbsp;&nbsp; 407119 | SGD | &nbsp;&nbsp; 512722 | HSBC Bank | 5/15/2026 | &nbsp;&nbsp; 7111 |
| USD | &nbsp;&nbsp; 1049889 | SGD | &nbsp;&nbsp; 1345538 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 2225 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| USD | &nbsp;&nbsp; 3935760 | THB | &nbsp;&nbsp; 122795504 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; $166846 |
| USD | &nbsp;&nbsp; 1448764 | THB | &nbsp;&nbsp; 44931000 | Barclays Bank PLC | 5/15/2026 | &nbsp;&nbsp; 69775 |
| USD | &nbsp;&nbsp; 210881 | ZAR | &nbsp;&nbsp; 3422851 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 8826 |
| USD | &nbsp;&nbsp; 1050498 | ZAR | &nbsp;&nbsp; 17322285 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 27946 |
|  |  |  |  |  |  | &nbsp;&nbsp; $5265612 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| AUD | &nbsp;&nbsp; 15571000 | USD | &nbsp;&nbsp; 11044837 | Barclays Bank PLC | 5/15/2026 | &nbsp;&nbsp; $(307540)<br>|
| AUD | &nbsp;&nbsp; 2012497 | USD | &nbsp;&nbsp; 1438719 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; (50453)<br>|
| AUD | &nbsp;&nbsp; 91233 | USD | &nbsp;&nbsp; 64322 | HSBC Bank | 5/15/2026 | &nbsp;&nbsp; (1411)<br>|
| AUD | &nbsp;&nbsp; 47573 | USD | &nbsp;&nbsp; 33203 | NatWest Markets PLC | 4/17/2026 | &nbsp;&nbsp; (386)<br>|
| CAD | &nbsp;&nbsp; 328219 | USD | &nbsp;&nbsp; 241044 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; (4934)<br>|
| CAD | &nbsp;&nbsp; 1565321 | USD | &nbsp;&nbsp; 1152858 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (26822)<br>|
| CHF | &nbsp;&nbsp; 982944 | USD | &nbsp;&nbsp; 1245428 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (14099)<br>|
| CHF | &nbsp;&nbsp; 820525 | USD | &nbsp;&nbsp; 1052687 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (24820)<br>|
| CLP | &nbsp;&nbsp; 714676000 | USD | &nbsp;&nbsp; 781161 | Barclays Bank PLC | 5/15/2026 | &nbsp;&nbsp; (9099)<br>|
| CLP | &nbsp;&nbsp; 295196875 | USD | &nbsp;&nbsp; 330453 | Citibank N.A. | 5/15/2026 | &nbsp;&nbsp; (11553)<br>|
| CNH | &nbsp;&nbsp; 3550557 | USD | &nbsp;&nbsp; 516947 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (884)<br>|
| CNH | &nbsp;&nbsp; 3021487 | USD | &nbsp;&nbsp; 439332 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (168)<br>|
| CZK | &nbsp;&nbsp; 29275771 | USD | &nbsp;&nbsp; 1403291 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (24316)<br>|
| DKK | &nbsp;&nbsp; 2723493 | USD | &nbsp;&nbsp; 426691 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (5194)<br>|
| EUR | &nbsp;&nbsp; 129607 | USD | &nbsp;&nbsp; 152020 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (2108)<br>|
| EUR | &nbsp;&nbsp; 1370067 | USD | &nbsp;&nbsp; 1622678 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; (37962)<br>|
| EUR | &nbsp;&nbsp; 2611192 | USD | &nbsp;&nbsp; 3064520 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (44234)<br>|
| EUR | &nbsp;&nbsp; 1881577 | USD | &nbsp;&nbsp; 2213834 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (37471)<br>|
| EUR | &nbsp;&nbsp; 729354 | USD | &nbsp;&nbsp; 848474 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (4852)<br>|
| EUR | &nbsp;&nbsp; 1167139 | USD | &nbsp;&nbsp; 1369741 | NatWest Markets PLC | 4/17/2026 | &nbsp;&nbsp; (19747)<br>|
| EUR | &nbsp;&nbsp; 3619366 | USD | &nbsp;&nbsp; 4254929 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (68520)<br>|
| EUR | &nbsp;&nbsp; 793662 | USD | &nbsp;&nbsp; 930571 | UBS AG | 4/17/2026 | &nbsp;&nbsp; (12567)<br>|
| GBP | &nbsp;&nbsp; 77644 | USD | &nbsp;&nbsp; 104367 | BNP Paribas | 4/17/2026 | &nbsp;&nbsp; (1600)<br>|
| GBP | &nbsp;&nbsp; 222599 | USD | &nbsp;&nbsp; 299218 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; (4593)<br>|
| GBP | &nbsp;&nbsp; 144612 | USD | &nbsp;&nbsp; 194780 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (3376)<br>|
| GBP | &nbsp;&nbsp; 84980 | USD | &nbsp;&nbsp; 114307 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (1830)<br>|
| GBP | &nbsp;&nbsp; 3666000 | USD | &nbsp;&nbsp; 4956014 | JPMorgan Chase Bank N.A. | 5/15/2026 | &nbsp;&nbsp; (104057)<br>|
| GBP | &nbsp;&nbsp; 189263 | USD | &nbsp;&nbsp; 254773 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (4270)<br>|
| GBP | &nbsp;&nbsp; 965238 | USD | &nbsp;&nbsp; 1308039 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (30479)<br>|
| IDR | &nbsp;&nbsp; 14438214146 | USD | &nbsp;&nbsp; 859981 | Merrill Lynch International | 4/30/2026 | &nbsp;&nbsp; (10867)<br>|
| ILS | &nbsp;&nbsp; 1176590 | USD | &nbsp;&nbsp; 377354 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (2887)<br>|
| JPY | &nbsp;&nbsp; 255687383 | USD | &nbsp;&nbsp; 1633499 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (20358)<br>|
| JPY | &nbsp;&nbsp; 1427682608 | USD | &nbsp;&nbsp; 9052599 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (45296)<br>|
| JPY | &nbsp;&nbsp; 765740000 | USD | &nbsp;&nbsp; 4922631 | JPMorgan Chase Bank N.A. | 5/15/2026 | &nbsp;&nbsp; (80115)<br>|
| JPY | &nbsp;&nbsp; 46178463 | USD | &nbsp;&nbsp; 294818 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; (3476)<br>|
| JPY | &nbsp;&nbsp; 32963266 | USD | &nbsp;&nbsp; 213783 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (5816)<br>|
| KRW | &nbsp;&nbsp; 399901032 | USD | &nbsp;&nbsp; 278483 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp; (17297)<br>|
| KRW | &nbsp;&nbsp; 3674000000 | USD | &nbsp;&nbsp; 2515512 | Citibank N.A. | 4/15/2026 | &nbsp;&nbsp; (115927)<br>|
| KRW | &nbsp;&nbsp; 1535327987 | USD | &nbsp;&nbsp; 1066422 | Citibank N.A. | 4/16/2026 | &nbsp;&nbsp; (63632)<br>|
| MXN | &nbsp;&nbsp; 7332953 | USD | &nbsp;&nbsp; 422645 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (13886)<br>|
| NOK | &nbsp;&nbsp; 133330623 | USD | &nbsp;&nbsp; 13900290 | Citibank N.A. | 5/15/2026 | &nbsp;&nbsp; (133398)<br>|
| NZD | &nbsp;&nbsp; 169747 | USD | &nbsp;&nbsp; 98247 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (654)<br>|
| NZD | &nbsp;&nbsp; 447968 | USD | &nbsp;&nbsp; 271289 | HSBC Bank | 5/15/2026 | &nbsp;&nbsp; (13484)<br>|
| PEN | &nbsp;&nbsp; 340000 | USD | &nbsp;&nbsp; 98110 | Barclays Bank PLC | 4/23/2026 | &nbsp;&nbsp; (504)<br>|
| PLN | &nbsp;&nbsp; 2478679 | USD | &nbsp;&nbsp; 687146 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (19449)<br>|
| RON | &nbsp;&nbsp; 1057543 | USD | &nbsp;&nbsp; 240778 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; (1193)<br>|
| SEK | &nbsp;&nbsp; 90815497 | USD | &nbsp;&nbsp; 10212917 | Deutsche Bank AG | 5/15/2026 | &nbsp;&nbsp; (598530)<br>|
| SEK | &nbsp;&nbsp; 8436328 | USD | &nbsp;&nbsp; 919671 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (27809)<br>|

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |
| SGD | &nbsp;&nbsp; 1628918 | USD | &nbsp;&nbsp; 1292333 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; $(24023)<br>|
| SGD | &nbsp;&nbsp; 1233889 | USD | &nbsp;&nbsp; 974530 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (13799)<br>|
| THB | &nbsp;&nbsp; 59493429 | USD | &nbsp;&nbsp; 1915004 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (88996)<br>|
| TWD | &nbsp;&nbsp; 16503031 | USD | &nbsp;&nbsp; 527001 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp; (10304)<br>|
| USD | &nbsp;&nbsp; 1879594 | BRL | &nbsp;&nbsp; 10006208 | Goldman Sachs International | 5/05/2026 | &nbsp;&nbsp; (40439)<br>|
| USD | &nbsp;&nbsp; 1098606 | CHF | &nbsp;&nbsp; 878206 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (1517)<br>|
| USD | &nbsp;&nbsp; 209413 | CNH | &nbsp;&nbsp; 1446079 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (771)<br>|
| USD | &nbsp;&nbsp; 276281 | CNH | &nbsp;&nbsp; 1917000 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (2350)<br>|
| USD | &nbsp;&nbsp; 18376213 | CNY | &nbsp;&nbsp; 126639675 | Merrill Lynch International | 5/15/2026 | &nbsp;&nbsp; (6895)<br>|
| USD | &nbsp;&nbsp; 344322 | EUR | &nbsp;&nbsp; 298078 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (456)<br>|
| USD | &nbsp;&nbsp; 573468 | EUR | &nbsp;&nbsp; 499065 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (3786)<br>|
| USD | &nbsp;&nbsp; 525795 | EUR | &nbsp;&nbsp; 456368 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (2072)<br>|
| USD | &nbsp;&nbsp; 1287243 | EUR | &nbsp;&nbsp; 1118977 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (7044)<br>|
| USD | &nbsp;&nbsp; 565960 | EUR | &nbsp;&nbsp; 491489 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (2530)<br>|
| USD | &nbsp;&nbsp; 115455 | EUR | &nbsp;&nbsp; 100000 | UBS AG | 4/17/2026 | &nbsp;&nbsp; (212)<br>|
| USD | &nbsp;&nbsp; 66518 | GBP | &nbsp;&nbsp; 50404 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (195)<br>|
| USD | &nbsp;&nbsp; 404860 | JPY | &nbsp;&nbsp; 64303241 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; (832)<br>|
| USD | &nbsp;&nbsp; 1013381 | NOK | &nbsp;&nbsp; 10217694 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (41828)<br>|
| USD | &nbsp;&nbsp; 514754 | TWD | &nbsp;&nbsp; 16503031 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp; (1942)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(2283914)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  |
| **Description** | **Long/** <br>**Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value/Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  |  |  |
| CAC 40 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 4 | $361781 | April – 2026 | &nbsp;&nbsp; $3685 |
| DAX Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 9 | 5939134 | June – 2026 | &nbsp;&nbsp; 231997 |
| FTSE Taiwan Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 29 | 2996280 | April – 2026 | &nbsp;&nbsp; 175263 |
| FTSE/JSE Top 40 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; ZAR | &nbsp;&nbsp; 109 | 6885174 | June – 2026 | &nbsp;&nbsp; 87528 |
| KOSPI 200 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; KRW | &nbsp;&nbsp; 43 | 5258667 | June – 2026 | &nbsp;&nbsp; 117854 |
| MSCI Singapore Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; SGD | &nbsp;&nbsp; 96 | 3259983 | April – 2026 | &nbsp;&nbsp; 25387 |
| S&P 500 E-Mini Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 26 | 8541975 | June – 2026 | &nbsp;&nbsp; 203199 |
| S&P/ASX 200 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; AUD | &nbsp;&nbsp; 72 | 10572383 | June – 2026 | &nbsp;&nbsp; 105364 |
| Topix Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; JPY | &nbsp;&nbsp; 30 | 6623610 | June – 2026 | &nbsp;&nbsp; 47427 |
|  |  |  |  |  |  | &nbsp;&nbsp; $997704 |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Australian Bond 10 yr  | &nbsp;&nbsp; Short | &nbsp;&nbsp; AUD | &nbsp;&nbsp; 134 | $9962195 | June – 2026 | &nbsp;&nbsp; $86843 |
| Canadian Treasury Bond 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 27 | 2329286 | June – 2026 | &nbsp;&nbsp; 3436 |
| Euro-BTP 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 10 | 1344023 | June – 2026 | &nbsp;&nbsp; 38928 |
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 127 | 18406372 | June – 2026 | &nbsp;&nbsp; 386224 |
| Euro-Buxl 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 12 | 1529329 | June – 2026 | &nbsp;&nbsp; 29376 |
| Euro-Schatz 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 53 | 6478252 | June – 2026 | &nbsp;&nbsp; 4348 |
| U.S. Treasury Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 109 | 12104109 | June – 2026 | &nbsp;&nbsp; 176646 |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 84 | 9535312 | June – 2026 | &nbsp;&nbsp; 167027 |
|  |  |  |  |  |  | &nbsp;&nbsp; $892828 |
|  |  |  |  |  |  | &nbsp;&nbsp; $1890532 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  |
| **Description** | **Long/**<br> **Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional**<br> **Amount**<br>| &nbsp;&nbsp; **Expiration**<br> **Date**<br>| **Value/Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  | ***Equity Futures***  |  |  |
| BIST 30 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; TRY | &nbsp;&nbsp; 2181 | $7262393 | April – 2026 | &nbsp;&nbsp; $(748122)<br>|
| FTSE 100 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 83 | 11204503 | June – 2026 | &nbsp;&nbsp; (178153)<br>|
| FTSE MIB Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 3 | 755510 | June – 2026 | &nbsp;&nbsp; (1847)<br>|
| Hang Seng Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; HKD | &nbsp;&nbsp; 70 | 11049648 | April – 2026 | &nbsp;&nbsp; (201867)<br>|
| IBEX 35 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 28 | 5491005 | April – 2026 | &nbsp;&nbsp; (6289)<br>|
| Mexbol Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; MXN | &nbsp;&nbsp; 18 | 689419 | June – 2026 | &nbsp;&nbsp; (19926)<br>|
| Mini Ibovespa | &nbsp;&nbsp; Long | &nbsp;&nbsp; BRL | &nbsp;&nbsp; 626 | 4555460 | April – 2026 | &nbsp;&nbsp; (142282)<br>|
| NSE IFSC NIFTY 50 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 59 | 2652817 | April – 2026 | &nbsp;&nbsp; (85692)<br>|
| OMX 30 Index | &nbsp;&nbsp; Long | &nbsp;&nbsp; SEK | &nbsp;&nbsp; 35 | 1079579 | April – 2026 | &nbsp;&nbsp; (24938)<br>|
| Russell 2000 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 68 | 8541480 | June – 2026 | &nbsp;&nbsp; (17929)<br>|
| S&P/TSX 60 Index | &nbsp;&nbsp; Short | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 6 | 1645719 | June – 2026 | &nbsp;&nbsp; (3486)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(1430531)<br>|
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Euro-Bobl 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 3 | $400259 | June – 2026 | &nbsp;&nbsp; $(6214)<br>|
| Japan Government Bond 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; JPY | &nbsp;&nbsp; 27 | 22169245 | June – 2026 | &nbsp;&nbsp; (257147)<br>|
| Long Gilt 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 72 | 8366320 | June – 2026 | &nbsp;&nbsp; (472508)<br>|
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 14 | 1594250 | June – 2026 | &nbsp;&nbsp; (51121)<br>|
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 77 | 15973289 | June – 2026 | &nbsp;&nbsp; (55518)<br>|
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 115 | 12440664 | June – 2026 | &nbsp;&nbsp; (154039)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(996547)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(2427078)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  |
| **Maturity** <br>**Date** | **Maturity** <br>**Date** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Counterparty** | &nbsp;&nbsp; **Cash Flows** <br>**to Receive/** <br>**Frequency**<br>| &nbsp;&nbsp; **Cash Flows** <br>**to Pay/** <br>**Frequency**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Net** <br>**Unamortized** <br>**Upfront** <br>**Payments** <br>**(Receipts)**<br>| **Value** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 11/18/29 | CNY | 33500000  | centrally cleared | 1.6445% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; $16791 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $16791 |
| 6/18/36 | USD | 7900000  | centrally cleared | 1-day SOFR / Annually  | 3.776% / Annually  | &nbsp;&nbsp; 63084 | &nbsp;&nbsp; 7236 | &nbsp;&nbsp; 70320 |
| 6/21/56 | USD | 11500000  | centrally cleared | 1-day SOFR / Annually  | 4.06% / Annually  | &nbsp;&nbsp; 120526 | &nbsp;&nbsp; 30023 | &nbsp;&nbsp; 150549 |
|  |  |  |  |  |  | &nbsp;&nbsp; $200401 | &nbsp;&nbsp; $37259 | &nbsp;&nbsp; $237660 |
| ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  |  |  |  |
| 2/12/28 | USD | 16340000  | centrally cleared | CPI-U / At Maturity  | 2.4775% / At Maturity  | &nbsp;&nbsp; $109480 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $109480 |
|  |  |  |  |  |  | &nbsp;&nbsp; $309881 | &nbsp;&nbsp; $37259 | &nbsp;&nbsp; $347140 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 6/21/28 | USD | 34300000  | centrally cleared | 3.441% / Annually  | 1-day SOFR / Annually  | &nbsp;&nbsp; $(85088)<br>| &nbsp;&nbsp; $(19973)<br>| &nbsp;&nbsp; $(105061)<br>|
| 12/13/29 | CNY | 20400000  | centrally cleared | 1.49% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; (6836)<br>| &nbsp;&nbsp; 38 | &nbsp;&nbsp; (6798)<br>|
| 11/26/30 | CNY | 9200000  | centrally cleared | 1.5772% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; (425)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (425)<br>|
| 6/18/31 | USD | 43500000  | centrally cleared | 3.492% / Annually  | 1-day SOFR / Annually  | &nbsp;&nbsp; (225913)<br>| &nbsp;&nbsp; (52529)<br>| &nbsp;&nbsp; (278442)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(318262)<br>| &nbsp;&nbsp; $(72464)<br>| &nbsp;&nbsp; $(390726)<br>|

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  |
| **Maturity**<br> **Date** | **Maturity**<br> **Date** | &nbsp;&nbsp; **Notional**<br> **Amount**<br>| **Counterparty** | &nbsp;&nbsp; **Cash Flows**<br> **to Receive/**<br> **Frequency**<br>| &nbsp;&nbsp; **Cash Flows**<br> **to Pay/**<br> **Frequency**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Net**<br> **Unamortized**<br> **Upfront**<br> **Payments**<br> **(Receipts)**<br>| **Value** |
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |  |  |  |
| ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  |  |  |  |
| 10/14/28 | USD | 8900000  | centrally cleared | CPI-U / Annually  | 2.74% / Annually  | &nbsp;&nbsp; $(14552)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(14552)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(332814)<br>| &nbsp;&nbsp; $(72464)<br>| &nbsp;&nbsp; $(405278)<br>|

---

At March 31, 2026, the fund had cash collateral of $1,648,021 and other liquid securities collateral with an aggregate value of $21,153,024 to cover any collateral or margin obligations for certain derivative contracts.

See attached supplemental information. For more information see notes to financial statements as disclosed in the most recent semiannual or annual report.

------

**Supplemental Information**

3/31/26 (unaudited)

The fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial

Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies.

**(1) Investment Valuations**

Subject to its oversight, the fund's Board of Trustees has delegated primary responsibility for determining or causing to be determined the value of the fund's investments to MFS as the fund's adviser, pursuant to the fund's valuation policy and procedures which have been adopted by the adviser and approved by the Board. In accordance with Rule 2a-5 under the Investment Company Act of 1940, the Board of Trustees designated the adviser as the "valuation designee" of the fund. If the adviser, as valuation designee, determines that reliable market quotations are not readily available for an investment, the investment is valued at fair value as determined in good faith by the adviser in accordance with the adviser's fair valuation policy and procedures.

Under the fund's valuation policy and procedures, equity securities, including restricted equity securities, are generally valued at the last sale or official closing price on their primary market or exchange as provided by a third-party pricing service. Equity securities, for which there were no sales reported that day, are generally valued at the last quoted daily bid quotation on their primary market or exchange as provided

by a third-party pricing service. Debt instruments and floating rate loans, including restricted debt instruments, are generally valued at an

evaluated or composite bid as provided by a third-party pricing service. Short-term instruments with a maturity at issuance of 60 days or less

may be valued at amortized cost, which approximates market value. Exchange-traded options are generally valued at the last sale or official closing price on their primary exchange as provided by a third-party pricing service. Exchange-traded options for which there were no sales reported that day are generally valued at the last daily bid quotation on their primary exchange as provided by a third-party pricing service. For put options, the position may be valued at the last daily ask quotation if there are no trades reported during the day. Options not traded on an exchange are generally valued at a broker/dealer bid quotation. Foreign currency options are generally valued at valuations provided

by a third-party pricing service. Futures contracts are generally valued at last posted settlement price on their primary exchange as provided by a third-party pricing service. Futures contracts for which there were no trades that day for a particular position are generally valued at the

closing bid quotation on their primary exchange as provided by a third-party pricing service. Forward foreign currency exchange contracts are generally valued at the mean of bid and asked prices for the time period interpolated from rates provided by a third-party pricing service for

proximate time periods. Swap agreements are generally valued using valuations provided by a third-party pricing service, which for cleared

swaps includes an evaluation of any trading activity at the clearinghouses. Open-end investment companies are generally valued at net asset

value per share. The values of foreign securities and other assets and liabilities expressed in foreign currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.

Under the fund's valuation policy and procedures, market quotations are not considered to be readily available for debt instruments, floating rate loans, and many types of derivatives. These investments are generally valued at fair value based on information from third-party pricing services or otherwise determined by the adviser in accordance with the adviser's fair valuation policy and procedures. Securities and other assets generally valued on the basis of information from a third-party pricing service may also be valued at a broker/dealer bid quotation. In determining values, third-party pricing services can utilize both transaction data and market information such as yield, quality, coupon rate, maturity, type of issue, trading characteristics, spreads and other market data. Pricing services generally value debt instruments assuming orderly transactions of institutional round lot sizes, but a fund may hold or transact in such securities in smaller, odd lot sizes. In instances where a fund holds an odd lot size position in a debt instrument, such position will typically be valued using the pricing agent's institutional round lot price for the debt instrument. Odd lots may trade at lower prices than institutional round lots, and the fund may receive different prices when it sells odd lot positions than it would receive for sales of institutional round lot positions. An investment may also be valued at fair value if the adviser determines that the investment's value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (such as foreign exchange or market) and prior to the determination of the fund's net asset value, or after the halt of trading of a specific security where trading does not resume prior to the close of the exchange or market on which the security is principally traded. Events that occur after foreign markets close (such as developments in foreign markets and significant movements in the U.S. markets) and prior to the determination of the fund's net asset value may be deemed to have a material effect on the value of securities traded in foreign markets. Accordingly, the fund's foreign equity securities may often be valued at fair value. The adviser generally relies on third-party pricing services or other information (such as the correlation with price movements of similar securities in the same or other markets; the type, cost and investment characteristics of the security; the business and financial condition of the issuer; and trading and other market data) to assist in determining whether to fair value and at what value to fair value an investment. The value of an investment for purposes of calculating the fund's net asset value can differ depending on the source and method used to determine value. When fair valuation is used, the value of an investment used to determine the fund's net asset value may differ from quoted or published prices for the same investment. There can be no assurance that the fund could obtain the fair value assigned

to an investment if it were to sell the investment at the same time at which the fund determines its net asset value per share.

Various inputs are used in determining the value of the fund's assets or liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, an investment's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund's assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities, interest rates, prepayment speed, and credit risk).

------

*Supplemental Information (unaudited) – continued*

Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, and swap agreements. The following is a summary of the levels used as of March 31, 2026 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; $55706507 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $55706507 |
| &nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 666682 | &nbsp;&nbsp;&nbsp; 10962825 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11629507 |
| &nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9001502 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9001502 |
| &nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 809988 | &nbsp;&nbsp;&nbsp; 7402849 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8212837 |
| &nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4865208 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4865208 |
| &nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3079874 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3079874 |
| &nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3001541 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3001541 |
| &nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 181392 | &nbsp;&nbsp;&nbsp; 2363756 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2545148 |
| &nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2213164 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2213164 |
| &nbsp;&nbsp;&nbsp; Other Countries | &nbsp;&nbsp;&nbsp; 2928298 | &nbsp;&nbsp;&nbsp; 5885896 | &nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp; 8814194 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6688480 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6688480 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 90502784 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 90502784 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1839517 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1839517 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34890214 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34890214 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23178922 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23178922 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3813206 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3813206 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5295356 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5295356 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29021512 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29021512 |
| Purchased Options | &nbsp;&nbsp;&nbsp; 139440 | &nbsp;&nbsp;&nbsp; 330711 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 470151 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 8443878 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8443878 |
| Total | &nbsp;&nbsp;&nbsp; $68876185 | &nbsp;&nbsp;&nbsp; $244337317 | &nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp; $313213502 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $1271290 | &nbsp;&nbsp;&nbsp; $619242 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $1890532 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (1265862)<br>| &nbsp;&nbsp;&nbsp; (1161216)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (2427078)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5265612 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5265612 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (2283914)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (2283914)<br>|
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 347140 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 347140 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (405278)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (405278)<br>|

---

For further information regarding security characteristics, see the Portfolio of Investments. At March 31, 2026, the fund held one level 3

security valued at $0, which was also held and valued at $0 at December 31, 2025.

**(2) Investments in Affiliated Issuers**

An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. The following were affiliated issuers for the period ended March 31, 2026:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | **Beginning** <br>**Value**<br>| **Purchases** | **Sales** <br>**Proceeds**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation or** <br>**Depreciation**<br>| **Ending** <br>**Value**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $9458239 | &nbsp;&nbsp; $57453043 | &nbsp;&nbsp; $58464866 | &nbsp;&nbsp; $(1052)<br>| &nbsp;&nbsp; $(1486)<br>| &nbsp;&nbsp; $8443878<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $92854 | &nbsp;&nbsp; $— |

---

------

*Supplemental Information (unaudited) – continued*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**(3) Issuer Country Weightings**

Issuer country weighting percentages of portfolio holdings based on net assets, as of March 31, 2026, are as follows:

---

| | |
|:---|:---|
| United States | 35.7% |
| Japan | 14.2% |
| United Kingdom | 14.1% |
| China | 7.2% |
| France | 5.7% |
| Canada | 4.3% |
| Spain | 3.9% |
| Australia | (4.8)% |
| Germany | (6.2)% |
| Other Countries | 25.9% |

---

The issuer country weighting percentages include both accrued interest amounts and the equivalent exposure from any derivative holdings,

if applicable.

**(4) Russia and Ukraine Conflict**

The fund invests in securities and/or derivative instruments that are economically tied to Russia and/or Ukraine. Escalation of the conflict between Russia and Ukraine in late February 2022 caused market volatility and disruption in the tradability of Russian securities, including closure of the local securities market, temporary restriction on securities sales by non-residents, and disruptions to clearance and payment systems. To the extent that the fund is unable to sell securities, whether due to market constraints or to the sanctions imposed on Russia by the United States and other countries, those securities are considered illiquid and the value of those securities reflects their illiquid classification. Additionally, since there is no assurance on collectability of dividends declared by certain Russian issuers, all such dividends, related receivables, and/or currency denominated in Rubles, if applicable, have been valued at $0. Management continues to monitor these events and to evaluate the related impacts on fund performance.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS VARIABLE INSURANCE TRUST II

- **b. Investment Company Act file number:** 811-03732

- **c. CIK number of Registrant:** 0000719269

- **d. LEI of Registrant:** LQOFLJQP174GQBC84T87

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

  - **Street Address 1:** 111 HUNTINGTON AVENUE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Global Tactical Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000002661

- **c. LEI of Series:** LQZ5VNZ5VYP9RGH88M14

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $325982659.75

**Total Liabilities:** $4846314.34

**Net Assets:** $321136345.41

**Delayed Delivery Securities:** $575263.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -152.52000000 | **1-Year:** -3453.79000000 | **5-Year:** -17694.36000000 | **10-Year:** -24090.72000000 | **30-Year:** -7205.57000000

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

- **3-Month:** -46.25000000 | **1-Year:** 270.47000000 | **5-Year:** 423.27000000 | **10-Year:** -1364.35000000 | **30-Year:** -453.37000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007291 | 2.82%                | 2.28%                | -3.40%               |
| Class ID C000007292 | 2.82%                | 2.26%                | -3.49%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3300260.12              | $3603870.35                                |
| Month 2  | $3713884.40              | $4168426.20                                |
| Month 3  | $1250561.75              | $-17424031.40                              |

**Designated Index Information**

- **Index Name:** 65% BarCap Global Aggregate, 35% MSCI WORLD

- **Index Identifier:** 65% LEGATRUU, 35% MXWO

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO Corp                                                                  | AGCO Corp                                                                                                                              | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       1600 | NS      | $185392.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TEXAS INC                                                              | AEP Texas Inc                                                                                                                          | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     215000 | PA      | $221312.54    | 0.07%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                    | AEP Transmission Co LLC                                                                                                                | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     218000 | PA      | $221299.24    | 0.07%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                              | AIB Group PLC                                                                                                                          | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $418636.34    | 0.13%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                              | AIB Group PLC                                                                                                                          | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $206672.22    | 0.06%             | 2035-03-28      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                                                                              | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     179000 | PA      | $176255.56    | 0.05%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                     | APA Infrastructure Ltd                                                                                                                 | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     124000 | PA      | $122933.02    | 0.04%             | 2034-09-16      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                     | APA Infrastructure Ltd                                                                                                                 | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     102000 | PA      | $101312.21    | 0.03%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                        | Abbott Laboratories                                                                                                                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     331000 | PA      | $323671.13    | 0.10%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                 | AbbVie Inc                                                                                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       3344 | NS      | $727286.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                                                                             | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     184000 | PA      | $179094.82    | 0.06%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                                                                             | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     131000 | PA      | $125086.27    | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                                                                             | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     228000 | PA      | $223822.53    | 0.07%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                   | Adani Electricity Mumbai Ltd                                                                                                           | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     422000 | PA      | $384679.61    | 0.12%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                         | Osaic Holdings Inc                                                                                                                     | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     159000 | PA      | $159019.86    | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                   | African Development Bank                                                                                                               | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |     200000 | PA      | $194791.74    | 0.06%             | 2035-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                   | Agilent Technologies Inc                                                                                                               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       1683 | NS      | $191828.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                                 | Airbnb Inc                                                                                                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       1515 | NS      | $191314.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                                                 | Airbnb Inc                                                                                                                             | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104763.40    | 0.03%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                                 | Airbnb Inc                                                                                                                             | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44044.56     | 0.01%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                        | Province of Alberta Canada                                                                                                             | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     180000 | PA      | $119186.11    | 0.04%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                                         | Albertsons Cos Inc                                                                                                                     | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       9660 | NS      | $164606.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                           | Altria Group Inc                                                                                                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       5162 | NS      | $340640.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                                                                         | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     351000 | PA      | $350717.93    | 0.11%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                 | Diageo PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      39414 | NS      | $732324.24    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                     | American International Group Inc                                                                                                       | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     182000 | PA      | $183754.16    | 0.06%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                               | British American Tobacco PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      26483 | NS      | $1542653.45   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                   | Angel Oak Mortgage Trust 2024-9                                                                                                        | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |     421299 | PA      | $420804.31    | 0.13%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                   | Angel Oak Mortgage Trust 2024-13                                                                                                       | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |     175086 | PA      | $175504.30    | 0.05%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                   | Angel Oak Mortgage Trust 2024-12                                                                                                       | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     494588 | PA      | $496786.67    | 0.15%             | 2069-10-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                   | Angel Oak Mortgage Trust 2025-1                                                                                                        | CUSIP: 034934AB5<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |     215707 | PA      | $216557.36    | 0.07%             | 2070-01-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                   | Anheuser-Busch InBev Worldwide Inc                                                                                                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     160000 | PA      | $155387.46    | 0.05%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                   | Anheuser-Busch InBev Worldwide Inc                                                                                                     | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     161000 | PA      | $149905.54    | 0.05%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aramark                                                                    | Aramark                                                                                                                                | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      16173 | NS      | $655653.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AREIT CRE Trust                                                            | AREIT 2022-CRE6 Trust                                                                                                                  | CUSIP: 04002VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     289000 | PA      | $287823.82    | 0.09%             | 2037-01-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                                            | AREIT 2022-CRE6 Trust                                                                                                                  | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     119000 | PA      | $118006.39    | 0.04%             | 2037-01-20      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                                            | AREIT 2022-CRE6 Trust                                                                                                                  | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98413.70     | 0.03%             | 2037-01-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                    | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     161000 | PA      | $154240.46    | 0.05%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                    | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      75000 | PA      | $81100.96     | 0.03%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                     | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                     | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     163000 | PA      | $169104.02    | 0.05%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                     | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                     | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      79000 | PA      | $76698.13     | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                                                 | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      52000 | PA      | $67828.43     | 0.02%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                          | Atmos Energy Corp                                                                                                                      | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       3426 | NS      | $632850.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                                                                            | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     388000 | PA      | $377903.04    | 0.12%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2020-C7                                                                                                           | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     942109 | PA      | $38058.86     | 0.01%             | 2053-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2021-C9                                                                                                           | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6288656 | PA      | $368817.73    | 0.11%             | 2054-02-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Trust 2021-C10                                                                                                                   | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2611097 | PA      | $121089.08    | 0.04%             | 2054-07-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                                                                                | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $264459.38    | 0.08%             | 2032-01-20      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| BMP Trust                                                                  | BMP 2024-MF23                                                                                                                          | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     235440 | PA      | $235366.43    | 0.07%             | 2041-06-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                                                                         | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $193258.14    | 0.06%             | 2033-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Baidu Inc                                                                  | Baidu Inc                                                                                                                              | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |       1628 | NS      | $181391.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                           | Bain Capital Credit CLO 2021-7 Ltd                                                                                                     | CUSIP: 05682NAQ6<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |     633790 | PA      | $631881.66    | 0.20%             | 2035-01-22      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      26560 | NS      | $1294800.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     312000 | PA      | $282740.19    | 0.09%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     108000 | PA      | $109537.80    | 0.03%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                   | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     205000 | PA      | $209088.36    | 0.07%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                   | Bank Gospodarstwa Krajowego                                                                                                            | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     208000 | PA      | $210533.16    | 0.07%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                   | Bank Gospodarstwa Krajowego                                                                                                            | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     253000 | PA      | $265300.04    | 0.08%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                       | BANK 2021-BNK35                                                                                                                        | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2887402 | PA      | $110341.76    | 0.03%             | 2064-06-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK 2021-BNK34                                                                                                                        | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2933136 | PA      | $101001.64    | 0.03%             | 2063-06-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK 2021-BNK32                                                                                                                        | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165617 | PA      | $31283.52     | 0.01%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                                | Bacardi Ltd                                                                                                                            | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     335000 | PA      | $310431.99    | 0.10%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                      | Bath & Body Works Inc                                                                                                                  | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       4039 | NS      | $75408.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                   | Baxter International Inc                                                                                                               | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      68000 | PA      | $67123.34     | 0.02%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                   | Baxter International Inc                                                                                                               | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      87000 | PA      | $84966.27     | 0.03%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                              | Rio Tinto PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      11376 | NS      | $1057419.64   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                      | Becton Dickinson & Co                                                                                                                  | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       9977 | NS      | $1568683.71   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                                                      | Becton Dickinson & Co                                                                                                                  | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     261000 | PA      | $263910.64    | 0.08%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2021-B24 Mortgage Trust                                                                                                      | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1888983 | PA      | $70558.03     | 0.02%             | 2054-03-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2021-B26 Mortgage Trust                                                                                                      | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5397869 | PA      | $162060.75    | 0.05%             | 2054-06-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2021-B28 Mortgage Trust                                                                                                      | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5003980 | PA      | $234974.89    | 0.07%             | 2054-08-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2021-B27 Mortgage Trust                                                                                                      | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6531687 | PA      | $289264.89    | 0.09%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                   | Berkshire Hathaway Energy Co                                                                                                           | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      76000 | PA      | $62099.72     | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                            | Bermuda Government International Bond                                                                                                  | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     716000 | PA      | $712420.00    | 0.22%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                    | Black Pearl Compute LLC                                                                                                                | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      78000 | PA      | $79388.17     | 0.02%             | 2031-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                              | Boeing Co/The                                                                                                                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        833 | NS      | $165791.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                              | Boeing Co/The                                                                                                                          | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       4275 | NS      | $277362.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co/The                                                                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     314000 | PA      | $303552.09    | 0.09%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                              | Boeing Co/The                                                                                                                          | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      88000 | PA      | $93838.02     | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                         | Boston Gas Co                                                                                                                          | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     290000 | PA      | $303449.66    | 0.09%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                   | Province of British Columbia Canada                                                                                                    | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $159605.35    | 0.05%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                                                                           | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     121000 | PA      | $119948.05    | 0.04%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                                                                           | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     143000 | PA      | $144115.17    | 0.04%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                                                                           | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     161000 | PA      | $160165.01    | 0.05%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                                             | Bruce Power LP                                                                                                                         | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |     187000 | PA      | $131521.05    | 0.04%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                                             | Bruce Power LP                                                                                                                         | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |     410000 | PA      | $290781.40    | 0.09%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                          | Brunswick Corp/DE                                                                                                                      | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       5874 | NS      | $427392.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                   | Burlington Northern Santa Fe LLC                                                                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     366000 | PA      | $352845.15    | 0.11%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                               | Business Jet Securities 2024-1 LLC                                                                                                     | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     158143 | PA      | $160223.37    | 0.05%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                    | CF Hippolyta Issuer LLC                                                                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     193496 | PA      | $162120.32    | 0.05%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                            | Cigna Group/The                                                                                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       8076 | NS      | $2154273.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                              | CME Group Inc                                                                                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        393 | NS      | $116072.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Government Bonds                                                    | Canada Government Bonds                                                                                                                | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    5885000 | PA      | $3868464.20   | 1.20%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                                    | Canada Government Bonds                                                                                                                | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     885000 | PA      | $509280.57    | 0.16%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                                    | Canada Government Bonds                                                                                                                | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2822000 | PA      | $2007999.77   | 0.63%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                      | Carlyle Group Inc/The                                                                                                                  | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     322000 | PA      | $310679.56    | 0.10%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                         | Cenovus Energy Inc                                                                                                                     | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |      22547 | NS      | $598400.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     149000 | PA      | $151307.05    | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $119855.45    | 0.04%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      77000 | PA      | $80321.40     | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                   | Cheniere Energy Partners LP                                                                                                            | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     267000 | PA      | $271899.01    | 0.08%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                  | Chesapeake Funding II LLC                                                                                                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      55865 | PA      | $55945.48     | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp                                                               | Chevron Corp                                                                                                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3342 | NS      | $691459.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELECTRICITY LUX                                                      | Chile Electricity Lux Mpc II Sarl                                                                                                      | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     218961 | PA      | $219901.00    | 0.07%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                                     | Choice Properties Real Estate Investment Trust                                                                                         | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |     433000 | PA      | $323687.03    | 0.10%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                                   | Citadel Securities Global Holdings LLC                                                                                                 | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246691.67    | 0.08%             | 2036-03-27      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                        | Cognizant Technology Solutions Corp                                                                                                    | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       2048 | NS      | $125644.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                       | Colgate-Palmolive Co                                                                                                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      12221 | NS      | $1041595.83   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                                           | COLT 2024-1 Mortgage Loan Trust                                                                                                        | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |     153065 | PA      | $153425.64    | 0.05%             | 2069-02-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                                           | COLT 2024-6 Mortgage Loan Trust                                                                                                        | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |     139037 | PA      | $139230.19    | 0.04%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                    | Columbia Pipelines Operating Co LLC                                                                                                    | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $277994.45    | 0.09%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                               | Comcast Corp                                                                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      33144 | NS      | $951564.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                                                                           | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     193000 | PA      | $190966.13    | 0.06%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                   | Comision Federal de Electricidad                                                                                                       | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $193820.00    | 0.06%             | 2034-01-28      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                     | Commonwealth Bank of Australia                                                                                                         | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     235000 | PA      | $212638.92    | 0.07%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                                             | ConocoPhillips                                                                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       9651 | NS      | $1273932.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                   | Corebridge Financial Inc                                                                                                               | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     132000 | PA      | $108481.43    | 0.03%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                   | Corebridge Financial Inc                                                                                                               | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     132000 | PA      | $134504.96    | 0.04%             | 2030-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                    | Vale SA                                                                                                                                | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      12900 | NS      | $205409.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                                                | Ivory Coast Government International Bond                                                                                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $205198.95    | 0.06%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                      | Cousins Properties LP                                                                                                                  | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     142000 | PA      | $143808.24    | 0.04%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                                                     | Cousins Properties Inc                                                                                                                 | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       4082 | NS      | $92130.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                                                                        | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     273000 | PA      | $272193.67    | 0.08%             | 2030-10-02      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                         | Grupo Financiero Banorte SAB de CV                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      11910 | NS      | $132091.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                                                                           | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     308000 | PA      | $306839.83    | 0.10%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $303454.90    | 0.09%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                      | Dick's Sporting Goods Inc                                                                                                              | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     327000 | PA      | $231610.62    | 0.07%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                           | Duke Energy Corp                                                                                                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       3248 | NS      | $425293.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                                                                                | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     278000 | PA      | $291108.51    | 0.09%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBA8<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     334396 | PA      | $335042.62    | 0.10%             | 2039-06-10      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBC4<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100133.33    | 0.03%             | 2039-06-10      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $10933.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |          1 | NC      | $654.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $2103.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-41827.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $4036.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $901.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $3100.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $4862.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-16611.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED MYR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $3218.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $402639.90    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $-4366.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1144.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |          1 | NC      | $3012.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | N/A       |          1 | NC      | $-19747.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED THB / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |          1 | NC      | $-88995.59    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |          1 | NC      | $2828.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |          1 | NC      | $-3476.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $77979.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |          1 | NC      | $6642.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $6969.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED PLN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $-19449.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $1212.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED CHF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |          1 | NC      | $-14099.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $-7285.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED NZD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $-653.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3146.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $52749.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $-2468.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $4307.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $3024.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-43248.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED RON / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RO        |          1 | NC      | $-1193.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |          1 | NC      | $-1600.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED SEK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |          1 | NC      | $-27809.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $17463.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |          1 | NC      | $84380.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED HUF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $407.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $-3823.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED DKK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | DK        |          1 | NC      | $-5194.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD ZAR                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $27945.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $12549.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $976.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |          1 | NC      | $-1830.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $43140.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $20635.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2349.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $13575.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $-14774.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1262.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-789.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $918.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $930.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD SGD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $2224.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |          1 | NC      | $8416.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $-2473.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED CZK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |          1 | NC      | $-24316.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $-115927.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $578.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | N/A       |          1 | NC      | $-2107.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $5334.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-8518.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD INR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $209.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |          1 | NC      | $-7338.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $-63631.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |          1 | NC      | $11707.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD PLN                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1641.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD SEK                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $8172.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED USD / SOLD DKK                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $527.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $12273.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $5374.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $-17296.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED IDR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ID        |          1 | NC      | $-10867.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $6813.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-3903.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                        | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | AU        |          1 | NC      | $-386.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $8608.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-9923.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $12510.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $10036.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-40439.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $-18563.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $47513.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $8298.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $7160.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |          1 | NC      | $-22837.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $4384.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $4744.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-770.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $-4027.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $-16534.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $5574.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $5146.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $8620.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $2797.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $5091.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $5328.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-25119.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-30478.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $9697.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                           | PURCHASED USD / SOLD IDR                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $6937.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $91517.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD MYR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $24114.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD MXN                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $24940.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                           | PURCHASED SEK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |          1 | NC      | $-598530.23   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $229744.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1429127.53   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | PURCHASED USD / SOLD RON                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $5721.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD ILS                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $7834.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $-133397.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD DKK                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $17295.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                           | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $16415.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $35476.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $618536.76    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                           | PURCHASED USD / SOLD PLN                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $21070.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $148822.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD CNY                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-6894.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED NZD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |          1 | NC      | $-13483.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD SGD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $7111.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                        | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $417725.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $-1410.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $6272.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $13866.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $6201.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $8630.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $6954.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $35481.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                           | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $74434.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $5677.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $-8998.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-12999.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $41684.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED TWD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |          1 | NC      | $-10304.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $-11330.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD IDR                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $8240.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                     | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $15151.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED ILS / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |          1 | NC      | $-2886.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2512.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $24610.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $4415.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $-4593.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD ZAR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $8826.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $9260.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-5816.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $-104.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $-13885.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | GB        |          1 | NC      | $-4270.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3035.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $10138.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $4715.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $-307540.47   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $3100.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-80115.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $17417.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | PURCHASED USD / SOLD PLN                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $6330.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $212523.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $70081.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $-104056.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $85069.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD SEK                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $71879.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $34299.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $10677.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-20440.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1450.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD CNY                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $1491.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |          1 | NC      | $-3376.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-7858.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1334.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $8536.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2437.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1551.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $11214.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $-2807.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $2436.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $8065.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $7619.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $37390.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |          1 | NC      | $-30624.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $440.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $8306.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD MXN                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $13531.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD MXN                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $17715.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-2048.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED CHF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |          1 | NC      | $-24820.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $6912.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD PEN                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $6747.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD CLP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $4209.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $4813.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $7560.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $2173.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $24805.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CA        |          1 | NC      | $-26821.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $16757.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $211.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-3652.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1712.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $14425.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |          1 | NC      | $-2081.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $-2554.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |          1 | NC      | $-7017.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $-50452.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1020.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-2934.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-133.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-487.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-211.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-212.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $5870.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |          1 | NC      | $-884.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $-4934.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $-63.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |          1 | NC      | $-1185.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2106.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1062.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD TWD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1942.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $2231.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1469.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $9971.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $14404.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $8476.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-452.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $12142.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1313.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $1736.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-477.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1595.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $15627.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED THB / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $3466.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED THB / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $2355.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $6097.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $14254.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $-106.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED THB / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $1915.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD CLP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $4798.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $1401.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED ZAR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |          1 | NC      | $1906.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $3527.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-831.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED PEN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |          1 | NC      | $-503.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $-485.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $240.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-456.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-232.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $929.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $705.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-472.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-384.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-777.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1698.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                         | Eastern Energy Gas Holdings LLC                                                                                                        | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     266000 | PA      | $250537.70    | 0.08%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                 | Eaton Corp                                                                                                                             | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197258.16    | 0.06%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                 | Eaton Corp                                                                                                                             | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197458.53    | 0.06%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Edison International                                                       | Edison International                                                                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       7812 | NS      | $571682.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                   | Element Fleet Management Corp                                                                                                          | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      78000 | PA      | $78203.17     | 0.02%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                   | Element Fleet Management Corp                                                                                                          | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     216000 | PA      | $217987.92    | 0.07%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                        | Emera US Finance LP                                                                                                                    | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     449000 | PA      | $400497.89    | 0.12%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EMPIRE DISTRICT BONDCO                                                     | Empire District Bondco LLC                                                                                                             | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     278706 | PA      | $282401.73    | 0.09%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                                                                                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $187535.21    | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | ENEL Finance International NV                                                                                                          | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     230000 | PA      | $204152.08    | 0.06%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                             | Enterprise Fleet Financing 2025-4 LLC                                                                                                  | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     184000 | PA      | $183780.05    | 0.06%             | 2028-08-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                             | Enterprise Fleet Financing 2024-3 LLC                                                                                                  | CUSIP: 29375QAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |      38866 | PA      | $38953.01     | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                             | Enterprise Fleet Financing 2025-1 LLC                                                                                                  | CUSIP: 29390HAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |      47523 | PA      | $47654.61     | 0.01%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                                        | EQT Trust 2024-EXTR                                                                                                                    | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     169941 | PA      | $171489.62    | 0.05%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                                        | EQT Trust 2024-EXTR                                                                                                                    | CUSIP: 29439DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100753.03    | 0.03%             | 2041-07-05      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                     | Equitable Holdings Inc                                                                                                                 | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       8122 | NS      | $301407.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                                      | Essential Properties Realty Trust Inc                                                                                                  | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       5685 | NS      | $172596.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                                                                                      | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     146000 | PA      | $148055.55    | 0.05%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                     | Export-Import Bank of India                                                                                                            | CUSIP: 30218VAB2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     730000 | PA      | $714133.38    | 0.22%             | 2036-01-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                           | Exxon Mobil Corp                                                                                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       6591 | NS      | $1118229.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                     | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     456000 | PA      | $330967.95    | 0.10%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                     | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     242000 | PA      | $243846.47    | 0.08%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                     | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     145000 | PA      | $148604.83    | 0.05%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 3128M4V42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3747 | PA      | $3871.08      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 3128M6VZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58139 | PA      | $58829.75     | 0.02%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 3128M73V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22154 | PA      | $22394.47     | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 3128M9BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80691 | PA      | $81788.03     | 0.03%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 3128MJM64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96945 | PA      | $96062.54     | 0.03%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 31292K2A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51567 | PA      | $51036.65     | 0.02%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 31297CWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6156 | PA      | $6213.25      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132A5GF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     204398 | PA      | $191105.53    | 0.06%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DM5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     730916 | PA      | $615150.68    | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     147892 | PA      | $119778.05    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1604136 | PA      | $1298351.23   | 0.40%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     214045 | PA      | $180836.28    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     812162 | PA      | $714974.41    | 0.22%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34710 | PA      | $29362.43     | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     153538 | PA      | $135165.16    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     757375 | PA      | $761581.46    | 0.24%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     338023 | PA      | $339779.54    | 0.11%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     409144 | PA      | $411249.18    | 0.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3132E0A85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31362 | PA      | $27609.45     | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     183976 | PA      | $182300.65    | 0.06%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3133A0A53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     267028 | PA      | $247242.86    | 0.08%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36069 | PA      | $32283.09     | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3133B9LB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     117149 | PA      | $98773.58     | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38770 | PA      | $34375.95     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3133BQTE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58997 | PA      | $60820.55     | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3133C5VR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     270721 | PA      | $238729.75    | 0.07%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3133CA7G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97691 | PA      | $101051.46    | 0.03%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34341 | PA      | $29473.27     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107317 | PA      | $91958.04     | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36671 | PA      | $34945.66     | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BDV96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121636 | PA      | $17098.29     | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BSEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     256472 | PA      | $257561.68    | 0.08%             | 2053-12-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232424 | PA      | $234202.68    | 0.07%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     905456 | PA      | $42262.79     | 0.01%             | 2030-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137F6JS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     396053 | PA      | $65772.42     | 0.02%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1823916 | PA      | $81614.22     | 0.03%             | 2030-11-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137FKAV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     163457 | PA      | $21566.37     | 0.01%             | 2057-08-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     809000 | PA      | $9038.07      | 0.00%             | 2027-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1420926 | PA      | $92598.62     | 0.03%             | 2030-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1365340 | PA      | $90701.99     | 0.03%             | 2030-04-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3920368 | PA      | $262962.60    | 0.08%             | 2030-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1747943 | PA      | $111205.18    | 0.03%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1615349 | PA      | $81560.10     | 0.03%             | 2030-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1436842 | PA      | $88751.86     | 0.03%             | 2030-08-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6640290 | PA      | $77917.83     | 0.02%             | 2031-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8056112 | PA      | $165833.46    | 0.05%             | 2031-03-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H2NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1499257 | PA      | $67885.46     | 0.02%             | 2031-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H3EZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1902494 | PA      | $77616.43     | 0.02%             | 2031-09-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H4BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6201367 | PA      | $161477.40    | 0.05%             | 2031-09-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H4SM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1517361 | PA      | $40996.82     | 0.01%             | 2031-12-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HBDZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     165429 | PA      | $166686.73    | 0.05%             | 2054-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HFDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     436980 | PA      | $439682.96    | 0.14%             | 2054-08-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137HHJ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1094107 | PA      | $73899.05     | 0.02%             | 2034-09-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HHQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     356531 | PA      | $359920.63    | 0.11%             | 2054-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1003595 | PA      | $20057.85     | 0.01%             | 2030-01-25      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HLJW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     140217 | PA      | $22570.41     | 0.01%             | 2052-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HN3C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105557 | PA      | $109390.78    | 0.03%             | 2055-09-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157186 | PA      | $150199.16    | 0.05%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3138ELAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     715596 | PA      | $669190.17    | 0.21%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     173078 | PA      | $170435.31    | 0.05%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3138ENSU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92640 | PA      | $91681.98     | 0.03%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3138EPUM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125874 | PA      | $124571.92    | 0.04%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382451 | PA      | $377854.47    | 0.12%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3138ERZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     321755 | PA      | $318428.74    | 0.10%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3138ETDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     170556 | PA      | $168793.08    | 0.05%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3138WHNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     178621 | PA      | $167310.49    | 0.05%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56182 | PA      | $56893.16     | 0.02%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140A1FR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     312466 | PA      | $318903.86    | 0.10%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140A3YP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61707 | PA      | $62228.68     | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78383 | PA      | $72594.83     | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21844 | PA      | $18848.43     | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23175 | PA      | $20010.16     | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140L1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     239376 | PA      | $196900.01    | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140MGEZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42318 | PA      | $35779.77     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140MKJB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     433572 | PA      | $381496.12    | 0.12%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140MNAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23325 | PA      | $20530.33     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43637 | PA      | $37441.64     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202746 | PA      | $170639.62    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16438 | PA      | $13964.81     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     186005 | PA      | $156551.38    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QM3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41928 | PA      | $34156.33     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53729 | PA      | $45948.29     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140X54P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61207 | PA      | $52411.84     | 0.02%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51876 | PA      | $44617.58     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69375 | PA      | $61679.43     | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XGK40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30773 | PA      | $26035.85     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99573 | PA      | $88389.93     | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XJXH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72998 | PA      | $74911.70     | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19749 | PA      | $20379.16     | 0.01%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31410KJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53652 | PA      | $56288.91     | 0.02%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31410KQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9150 | PA      | $9442.29      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81794 | PA      | $80948.64     | 0.03%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31411UZX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17703 | PA      | $18256.68     | 0.01%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31412MAJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5829 | PA      | $6115.18      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31413RFX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16259 | PA      | $16859.07     | 0.01%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     296221 | PA      | $293749.28    | 0.09%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31417SBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95437 | PA      | $96453.36     | 0.03%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33421 | PA      | $33777.14     | 0.01%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31417YRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25073 | PA      | $25340.12     | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21084 | PA      | $17081.32     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116295 | PA      | $98997.98     | 0.03%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     340025 | PA      | $275208.51    | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20005 | PA      | $16935.34     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21263 | PA      | $17960.34     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31418QPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234474 | PA      | $236970.67    | 0.07%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31418XGC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142099 | PA      | $142714.28    | 0.04%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31419GP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79924 | PA      | $79097.46     | 0.02%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                        | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254633 | PA      | $245930.72    | 0.08%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 31427MHC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     170650 | PA      | $176776.19    | 0.06%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                       | CUSIP: 31427NMZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     260201 | PA      | $271106.73    | 0.08%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                   | Ferguson Enterprises Inc                                                                                                               | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     301000 | PA      | $297444.27    | 0.09%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                 | Fidelity National Information Services Inc                                                                                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       8697 | NS      | $407976.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                    | Fidelity National Information Services Inc                                                                                             | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     156000 | PA      | $155264.43    | 0.05%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Finning International Inc                                                  | Finning International Inc                                                                                                              | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       5134 | NS      | $317687.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                 | Fiserv Inc                                                                                                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       3678 | NS      | $205232.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                 | Fiserv Inc                                                                                                                             | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     193000 | PA      | $145929.69    | 0.05%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                          | Flowers Foods Inc                                                                                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      69000 | PA      | $65922.11     | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                          | Flowers Foods Inc                                                                                                                      | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      29000 | PA      | $23523.65     | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                       | Flutter Treasury DAC                                                                                                                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $396276.00    | 0.12%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                                                                               | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     228000 | PA      | $228536.80    | 0.07%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                                                                               | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196269.86    | 0.06%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fortress CBO Investments Ltd                                               | FORT CRE 2022-FL3 Issuer LLC                                                                                                           | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     179717 | PA      | $179544.34    | 0.06%             | 2039-02-23      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                      | GFL Environmental Inc                                                                                                                  | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     182000 | PA      | $176960.29    | 0.06%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     321972 | PA      | $305110.79    | 0.10%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42716 | PA      | $38162.67     | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     153062 | PA      | $136747.41    | 0.04%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48701 | PA      | $41923.79     | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     214965 | PA      | $185130.08    | 0.06%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     195973 | PA      | $168712.12    | 0.05%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     290078 | PA      | $239769.78    | 0.07%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     517516 | PA      | $447496.12    | 0.14%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113513 | PA      | $107287.27    | 0.03%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     147064 | PA      | $131596.59    | 0.04%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      95372 | PA      | $96544.26     | 0.03%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18649 | PA      | $18537.89     | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      38051 | PA      | $37836.23     | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     355337 | PA      | $361048.47    | 0.11%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae I Pool                                                                                                                      | CUSIP: 3620AXZK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21808 | PA      | $22263.55     | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                      | General Dynamics Corp                                                                                                                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       2543 | NS      | $872808.46    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                                          | General Mills Inc                                                                                                                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       7694 | NS      | $286370.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                                                                                       | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     182000 | PA      | $183435.32    | 0.06%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        610 | NS      | $516053.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     112000 | PA      | $112087.69    | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     224000 | PA      | $219856.83    | 0.07%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     234000 | PA      | $228775.29    | 0.07%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                                                                               | CUSIP: 38383BF49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     527700 | PA      | $528254.19    | 0.16%             | 2065-08-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                                                                               | CUSIP: 38384EHJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     288828 | PA      | $292078.54    | 0.09%             | 2053-09-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                                                                               | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     188096 | PA      | $188574.21    | 0.06%             | 2054-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                                                                               | CUSIP: 38385GFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     162057 | PA      | $165955.87    | 0.05%             | 2055-05-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                   | Graphic Packaging International LLC                                                                                                    | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     359000 | PA      | $358483.06    | 0.11%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                                                                                | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     151000 | PA      | $145988.30    | 0.05%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                                                                                | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     142000 | PA      | $132094.35    | 0.04%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                      | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $196407.67    | 0.06%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                        | LVMH Moet Hennessy Louis Vuitton SE                                                                                                    | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        373 | NS      | $207337.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                             | BPER Banca SPA                                                                                                                         | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |      16553 | NS      | $216079.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                               | Capgemini SE                                                                                                                           | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       7699 | NS      | $899895.95    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                           | Hartford Insurance Group Inc/The                                                                                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       2398 | NS      | $324281.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS REALTY LP                                                        | Highwoods Realty LP                                                                                                                    | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     237000 | PA      | $231406.10    | 0.07%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Highwoods Properties Inc                                                   | Highwoods Properties Inc                                                                                                               | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       7529 | NS      | $161195.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                         | Home Depot Inc/The                                                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        948 | NS      | $311787.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                                                                                     | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     178000 | PA      | $162546.08    | 0.05%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                                                                                     | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     109000 | PA      | $77801.50     | 0.02%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                            | HOMES 2026-INV1 Trust                                                                                                                  | CUSIP: 43761FAD7<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |     119842 | PA      | $119200.41    | 0.04%             | 2060-08-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Publicis Groupe SA                                                         | Publicis Groupe SA                                                                                                                     | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       4304 | NS      | $355944.91    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                    | Honeywell Aerospace Inc                                                                                                                | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     177000 | PA      | $174969.49    | 0.05%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                    | Honeywell Aerospace Inc                                                                                                                | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     177000 | PA      | $175619.93    | 0.05%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc                                                | Honeywell International Inc                                                                                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       1922 | NS      | $434429.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                   | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery                                                          | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |     255000 | PA      | $154784.53    | 0.05%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                 | Humana Inc                                                                                                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        940 | NS      | $162986.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                                 | Humana Inc                                                                                                                             | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126343.47    | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                 | Humana Inc                                                                                                                             | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     303000 | PA      | $299608.77    | 0.09%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                   | Huntington Ingalls Industries Inc                                                                                                      | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      76000 | PA      | $74506.18     | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                   | Huntington Ingalls Industries Inc                                                                                                      | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     138000 | PA      | $142719.88    | 0.04%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                                              | Hydro One Inc                                                                                                                          | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     493000 | PA      | $356263.47    | 0.11%             | 2035-01-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                                                                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     112000 | PA      | $112623.67    | 0.04%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                                                                                | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      82000 | PA      | $80632.26     | 0.03%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GEA Group AG                                                               | GEA Group AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       2260 | NS      | $159715.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                 | Intel Corp                                                                                                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       8267 | NS      | $364822.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                                                                             | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     143000 | PA      | $131669.44    | 0.04%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Iowa Student Loan Liquidity Corp                                           | IOWA ST STUDENT LOAN LIQUIDITY CORP                                                                                                    | CUSIP: 462590NG1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |     120000 | PA      | $116742.10    | 0.04%             | 2039-12-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                   | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     106000 | PA      | $107305.71    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                   | JH North America Holdings Inc                                                                                                          | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     113000 | PA      | $112061.08    | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                   | JH North America Holdings Inc                                                                                                          | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     112000 | PA      | $111553.66    | 0.03%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       1953 | NS      | $574494.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     548000 | PA      | $482512.53    | 0.15%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     267000 | PA      | $275187.82    | 0.09%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     196000 | PA      | $200613.58    | 0.06%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                    | Jane Street Group / JSG Finance Inc                                                                                                    | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     324000 | PA      | $320399.94    | 0.10%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                          | Japan Tobacco Inc                                                                                                                      | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     267000 | PA      | $273659.40    | 0.09%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                   | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                       | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     198000 | PA      | $198091.08    | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                    | Jefferies Financial Group Inc                                                                                                          | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     248000 | PA      | $238028.94    | 0.07%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                    | Jersey Central Power & Light Co                                                                                                        | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     184000 | PA      | $165292.82    | 0.05%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                    | Jersey Central Power & Light Co                                                                                                        | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      74000 | PA      | $73968.16     | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                                    | Sberbank of Russia PJSC                                                                                                                | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     137348 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Johnson & Johnson                                                          | Johnson & Johnson                                                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       6896 | NS      | $1685658.24   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                      | Schneider Electric SE                                                                                                                  | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       3420 | NS      | $939371.66    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                 | Kenvue Inc                                                                                                                             | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      67595 | NS      | $1165337.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                    | E.ON SE                                                                                                                                | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      40630 | NS      | $888040.96    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                        | Kimberly-Clark Corp                                                                                                                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       6482 | NS      | $625318.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                       | Kraft Heinz Foods Co                                                                                                                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     227000 | PA      | $177478.14    | 0.06%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                  | Kroger Co/The                                                                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     167000 | PA      | $155089.29    | 0.05%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                   | LKQ Corp                                                                                                                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      15222 | NS      | $447070.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                                           | LPL Holdings Inc                                                                                                                       | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     186000 | PA      | $185263.94    | 0.06%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                  | L3Harris Technologies Inc                                                                                                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       1760 | NS      | $607464.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                                        | Henkel AG & Co KGaA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      15181 | NS      | $1166396.48   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                          | Lam Research Corp                                                                                                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       2035 | NS      | $434798.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                                  | Lear Corp                                                                                                                              | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       4947 | NS      | $598982.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                                        | Leidos Holdings Inc                                                                                                                    | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       2134 | NS      | $331879.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                                             | Eli Lilly & Co                                                                                                                         | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     283000 | PA      | $277393.91    | 0.09%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                      | Lincoln National Corp                                                                                                                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       2431 | NS      | $86300.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LOW INCOME INVESTMENT                                                      | Low Income Investment Fund                                                                                                             | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $149564.39    | 0.05%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                                                      | Low Income Investment Fund                                                                                                             | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $135362.32    | 0.04%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                              | M&T Bank Corp                                                                                                                          | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        860 | NS      | $177779.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                       | M&T Bank Corp                                                                                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     227000 | PA      | $237960.31    | 0.07%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                | MF1 2022-FL8 Ltd                                                                                                                       | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      93724 | PA      | $93723.28     | 0.03%             | 2037-02-19      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                | MF1 2022-FL8 Ltd                                                                                                                       | CUSIP: 55284JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     281312 | PA      | $281282.72    | 0.09%             | 2037-02-19      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                                   | MFS Institutional Money Market Portfolio                                                                                               | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |    8417545 | NS      | $8417544.53   | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                   | Macquarie Airfinance Holdings Ltd                                                                                                      | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     107000 | PA      | $112044.28    | 0.03%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                   | Macquarie Airfinance Holdings Ltd                                                                                                      | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      64000 | PA      | $63672.65     | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                   | Magyar Export-Import Bank Zrt                                                                                                          | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     208000 | PA      | $210333.73    | 0.07%             | 2027-12-04      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Manulife Financial Corp                                                    | Manulife Financial Corp                                                                                                                | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      15292 | NS      | $526772.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                                          | Wolters Kluwer NV                                                                                                                      | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       9864 | NS      | $737927.55    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                  | Sanofi SA                                                                                                                              | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      10164 | NS      | $980376.76    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars Inc                                                                                                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     168000 | PA      | $169768.04    | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars Inc                                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     261000 | PA      | $263484.92    | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars Inc                                                                                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     259000 | PA      | $252543.77    | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                   | Marsh & McLennan Cos Inc                                                                                                               | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     221000 | PA      | $207216.39    | 0.06%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                 | Masco Corp                                                                                                                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      12080 | NS      | $729269.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Massachusetts Educational Financing Authority                              | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                                     | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     260000 | PA      | $228865.39    | 0.07%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                              | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                                     | CUSIP: 57563RSU4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     530000 | PA      | $511936.06    | 0.16%             | 2038-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                   | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                   | CUSIP: 57585BTH1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |      85000 | PA      | $86891.84     | 0.03%             | 2035-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                       | MASSACHUSETTS ST HSG FIN AGY HSG REVENUE                                                                                               | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |     440000 | PA      | $450995.78    | 0.14%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                                                                         | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     274000 | PA      | $268858.99    | 0.08%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                | MetLife Inc                                                                                                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       5716 | NS      | $404235.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Michigan Finance Authority                                                 | MICHIGAN ST FIN AUTH REVENUE                                                                                                           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     200000 | PA      | $166998.08    | 0.05%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                             | Microsoft Corp                                                                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       3989 | NS      | $1476608.13   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                             | Microsoft Corp                                                                                                                         | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     186000 | PA      | $111526.53    | 0.03%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                         | Koninklijke KPN NV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      57246 | NS      | $318397.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                   | Berkshire Hathaway Energy Co                                                                                                           | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      79000 | PA      | $73598.33     | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                            | Telefonaktiebolaget LM Ericsson                                                                                                        | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      50644 | NS      | $573651.41    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                                                                                     | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     261000 | PA      | $259115.73    | 0.08%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co Ltd                                                  | Anhui Conch Cement Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |      62500 | NS      | $169799.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                                                           | CLP Holdings Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |      28000 | NS      | $263629.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co Ltd                                                        | DB Insurance Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |        824 | NS      | $90072.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                             | Morgan Stanley Capital I Trust 2021-L5                                                                                                 | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    2204469 | PA      | $91849.64     | 0.03%             | 2054-05-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                             | Morgan Stanley Capital I Trust 2021-L6                                                                                                 | CUSIP: 61692CBK3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    4335957 | PA      | $155645.24    | 0.05%             | 2054-06-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     262000 | PA      | $251233.30    | 0.08%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     306000 | PA      | $310485.74    | 0.10%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                     | DBS Group Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       4950 | NS      | $219945.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                                           | Lenovo Group Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |      74000 | NS      | $87938.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                                          | PetroChina Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |     498000 | NS      | $676530.38    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                                                  | APA Group                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      17414 | NS      | $119747.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                  | KDDI Corp                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      47500 | NS      | $815136.57    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd                                                      | Daikin Industries Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       1600 | NS      | $194105.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                        | Muthoot Finance Ltd                                                                                                                    | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $191897.78    | 0.06%             | 2030-08-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                                                                       | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     346000 | PA      | $348532.21    | 0.11%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                         | Mitsubishi UFJ Financial Group Inc                                                                                                     | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      60300 | NS      | $1018808.71   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                                     | FUJIFILM Holdings Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      13500 | NS      | $256576.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | NATIONAL FIN AUTH NH UTL REV                                                                                                           | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     265000 | PA      | $277087.58    | 0.09%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                               | NNN REIT Inc                                                                                                                           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       2843 | NS      | $119491.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                                                | Hitachi Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      29200 | NS      | $853388.14    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                                          | Hon Hai Precision Industry Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      81000 | NS      | $487358.66    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                        | New Residential Mortgage Loan Trust 2025-NQM3                                                                                          | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |     139763 | PA      | $140442.42    | 0.04%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Kyocera Corp                                                               | Kyocera Corp                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      49400 | NS      | $763699.04    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                  | News Corp                                                                                                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     395000 | PA      | $381204.37    | 0.12%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                         | NextEra Energy Inc                                                                                                                     | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      10149 | NS      | $533228.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRAST OPERATING                                                     | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      73000 | PA      | $75129.12     | 0.02%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                   | Mitsubishi Electric Corp                                                                                                               | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      30300 | NS      | $989521.78    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                                   | NEC Corp                                                                                                                               | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      21400 | NS      | $533151.83    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                                           | Nitto Denko Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       9200 | NS      | $184065.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                                                        | Northern Star Resources Ltd                                                                                                            | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |     217000 | PA      | $224100.26    | 0.07%             | 2033-04-11      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co/MN                                                                                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     186000 | PA      | $187292.79    | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                        | Northern Trust Corp                                                                                                                    | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      14719 | NS      | $2054330.83   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                   | Northwestern Mutual Life Insurance Co/The                                                                                              | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     246000 | PA      | $252683.72    | 0.08%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp                                                                | NVIDIA Corp                                                                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        984 | NS      | $171609.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                                   | OBX 2024-NQM2 Trust                                                                                                                    | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |     328049 | PA      | $329145.09    | 0.10%             | 2063-12-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                   | OBX 2024-NQM3 Trust                                                                                                                    | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |      75986 | PA      | $76366.24     | 0.02%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                   | OBX 2024-NQM1 Trust                                                                                                                    | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     200541 | PA      | $201142.58    | 0.06%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                   | Occidental Petroleum Corp                                                                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     158000 | PA      | $168822.84    | 0.05%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                 | Samsung Electronics Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       6518 | NS      | $732167.20    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                 | Samsung Electronics Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |       4163 | NS      | $331464.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co Ltd                                                           | Shimamura Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       7200 | NS      | $150242.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                                  | Shin-Etsu Chemical Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      13000 | NS      | $528938.56    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                          | Omnicom Group Inc                                                                                                                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      21512 | NS      | $1620068.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                                                                                         | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     179000 | PA      | $182908.50    | 0.06%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                                                                             | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     308000 | PA      | $304962.06    | 0.09%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                                   | Ontario Teachers' Cadillac Fairview Properties Trust                                                                                   | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     317000 | PA      | $280315.08    | 0.09%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                                                                            | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     106000 | PA      | $71383.50     | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                                                                            | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     143000 | PA      | $139916.90    | 0.04%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                                                                            | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     158000 | PA      | $153809.66    | 0.05%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                                                                            | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     114000 | PA      | $109609.67    | 0.03%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                                         | Toyota Tsusho Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      25700 | NS      | $1005664.35   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                  | PG&E Corp                                                                                                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      45397 | NS      | $797625.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                  | PG&E Corp                                                                                                                              | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       7646 | NS      | $328701.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                  | PG&E Corp                                                                                                                              | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      97000 | PA      | $100441.15    | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                       | PNC Financial Services Group Inc/The                                                                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       2714 | NS      | $564756.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                                                                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     281000 | PA      | $289066.85    | 0.09%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                                                                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     121000 | PA      | $123529.51    | 0.04%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                         | PPG Industries Inc                                                                                                                     | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       3652 | NS      | $390325.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                     | PPL Electric Utilities Corp                                                                                                            | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     337000 | PA      | $312353.63    | 0.10%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                             | PSEG Power LLC                                                                                                                         | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $324837.54    | 0.10%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                             | PMT Loan Trust 2025-INV10                                                                                                              | CUSIP: 69383EBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     236398 | PA      | $237417.52    | 0.07%             | 2056-10-01      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      68000 | PA      | $70365.11     | 0.02%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      53000 | PA      | $56249.54     | 0.02%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                       | Paraguay Government International Bond                                                                                                 | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     500000 | PA      | $517800.00    | 0.16%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC                                                                | Paychex Inc                                                                                                                            | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75672.29     | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                | Paychex Inc                                                                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     185000 | PA      | $185932.92    | 0.06%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                  | Sodexo SA                                                                                                                              | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       9896 | NS      | $508005.15    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                                      | Pembina Pipeline Corp                                                                                                                  | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |     225000 | PA      | $151685.36    | 0.05%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                | Novartis AG                                                                                                                            | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       5651 | NS      | $857988.74    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn AG                                                                  | Allwyn AG                                                                                                                              | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | LU        |       1657 | NS      | $25070.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                | PepsiCo Inc                                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       1652 | NS      | $256539.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                                    | Eni SpA                                                                                                                                | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      75258 | NS      | $2137048.70   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                        | Peru Government International Bonds                                                                                                    | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     900000 | PA      | $897345.00    | 0.28%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                              | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $191202.65    | 0.06%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Inc                                                                 | Pfizer Inc                                                                                                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      90895 | NS      | $2552331.60   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                                            | Philip Morris International Inc                                                                                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       7297 | NS      | $1206485.98   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                | Phillips 66                                                                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       6575 | NS      | $1197833.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                   | Plains All American Pipeline LP / PAA Finance Corp                                                                                     | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     199000 | PA      | $203271.59    | 0.06%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                   | Plains All American Pipeline LP / PAA Finance Corp                                                                                     | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $115372.66    | 0.04%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | BNP Paribas SA                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      19406 | NS      | $1848635.15   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular Inc                                                                | Popular Inc                                                                                                                            | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       1940 | NS      | $260289.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                                     | Cie de Saint-Gobain SA                                                                                                                 | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       2910 | NS      | $239479.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                           | Progressive Corp/The                                                                                                                   | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     182000 | PA      | $182256.62    | 0.06%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                   | BX Commercial Mortgage Trust 2024-PURE                                                                                                 | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     438374 | PA      | $318247.01    | 0.10%             | 2041-11-15      | Floating      | 4.18%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                    | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     138000 | PA      | $127343.38    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                       | Raizen Fuels Finance SA                                                                                                                | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     325000 | PA      | $178750.00    | 0.06%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                         | Regal Rexnord Corp                                                                                                                     | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     187000 | PA      | $191796.65    | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                         | Regal Rexnord Corp                                                                                                                     | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     112000 | PA      | $117350.46    | 0.04%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                     | Regions Financial Corp                                                                                                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       4703 | NS      | $122842.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                   | Uruguay Government International Bond                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    9217000 | PA      | $251508.79    | 0.08%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                   | Uruguay Government International Bond                                                                                                  | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   13812625 | PA      | $344657.81    | 0.11%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                             | Rocket Cos Inc                                                                                                                         | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      98000 | PA      | $98904.25     | 0.03%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COS INC                                                             | Rocket Cos Inc                                                                                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      78000 | PA      | $78838.03     | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                   | Rockies Express Pipeline LLC                                                                                                           | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     130000 | PA      | $135669.04    | 0.04%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                   | Rockies Express Pipeline LLC                                                                                                           | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57737.06     | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                   | Rockies Express Pipeline LLC                                                                                                           | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      41000 | PA      | $39977.63     | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Heineken NV                                                                | Heineken NV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       5816 | NS      | $447560.67    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                    | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     259000 | PA      | $261587.68    | 0.08%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                    | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      47000 | PA      | $46175.02     | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                   | SMBC Aviation Capital Finance DAC                                                                                                      | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     410000 | PA      | $400317.93    | 0.12%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                                         | STWD 2021-FL2 Ltd                                                                                                                      | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     534500 | PA      | $534318.32    | 0.17%             | 2038-04-18      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| SNF GROUP SACA                                                             | SNF Group SACA                                                                                                                         | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $202360.00    | 0.06%             | 2031-03-31      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                                             | Salesforce Inc                                                                                                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       2584 | NS      | $482355.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                             | Salesforce Inc                                                                                                                         | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     246000 | PA      | $245651.59    | 0.08%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                                    | Sammons Financial Group Inc                                                                                                            | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     235000 | PA      | $248809.89    | 0.08%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                            | Sands China Ltd                                                                                                                        | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     226000 | PA      | $218079.63    | 0.07%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                         | Santos Finance Ltd                                                                                                                     | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     231000 | PA      | $231535.53    | 0.07%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                   | Saudi Government International Bond                                                                                                    | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     249000 | PA      | $251225.11    | 0.08%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                   | Saudi Government International Bond                                                                                                    | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     725000 | PA      | $705961.44    | 0.22%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                       | Saudi Arabian Oil Co                                                                                                                   | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     317000 | PA      | $291103.54    | 0.09%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                    | Charles Schwab Corp/The                                                                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      24313 | NS      | $2284935.74   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                                                                                | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     352000 | PA      | $342148.99    | 0.11%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                          | Service Corp International/US                                                                                                          | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     233000 | PA      | $232551.75    | 0.07%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                          | United States Small Business Administration                                                                                            | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |       3148 | PA      | $3145.64      | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                  | Spire Inc                                                                                                                              | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     314000 | PA      | $310498.18    | 0.10%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                  | Spire Inc                                                                                                                              | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     370000 | PA      | $365611.23    | 0.11%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                          | Store Capital LLC                                                                                                                      | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     501000 | PA      | $450671.67    | 0.14%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                               | Stryker Corp                                                                                                                           | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     198000 | PA      | $200489.00    | 0.06%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                          | Suncor Energy Inc                                                                                                                      | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |       5137 | NS      | $339770.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW Gem Ltd                                                                | TCW CLO 2020-1 Ltd                                                                                                                     | CUSIP: 87190CBL3<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |     780000 | PA      | $775759.92    | 0.24%             | 2034-04-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     147000 | PA      | $148018.07    | 0.05%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     142000 | PA      | $148078.58    | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                    | TRTX 2025-FL7 Issuer Ltd                                                                                                               | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     206416 | PA      | $206370.67    | 0.06%             | 2043-06-18      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                       | Targa Resources Corp                                                                                                                   | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     287000 | PA      | $239930.79    | 0.07%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                 | TELUS Corp                                                                                                                             | CUSIP: 87971MBX0<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     384000 | PA      | $290535.43    | 0.09%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                   | Texas Capital Bancshares Inc                                                                                                           | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     415000 | PA      | $409171.35    | 0.13%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                   | Thermo Fisher Scientific Inc                                                                                                           | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     222000 | PA      | $219671.29    | 0.07%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                        | Toledo Hospital/The                                                                                                                    | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     153000 | PA      | $151777.54    | 0.05%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                            | Tyson Foods Inc                                                                                                                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       4486 | NS      | $287418.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                                                                           | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     365000 | PA      | $322002.67    | 0.10%             | 2031-02-10      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                                                                           | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     448000 | PA      | $396198.32    | 0.12%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp                                                         | Union Pacific Corp                                                                                                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       2778 | NS      | $673998.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                         | Union Pacific Corp                                                                                                                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     517000 | PA      | $350134.38    | 0.11%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                                                                                   | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     238000 | PA      | $238856.80    | 0.07%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                                                                                   | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $203800.00    | 0.06%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                                                                                   | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $195600.00    | 0.06%             | 2034-02-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                                                                                   | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     700000 | PA      | $682150.00    | 0.21%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2369000 | PA      | $2099618.78   | 0.65%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     739000 | PA      | $718533.17    | 0.22%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3338000 | PA      | $3087258.82   | 0.96%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     782000 | PA      | $779922.81    | 0.24%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                                                                                 | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     223000 | PA      | $224901.39    | 0.07%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                   | Uruguay Government International Bond                                                                                                  | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    7993000 | PA      | $203107.42    | 0.06%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                   | Venture Global Calcasieu Pass LLC                                                                                                      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     312000 | PA      | $289412.92    | 0.09%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                       | Verisk Analytics Inc                                                                                                                   | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        504 | NS      | $95634.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc                                                    | Versant Media Group Inc                                                                                                                | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |       1335 | NS      | $49421.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                 | Verus Securitization Trust 2024-1                                                                                                      | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |     162936 | PA      | $163279.65    | 0.05%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                              | Videotron Ltd                                                                                                                          | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     235000 | PA      | $227449.47    | 0.07%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                   | Vistra Operations Co LLC                                                                                                               | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     229000 | PA      | $225312.96    | 0.07%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                   | Vistra Operations Co LLC                                                                                                               | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     229000 | PA      | $224006.31    | 0.07%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                              | Volvo Financial Equipment LLC Series 2024-1                                                                                            | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      55919 | PA      | $55947.31     | 0.02%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                          | Vornado Realty LP                                                                                                                      | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     166000 | PA      | $162784.18    | 0.05%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                        | Vulcan Materials Co                                                                                                                    | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     142000 | PA      | $137676.35    | 0.04%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                            | WEA Finance LLC                                                                                                                        | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     169000 | PA      | $166906.06    | 0.05%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                       | WMG Acquisition Corp                                                                                                                   | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     194000 | PA      | $182340.93    | 0.06%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                       | WMG Acquisition Corp                                                                                                                   | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     239000 | PA      | $226952.03    | 0.07%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WSP GLOBAL INC                                                             | WSP Global Inc                                                                                                                         | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |     282000 | PA      | $279463.03    | 0.09%             | 2036-09-18      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                   | Westinghouse Air Brake Technologies Corp                                                                                               | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        869 | NS      | $217171.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                                                | Waters Corp                                                                                                                            | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       2070 | NS      | $616446.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     229000 | PA      | $210264.53    | 0.07%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     109000 | PA      | $111112.55    | 0.03%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                      | Wells Fargo Commercial Mortgage Trust 2021-C60                                                                                         | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4779446 | PA      | $272981.87    | 0.09%             | 2054-08-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                     | Westinghouse Air Brake Technologies Corp                                                                                               | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     339000 | PA      | $348680.63    | 0.11%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                     | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     155000 | PA      | $163168.66    | 0.05%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                     | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36974.67     | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy Inc                                                            | Xcel Energy Inc                                                                                                                        | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       2166 | NS      | $172067.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                            | Xcel Energy Inc                                                                                                                        | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     155000 | PA      | $157563.97    | 0.05%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                                                    | Glencore Finance Canada Ltd                                                                                                            | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      18000 | PA      | $17170.25     | 0.01%             | 2042-10-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                   | Long: SM11689   IRS CNY R F  1.64450 SM11689_FIX CCPVANILLA / Short: SM11689   IRS CNY P V 03MCNRR SM11689_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   33500000 | OU      | $16012.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                   | Long: SM11716   IRS CNY R F  1.49000 SM11716_FIX CCPVANILLA / Short: SM11716   IRS CNY P V 03MCNRR SM11716_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   20400000 | OU      | $-6751.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                   | Long: BM11926   IRS USD R V 12MUSCPI SM11926_FLO CCPINFLATIONZERO / Short: BM11926   IRS USD P F  2.74000 SM11926_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8900000 | OU      | $-14552.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                   | Long: SM11958   IRS CNY R F  1.57720 SM11958_FIX CCPVANILLA / Short: SM11958   IRS CNY P V 03MCNRR SM11958_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9200000 | OU      | $-519.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                   | Long: BM12002   IRS USD R V 12MUSCPI SM12002_FLO CCPINFLATIONZERO / Short: BM12002   IRS USD P F  2.47750 SM12002_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   16340000 | OU      | $109479.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                   | Long: SM12014   IRS USD R F  3.49200 SM12014_FIX CCPOIS / Short: SM12014   IRS USD P V 00MSOFR SM12014_FLO CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   43500000 | OU      | $-278441.32   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                   | Long: BM12015   IRS USD R V 00MSOFR SM12015_FLO CCPOIS / Short: BM12015   IRS USD P F  3.77600 SM12015_FIX CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7900000 | OU      | $70320.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                   | Long: SM12013   IRS USD R F  3.44100 SM12013_FIX CCPOIS / Short: SM12013   IRS USD P V 00MSOFR SM12013_FLO CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   34300000 | OU      | $-105061.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                   | Long: BM12016   IRS USD R V 00MSOFR SM12016_FLO CCPOIS / Short: BM12016   IRS USD P F  4.06000 SM12016_FIX CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11500000 | OU      | $150548.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                                                                  | Iceland Rikisbref                                                                                                                      | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |    7737000 | PA      | $59892.00     | 0.02%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARQIVA FINANCING PLC                                                       | Arqiva Financing PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800HHECW72RW2QH41 | Long             | DBT              | CORP              | GB        |     116667 | PA      | $147693.03    | 0.05%             | 2032-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                | Cie Financiere Richemont SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        895 | NS      | $159482.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      45645 | NS      | $1775317.12   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                       | Banca Mediolanum SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |       4455 | NS      | $90483.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                                         | Japan Government Twenty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  156000000 | PA      | $788713.90    | 0.25%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                                 | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1119000 | PA      | $545850.08    | 0.17%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIKISBREF                                                                  | Iceland Rikisbref                                                                                                                      | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   18271000 | PA      | $137921.91    | 0.04%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                                   | RELX PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      16642 | NS      | $552072.10    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                        | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 5560190000 | PA      | $3438559.48   | 1.07%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                               | New Zealand Government Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    3208000 | PA      | $1611585.91   | 0.50%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                      | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   16970000 | PA      | $2620246.88   | 0.82%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                         | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  320600000 | PA      | $1001606.07   | 0.31%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                        | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 3450400000 | PA      | $2044520.40   | 0.64%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                    | Exxon Mobil Corp                                                                                                                       | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     250000 | PA      | $208089.09    | 0.06%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                                      | BP Capital Markets BV                                                                                                                  | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |     180000 | PA      | $129858.86    | 0.04%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                     | APA Infrastructure Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     390000 | PA      | $379458.48    | 0.12%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                | QatarEnergy                                                                                                                            | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     236000 | PA      | $171375.65    | 0.05%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                         | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  258650000 | PA      | $831174.19    | 0.26%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                                         | Sage Group PLC/The                                                                                                                     | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |     191000 | PA      | $205171.80    | 0.06%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                             | Czech Republic Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    5840000 | PA      | $248502.23    | 0.08%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                     | Romania Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     612000 | PA      | $593542.78    | 0.18%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                  | Woodside Energy Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      11827 | NS      | $282080.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                    | Mexican Bonos                                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   16000000 | PA      | $817648.83    | 0.25%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                   | Electricite de France SA                                                                                                               | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112998.30    | 0.04%             | 2043-01-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                     | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    3197000 | PA      | $3747518.82   | 1.17%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                      | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   28910000 | PA      | $4534700.77   | 1.41%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                               | New Zealand Government Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1924000 | PA      | $1123747.61   | 0.35%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                                         | Japan Government Twenty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  379000000 | PA      | $1753016.79   | 0.55%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                            | Sandoz Group AG                                                                                                                        | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |       3579 | NS      | $280731.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                                 | Tenaris SA                                                                                                                             | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      19476 | NS      | $568884.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables DAC                                       | Finance Ireland Auto Receivables NO 1 DAC                                                                                              | CUSIP: 000000000<br>LEI: 635400BLNU2XY7TLEN04 | Long             | ABS-O            | CORP              | IE        |     335710 | PA      | $388635.28    | 0.12%             | 2033-09-12      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| FLOS B&B ITALIA SPA                                                        | Flos B&b Italia SPA                                                                                                                    | CUSIP: 000000000<br>LEI: 815600907387ED411436 | Long             | DBT              | CORP              | IT        |     144000 | PA      | $173315.70    | 0.05%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | ams-OSRAM AG                                                                                                                           | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     140000 | PA      | $169417.36    | 0.05%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                   | Brazil Notas do Tesouro Nacional Serie F                                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   14918000 | PA      | $2342021.02   | 0.73%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                         | Republic of Poland Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     500000 | PA      | $576137.85    | 0.18%             | 2034-01-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                    | Hungary Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     879000 | PA      | $1029622.18   | 0.32%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                   | Bundesrepublik Deutschland Bundesanleihe                                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     460000 | PA      | $440607.10    | 0.14%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                  | Linde PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $222055.48    | 0.07%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PLUXEE NV                                                                  | Pluxee NV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $225932.93    | 0.07%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                       | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1354000 | PA      | $1258831.07   | 0.39%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                       | BAT International Finance PLC                                                                                                          | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     167000 | PA      | $194215.20    | 0.06%             | 2032-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                          | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     482000 | PA      | $526843.21    | 0.16%             | 2054-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                             | AA Bond Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     150000 | PA      | $206134.20    | 0.06%             | 2031-07-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                                   | Tesco Corporate Treasury Services PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     160000 | PA      | $201081.65    | 0.06%             | 2034-05-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                | Aker BP ASA                                                                                                                            | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     190000 | PA      | $218150.21    | 0.07%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                      | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    4700000 | PA      | $708034.68    | 0.22%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                          | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     537000 | PA      | $596010.39    | 0.19%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MBANK SA                                                                   | mBank SA                                                                                                                               | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |     100000 | PA      | $115810.67    | 0.04%             | 2030-09-27      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                           | Ziggo Bond Co BV                                                                                                                       | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     140000 | PA      | $137328.45    | 0.04%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HAMMERSON PLC                                                              | Hammerson PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $127192.87    | 0.04%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                                       | EnBW International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $228260.13    | 0.07%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                     | BP Capital Markets PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     190000 | PA      | $251338.29    | 0.08%             | 2029-11-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                        | Worldline SA/France                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $199563.49    | 0.06%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                          | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2030000 | PA      | $2255101.92   | 0.70%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                          | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    1021000 | PA      | $1167897.00   | 0.36%             | 2035-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| HEIMSTADEN AB                                                              | Heimstaden AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |     156000 | PA      | $184217.51    | 0.06%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                        | Deutsche Telekom AG                                                                                                                    | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |     150000 | PA      | $155778.45    | 0.05%             | 2045-02-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                     | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1321000 | PA      | $1495322.15   | 0.47%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                      | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   16700000 | PA      | $2416521.81   | 0.75%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                                    | Severn Trent Utilities Finance PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     230000 | PA      | $259353.98    | 0.08%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                 | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2100000 | PA      | $2707187.20   | 0.84%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                             | Var Energi ASA                                                                                                                         | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     160000 | PA      | $183889.40    | 0.06%             | 2031-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                              | AIB Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     130000 | PA      | $149514.70    | 0.05%             | 2033-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                         | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  229000000 | PA      | $1115153.02   | 0.35%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                       | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1870000 | PA      | $2117994.97   | 0.66%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| CEZ AS                                                                     | CEZ AS                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     238000 | PA      | $271422.53    | 0.08%             | 2033-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                                   | Tesco Corporate Treasury Services PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     140000 | PA      | $157833.69    | 0.05%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     130000 | PA      | $141908.09    | 0.04%             | 2044-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                                    | Currenta Group Holdings Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |     150000 | PA      | $172066.85    | 0.05%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                                   | Anheuser-Busch InBev SA/NV                                                                                                             | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $109360.10    | 0.03%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                                        | Shurgard Luxembourg Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $220388.89    | 0.07%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                                  | Aviva PLC                                                                                                                              | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |     166000 | PA      | $191482.98    | 0.06%             | 2056-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                                                   | MFB Magyar Fejlesztesi Bank Zrt                                                                                                        | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |     437000 | PA      | $506456.06    | 0.16%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                       | Flutter Treasury DAC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     140000 | PA      | $179193.85    | 0.06%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                                       | National Grid North America Inc                                                                                                        | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |     250000 | PA      | $284343.66    | 0.09%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                       | Saudi Arabian Oil Co                                                                                                                   | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     203000 | PA      | $201671.98    | 0.06%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                         | Peru Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    5937000 | PA      | $1736484.60   | 0.54%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO ASA                                                            | Norsk Hydro ASA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |     160000 | PA      | $183298.89    | 0.06%             | 2033-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                                            | SNB Funding Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |     315000 | PA      | $311350.13    | 0.10%             | 2035-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                               | CaixaBank SA                                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $333220.92    | 0.10%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                                                                             | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     210000 | PA      | $239107.70    | 0.07%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARQIVA BROADC FINANCE PL                                                   | Arqiva Broadcast Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |     236000 | PA      | $267709.92    | 0.08%             | 2030-07-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                           | Maxam Prill Sarl                                                                                                                       | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     168000 | PA      | $191902.10    | 0.06%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                             | European Union                                                                                                                         | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    1310000 | PA      | $1479038.22   | 0.46%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                                       | Terna - Rete Elettrica Nazionale                                                                                                       | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     260000 | PA      | $292171.81    | 0.09%             | 2031-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EL CORTE INGLES SA                                                         | El Corte Ingles SA                                                                                                                     | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $110619.43    | 0.03%             | 2033-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                                    | Severn Trent Utilities Finance PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     190000 | PA      | $211160.81    | 0.07%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                     | Eurofins Scientific SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $113243.25    | 0.04%             | 2033-02-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                      | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    3300000 | PA      | $477890.93    | 0.15%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                                    | Scottish Hydro Electric Transmission PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $290519.72    | 0.09%             | 2033-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                        | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 5025000000 | PA      | $3107807.14   | 0.97%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     130000 | PA      | $146350.43    | 0.05%             | 2034-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                       | E.ON International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     450000 | PA      | $502521.09    | 0.16%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                                   | BHP Billiton Finance Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |     190000 | PA      | $212612.31    | 0.07%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                              | Assa Abloy AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |     120000 | PA      | $135771.53    | 0.04%             | 2032-09-09      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                    | Vier Gas Transport GmbH                                                                                                                | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $112970.60    | 0.04%             | 2033-09-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                       | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2235000 | PA      | $2535792.06   | 0.79%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FORVIA SE                                                                  | Forvia SE                                                                                                                              | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113808.92    | 0.04%             | 2031-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                   | Engie SA                                                                                                                               | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113001.81    | 0.04%             | 2032-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                          | Iron Mountain Inc                                                                                                                      | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107553.71    | 0.03%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                   | Liberty Mutual Group Inc                                                                                                               | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     290000 | PA      | $321039.20    | 0.10%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                                               | Klepierre SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $109713.30    | 0.03%             | 2037-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                          | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     885000 | PA      | $1004117.86   | 0.31%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                | Heineken NV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     190000 | PA      | $214364.14    | 0.07%             | 2034-05-03      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                             | Czech Republic Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   10000000 | PA      | $486579.77    | 0.15%             | 2035-09-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HAMMERSON PLC                                                              | Hammerson PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $287595.65    | 0.09%             | 2032-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                                           | Japan Government Five Year Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  310850000 | PA      | $1921940.47   | 0.60%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                                            | Landsbankinn HF                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |     140000 | PA      | $156677.29    | 0.05%             | 2032-11-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                      | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    4400000 | PA      | $640022.93    | 0.20%             | 2030-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                                        | Lseg Netherlands BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |     210000 | PA      | $234151.50    | 0.07%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                             | AA Bond Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     134000 | PA      | $171984.57    | 0.05%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                                           | Smiths Group PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $289614.71    | 0.09%             | 2033-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                                           | Swisscom Finance BV                                                                                                                    | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $409428.22    | 0.13%             | 2037-11-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                                           | BUPA Finance PLC                                                                                                                       | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $127754.43    | 0.04%             | 2045-11-18      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                  | Linde PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $111190.54    | 0.03%             | 2038-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                                      | Transurban Finance Co Pty Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $113419.74    | 0.04%             | 2037-11-26      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                     | Smurfit Kappa Treasury ULC                                                                                                             | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $113040.81    | 0.04%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                                      | Magnum Icc Finance BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |     160000 | PA      | $177214.96    | 0.06%             | 2037-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EROSKI S COOP                                                              | Eroski S Coop                                                                                                                          | CUSIP: 000000000<br>LEI: 959800J76YJMWZP6S661 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $116912.05    | 0.04%             | 2031-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                                       | EP Infrastructure AS                                                                                                                   | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     257000 | PA      | $285394.60    | 0.09%             | 2033-02-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                                    | Thermo Fisher Scientific Finance I BV                                                                                                  | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     190000 | PA      | $215253.33    | 0.07%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                       | Volkswagen Bank GmbH                                                                                                                   | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $112846.12    | 0.04%             | 2032-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                           | Deutsche Bank AG                                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $225841.57    | 0.07%             | 2031-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                                   | Biffa Group Holdings Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |     170000 | PA      | $219722.60    | 0.07%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                        | NatWest Markets PLC                                                                                                                    | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $169859.07    | 0.05%             | 2031-01-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     240000 | PA      | $272007.33    | 0.08%             | 2031-02-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                                              | Bank Hapoalim BM                                                                                                                       | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     340000 | PA      | $335834.02    | 0.10%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                                                              | UniCredit SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     130000 | PA      | $147401.48    | 0.05%             | 2030-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                                    | Autoroutes du Sud de la France SA                                                                                                      | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $224513.73    | 0.07%             | 2034-01-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                          | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     865000 | PA      | $959423.10    | 0.30%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| MAPFRE SA                                                                  | Mapfre SA                                                                                                                              | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $225007.84    | 0.07%             | 2032-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                       | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     953000 | PA      | $1075716.52   | 0.33%             | 2046-05-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                        | Erste Group Bank AG                                                                                                                    | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     100000 | PA      | $112696.55    | 0.04%             | 2036-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AENA SME SA                                                                | Aena SME SA                                                                                                                            | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $111969.52    | 0.03%             | 2036-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                                            | Summer BidCo BV                                                                                                                        | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $113490.30    | 0.04%             | 2031-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                                         | Belfius Bank SA                                                                                                                        | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $112686.12    | 0.04%             | 2038-04-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                                       | EP Infrastructure AS                                                                                                                   | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     138000 | PA      | $154464.71    | 0.05%             | 2034-01-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                    | Imperial Brands Finance PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     190000 | PA      | $213131.04    | 0.07%             | 2033-08-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                                                                            | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     220000 | PA      | $246057.81    | 0.08%             | 2037-02-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                   | Cheplapharm Arzneimittel GmbH                                                                                                          | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     190000 | PA      | $214457.76    | 0.07%             | 2032-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                       | Heathrow Funding Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     150000 | PA      | $190395.24    | 0.06%             | 2034-02-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                                        | Ceska sporitelna AS                                                                                                                    | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $112839.61    | 0.04%             | 2033-02-11      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                                                                                     | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $221554.57    | 0.07%             | 2038-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                                       | Fastighets AB Balder                                                                                                                   | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |     170000 | PA      | $189188.59    | 0.06%             | 2031-08-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                                      | Aeroporti di Roma SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |     170000 | PA      | $189510.14    | 0.06%             | 2034-02-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                     | Emirates NBD Bank PJSC                                                                                                                 | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     160000 | PA      | $177620.07    | 0.06%             | 2031-02-13      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                    | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     260000 | PA      | $292653.42    | 0.09%             | 2032-02-18      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     210000 | PA      | $236284.07    | 0.07%             | 2032-02-19      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                                                                               | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     170000 | PA      | $191445.23    | 0.06%             | 2029-05-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                           | Roche Holding AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       4175 | NS      | $1648564.92   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                                         | Sage Group PLC/The                                                                                                                     | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $112069.83    | 0.03%             | 2033-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                                                                                | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $222864.93    | 0.07%             | 2039-02-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Triton Trust                                                               | Triton Bond Trust 2026-1 in respect of Series 1                                                                                        | CUSIP: 000000000<br>LEI: 549300TDCKWE7KRFWH59 | Long             | ABS-MBS          | CORP              | AU        |     650000 | PA      | $448194.06    | 0.14%             | 2058-02-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Auto ABS                                                                   | Auto Abs Spanish Loans 2026-1                                                                                                          | CUSIP: 000000000<br>LEI: 959800LZRYPFFESLNU74 | Long             | ABS-O            | CORP              | ES        |     100000 | PA      | $115264.62    | 0.04%             | 2038-12-28      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                             | Commerzbank AG                                                                                                                         | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $224733.75    | 0.07%             | 2031-09-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Liberty Funding Pty Limited                                                | Liberty Series 2026-1                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     500000 | PA      | $344681.86    | 0.11%             | 2058-10-10      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| OMNICOM FINANCE HOLD                                                       | Omnicom Finance Holdings PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |     350000 | PA      | $392161.95    | 0.12%             | 2034-05-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EUTELSAT COMMUNICAT SACA                                                   | Eutelsat Communications SACA                                                                                                           | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115819.87    | 0.04%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $391969.71    | 0.12%             | 2035-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GALDERMA FINANCE EUROPE                                                    | Galderma Finance Europe BV                                                                                                             | CUSIP: 000000000<br>LEI: 7245004RN4I1ORSTHY93 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $228013.39    | 0.07%             | 2031-03-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany S.a r.l., acting in respect of its Compartment 14 | Red & Black Auto Germany                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |     100000 | PA      | $115563.99    | 0.04%             | 2035-02-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                                               | Ferrovial SE                                                                                                                           | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | DBT              | CORP              | NL        |     180000 | PA      | $205334.45    | 0.06%             | 2032-09-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                                                                         | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     180000 | PA      | $205724.85    | 0.06%             | 2035-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                                                                         | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     320000 | PA      | $363021.02    | 0.11%             | 2039-03-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NOVONESIS NOVOZYMES B                                                      | Novonesis Novozymes B                                                                                                                  | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $229848.99    | 0.07%             | 2033-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                       | Maple Parent Holdings Corp                                                                                                             | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     200000 | PA      | $230634.33    | 0.07%             | 2035-03-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fact SA                                                                    | FACT SA                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |     100000 | PA      | $115575.20    | 0.04%             | 2033-03-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                        | Panorama Auto Trust 2026-1                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |     500000 | PA      | $344599.07    | 0.11%             | 2034-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                                  | Danone SA                                                                                                                              | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $231450.68    | 0.07%             | 2034-04-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| COLONIAL SFL SOCIMI                                                        | Colonial SFL Socimi SA                                                                                                                 | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $115154.79    | 0.04%             | 2031-04-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HENKEL AG & CO KGAA                                                        | Henkel AG & Co KGaA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $232270.00    | 0.07%             | 2031-04-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                | S+P500 EMINI FUT JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -26 | NC      | $203198.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                          | DAX INDEX FUTURE JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -9 | NC      | $138231.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                                            | KOSPI2 INX FUT JUN26                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |        -43 | NC      | $-203314.16   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| South African Futures Exchange                                             | FTSE/JSE TOP 40 JUN26                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |       -109 | NC      | $-24879.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil, Bolsa, Balcao                                              | MINI BOVESPA FUT APR26                                                                                                                 | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | N/A              | DE               |  | BR        |        626 | NC      | $-142282.51   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Exchange traded                                                            | ISHARES MSCI EMERGING MARKETS                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       1900 | NC      | $41800.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                | E-MINI RUSS 2000 JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -68 | NC      | $-17929.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                                                 | FTSE/MIB IDX FUT JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         -3 | NC      | $-12773.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                           | FTSE 100 IDX FUT JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         83 | NC      | $-97256.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Exchange traded                                                            | S+P 500 INDEX                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          7 | NC      | $139440.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                          | EURO-BOBL FUTURE JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          3 | NC      | $-6214.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                          | EURO-BUND FUTURE JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -127 | NC      | $386224.01    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                          | EURO-BTP FUTURE JUN26                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -10 | NC      | $38928.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                          | EURO-SCHATZ FUT JUN26                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         53 | NC      | $4348.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                          | EURO-BUXL 30Y BND JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -12 | NC      | $29376.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                             | TOPIX INDX FUTR JUN26                                                                                                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         30 | NC      | $169792.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | US LONG BOND(CBT) JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         14 | NC      | $-51121.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                     | US 10YR NOTE (CBT)JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -109 | NC      | $176645.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                        | AUST 10Y BOND FUT JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -134 | NC      | $86843.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                                   | CAN 10YR BOND FUT JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         27 | NC      | $3435.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                     | US 5YR NOTE (CBT) JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        115 | NC      | $-154038.71   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                     | US 2YR NOTE (CBT) JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         77 | NC      | $-55518.19    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                           | LONG GILT FUTURE JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         72 | NC      | $-472507.42   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                                        | OMXS30 IND FUTURE APR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         35 | NC      | $-11556.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | US 10YR ULTRA FUT JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -84 | NC      | $167026.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                | CAC40 10 EURO FUT APR26                                                                                                                | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         -4 | NC      | $-796.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meff Financial Derivatives                                                 | IBEX 35 INDX FUTR APR26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |         28 | NC      | $96195.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                               | MSCI SING IX ETS APR26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         96 | NC      | $48924.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                                            | HANG SENG IDX FUT APR26                                                                                                                | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         70 | NC      | $45059.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                                   | S+P/TSX 60 IX FUT JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |         -6 | NC      | $-3485.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                             | JPN 10Y BOND(OSE) JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         27 | NC      | $-257146.91   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Borsa Istanbul                                                             | BIST 30 FUTURES APR26                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | TR        |       2181 | NC      | $-639113.45   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                        | SPI 200 FUTURES JUN26                                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        -72 | NC      | $29855.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercado Mexicano De Derivados                                              | MEX BOLSA IDX FUT JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 5493003M56ZNEEL5EQ10 | N/A              | DE               |  | MX        |        -18 | NC      | $-19604.53    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                                           | IFSC NIFTY 50 FUT APR26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         59 | NC      | $-85692.23    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                               | FTSE TAIWAN INDEX APR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -29 | NC      | $175263.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                          | AUSTRALIAN DOLLAR                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | AU        |     175665 | NS      | $121199.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                                               | Techtronic Industries Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      48500 | NS      | $645566.22    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                                              | Tata Consultancy Services Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |       6431 | NS      | $162807.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                  | Seven & i Holdings Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      44700 | NS      | $601634.95    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                                               | China Construction Bank Corp                                                                                                           | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     702000 | NS      | $762440.02    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                 | Legrand SA                                                                                                                             | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       2700 | NS      | $417216.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                           | TotalEnergies SE                                                                                                                       | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      17913 | NS      | $1653965.71   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                               | Experian PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       5127 | NS      | $178207.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                                      | Yangzijiang Shipbuilding Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |      68300 | NS      | $202952.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                                  | Danone SA                                                                                                                              | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       6588 | NS      | $529096.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                       | E.ON International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $259172.59    | 0.08%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                        | Amadeus IT Group SA                                                                                                                    | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       8057 | NS      | $458002.32    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                       | Heathrow Funding Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     110000 | PA      | $136306.15    | 0.04%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                                      | Julius Baer Group Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       8083 | NS      | $595624.64    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd                                          | Chow Tai Fook Jewellery Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |     112000 | NS      | $156389.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                               | Glencore PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     132627 | NS      | $1010618.39   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                                         | Sompo Holdings Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |       9600 | NS      | $375103.89    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                                                 | Astra International Tbk PT                                                                                                             | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |     645400 | NS      | $240620.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                                            | Telkom Indonesia Persero Tbk PT                                                                                                        | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |     585600 | NS      | $106679.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co Ltd                                                         | Midea Group Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |      13900 | NS      | $154414.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                 | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     929000 | PA      | $615304.26    | 0.19%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                          | National Grid PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      81678 | NS      | $1377004.82   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                                 | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    2226000 | PA      | $1148431.58   | 0.36%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                                 | FDJ UNITED                                                                                                                             | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |       4828 | NS      | $140822.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev SA                                                                   | Ambev SA                                                                                                                               | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     278800 | NS      | $820815.27    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                                              | Akzo Nobel NV                                                                                                                          | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |       9408 | NS      | $539879.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                 | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2338000 | PA      | $1781936.55   | 0.55%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                          | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    3354000 | PA      | $3111456.79   | 0.97%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                  | Tesco PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     288871 | NS      | $1821428.75   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                               | WH Group Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |     153500 | NS      | $202264.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                          | NatWest Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     255211 | NS      | $1893679.70   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                                                | NetEase Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |      13300 | NS      | $295918.61    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                                           | SK Square Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        390 | NS      | $123774.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                                                | Informa PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      47003 | NS      | $468578.94    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                 | Haleon PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     121849 | NS      | $602862.37    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co Ltd                                | Inner Mongolia Yili Industrial Group Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 3003002Q2A863JPQFH06 | Long             | EC               | CORP              | CN        |      19500 | NS      | $74523.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                               | Cie Generale des Etablissements Michelin SCA                                                                                           | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |       9911 | NS      | $337492.68    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                 | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2559397 | PA      | $3302692.35   | 1.03%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                    | Eni SpA                                                                                                                                | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     180000 | PA      | $214261.82    | 0.07%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                             | BRAZILIAN REAL                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | BR        |    6386309 | NS      | $1232913.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                | Reckitt Benckiser Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       5050 | NS      | $342706.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                           | ABN AMRO Bank NV                                                                                                                       | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      23182 | NS      | $741479.66    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                                       | Ryanair Holdings PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      11000 | NS      | $311634.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat Inc                                                          | Doosan Bobcat Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 9884007K6X0Q0112FX44 | Long             | EC               | CORP              | KR        |       5540 | NS      | $208791.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                               | ING Groep NV                                                                                                                           | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       8405 | NS      | $219616.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                            | CANADIAN DOLLAR                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CA        |      81669 | NS      | $58708.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                | SWISS FRANC                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CH        |          0 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUAN RENMINBI                                                              | YUAN RENMINBI                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CN        |          0 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH KORUNA                                                               | CZECH KORUNA                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CZ        |          0 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO CURRENCY                                                              | EURO CURRENCY                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | N/A       |     -20830 | NS      | $-24075.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                                    | Aon PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       4506 | NS      | $1454446.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                                                 | Axalta Coating Systems Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      13956 | NS      | $386581.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                              | Accenture PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       2770 | NS      | $549263.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                             | Eaton Corp PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       1064 | NS      | $380560.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                  | Aptiv PLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       9427 | NS      | $551479.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                                   | ICON PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       4793 | NS      | $530393.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                              | Medtronic PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      22273 | NS      | $1929955.45   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                                                            | Nomad Foods Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |       6682 | NS      | $64214.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                                            | Seagate Technology Holdings PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        832 | NS      | $325944.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock PLC                                                       | Smurfit Westrock PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       7605 | NS      | $303059.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Versigent Ltd                                                              | Versigent Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 254900V7AVDC2J9DHM24 | Long             | EC               | CORP              | JE        |       3142 | NS      | $100083.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                                   | Willis Towers Watson PLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       3630 | NS      | $1055241.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| POUND STERLING                                                             | POUND STERLING                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | GB        |      82688 | NS      | $109446.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                  | Chubb Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       3374 | NS      | $1099687.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG DOLLAR                                                           | HONG KONG DOLLAR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | HK        |   -5547215 | NS      | $-707444.69   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                               | JAPANESE YEN                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | JP        |       3307 | NS      | $20.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH KOREAN WON                                                           | SOUTH KOREAN WON                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | KR        | 2034651596 | NS      | $1328405.05   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AROUNDTOWN SA                                                              | Aroundtown SA                                                                                                                          | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |     120000 | PA      | $143223.06    | 0.04%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO (NEW)                                                         | MEXICAN PESO (NEW)                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | MX        |     897031 | NS      | $50049.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                      | NXP Semiconductors NV                                                                                                                  | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       3711 | NS      | $730547.46    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                         | NEW ZEALAND DOLLAR                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | NZ        |          0 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exchange traded                                                            | CS100192 MFS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | LU        |    6660000 | NC      | $61901.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exchange traded                                                            | EQI00106 MFS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        100 | NC      | $227008.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                  | Costa Rica Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     600000 | PA      | $636954.00    | 0.20%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                   | Republic of South Africa Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   18000000 | PA      | $962217.24    | 0.30%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONA                                                              | SWEDISH KRONA                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | SE        |    -668745 | NS      | $-70642.16    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR                                                           | SINGAPORE DOLLAR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | SG        |    -183795 | NS      | $-142953.55   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TURKISH LIRA                                                               | TURKISH LIRA                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | TR        |   77989654 | NS      | $1754922.96   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN RAND                                                         | SOUTH AFRICAN RAND                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | ZA        |    9600824 | NS      | $567382.69    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

**Name of Applicant:** MFS VARIABLE INSURANCE TRUST II

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer