# EDGAR Filing Document

**Accession Number:** 0000719269
**File Stem:** 0001410368-26-016688
**Filing Date:** 2026-2
**Character Count:** 501606
**Document Hash:** 2f20c593d6556e35a6519ae5848258d7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016688.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0001410368-26-016688

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**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:** 26668407

**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 |  |

## 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $334567646.80

**Total Liabilities:** $3453613.97

**Net Assets:** $331114032.83

**Delayed Delivery Securities:** $547000.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -161.34000000 | **1-Year:** -3606.00000000 | **5-Year:** -18233.54000000 | **10-Year:** -24349.09000000 | **30-Year:** -7869.80000000

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

- **3-Month:** -39.24000000 | **1-Year:** -748.15000000 | **5-Year:** -1252.94000000 | **10-Year:** -1404.33000000 | **30-Year:** -363.07000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007291 | -0.14%               | 1.13%                | 1.11%                |
| Class ID C000007292 | -0.07%               | 1.08%                | 1.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2084984.76              | $-4304590.72                               |
| Month 2  | $676276.72               | $1925261.33                                |
| Month 3  | $751974.42               | $1590138.44                                |

**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        |       1732 | NS      | $180682.24    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AEP TEXAS INC                                     | AEP Texas Inc                                                                                                                          | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     277000 | PA      | $288730.70    | 0.09%             | 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      | $224840.33    | 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      | $424785.98    | 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      | $211070.53    | 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        |     280000 | PA      | $281685.10    | 0.09%             | 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      | $124958.66    | 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      | $101325.27    | 0.03%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       4821 | NS      | $1101550.29   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                                                                             | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     184000 | PA      | $181832.66    | 0.05%             | 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      | $127354.57    | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                                                                             | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      78000 | PA      | $80365.45     | 0.02%             | 2030-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                             | Accenture Capital Inc                                                                                                                  | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     206000 | PA      | $206161.55    | 0.06%             | 2031-10-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                             | Accenture Capital Inc                                                                                                                  | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     123000 | PA      | $121249.15    | 0.04%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                          | Adani Electricity Mumbai Ltd                                                                                                           | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     422000 | PA      | $393063.74    | 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        |      43000 | PA      | $44918.65     | 0.01%             | 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      | $199555.09    | 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        |       3391 | NS      | $461413.37    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbnb Inc                                        | Airbnb Inc                                                                                                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       1657 | NS      | $224888.04    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PROVINCE OF ALBERTA                               | Province of Alberta Canada                                                                                                             | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     180000 | PA      | $121017.23    | 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        |      10456 | NS      | $179529.52    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLIANZ SE                                        | Allianz SE                                                                                                                             | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $188456.66    | 0.06%             | 2027-10-30      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                                  | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $63392.58     | 0.02%             | 2055-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                                  | Altria Group Inc                                                                                                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       5587 | NS      | $322146.42    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Diageo PLC                                        | Diageo PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      28201 | NS      | $607469.37    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN INTERNATIONAL                            | American International Group Inc                                                                                                       | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     247000 | PA      | $254023.55    | 0.08%             | 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        |      28815 | NS      | $1633167.02   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                                                                                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        876 | NS      | $118382.64    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-9                                                                                                        | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |     465459 | PA      | $466727.08    | 0.14%             | 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        |     185607 | PA      | $186813.77    | 0.06%             | 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        |     541844 | PA      | $546465.61    | 0.17%             | 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        |     233472 | PA      | $235341.45    | 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      | $159649.75    | 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      | $153135.33    | 0.05%             | 2038-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                                                                                    | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     183000 | PA      | $189114.89    | 0.06%             | 2034-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Aramark                                           | Aramark                                                                                                                                | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      17504 | NS      | $645197.44    | 0.19%             |  |  |  | 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      | $287529.61    | 0.09%             | 2037-01-20      | Floating      | 5.79%                 | 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      | $117623.93    | 0.04%             | 2037-01-20      | Floating      | 6.09%                 | 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      | $98003.73     | 0.03%             | 2037-01-20      | Floating      | 6.79%                 | Yes           | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     161000 | PA      | $157944.05    | 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      | $82572.94     | 0.02%             | 2034-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC and Asurion Co-Issuer Inc                                                                                                  | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     163000 | PA      | $169130.66    | 0.05%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     552000 | PA      | $750993.72    | 0.23%             | 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        |       3708 | NS      | $621572.04    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                                            | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     388000 | PA      | $383772.58    | 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        |     949838 | PA      | $41145.35     | 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        |    6311764 | PA      | $389515.35    | 0.12%             | 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        |    2684032 | PA      | $129510.16    | 0.04%             | 2054-07-15      | Variable      | 1.21%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                                                | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $265811.42    | 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      | $235730.82    | 0.07%             | 2041-06-15      | Floating      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                                                         | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $200858.40    | 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        |       1780 | NS      | $232574.80    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2021-7 Ltd                                                                                                     | CUSIP: 05682NAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     633790 | PA      | $633469.30    | 0.19%             | 2035-01-22      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      29041 | NS      | $1597255.00   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     312000 | PA      | $286308.09    | 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        |     154000 | PA      | $157943.61    | 0.05%             | 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      | $213409.53    | 0.06%             | 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      | $213721.56    | 0.06%             | 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      | $267961.13    | 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        |    2891742 | PA      | $116677.75    | 0.04%             | 2064-06-15      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Bank                                              | BANK 2022-BNK41                                                                                                                        | CUSIP: 06540MBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     592000 | PA      | $553643.14    | 0.17%             | 2065-04-15      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Bank                                              | BANK 2021-BNK34                                                                                                                        | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2934433 | PA      | $106825.68    | 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        |    1225211 | PA      | $34669.68     | 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      | $318618.63    | 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        |       4372 | NS      | $87789.76     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                                                                               | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      68000 | PA      | $68520.68     | 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      | $88045.59     | 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        |      12874 | NS      | $1027150.92   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co                             | Becton Dickinson & Co                                                                                                                  | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      10910 | NS      | $2117303.70   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co                                                                                                                  | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     261000 | PA      | $266182.90    | 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        |    2004261 | PA      | $80280.09     | 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        |    5400997 | PA      | $171924.00    | 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        |    5118931 | PA      | $248396.65    | 0.08%             | 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        |    6541828 | PA      | $304919.85    | 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      | $63989.51     | 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      | $722802.00    | 0.22%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Boeing Co/The                                     | Boeing Co/The                                                                                                                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        911 | NS      | $197796.32    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                                          | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       4275 | NS      | $295231.50    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     314000 | PA      | $308848.64    | 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      | $95497.03     | 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        |     357000 | PA      | $376251.06    | 0.11%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                                                                                                   | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     194000 | PA      | $191974.05    | 0.06%             | 2026-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia Canada                                                                                                    | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $164426.80    | 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        |     262000 | PA      | $262730.48    | 0.08%             | 2032-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                                                           | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     159000 | PA      | $162906.00    | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BRUCE POWER LP                                    | Bruce Power LP                                                                                                                         | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |     187000 | PA      | $134124.18    | 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      | $297145.82    | 0.09%             | 2034-12-21      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     366000 | PA      | $359919.89    | 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        |     183711 | PA      | $188011.99    | 0.06%             | 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        |     194918 | PA      | $164001.20    | 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        |       7782 | NS      | $2141839.86   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                                                                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       2763 | NS      | $754520.04    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| COPT DEFENSE PROP LP                              | COPT Defense Properties LP                                                                                                             | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     118000 | PA      | $117427.00    | 0.04%             | 2030-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                                                                                                | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     602000 | PA      | $409222.28    | 0.12%             | 2032-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                                                                                                | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     438000 | PA      | $256896.39    | 0.08%             | 2055-12-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                                                                                                | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2023000 | PA      | $1462726.79   | 0.44%             | 2034-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                                                                                                | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1159000 | PA      | $835167.35    | 0.25%             | 2035-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CARLYLE GROUP INC/THE                             | Carlyle Group Inc/The                                                                                                                  | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     383000 | PA      | $377583.34    | 0.11%             | 2035-09-19      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc                                | Cenovus Energy Inc                                                                                                                     | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      24609 | NS      | $416320.70    | 0.13%             |  |  |  | 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        |     170000 | PA      | $175449.46    | 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        |     158000 | PA      | $148546.27    | 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      | $81114.91     | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                                                                            | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     267000 | PA      | $272974.97    | 0.08%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Chesapeake Funding II LLC                         | Chesapeake Funding II LLC                                                                                                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      75186 | PA      | $75536.51     | 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        |       3642 | NS      | $555077.22    | 0.17%             |  |  |  | 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      | $224394.68    | 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      | $331402.50    | 0.10%             | 2031-02-28      | Fixed         | 5.03%                 | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp               | Cognizant Technology Solutions Corp                                                                                                    | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       2215 | NS      | $183845.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                                                                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      13227 | NS      | $1045197.54   | 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        |     171732 | PA      | $172922.18    | 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        |     152077 | PA      | $152922.69    | 0.05%             | 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      | $282175.81    | 0.09%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                                                                           | CUSIP: 20030N119<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      36241 | NS      | $1041928.75   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                                                                           | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     193000 | PA      | $190622.62    | 0.06%             | 2055-05-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                            | Commonwealth Bank of Australia                                                                                                         | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     235000 | PA      | $214002.25    | 0.06%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                                                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      10553 | NS      | $987866.33    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                          | Corebridge Financial Inc                                                                                                               | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |       7643 | NS      | $230589.31    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial Inc                                                                                                               | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     132000 | PA      | $112863.44    | 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        |     206000 | PA      | $211701.13    | 0.06%             | 2030-12-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Vale SA                                           | Vale SA                                                                                                                                | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      20600 | NS      | $269344.86    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                                                                                 | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     200000 | PA      | $205500.00    | 0.06%             | 2030-06-17      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                              | COPT Defense Properties LP                                                                                                             | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94579.57     | 0.03%             | 2026-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                                                                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $217357.94    | 0.07%             | 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      | $148247.88    | 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        |       4418 | NS      | $113896.04    | 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      | $275272.19    | 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        |      12891 | NS      | $119507.07    | 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      | $311113.77    | 0.09%             | 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      | $306141.25    | 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        |     309000 | PA      | $225773.36    | 0.07%             | 2052-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD COP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-18977.83    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $102689.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD CNY                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-281165.41   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-6213.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1216628.70   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-21439.20    | -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      | $-6857.92     | -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      | $3771.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |          1 | NC      | $173387.13    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD IDR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $19119.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD RON                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1821.14     | -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      | $17900.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-101210.30   | -0.03%            |  |  |  | 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      | $-36774.17    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD SGD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $4656.80      | 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      | $389652.96    | 0.12%             |  |  |  | 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      | $1999.31      | 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      | $23699.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD ILS                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-22484.71    | -0.01%            |  |  |  | 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      | $112081.01    | 0.03%             |  |  |  | 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      | $-1025.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED COP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $20293.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |          1 | NC      | $126555.74    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |          1 | NC      | $16011.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD CNY                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-5829.81     | -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      | $-199456.44   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | N/A       |          1 | NC      | $-26.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |          1 | NC      | $1070.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED CHF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |          1 | NC      | $-1825.57     | -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      | $78482.84     | 0.02%             |  |  |  | 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      | $-16377.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD SEK                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-173481.94   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                       | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $-41330.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-25760.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $26436.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED SEK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |          1 | NC      | $63117.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $25833.52     | 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      | $-16473.26    | -0.00%            |  |  |  | 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      | $27825.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED CNY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $5075.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED ILS / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IL        |          1 | NC      | $1672.44      | 0.00%             |  |  |  | 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      | $226.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED MYR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $31136.31     | 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      | $162.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |          1 | NC      | $9219.44      | 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      | $-249.13      | -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      | $-2789.47     | -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      | $-2340.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-463.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |          1 | NC      | $-2287.56     | -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      | $-1914.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD SGD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-315.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                       | PURCHASED HUF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | HU        |          1 | NC      | $5545.73      | 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      | $4442.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED CZK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $24998.02     | 0.01%             |  |  |  | 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      | $-16503.61    | -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      | $-7529.56     | -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      | $-1213.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |          1 | NC      | $570.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $9754.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED CHF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |          1 | NC      | $1251.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $41233.08     | 0.01%             |  |  |  | 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      | $1704.58      | 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      | $434.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED NZD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $-163.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1036.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED RON / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | RO        |          1 | NC      | $4794.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                       | PURCHASED PLN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | PL        |          1 | NC      | $16635.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $23368.55     | 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      | $2967.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED ILS / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | IL        |          1 | NC      | $7655.81      | 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      | $-52875.56    | -0.02%            |  |  |  | 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      | $13019.90     | 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      | $3784.42      | 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      | $-121570.87   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $16887.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                       | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $18718.96     | 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      | $79892.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD ZAR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-51078.52    | -0.02%            |  |  |  | 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      | $28584.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                       | PURCHASED CHF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CH        |          1 | NC      | $5189.08      | 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      | $-49623.57    | -0.01%            |  |  |  | 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      | $182381.88    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-6739.50     | -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      | $-1593.62     | -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      | $-397395.02   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-48534.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $29611.99     | 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      | $-51364.46    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                            | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $6032.98      | 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      | $2041.49      | 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      | $498.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $27694.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $70307.72     | 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      | $-860.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                       | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |          1 | NC      | $-775.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                            | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |          1 | NC      | $3816.75      | 0.00%             |  |  |  | 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      | $-2619.14     | -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      | $-69.25       | -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      | $-40537.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | N/A       |          1 | NC      | $1710.43      | 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      | $-4506.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $35952.83     | 0.01%             |  |  |  | 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      | $-7067.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $11785.99     | 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      | $-971.15      | -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      | $-5654.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-13645.63    | -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      | $-7861.85     | -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      | $1938.62      | 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      | $-1724.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $9013.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD IDR                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-53.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-5614.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $18133.34     | 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      | $-1574.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1604.12     | -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      | $-1811.18     | -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      | $-1887.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $11996.46     | 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      | $4209.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED CNY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $1550.17      | 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      | $-36065.72    | -0.01%            |  |  |  | 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      | $16842.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD SEK                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-35123.10    | -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      | $-34670.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-29054.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                       | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |          1 | NC      | $-11867.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $99100.45     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $1572.11      | 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      | $-23935.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $8652.40      | 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      | $3577.32      | 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      | $-2836.35     | -0.00%            |  |  |  | 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      | $-2039.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $3802.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                       | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-19217.17    | -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      | $-2790.06     | -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      | $-11869.62    | -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      | $-3792.03     | -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      | $-4060.18     | -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      | $-6878.16     | -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      | $-6075.47     | -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      | $10189.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED ZAR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $10405.79     | 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      | $-23007.51    | -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      | $-29408.96    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $122.87       | 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      | $-6295.43     | -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      | $18001.86     | 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      | $-2817.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                               | PURCHASED USD / SOLD DKK                                                                                                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-1018.44     | -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      | $-4334.90     | -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      | $8654.53      | 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      | $-1596.58     | -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      | $-2807.76     | -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      | $9820.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD MYR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1563.74     | -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      | $-4815.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $12563.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-9476.96     | -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      | $-5829.16     | -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      | $-3059.19     | -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      | $17274.39     | 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      | $1388.83      | 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      | $-657.15      | -0.00%            |  |  |  | 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      | $1257.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED ZAR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $6847.52      | 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      | $-1249.84     | -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      | $-2176.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-12360.51    | -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      | $-2592.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $3721.78      | 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      | $10320.35     | 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      | $-1400.94     | -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      | $-1858.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1693.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-17191.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                            | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $2750.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |          1 | NC      | $23167.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED INR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $-8645.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-6867.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED IDR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |          1 | NC      | $5067.28      | 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      | $-3364.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1620.20     | -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      | $-8878.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $3316.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $14196.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-7390.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-25595.35    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                            | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $21255.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1688.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $252.55       | 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      | $-6224.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                            | PURCHASED PLN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |          1 | NC      | $1218.13      | 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      | $13968.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-7651.68     | -0.00%            |  |  |  | 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      | $-2605.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $409.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |          1 | NC      | $2906.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-8790.52     | -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      | $-2324.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $1001.82      | 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      | $2752.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-1127.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |          1 | NC      | $10775.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                       | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-16517.18    | -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      | $-1874.54     | -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      | $3473.46      | 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      | $2248.18      | 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      | $837.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $7795.41      | 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      | $-656.66      | -0.00%            |  |  |  | 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      | $8348.25      | 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      | $-1491.72     | -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      | $-2463.32     | -0.00%            |  |  |  | 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      | $-3120.89     | -0.00%            |  |  |  | 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      | $16701.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $1736.35      | 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      | $-466.47      | -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      | $-2564.20     | -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      | $889.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-11950.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |          1 | NC      | $2419.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $25066.96     | 0.01%             |  |  |  | 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      | $1606.04      | 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      | $2515.43      | 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      | $4802.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $42292.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD SEK                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-32726.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |          1 | NC      | $41673.77     | 0.01%             |  |  |  | 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      | $5004.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $2107.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-6111.71     | -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      | $-96021.42    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                  | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $14169.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $3449.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | N/A       |          1 | NC      | $-840.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $903.26       | 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      | $1844.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $1066.82      | 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      | $-1971.65     | -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      | $3090.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                       | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $183.30       | 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      | $402.68       | 0.00%             |  |  |  | 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      | $99.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $386.45       | 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      | $11116.39     | 0.00%             |  |  |  | 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      | $-167.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                       | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |          1 | NC      | $263.74       | 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      | $-171.37      | -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      | $-1517.80     | -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      | $468.04       | 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      | $-423.22      | -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      | $686.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-6884.78     | -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      | $156.20       | 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      | $543.14       | 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      | $331.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-15701.60    | -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      | $581.16       | 0.00%             |  |  |  | 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      | $-249.44      | -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      | $-41.65       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                       | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | N/A       |          1 | NC      | $-47.79       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                                                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       3551 | NS      | $416212.71    | 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      | $297428.26    | 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      | $336149.71    | 0.10%             | 2039-06-10      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Elm CLO Ltd                                       | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBC4<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100451.76    | 0.03%             | 2039-06-10      | Variable      | 6.19%                 | Yes           | 2                  | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     345000 | PA      | $351413.55    | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| EASTERN ENERGY GAS                                | Eastern Energy Gas Holdings LLC                                                                                                        | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     266000 | PA      | $257310.16    | 0.08%             | 2054-10-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Edison International                              | Edison International                                                                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       8455 | NS      | $507469.10    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Electronic Arts Inc                               | Electronic Arts Inc                                                                                                                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       2868 | NS      | $586018.44    | 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      | $78690.91     | 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        |     268000 | PA      | $273899.99    | 0.08%             | 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      | $405750.06    | 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        |     296371 | PA      | $301266.70    | 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        |     167000 | PA      | $158257.71    | 0.05%             | 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      | $206889.39    | 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      | $184290.59    | 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        |      62598 | PA      | $62821.29     | 0.02%             | 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        |      58641 | PA      | $58888.26     | 0.02%             | 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      | $173486.73    | 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      | $102228.68    | 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        |       7022 | NS      | $334598.30    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                                                                      | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     253000 | PA      | $260030.48    | 0.08%             | 2034-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                                                                      | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109384.00    | 0.03%             | 2030-12-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       7194 | NS      | $865725.96    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     456000 | PA      | $337457.61    | 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      | $250650.52    | 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        |     282000 | PA      | $292564.49    | 0.09%             | 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        |       3917 | PA      | $4099.80      | 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        |      59994 | PA      | $61763.98     | 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        |      22897 | PA      | $23548.07     | 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        |      92464 | PA      | $95309.40     | 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        |     100418 | PA      | $101342.37    | 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        |      52943 | PA      | $53335.65     | 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        |       6381 | PA      | $6484.32      | 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        |     208761 | PA      | $197145.91    | 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        |     738133 | PA      | $624360.92    | 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        |     149611 | PA      | $121411.30    | 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        |    1628534 | PA      | $1320802.33   | 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        |     217922 | PA      | $185274.89    | 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        |     825630 | PA      | $732821.99    | 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        |      35200 | PA      | $29926.64     | 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        |     155968 | PA      | $138206.70    | 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        |     810568 | PA      | $822579.02    | 0.25%             | 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        |     361360 | PA      | $366566.41    | 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        |     434504 | PA      | $440676.05    | 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        |      31944 | PA      | $28281.34     | 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        |     191414 | PA      | $192941.07    | 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        |     268742 | PA      | $250956.97    | 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        |      36397 | PA      | $32795.09     | 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        |     118672 | PA      | $100562.32    | 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        |      39290 | PA      | $35079.77     | 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        |      59198 | PA      | $61460.91     | 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        |     276217 | PA      | $245211.44    | 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        |      97967 | PA      | $101825.68    | 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        |      35339 | PA      | $30417.78     | 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        |     108518 | PA      | $93265.64     | 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        |      37622 | PA      | $36054.82     | 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        |     123659 | PA      | $17832.94     | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BN3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     519015 | PA      | $510413.39    | 0.15%             | 2052-09-25      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BN6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     518516 | PA      | $511781.26    | 0.15%             | 2052-10-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BNW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     553616 | PA      | $544440.96    | 0.16%             | 2052-09-25      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     261004 | PA      | $262972.77    | 0.08%             | 2054-12-25      | Floating      | 5.27%                 | 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      | $44506.87     | 0.01%             | 2030-09-25      | Variable      | 1.17%                 | 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      | $85836.59     | 0.03%             | 2030-11-25      | Variable      | 1.08%                 | 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      | $11749.75     | 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      | $96376.44     | 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      | $96563.13     | 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      | $278092.87    | 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      | $114443.42    | 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      | $86244.13     | 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      | $93629.94     | 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        |    6659599 | PA      | $83279.61     | 0.03%             | 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        |    8069450 | PA      | $174580.13    | 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      | $70316.80     | 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      | $79805.82     | 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      | $168894.23    | 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      | $42867.72     | 0.01%             | 2031-12-25      | Variable      | 0.57%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HFDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     517631 | PA      | $520660.07    | 0.16%             | 2054-08-25      | Floating      | 5.17%                 | 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      | $74673.35     | 0.02%             | 2034-09-25      | Variable      | 0.91%                 | 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        |    1004408 | PA      | $21520.65     | 0.01%             | 2030-01-25      | Variable      | 0.57%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HN3C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     109839 | PA      | $114860.87    | 0.03%             | 2055-09-25      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                        | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164510 | PA      | $159463.11    | 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        |     732988 | PA      | $693821.16    | 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        |     178092 | PA      | $178451.14    | 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        |      95580 | PA      | $96151.53     | 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        |     129809 | PA      | $130571.40    | 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        |     393434 | PA      | $395246.14    | 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        |     329455 | PA      | $331457.33    | 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        |     174208 | PA      | $175391.89    | 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        |     184092 | PA      | $174149.83    | 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        |      59001 | PA      | $60789.80     | 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        |     313512 | PA      | $322100.92    | 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        |      61917 | PA      | $63183.62     | 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        |      79954 | PA      | $75705.42     | 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        |      22075 | PA      | $19157.94     | 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        |      23415 | PA      | $20344.53     | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                        | CUSIP: 3140KG4A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23548 | PA      | $20477.70     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                        | CUSIP: 3140L1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251218 | PA      | $207287.48    | 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        |      42818 | PA      | $36384.40     | 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        |     444196 | PA      | $393415.13    | 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        |      24069 | PA      | $21309.07     | 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        |      44724 | PA      | $38607.28     | 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        |     205511 | PA      | $173839.61    | 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        |      16736 | PA      | $14289.31     | 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        |     188586 | PA      | $159524.28    | 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        |      42817 | PA      | $34987.72     | 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        |      54668 | PA      | $46989.10     | 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        |      62356 | PA      | $53673.16     | 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        |      53092 | PA      | $45788.47     | 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        |      71277 | PA      | $63813.65     | 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        |      31331 | PA      | $26641.13     | 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        |     101633 | PA      | $90789.10     | 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        |      81920 | PA      | $84405.07     | 0.03%             | 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        |      20530 | PA      | $21463.81     | 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        |      56447 | PA      | $59703.17     | 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        |       9898 | PA      | $10348.39     | 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        |      83712 | PA      | $84319.97     | 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        |      18054 | PA      | $18865.74     | 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        |       5938 | PA      | $6280.72      | 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        |      16530 | PA      | $17272.18     | 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        |     312495 | PA      | $312005.50    | 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        |      96972 | PA      | $99721.25     | 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        |      34047 | PA      | $35011.92     | 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        |      25648 | PA      | $26375.27     | 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        |      21409 | PA      | $17380.67     | 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        |     118229 | PA      | $101172.04    | 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        |     344938 | PA      | $279703.98    | 0.08%             | 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        |      20370 | PA      | $17331.08     | 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        |      21620 | PA      | $18381.49     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                        | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61848 | PA      | $54872.34     | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                        | CUSIP: 31418QPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     238764 | PA      | $245533.35    | 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        |     145682 | PA      | $148891.41    | 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        |      86631 | PA      | $87184.71     | 0.03%             | 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        |     262100 | PA      | $256660.60    | 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        |     179155 | PA      | $186284.95    | 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        |     269269 | PA      | $281006.87    | 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        |     317000 | PA      | $319736.29    | 0.10%             | 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        |       4225 | NS      | $280793.50    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Finning International Inc                         | Finning International Inc                                                                                                              | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       5557 | NS      | $301099.48    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                                        | Fiserv Inc                                                                                                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       4023 | NS      | $270224.91    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                                                                             | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     238000 | PA      | $186738.11    | 0.06%             | 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        |     121000 | PA      | $121308.01    | 0.04%             | 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        |      64000 | PA      | $60070.24     | 0.02%             | 2055-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                                                                                   | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     349000 | PA      | $360274.45    | 0.11%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                                                                                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $202780.00    | 0.06%             | 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      | $229985.30    | 0.07%             | 2026-06-10      | Fixed         | 6.95%                 | 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        |     184005 | PA      | $183805.49    | 0.06%             | 2039-02-23      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                                                                                  | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     182000 | PA      | $178968.24    | 0.05%             | 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        |     330558 | PA      | $311504.42    | 0.09%             | 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        |      43662 | PA      | $39282.92     | 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        |     156174 | PA      | $140509.78    | 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        |      49728 | PA      | $42917.09     | 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        |     219410 | PA      | $189357.81    | 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        |     200021 | PA      | $172624.07    | 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        |     295623 | PA      | $244906.75    | 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        |     527389 | PA      | $457159.78    | 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        |     116168 | PA      | $110506.80    | 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        |     151381 | PA      | $136297.46    | 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        |     100824 | PA      | $102555.77    | 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        |      19280 | PA      | $19291.87     | 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        |      39192 | PA      | $39252.37     | 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        |     375443 | PA      | $381192.08    | 0.12%             | 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        |      22148 | PA      | $22781.11     | 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        |       2767 | NS      | $931538.22    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                                                                                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       9246 | NS      | $429939.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| GEORGIA POWER CO                                  | Georgia Power Co                                                                                                                       | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     247000 | PA      | $251831.25    | 0.08%             | 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        |        799 | NS      | $702321.00    | 0.21%             |  |  |  | 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      | $113528.11    | 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        |     342000 | PA      | $343830.84    | 0.10%             | 2035-10-23      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                               | CUSIP: 38379QC94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      94981 | PA      | $93000.59     | 0.03%             | 2045-10-20      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                               | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     202917 | PA      | $203154.72    | 0.06%             | 2054-10-20      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                                                                                                    | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     359000 | PA      | $355724.22    | 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        |     195000 | PA      | $192333.58    | 0.06%             | 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      | $135316.44    | 0.04%             | 2055-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                                                      | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     234000 | PA      | $239813.69    | 0.07%             | 2031-03-03      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Capgemini SE                                      | Capgemini SE                                                                                                                           | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       6003 | NS      | $994172.74    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Hartford Insurance Group Inc/The                  | Hartford Insurance Group Inc/The                                                                                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       2595 | NS      | $357591.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| HIGHWOODS REALTY LP                               | Highwoods Realty LP                                                                                                                    | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     237000 | PA      | $236822.34    | 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        |       8148 | NS      | $210381.36    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       1026 | NS      | $353046.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                                                                                     | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     178000 | PA      | $166281.62    | 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      | $79554.54     | 0.02%             | 2052-04-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Publicis Groupe SA                                | Publicis Groupe SA                                                                                                                     | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       4707 | NS      | $488309.83    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Honeywell International Inc                       | Honeywell International Inc                                                                                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       2102 | NS      | $410079.18    | 0.12%             |  |  |  | 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      | $155842.52    | 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        |       1851 | NS      | $474096.63    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                                                                             | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129235.59    | 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        |     341000 | PA      | $348144.13    | 0.11%             | 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        |     148000 | PA      | $146590.94    | 0.04%             | 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        |     191000 | PA      | $201965.55    | 0.06%             | 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      | $363272.99    | 0.11%             | 2035-01-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     157000 | PA      | $167541.16    | 0.05%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     112000 | PA      | $113275.50    | 0.03%             | 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      | $82007.49     | 0.02%             | 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        |       1840 | NS      | $124984.87    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                                                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      18556 | NS      | $684716.40    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                                                                             | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     143000 | PA      | $133126.92    | 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      | $115026.37    | 0.03%             | 2039-12-01      | Fixed         | 5.08%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                             | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     106000 | PA      | $109278.58    | 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      | $115341.93    | 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      | $114974.38    | 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        |       2137 | NS      | $688584.14    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     548000 | PA      | $488650.64    | 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      | $278541.67    | 0.08%             | 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      | $204843.25    | 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      | $329689.44    | 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      | $277023.84    | 0.08%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                          | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co                                                          | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     198000 | PA      | $201199.23    | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                           | Jersey Central Power & Light Co                                                                                                        | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     184000 | PA      | $165281.06    | 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      | $74831.16     | 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        |      11703 | NS      | $2421935.85   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                          | Development Bank of Kazakhstan JSC                                                                                                     | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     335000 | PA      | $346640.95    | 0.10%             | 2030-04-07      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Schneider Electric SE                             | Schneider Electric SE                                                                                                                  | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       3740 | NS      | $1025139.21   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Kenvue Inc                                        | Kenvue Inc                                                                                                                             | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      73911 | NS      | $1274964.75   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| E.ON SE                                           | E.ON SE                                                                                                                                | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      44426 | NS      | $841877.14    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                                                                                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       7369 | NS      | $743458.41    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                                                                                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     227000 | PA      | $187529.16    | 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      | $159034.29    | 0.05%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KUWAIT INTL BOND                                  | Kuwait International Government Bond                                                                                                   | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     256000 | PA      | $256318.78    | 0.08%             | 2028-10-09      | Fixed         | 4.02%                 | Yes           | 2                  | On Loan: No      |
| LKQ Corp                                          | LKQ Corp                                                                                                                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      16645 | NS      | $502679.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| L'OREAL SA                                        | L'Oreal SA                                                                                                                             | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $204428.48    | 0.06%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                                                                       | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     412000 | PA      | $405117.75    | 0.12%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                                                                       | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     116000 | PA      | $119358.31    | 0.04%             | 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        |       1924 | NS      | $564828.68    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Hellenic Telecommunications Organization SA       | Hellenic Telecommunications Organization SA                                                                                            | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |      15450 | NS      | $306124.32    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      15134 | NS      | $1237513.46   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                                                                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       2202 | NS      | $376938.36    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Fresenius Medical Care AG                         | Fresenius Medical Care AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |       2723 | NS      | $130434.84    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                         | Lear Corp                                                                                                                              | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       5411 | NS      | $620100.60    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Leidos Holdings Inc                               | Leidos Holdings Inc                                                                                                                    | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       2309 | NS      | $416543.60    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                                                                         | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     283000 | PA      | $283241.50    | 0.09%             | 2055-02-12      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LOW INCOME INVESTMENT                             | Low Income Investment Fund                                                                                                             | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $149124.30    | 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      | $134944.92    | 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        |        931 | NS      | $187577.88    | 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      | $241135.67    | 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        |     162328 | PA      | $162327.65    | 0.05%             | 2037-02-19      | Floating      | 5.08%                 | 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      | $280270.58    | 0.08%             | 2037-02-19      | Floating      | 5.68%                 | Yes           | 2                  | On Loan: No      |
| MFS Institutional Money Market Portfolio          | MFS Institutional Money Market Portfolio                                                                                               | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |    9424948 | NS      | $9426832.67   | 2.85%             |  |  |  | No            | 1                  | On Loan: No      |
| MACQUARIE BANK LTD                                | Macquarie Bank Ltd                                                                                                                     | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     245000 | PA      | $248322.70    | 0.07%             | 2036-08-13      | Fixed         | 5.64%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                                                                      | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     107000 | PA      | $114433.71    | 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      | $64878.06     | 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      | $213857.03    | 0.06%             | 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        |      16550 | NS      | $600963.17    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Wolters Kluwer NV                                 | Wolters Kluwer NV                                                                                                                      | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       1772 | NS      | $183964.02    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                                                                              | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      10121 | NS      | $981916.43    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     168000 | PA      | $171689.72    | 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      | $268263.53    | 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      | $257997.21    | 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      | $212779.15    | 0.06%             | 2055-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                                                          | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     175000 | PA      | $162239.74    | 0.05%             | 2031-04-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Masco Corp                                        | Masco Corp                                                                                                                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      13209 | NS      | $838243.14    | 0.25%             |  |  |  | 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      | $228119.11    | 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      | $514801.99    | 0.16%             | 2038-07-01      | Fixed         | 4.95%                 | 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      | $453063.29    | 0.14%             | 2052-12-01      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                                                                         | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     102000 | PA      | $79849.22     | 0.02%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co Inc                                                                                                                         | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     274000 | PA      | $272975.83    | 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        |       6187 | NS      | $488401.78    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Michigan Finance Authority                        | MICHIGAN ST FIN AUTH REVENUE                                                                                                           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     200000 | PA      | $169084.50    | 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        |       2371 | NS      | $1146663.02   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| MICROSOFT CORP                                    | Microsoft Corp                                                                                                                         | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     378000 | PA      | $230787.58    | 0.07%             | 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        |     102397 | NS      | $479029.04    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                          | Berkshire Hathaway Energy Co                                                                                                           | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      79000 | PA      | $75850.64     | 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        |      54813 | NS      | $535094.15    | 0.16%             |  |  |  | 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      | $265178.25    | 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        |      67500 | NS      | $190941.52    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CLP Holdings Ltd                                  | CLP Holdings Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |      25000 | NS      | $223374.26    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| DB Insurance Co Ltd                               | DB Insurance Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |        892 | NS      | $81178.16     | 0.02%             |  |  |  | No            | 1                  | 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        |    2207398 | PA      | $96499.70     | 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        |    4490372 | PA      | $166091.69    | 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      | $254565.61    | 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      | $318336.79    | 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        |       8850 | NS      | $387314.66    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Lenovo Group Ltd                                  | Lenovo Group Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |      78000 | NS      | $92488.44     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PetroChina Co Ltd                                 | PetroChina Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |     488000 | NS      | $524303.95    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| APA Group                                         | APA Group                                                                                                                              | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |      18847 | NS      | $112820.59    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| KDDI Corp                                         | KDDI Corp                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      51500 | NS      | $890498.91    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Daikin Industries Ltd                             | Daikin Industries Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       1700 | NS      | $217926.46    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                                                                       | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     346000 | PA      | $355007.62    | 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        |      74500 | NS      | $1183082.48   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJIFILM Holdings Corp                            | FUJIFILM Holdings Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      14600 | NS      | $311685.39    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| New Hampshire Business Finance Authority          | NATIONAL FIN AUTH NH UTL REV                                                                                                           | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     275000 | PA      | $290596.60    | 0.09%             | 2034-04-01      | Fixed         | 6.89%                 | No            | 2                  | On Loan: No      |
| MediaTek Inc                                      | MediaTek Inc                                                                                                                           | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       4000 | NS      | $181246.29    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NNN REIT Inc                                      | NNN REIT Inc                                                                                                                           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       3077 | NS      | $121941.51    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                                                                            | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     267000 | PA      | $267100.12    | 0.08%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| Hitachi Ltd                                       | Hitachi Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      31700 | NS      | $983449.55    | 0.30%             |  |  |  | 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        |      88000 | NS      | $639383.86    | 0.19%             |  |  |  | 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        |     151639 | PA      | $153292.64    | 0.05%             | 2065-05-25      | Variable      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| Kirin Holdings Co Ltd                             | Kirin Holdings Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      11800 | NS      | $177481.57    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyocera Corp                                      | Kyocera Corp                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      53600 | NS      | $751611.34    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| NEWS CORP                                         | News Corp                                                                                                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     352000 | PA      | $341533.84    | 0.10%             | 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      | $494763.75    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      73000 | PA      | $74796.60     | 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        |      35000 | NS      | $1024482.89   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| NEC Corp                                          | NEC Corp                                                                                                                               | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      23000 | NS      | $775538.75    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitto Denko Corp                                  | Nitto Denko Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      10000 | NS      | $237609.64    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| NORTHERN STAR RESOU                               | Northern Star Resources Ltd                                                                                                            | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |     217000 | PA      | $229702.01    | 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        |     225000 | PA      | $229250.95    | 0.07%             | 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        |      14830 | NS      | $2025629.70   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                          | Northwestern Mutual Life Insurance Co/The                                                                                              | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     364000 | PA      | $386316.14    | 0.12%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           | 2                  | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                                                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       1064 | NS      | $198436.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM2 Trust                                                                                                                    | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |     376742 | PA      | $379227.70    | 0.11%             | 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        |      81816 | PA      | $82615.47     | 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        |     217708 | PA      | $219089.57    | 0.07%             | 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      | $168384.62    | 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        |      15553 | NS      | $1294508.83   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |       4506 | NS      | $276526.28    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Shimamura Co Ltd                                  | Shimamura Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2600 | NS      | $169637.39    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                         | Shin-Etsu Chemical Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |       7600 | NS      | $236432.58    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                                 | Omnicom Group Inc                                                                                                                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      15815 | NS      | $1277061.25   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                                                                         | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     179000 | PA      | $184542.69    | 0.06%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                                                                                                             | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     308000 | PA      | $306158.41    | 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      | $284278.75    | 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      | $73478.21     | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     109000 | PA      | $105231.00    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Kasikornbank PCL                                  | Kasikornbank PCL                                                                                                                       | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |      31900 | NS      | $196938.58    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Tsusho Corp                                | Toyota Tsusho Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      25300 | NS      | $851839.89    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp                                         | PG&E Corp                                                                                                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      49638 | NS      | $797682.66    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                                                                              | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       6840 | NS      | $280440.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                                                                              | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      97000 | PA      | $99677.20     | 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        |       2579 | NS      | $538314.67    | 0.16%             |  |  |  | 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      | $296210.18    | 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      | $126157.10    | 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        |       5922 | NS      | $606768.12    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL ELECTRIC UTILITIES                            | PPL Electric Utilities Corp                                                                                                            | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     337000 | PA      | $322877.84    | 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      | $327273.18    | 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        |     252123 | PA      | $252079.62    | 0.08%             | 2056-10-01      | Floating      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      68000 | PA      | $71118.81     | 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      | $57155.00     | 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        |     200000 | PA      | $214298.39    | 0.06%             | 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      | $77213.58     | 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      | $191583.53    | 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        |      10821 | NS      | $554361.57    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| PEMBINA PIPELINE CORP                             | Pembina Pipeline Corp                                                                                                                  | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $294126.44    | 0.09%             | 2044-03-25      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| OPAP SA                                           | OPAP SA                                                                                                                                | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |       1793 | NS      | $40246.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       6764 | NS      | $2795345.18   | 0.84%             |  |  |  | No            | 2                  | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       1788 | NS      | $256613.76    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Eni SpA                                           | Eni SpA                                                                                                                                | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      82062 | NS      | $1556529.68   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Peru Government International Bonds               | Peru Government International Bonds                                                                                                    | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     810000 | PA      | $827415.00    | 0.25%             | 2035-02-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                              | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     333000 | PA      | $246079.34    | 0.07%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                                                                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      96358 | NS      | $2399314.20   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc                   | Philip Morris International Inc                                                                                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       7960 | NS      | $1276784.00   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       7116 | NS      | $918248.64    | 0.28%             |  |  |  | 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        |     281000 | PA      | $289774.69    | 0.09%             | 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        |     174000 | PA      | $176012.44    | 0.05%             | 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        |      21148 | NS      | $2001141.85   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| Popular Inc                                       | Popular Inc                                                                                                                            | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       2099 | NS      | $261367.48    | 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        |       4696 | NS      | $476705.20    | 0.14%             |  |  |  | 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      | $320169.67    | 0.10%             | 2041-11-15      | Floating      | 4.15%                 | 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      | $131044.08    | 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      | $265081.88    | 0.08%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| Regal Rexnord Corp                                | Regal Rexnord Corp                                                                                                                     | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       2920 | NS      | $409734.40    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                                                                                                     | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     187000 | PA      | $193444.57    | 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      | $118704.58    | 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        |       5090 | NS      | $137939.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   22117000 | PA      | $633127.79    | 0.19%             | 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        |   16812625 | PA      | $443248.78    | 0.13%             | 2035-10-29      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                             | RIO TINTO FIN USA PLC                                                                                                                  | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     230000 | PA      | $237486.24    | 0.07%             | 2032-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                                                                         | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      98000 | PA      | $101300.56    | 0.03%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                                                                           | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     130000 | PA      | $141427.13    | 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      | $59958.49     | 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      | $40910.38     | 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        |       7691 | NS      | $629134.68    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     259000 | PA      | $266108.58    | 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        |      93000 | PA      | $93389.46     | 0.03%             | 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      | $409392.06    | 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      | $532706.06    | 0.16%             | 2038-04-18      | Floating      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GROUP                           | Sammons Financial Group Inc                                                                                                            | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     235000 | PA      | $257317.09    | 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      | $222654.54    | 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        |     193000 | PA      | $191927.79    | 0.06%             | 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      | $254286.89    | 0.08%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                              | Saudi Arabian Oil Co                                                                                                                   | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     317000 | PA      | $309239.84    | 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        |      24866 | NS      | $2484362.06   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                                                                                | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     352000 | PA      | $349636.36    | 0.11%             | 2036-11-14      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                            | Sempra                                                                                                                                 | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     138000 | PA      | $141971.92    | 0.04%             | 2054-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                                                                          | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     233000 | PA      | $237133.38    | 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      | $3148.92      | 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      | $312438.74    | 0.09%             | 2056-06-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                 | Store Capital LLC                                                                                                                      | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     501000 | PA      | $456118.29    | 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        |     229000 | PA      | $235128.01    | 0.07%             | 2035-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                                 | Suncor Energy Inc                                                                                                                      | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      19687 | NS      | $873798.43    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| TCW Gem Ltd                                       | TCW CLO 2020-1 Ltd                                                                                                                     | CUSIP: 87190CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     780000 | PA      | $774588.36    | 0.23%             | 2034-04-20      | Floating      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     246000 | PA      | $251031.08    | 0.08%             | 2033-07-15      | Fixed         | 5.05%                 | 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      | $206415.77    | 0.06%             | 2043-06-18      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Tapestry Inc                                      | Tapestry Inc                                                                                                                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       3329 | NS      | $425346.33    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                                                   | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     287000 | PA      | $245308.29    | 0.07%             | 2052-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                                                                           | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     365000 | PA      | $366163.30    | 0.11%             | 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      | $149734.80    | 0.05%             | 2048-11-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                           | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     365000 | PA      | $334729.67    | 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      | $401735.30    | 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        |       3038 | NS      | $702750.16    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                                                                                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     517000 | PA      | $357958.04    | 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      | $244523.58    | 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      | $208700.00    | 0.06%             | 2038-01-29      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2619000 | PA      | $2349427.14   | 0.71%             | 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      | $725461.29    | 0.22%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     236000 | PA      | $238286.25    | 0.07%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      87000 | PA      | $85015.31     | 0.03%             | 2045-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1063000 | PA      | $990873.79    | 0.30%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2577000 | PA      | $2609816.50   | 0.79%             | 2030-03-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1324000 | PA      | $1334964.38   | 0.40%             | 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        |     332000 | PA      | $340050.80    | 0.10%             | 2034-07-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                          | Trustees of the University of Pennsylvania/The                                                                                         | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     409000 | PA      | $240263.33    | 0.07%             | 2050-10-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                                                                                  | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   35193000 | PA      | $925869.32    | 0.28%             | 2031-05-21      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                                     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      72000 | PA      | $73745.28     | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                                                                      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     312000 | PA      | $283911.54    | 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        |        545 | NS      | $121911.05    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Versant Media Group Inc                           | Versant Media Group Inc                                                                                                                | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |       1450 | NS      | $65233.80     | 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        |     187115 | PA      | $188023.27    | 0.06%             | 2069-01-25      | Variable      | 5.71%                 | Yes           | 2                  | On Loan: No      |
| VIDEOTRON LTD                                     | Videotron Ltd                                                                                                                          | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     288000 | PA      | $280112.54    | 0.08%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Vipshop Holdings Ltd                              | Vipshop Holdings Ltd                                                                                                                   | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |       4463 | NS      | $78950.47     | 0.02%             |  |  |  | No            | 1                  | 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        |     110821 | PA      | $110995.84    | 0.03%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           | 2                  | On Loan: No      |
| VULCAN MATERIALS CO                               | Vulcan Materials Co                                                                                                                    | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     142000 | PA      | $141382.97    | 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      | $166334.17    | 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      | $186069.27    | 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        |     145000 | PA      | $139572.17    | 0.04%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| WSP GLOBAL INC                                    | WSP Global Inc                                                                                                                         | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |     304000 | PA      | $236940.82    | 0.07%             | 2030-11-22      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp          | Westinghouse Air Brake Technologies Corp                                                                                               | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        940 | NS      | $200643.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Waters Corp                                       | Waters Corp                                                                                                                            | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        788 | NS      | $299306.04    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co                                                                                                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       4679 | NS      | $436082.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     260000 | PA      | $242667.58    | 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        |     228000 | PA      | $236098.54    | 0.07%             | 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        |    4790666 | PA      | $287219.09    | 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      | $355973.45    | 0.11%             | 2034-03-11      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  114950000 | PA      | $713748.21    | 0.22%             | 2040-03-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     155000 | PA      | $162692.81    | 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      | $36820.50     | 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        |       1090 | NS      | $80507.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                                                                                                        | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     155000 | PA      | $159823.77    | 0.05%             | 2034-03-15      | Fixed         | 5.50%                 | No            | 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      | $17578.50     | 0.01%             |  |  |  | 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      | $-6641.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                          | Long: BM11834   IRS EUR R V 12MCPTEE SM11834 CCPINFLATIONZERO / Short: BM11834   IRS EUR P F  1.83120 SM11834 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1900000 | OU      | $1412.65      | 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        |   17100000 | OU      | $-152948.56   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                          | Long: SM11925   IRS USD R F  3.17000 SM11925_FIX CCPINFLATIONZERO / Short: SM11925   IRS USD P V 12MUSCPI SM11925_FLO CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   17100000 | OU      | $98054.14     | 0.03%             |  |  |  | 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      | $71.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                          | Long: BM11973   IRS USD R V 00MSOFR SM11973_FLO CCPOIS / Short: BM11973   IRS USD P F  3.77500 SM11973_FIX CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8000000 | OU      | $27465.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                          | Long: BM11974   IRS USD R V 00MSOFR SM11974_FLO CCPOIS / Short: BM11974   IRS USD P F  4.11500 SM11974_FIX CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11700000 | OU      | $111121.10    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                          | Long: SM11972   IRS USD R F  3.42200 SM11972_FIX CCPOIS / Short: SM11972   IRS USD P V 00MSOFR SM11972_FLO CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   44100000 | OU      | $-97800.57    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                          | Long: SM11971   IRS USD R F  3.25200 SM11971_FIX CCPOIS / Short: SM11971   IRS USD P V 00MSOFR SM11971_FLO CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   34900000 | OU      | $-14031.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RIKISBREF                                         | Iceland Rikisbref                                                                                                                      | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   84000000 | PA      | $665660.72    | 0.20%             | 2031-01-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1242000 | PA      | $1328167.06   | 0.40%             | 2052-07-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                       | Cie Financiere Richemont SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        970 | NS      | $209341.72    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                      | UBS Group AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      49910 | NS      | $2307192.74   | 0.70%             |  |  |  | No            | 2                  | On Loan: No      |
| Banca Mediolanum SpA                              | Banca Mediolanum SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |       4821 | NS      | $109775.43    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| RIKISBREF                                         | Iceland Rikisbref                                                                                                                      | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   67100000 | PA      | $510311.09    | 0.15%             | 2028-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| National Bank of Greece SA                        | National Bank of Greece SA                                                                                                             | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      17353 | NS      | $264314.21    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                               | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 5060190000 | PA      | $3372634.36   | 1.02%             | 2029-06-10      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   16970000 | PA      | $2583305.42   | 0.78%             | 2029-11-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds                | Japan Government Twenty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  311800000 | PA      | $1476332.39   | 0.45%             | 2039-12-20      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  199600000 | PA      | $671521.99    | 0.20%             | 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        | 7450400000 | PA      | $4770662.54   | 1.44%             | 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      | $211291.52    | 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      | $133770.99    | 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      | $398254.48    | 0.12%             | 2036-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds                      | New Zealand Government Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1411000 | PA      | $719223.43    | 0.22%             | 2032-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| QatarEnergy                                       | QatarEnergy                                                                                                                            | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     236000 | PA      | $181732.74    | 0.05%             | 2041-07-12      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| UNICAJA BANCO SA                                  | Unicaja Banco SA                                                                                                                       | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $236802.80    | 0.07%             | 2026-11-18      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  141650000 | PA      | $488929.43    | 0.15%             | 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      | $219108.65    | 0.07%             | 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        |   18300000 | PA      | $821202.51    | 0.25%             | 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        |     532000 | PA      | $539621.66    | 0.16%             | 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        |      12800 | NS      | $200430.61    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                          | Thailand Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   16600000 | PA      | $614409.65    | 0.19%             | 2043-06-17      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   16000000 | PA      | $826384.56    | 0.25%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    2640000 | PA      | $3197881.07   | 0.97%             | 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      | $4458124.09   | 1.35%             | 2033-02-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   16290000 | PA      | $814684.24    | 0.25%             | 2034-04-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Sandoz Group AG                                   | Sandoz Group AG                                                                                                                        | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |       3915 | NS      | $285330.65    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenaris SA                                        | Tenaris SA                                                                                                                             | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      23116 | NS      | $445911.62    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| AMS-OSRAM AG                                      | ams-OSRAM AG                                                                                                                           | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     140000 | PA      | $171322.55    | 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      | $2234209.82   | 0.67%             | 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      | $596897.93    | 0.18%             | 2034-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     300000 | PA      | $338555.21    | 0.10%             | 2034-02-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     879000 | PA      | $1060476.61   | 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      | $445599.71    | 0.13%             | 2054-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2621000 | PA      | $3186697.07   | 0.96%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| LINDE PLC                                         | Linde PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $229000.81    | 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      | $233577.50    | 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        |    1284000 | PA      | $1214879.22   | 0.37%             | 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      | $201596.91    | 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      | $552738.39    | 0.17%             | 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      | $215856.09    | 0.07%             | 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      | $211540.59    | 0.06%             | 2034-05-22      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    4700000 | PA      | $694967.30    | 0.21%             | 2034-05-25      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     918000 | PA      | $1100814.82   | 0.33%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     648000 | PA      | $755828.15    | 0.23%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| MBANK SA                                          | mBank SA                                                                                                                               | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |     300000 | PA      | $361786.82    | 0.11%             | 2030-09-27      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| LANDSBANKINN HF                                   | Landsbankinn HF                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |     272000 | PA      | $323643.97    | 0.10%             | 2029-10-08      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HAMMERSON PLC                                     | Hammerson PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135217.66    | 0.04%             | 2036-10-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                                    | DSV Finance BV                                                                                                                         | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115040.68    | 0.03%             | 2034-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                              | EnBW International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $234344.81    | 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      | $262748.00    | 0.08%             | 2029-11-19      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HEATHROW FUNDING LTD                              | Heathrow Funding Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     136000 | PA      | $157562.44    | 0.05%             | 2036-01-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    2121000 | PA      | $2530266.14   | 0.76%             | 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      | $194991.44    | 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      | $161984.50    | 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        |     961000 | PA      | $1121762.04   | 0.34%             | 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        |   14800000 | PA      | $2106299.81   | 0.64%             | 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      | $269382.40    | 0.08%             | 2035-08-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ALBANIA                               | Albania Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     423000 | PA      | $502856.04    | 0.15%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| FASTIGHETS AB BALDER                              | Fastighets AB Balder                                                                                                                   | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |     280000 | PA      | $327633.70    | 0.10%             | 2032-02-19      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     130000 | PA      | $154835.77    | 0.05%             | 2033-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                               | Sandoz Finance BV                                                                                                                      | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |     140000 | PA      | $166151.69    | 0.05%             | 2035-03-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1395000 | PA      | $1627797.01   | 0.49%             | 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      | $281205.17    | 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      | $163942.03    | 0.05%             | 2032-05-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ALLIANDER NV                                      | Alliander NV                                                                                                                           | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |     190000 | PA      | $217738.32    | 0.07%             | 2037-05-06      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AEROPORTI DI ROMA SPA                             | Aeroporti di Roma SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |     136000 | PA      | $160001.40    | 0.05%             | 2032-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                          | Finland Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     417000 | PA      | $483393.60    | 0.15%             | 2035-09-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     126000 | PA      | $137342.61    | 0.04%             | 2054-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VISA INC                                          | Visa Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     130000 | PA      | $148523.69    | 0.04%             | 2044-05-15      | Fixed         | 3.88%                 | 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      | $113186.05    | 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      | $232346.44    | 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      | $200074.95    | 0.06%             | 2056-08-28      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     210000 | PA      | $248318.58    | 0.07%             | 2032-05-30      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CESKE DRAHY                                       | Ceske Drahy AS                                                                                                                         | CUSIP: 000000000<br>LEI: 31570010000000034336 | Long             | DBT              | CORP              | CZ        |     133000 | PA      | $159576.50    | 0.05%             | 2030-07-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                          | MFB Magyar Fejlesztesi Bank Zrt                                                                                                        | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |     437000 | PA      | $524272.79    | 0.16%             | 2030-06-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AMPRION GMBH                                      | Amprion GmbH                                                                                                                           | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $234162.56    | 0.07%             | 2036-06-05      | Fixed         | 3.88%                 | 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      | $294355.28    | 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      | $212268.37    | 0.06%             | 2055-06-02      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     160000 | PA      | $187536.65    | 0.06%             | 2035-06-10      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| BONOS DE TESORERIA                                | Peru Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    6262000 | PA      | $2003883.43   | 0.61%             | 2035-08-12      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| SNB FUNDING LTD                                   | SNB Funding Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |     315000 | PA      | $324226.04    | 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      | $345975.75    | 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        |     680000 | PA      | $790769.00    | 0.24%             | 2035-07-03      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EPH FIN INTERNATIONAL AS                          | EPH Financing International AS                                                                                                         | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |     273000 | PA      | $326446.28    | 0.10%             | 2032-07-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ARQIVA BROADC FINANCE PL                          | Arqiva Broadcast Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |     236000 | PA      | $327613.02    | 0.10%             | 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      | $201714.59    | 0.06%             | 2030-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     334000 | PA      | $384191.13    | 0.12%             | 2035-08-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| LOGICOR FINANCING SARL                            | Logicor Financing Sarl                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     130000 | PA      | $150942.69    | 0.05%             | 2032-07-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                                                                              | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     101000 | PA      | $118965.08    | 0.04%             | 2035-07-15      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                                    | European Union                                                                                                                         | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    2640000 | PA      | $3077571.08   | 0.93%             | 2032-12-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     110000 | PA      | $129986.87    | 0.04%             | 2033-07-16      | Fixed         | 3.68%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $118947.26    | 0.04%             | 2037-07-16      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| TERNA RETE ELETTRICA                              | Terna - Rete Elettrica Nazionale                                                                                                       | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     260000 | PA      | $301992.13    | 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      | $115383.49    | 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      | $218981.49    | 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      | $117258.14    | 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        |    2000000 | PA      | $267184.91    | 0.08%             | 2045-07-15      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2400000 | PA      | $333491.03    | 0.10%             | 2055-08-25      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    3300000 | PA      | $470810.21    | 0.14%             | 2035-08-25      | Fixed         | 1.83%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                               | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 3325000000 | PA      | $2236473.41   | 0.68%             | 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      | $151967.20    | 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      | $520473.75    | 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        |     390000 | PA      | $451017.59    | 0.14%             | 2035-09-04      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| LEGAL & GENERAL GROUP                             | Legal & General Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |     160000 | PA      | $190511.76    | 0.06%             | 2055-09-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ASSA ABLOY AB                                     | Assa Abloy AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |     120000 | PA      | $140786.94    | 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      | $116262.77    | 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        |    2860000 | PA      | $3344602.72   | 1.01%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CBQ FINANCE LTD                                   | CBQ Finance Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $400545.76    | 0.12%             | 2030-09-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FORVIA SE                                         | Forvia SE                                                                                                                              | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120764.75    | 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      | $116895.97    | 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      | $114279.27    | 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      | $334743.97    | 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      | $116195.55    | 0.04%             | 2037-09-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL BV                                  | America Movil BV                                                                                                                       | CUSIP: 000000000<br>LEI: 724500AVF7ZU7L61BL70 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $350304.32    | 0.11%             | 2030-09-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                       | Heineken NV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     340000 | PA      | $397263.29    | 0.12%             | 2034-05-03      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| P3 GROUP SARL                                     | P3 Group Sarl                                                                                                                          | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $115580.91    | 0.03%             | 2033-04-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ELIA TRANSMISSION BE                              | Elia Transmission Belgium SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $115451.65    | 0.03%             | 2035-10-08      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  163600000 | PA      | $1012974.77   | 0.31%             | 2055-09-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| HAMMERSON PLC                                     | Hammerson PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $300210.03    | 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        |  502850000 | PA      | $3175043.18   | 0.96%             | 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      | $161755.69    | 0.05%             | 2032-11-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BANKINTER SA                                      | Bankinter SA                                                                                                                           | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $231285.29    | 0.07%             | 2033-11-03      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                                  | Pernod Ricard SA                                                                                                                       | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $345943.50    | 0.10%             | 2033-02-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UNILEVER CAPITAL CORP                             | Unilever Capital Corp                                                                                                                  | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     340000 | PA      | $391548.67    | 0.12%             | 2032-10-31      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| LSEG NETHERLANDS BV                               | Lseg Netherlands BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |     210000 | PA      | $243164.16    | 0.07%             | 2031-11-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     220000 | PA      | $252022.23    | 0.08%             | 2034-11-06      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AA BOND CO LTD                                    | AA Bond Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     134000 | PA      | $179906.29    | 0.05%             | 2032-07-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                                         | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     300000 | PA      | $349408.11    | 0.11%             | 2031-11-07      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| BMS IRELAND CAP FUNDING                           | BMS Ireland Capital Funding DAC                                                                                                        | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     180000 | PA      | $209045.68    | 0.06%             | 2033-11-10      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| SMITHS GROUP PLC                                  | Smiths Group PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $299497.55    | 0.09%             | 2033-11-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                         | Orange SA                                                                                                                              | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $233245.00    | 0.07%             | 2031-11-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SWISSCOM FINANCE                                  | Swisscom Finance BV                                                                                                                    | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $424926.53    | 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      | $134856.80    | 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      | $115366.80    | 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      | $116699.29    | 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      | $117403.98    | 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        |     210000 | PA      | $244547.27    | 0.07%             | 2034-11-26      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MAGNUM ICC FINANCE BV                             | Magnum Icc Finance BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |     160000 | PA      | $184526.71    | 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      | $121834.86    | 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        |     367000 | PA      | $425738.10    | 0.13%             | 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        |     310000 | PA      | $362973.08    | 0.11%             | 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      | $116761.99    | 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      | $233613.31    | 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      | $231126.40    | 0.07%             | 2031-06-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                       | S+P500 EMINI FUT MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -18 | NC      | $66688.83     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                    | TOPIX INDX FUTR MAR26                                                                                                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          9 | NC      | $24043.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                 | DAX INDEX FUTURE MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -11 | NC      | $-10999.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| South African Futures Exchange                    | FTSE/JSE TOP 40 MAR26                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |         72 | NC      | $90321.23     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Korea Exchange (Futures Market)                   | KOSPI2 INX FUT MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |          4 | NC      | $13718.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Italian Derivatives Market                        | FTSE/MIB IDX FUT MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |         13 | NC      | $43819.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division  | FTSE 100 IDX FUT MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         93 | NC      | $287953.81    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| B3 SA - Brasil, Bolsa, Balcao                     | MINI BOVESPA FUT FEB26                                                                                                                 | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | N/A              | DE               |  | BR        |       -515 | NC      | $6351.77      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exchange traded                                   | ISHARES MSCI EMERGING MARKETS                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       1900 | NC      | $1900.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                 | EURO-BOBL FUTURE MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         20 | NC      | $-1341.37     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT MAR26                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         51 | NC      | $4371.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUND FUTURE MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -172 | NC      | $214231.86    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUXL 30Y BND MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -18 | NC      | $14084.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         14 | NC      | $-24115.98    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -213 | NC      | $156611.25    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -2 | NC      | $5617.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                       | E-MINI RUSS 2000 MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -91 | NC      | $525810.29    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         87 | NC      | $-8966.54     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         83 | NC      | $4237.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -66 | NC      | $-15242.87    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division  | LONG GILT FUTURE MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -13 | NC      | $-5807.13     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                               | AUST 10Y BOND FUT MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -83 | NC      | $2544.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal        | CAN 10YR BOND FUT MAR26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        260 | NC      | $-23789.55    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Exchange traded                                   | S+P 500 INDEX                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          7 | NC      | $102340.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nasdaq Stockholm AB                               | OMXS30 IND FUTURE JAN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |        -57 | NC      | $-21080.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Exchange                                    | JPN 10Y BOND(OSE) MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         20 | NC      | $-143194.59   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                    | JPN 10Y BOND(OSE) MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -1 | NC      | $6629.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.      | MSCI SING IX ETS JAN26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         12 | NC      | $2353.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                   | HANG SENG IDX FUT JAN26                                                                                                                | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         72 | NC      | $-158040.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal        | CAN 5YR BOND FUT MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -13 | NC      | $-2512.49     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                               | AUST 3YR BOND FUT MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -83 | NC      | $8704.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Meff Financial Derivatives                        | IBEX 35 INDX FUTR JAN26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |         38 | NC      | $88922.73     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Euronext NV                                       | CAC40 10 EURO FUT JAN26                                                                                                                | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         14 | NC      | $4031.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal        | S+P/TSX 60 IX FUT MAR26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         24 | NC      | $16577.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                               | SPI 200 FUTURES MAR26                                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        -84 | NC      | $-770.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| National Stock Exchange Of India                  | IFSC NIFTY 50 FUT JAN26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |        -57 | NC      | $8968.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercado Mexicano De Derivados                     | MEX BOLSA IDX FUT MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 5493003M56ZNEEL5EQ10 | N/A              | DE               |  | MX        |        219 | NC      | $-96558.06    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Borsa Istanbul                                    | BIST 30 FUTURES FEB26                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | TR        |        396 | NC      | $-23200.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.      | FTSE TAIWAN INDEX JAN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -64 | NC      | $-140904.45   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                 | AUSTRALIAN DOLLAR                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | AU        |     363142 | NS      | $242343.01    | 0.07%             |  |  |  | No            | N/A                | On Loan: No      |
| Techtronic Industries Co Ltd                      | Techtronic Industries Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      52500 | NS      | $603160.97    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Tata Consultancy Services Ltd                     | Tata Consultancy Services Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |       5161 | NS      | $184104.46    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| IG Group Holdings PLC                             | IG Group Holdings PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |       6056 | NS      | $107345.93    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Seven & i Holdings Co Ltd                         | Seven & i Holdings Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      48500 | NS      | $696815.95    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| China Construction Bank Corp                      | China Construction Bank Corp                                                                                                           | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     760000 | NS      | $749007.16    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Legrand SA                                        | Legrand SA                                                                                                                             | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       2952 | NS      | $438684.79    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                                                                       | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      19520 | NS      | $1272272.00   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd             | Yangzijiang Shipbuilding Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |      73900 | NS      | $200071.57    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Danone SA                                         | Danone SA                                                                                                                              | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       7204 | NS      | $650030.28    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Reckitt Benckiser Group PLC                       | Reckitt Benckiser Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       5752 | NS      | $465359.75    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| E.ON INTL FINANCE BV                              | E.ON International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $273422.86    | 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        |       8809 | NS      | $646128.87    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| HEATHROW FUNDING LTD                              | Heathrow Funding Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     110000 | PA      | $146347.77    | 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        |       8837 | NS      | $690864.89    | 0.21%             |  |  |  | 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        |      66800 | NS      | $106198.66    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Glencore PLC                                      | Glencore PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     145019 | NS      | $788865.35    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Sompo Holdings Inc                                | Sompo Holdings Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |       8100 | NS      | $275929.52    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Astra International Tbk PT                        | Astra International Tbk PT                                                                                                             | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |     398900 | NS      | $160277.66    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Midea Group Co Ltd                                | Midea Group Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |      21300 | NS      | $238202.53    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     929000 | PA      | $661537.78    | 0.20%             | 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        |      89308 | NS      | $1376336.26   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    4828000 | PA      | $2448823.01   | 0.74%             | 2041-05-21      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| FDJ UNITED                                        | FDJ UNITED                                                                                                                             | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |       3607 | NS      | $100123.91    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambev SA                                          | Ambev SA                                                                                                                               | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     301800 | NS      | $759787.03    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Akzo Nobel NV                                     | Akzo Nobel NV                                                                                                                          | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |       6739 | NS      | $468049.46    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2338000 | PA      | $1885134.56   | 0.57%             | 2041-10-22      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EP INFRASTRUCTURE AS                              | EP Infrastructure AS                                                                                                                   | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     333000 | PA      | $377933.09    | 0.11%             | 2028-10-09      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    4035000 | PA      | $3913516.45   | 1.18%             | 2036-03-01      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Tesco PLC                                         | Tesco PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     314227 | NS      | $1871298.89   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| WH Group Ltd                                      | WH Group Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |     160000 | NS      | $178241.48    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| NatWest Group PLC                                 | NatWest Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     332092 | NS      | $2896493.90   | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| NetEase Inc                                       | NetEase Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |      14300 | NS      | $394307.89    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Informa PLC                                       | Informa PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      51394 | NS      | $609627.01    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Haleon PLC                                        | Haleon PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      83904 | NS      | $423892.95    | 0.13%             |  |  |  | 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        |      21300 | NS      | $87173.29     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA      | Cie Generale des Etablissements Michelin SCA                                                                                           | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      19735 | NS      | $654489.18    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1794000 | PA      | $2407234.80   | 0.73%             | 2031-10-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BRAZILIAN REAL                                    | BRAZILIAN REAL                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | BR        |    3664823 | NS      | $668793.86    | 0.20%             |  |  |  | No            | N/A                | On Loan: No      |
| EUROPEAN UNION                                    | European Union                                                                                                                         | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     630000 | PA      | $756360.71    | 0.23%             | 2028-12-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                  | ABN AMRO Bank NV                                                                                                                       | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      25347 | NS      | $884737.55    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryanair Holdings PLC                              | Ryanair Holdings PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |       5103 | NS      | $177212.70    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Doosan Bobcat Inc                                 | Doosan Bobcat Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 9884007K6X0Q0112FX44 | Long             | EC               | CORP              | KR        |       4328 | NS      | $172503.35    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                   | CANADIAN DOLLAR                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CA        |       4182 | NS      | $3046.52      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| YUAN RENMINBI                                     | YUAN RENMINBI                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CN        |          0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| CZECH KORUNA                                      | CZECH KORUNA                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CZ        |          0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| EURO CURRENCY                                     | EURO CURRENCY                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | N/A       |     573903 | NS      | $674450.66    | 0.20%             |  |  |  | No            | N/A                | On Loan: No      |
| Aon PLC                                           | Aon PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       4028 | NS      | $1421400.64   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Axalta Coating Systems Ltd                        | Axalta Coating Systems Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |       8016 | NS      | $258996.96    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                     | Accenture PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       1259 | NS      | $337789.70    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp PLC                                    | Eaton Corp PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       1164 | NS      | $370745.64    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      10220 | NS      | $777639.80    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ICON PLC                                          | ICON PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       3737 | NS      | $680956.14    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Brightstar Lottery PLC                            | Brightstar Lottery PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |       9587 | NS      | $148406.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                | Johnson Controls International plc                                                                                                     | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       3447 | NS      | $412778.25    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      22031 | NS      | $2116297.86   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagate Technology Holdings PLC                   | Seagate Technology Holdings PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        900 | NS      | $247851.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Smurfit WestRock PLC                              | Smurfit WestRock PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       8289 | NS      | $320535.63    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson PLC                          | Willis Towers Watson PLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       2967 | NS      | $974956.20    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| POUND STERLING                                    | POUND STERLING                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | GB        |     112303 | NS      | $151378.31    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| Chubb Ltd                                         | Chubb Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       3689 | NS      | $1151410.68   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| HONG KONG DOLLAR                                  | HONG KONG DOLLAR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | HK        |     948238 | NS      | $121839.26    | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| JAPANESE YEN                                      | JAPANESE YEN                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | JP        |   -8366948 | NS      | $-53415.14    | -0.02%            |  |  |  | No            | N/A                | On Loan: No      |
| SOUTH KOREAN WON                                  | SOUTH KOREAN WON                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | KR        |  107556763 | NS      | $74663.68     | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| MEXICAN PESO (NEW)                                | MEXICAN PESO (NEW)                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | MX        |    3275409 | NS      | $181891.41    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| NXP Semiconductors NV                             | NXP Semiconductors NV                                                                                                                  | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       4057 | NS      | $880612.42    | 0.27%             |  |  |  | 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            | N/A                | On Loan: No      |
| Exchange traded                                   | EQI00103 MFS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         76 | NC      | $5269.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Exchange traded                                   | EQI00104 MFS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        100 | NC      | $58760.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Exchange traded                                   | CS100182 MFS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | LU        |   30870000 | NC      | $4198.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Exchange traded                                   | CS100183 MFS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | AU        |  -30870000 | NC      | $-1481.25     | -0.00%            |  |  |  | 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      | $663300.00    | 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        |   28300000 | PA      | $1642747.41   | 0.50%             | 2048-02-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| SWEDISH KRONA                                     | SWEDISH KRONA                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | SE        |    -407223 | NS      | $-44232.13    | -0.01%            |  |  |  | No            | N/A                | On Loan: No      |
| SINGAPORE DOLLAR                                  | SINGAPORE DOLLAR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | SG        |      22616 | NS      | $17594.48     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| THAILAND BAHT                                     | THAILAND BAHT                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | TH        |       1924 | NS      | $61.08        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| TURKISH LIRA                                      | TURKISH LIRA                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | TR        |    6987714 | NS      | $162800.28    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| SOUTH AFRICAN RAND                                | SOUTH AFRICAN RAND                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | ZA        |     630450 | NS      | $38070.67     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2026-01-21

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer