# EDGAR Filing Document

**Accession Number:** 0000832808
**File Stem:** 0001410368-26-018311
**Filing Date:** 2026-2
**Character Count:** 745708
**Document Hash:** 5b100f8d0862009efa98d8161cc47d0b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018311.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018311

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BERNSTEIN SANFORD C FUND INC
- **CENTRAL INDEX KEY:** 0000832808

**ORGANIZATION NAME:**
- **EIN:** 133464161
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05555
- **FILM NUMBER:** 26682781

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

## Series and Classes Contracts Data

### Overlay B Portfolio (Series ID: S000027649)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000083498 | Class 1      | SBOOX           |
| C000083499 | Class 2      | SBOTX           |

## Nport-Ex

**Sanford C. Bernstein Fund, Inc.** 

**Schedule of Investments** 

**Overlay B Portfolio** 

**December 31, 2025 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **GOVERNMENTS - TREASURIES – 21.8%** |  |  |  |
|  **Austria – 0.2%** |  |  |  |
|  Republic of Austria Government Bond <br>0.90%, 02/20/2032<sup>(a)</sup> | EUR | 494 | $519794 |
|  **Belgium – 0.1%** |  |  |  |
|  Kingdom of Belgium Government Bond<br>Series 100<br>2.85%, 10/22/2034<sup>(a)</sup> |  | 44 | 49961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 104<br>3.45%, 06/22/2042<sup>(a)</sup> |  | 263 | 291182 |
|  |  |  | 341143 |
|  **Canada – 0.6%** |  |  |  |
|  Canadian Government Bond<br>2.75%, 03/01/2030 | CAD | 1929 | 1396871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/01/2055 |  | 523 | 306752 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703623 |
|  **China – 0.6%** |  |  |  |
|  China Government Bond<br>Series INBK<br>1.61%, 02/15/2035 | CNY | 1890 | 264622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 07/15/2055 |  | 1320 | 172027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.11%, 08/25/2034 |  | 8320 | 1214828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 04/15/2053 |  | 1170 | 195185 |
|  |  |  | 1846662 |
|  **Finland – 0.1%** |  |  |  |
|  Finland Government Bond <br>Series 10Y <br>1.50%, 09/15/2032<sup>(a)</sup> | EUR | 146 | 157577 |
|  **Germany – 0.7%** |  |  |  |
|  Bundesrepublik Deutschland Bundesanleihe<br>2.50%, 08/15/2054<sup>(a)</sup> |  | 185 | 179694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/15/2041<sup>(a)</sup> |  | 542 | 588225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/04/2042<sup>(a)</sup> |  | 1117 | 1308407 |
|  |  |  | 2076326 |
|  **Hungary – 0.4%** |  |  |  |
|  Hungary Government Bond <br>Series 35/A <br>7.00%, 10/24/2035 | HUF | 374910 | 1161450 |
|  **Indonesia – 0.2%** |  |  |  |
|  Indonesia Treasury Bond <br>Series 101 <br>6.875%, 04/15/2029 | IDR | 7797000 | 489086 |
|  **Italy – 0.4%** |  |  |  |
|  Italy Buoni Poliennali Del Tesoro |  |  |  |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 10Y<br>4.20%, 03/01/2034<sup>(a)</sup> | EUR | 408 | $| 510605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 13Y<br>4.05%, 10/30/2037<sup>(a)</sup> |  | 364 |  | 443476 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 16Y<br>3.25%, 03/01/2038<sup>(a)</sup> |  | 134 |  | 150570 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104651 |
|  **Japan – 2.0%** |  |  |  |  |
|  Japan Government Five Year Bond <br>Series 161 <br>0.30%, 06/20/2028 | JPY | 411150 |  | 2568086 |
|  Japan Government Forty Year Bond<br>Series 4<br>2.20%, 03/20/2051 |  | 108150 |  | 558750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 16<br>1.30%, 03/20/2063 57,650 |  |  |  | 203015 |
|  Japan Government Ten Year Bond <br>Series 379 <br>1.50%, 06/20/2035 |  | 25900 |  | 158135 |
|  Japan Government Thirty Year Bond<br>Series 68<br>0.60%, 09/20/2050 76,100 |  |  |  | 266617 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 81<br>1.60%, 12/20/2053 |  | 42900 |  | 186006 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 82<br>1.80%, 03/20/2054 |  | 53300 |  | 242919 |
|  Japan Government Twenty Year Bond<br>Series 140<br>1.70%, 09/20/2032 |  | 49250 |  | 313906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 183<br>1.40%, 12/20/2042 |  | 157900 |  | 824358 |
|  Japan Government Two Year Bond <br>Series 469 <br>0.70%, 02/01/2027 |  | 109100 |  | 694740 |
|  |  |  |  | 6016532 |
|  **Malaysia – 0.1%** | **Malaysia – 0.1%** | **Malaysia – 0.1%** | **Malaysia – 0.1%** | **Malaysia – 0.1%** |
|  Malaysia Government Bond<br>Series 0219<br>3.885%, 08/15/2029 | MYR | 711 |  | 179288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 0318<br>4.642%, 11/07/2033 |  | 1078 |  | 286866 |
|  |  |  |  | 466154 |
|  **Mexico – 0.9%** | **Mexico – 0.9%** | **Mexico – 0.9%** | **Mexico – 0.9%** | **Mexico – 0.9%** |
|  Mexican Bonos<br>Series M<br>8.00%, 02/21/2036 | MXN | 27474 |  | 1413273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 02/28/2030 |  | 20704 |  | 1152977 |
|  |  |  |  | 2566250 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Poland – 0.0%** | **Poland – 0.0%** | **Poland – 0.0%** | **Poland – 0.0%** |
|  Republic of Poland Government Bond <br>Series 1035 <br>5.00%, 10/25/2035 | PLN | 466 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128216 |
|  **South Korea – 0.2%** | **South Korea – 0.2%** | **South Korea – 0.2%** | **South Korea – 0.2%** |
|  Korea Treasury Bond<br>Series 3412<br>3.00%, 12/10/2034 | KRW | 429190 | 287801 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 5509<br>2.625%, 09/10/2055 |  | 463820 | 283335 |
|  |  |  | 571136 |
|  **Spain – 0.6%** | **Spain – 0.6%** | **Spain – 0.6%** | **Spain – 0.6%** |
|  Spain Government Bond<br>3.20%, 10/31/2035<sup>(a)</sup> | EUR | 1525 | 1779688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/2041<sup>(a)</sup> |  | 154 | 176268 |
|  |  |  | 1955956 |
|  **Thailand – 0.1%** | **Thailand – 0.1%** | **Thailand – 0.1%** | **Thailand – 0.1%** |
|  Thailand Government Bond <br>2.41%, 03/17/2035 | THB | 10989 | 372328 |
|  **United Kingdom – 1.5%** | **United Kingdom – 1.5%** | **United Kingdom – 1.5%** | **United Kingdom – 1.5%** |
|  United Kingdom Gilt<br>0.875%, 01/31/2046<sup>(a)</sup> | GBP | 146 | 92662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/22/2031<sup>(a)</sup> |  | 1681 | 2255252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/07/2040<sup>(a)</sup> |  | 566 | 709748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/07/2030<sup>(a)</sup> |  | 180 | 246824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/31/2040<sup>(a)</sup> |  | 365 | 467003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/07/2030<sup>(a)</sup> |  | 90 | 125999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/22/2043<sup>(a)</sup> |  | 340 | 440989 |
|  |  |  | 4338477 |
|  **United States – 13.1%** | **United States – 13.1%** | **United States – 13.1%** | **United States – 13.1%** |
|  U.S. Treasury Bonds<br>1.125%, 08/15/2040 | U.S.$| 3294 | 2076252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 02/15/2051<sup>(b)</sup> |  | 3833 | 2152076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/2046 |  | 471 | 311371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/2052 |  | 875 | 533442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/2045 |  | 449 | 319300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/2043 |  | 476 | 370697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/2049 |  | 480 | 345881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/2052 |  | 1035 | 726341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/2045 |  | 805 | 617767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/2052 |  | 1235 | 888380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 08/15/2043 |  | 1272 | 1102354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 02/15/2053 |  | 581 | 472656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 05/15/2053 |  | 462 | 375249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 02/15/2043 |  | 1411 | 1273948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/2042 |  | 790 | 727015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/2054 |  | 673 | 610805 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 11/15/2039<sup>(b)</sup> | U.S.$| 2390 | $2363458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 08/15/2043 |  | 674 | 646197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2055 |  | 52 | 50695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/2043 |  | 477 | 478997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/2055 |  | 995 | 982057 |
|  U.S. Treasury Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 11/30/2027 |  | 1114 | 1056104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/2030<sup>(b)</sup> |  | 4652 | 4276210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/31/2030 |  | 686 | 686671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 04/30/2030 |  | 4187 | 4222805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/31/2029 |  | 1018 | 1030956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/31/2027 |  | 2797 | 2827952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/31/2029 |  | 742 | 754245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/28/2029 |  | 798 | 814929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/30/2029 |  | 297 | 303395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/15/2034 |  | 415 | 425261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/31/2029 |  | 248 | 255079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2033 |  | 426 | 440607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 09/30/2028 |  | 3101 | 3189342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/30/2029 |  | 642 | 663219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 04/30/2026 |  | 431 | 432885 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38804598 |
|  Total Governments - Treasuries <br>(cost $68,871,455) |  |  | 64619959 |
|  **INFLATION-LINKED SECURITIES – 18.7%** |  |  |  |
|  **United States – 18.7%** |  |  |  |
|  U.S. Treasury Inflation Index |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/15/2030 (TIPS)<sup>(c)</sup> |  | 24842 | 23480003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/15/2031 (TIPS) |  | 5245 | 4867876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 07/15/2029 (TIPS) |  | 5056 | 4875902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 07/15/2033 (TIPS) |  | 6238 | 6091927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 04/15/2030 (TIPS) |  | 2158 | 2171364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/15/2034 (TIPS) |  | 5392 | 5371802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 07/15/2034 (TIPS) |  | 6744 | 6784439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 07/15/2035 (TIPS) |  | 1186 | 1185580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 01/15/2035 (TIPS) |  | 731 | 745168 |
|  Total Inflation-Linked Securities <br>(cost $55,021,887) |  |  | 55574061 |
|  **CORPORATES - INVESTMENT GRADE – 16.7%** |  |  |  |
|  **Industrial – 8.3%** |  |  |  |
|  **Basic – 0.4%** |  |  |  |
|  Alpek SAB de CV <br>4.25%, 09/18/2029<sup>(a)</sup> |  | 200 | 186813 |
|  Amcor UK Finance PLC <br>3.20%, 11/17/2029 | EUR | 140 | 164538 |
|  Celulosa Arauco y Constitucion SA <br>4.25%, 04/30/2029<sup>(a)</sup> | U.S.$| 200 | 194304 |
|  Glencore Capital Finance DAC <br>Series E <br>3.75%, 02/04/2032<sup>(a)</sup> | EUR | 200 | 237026 |
|  Glencore Funding LLC<br>4.907%, 04/01/2028<sup>(a)</sup> | U.S.$| 148 | 150524 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br>**Amount<br>(000)** | **Principal**<br>**Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.186%, 04/01/2030<sup>(a)</sup> | U.S.$| 65 | $| 66680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.338%, 04/04/2027<sup>(a)</sup> |  | 146 |  | 148276 |
|  Smurfit Kappa Treasury ULC <br>3.489%, 11/24/2031 | EUR | 140 |  | 164475 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312636 |
|  **Capital Goods – 0.6%** | **Capital Goods – 0.6%** | **Capital Goods – 0.6%** | **Capital Goods – 0.6%** | **Capital Goods – 0.6%** |
|  Boeing Co. (The) <br>3.25%, 02/01/2028 | U.S.$| 77 |  | 75700 |
|  Entegris, Inc. <br>4.75%, 04/15/2029<sup>(a)</sup> |  | 429 |  | 430193 |
|  General Electric Co. <br>4.90%, 01/29/2036 |  | 81 |  | 82212 |
|  John Deere Financial Ltd. <br>5.05%, 06/28/2029 | AUD | 230 |  | 154060 |
|  Parker-Hannifin Corp. <br>2.90%, 03/01/2030 | EUR | 118 |  | 137882 |
|  Regal Rexnord Corp. <br>6.05%, 02/15/2026 | U.S.$| 489 |  | 489821 |
|  Republic Services, Inc. <br>4.75%, 07/15/2030 |  | 295 |  | 301968 |
|  Westinghouse Air Brake Technologies Corp. <br>4.90%, 05/29/2030 |  | 194 |  | 198435 |
|  |  |  |  | 1870271 |
|  **Communications – Media – 0.2%** | **Communications – Media – 0.2%** | **Communications – Media – 0.2%** | **Communications – Media – 0.2%** | **Communications – Media – 0.2%** |
|  Charter Communications Operating<br>LLC/Charter Communications<br>Operating Capital <br>2.25%, 01/15/2029 |  | 98 |  | 91701 |
|  Grupo Televisa SAB <br>8.50%, 03/11/2032 |  | 4 |  | 4233 |
|  Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/15/2045 |  | 181 |  | 175919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/2065 |  | 287 |  | 274165 |
|  Tencent Holdings Ltd. <br>Series G <br>3.10%, 09/23/2055<sup>(a)</sup> | CNH | 1000 |  | 144472 |
|  |  |  |  | 690490 |
|  **Communications – Telecommunications – 0.2%** | **Communications – Telecommunications – 0.2%** | **Communications – Telecommunications – 0.2%** | **Communications – Telecommunications – 0.2%** | **Communications – Telecommunications – 0.2%** |
|  Bell Telephone Co. of Canada or Bell<br>Canada <br>5.85%, 11/10/2032 | CAD | 136 |  | 108740 |
|  TELUS Corp. | TELUS Corp. | TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/18/2031 |  | 10 |  | 7640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/09/2056 | U.S.$| 61 |  | 60979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/2055 |  | 146 |  | 151852 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series CAG<br>5.25%, 11/15/2032 | CAD | 154 |  | 119091 |
|  Verizon Communications, Inc. <br>4.50%, 08/17/2027<sup>(a)</sup> | AUD | 50 |  | 33288 |
|  |  |  |  | 481590 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Automotive – 0.9%** | **Consumer Cyclical - Automotive – 0.9%** | **Consumer Cyclical - Automotive – 0.9%** | **Consumer Cyclical - Automotive – 0.9%** |
|  BMW US Capital LLC <br>4.65%, 03/19/2027<sup>(a)</sup> | U.S.$| 195 | $196605 |
|  Ford Credit Canada Co./Canada <br>6.382%, 11/10/2028 | CAD | 210 | 160923 |
|  Ford Motor Co. <br>3.25%, 02/12/2032 | U.S.$| 715 | 630644 |
|  General Motors Financial Co., Inc.<br>2.40%, 04/10/2028 |  | 38 | 36584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/06/2029 |  | 73 | 74161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/2027 |  | 8 | 8103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 07/15/2029 |  | 134 | 138910 |
|  General Motors Financial of Canada Ltd. <br>5.10%, 07/14/2028 | CAD | 200 | 151485 |
|  Honda Motor Co., Ltd. <br>4.436%, 07/08/2028 | U.S.$| 299 | 301610 |
|  Hyundai Capital America<br>2.10%, 09/15/2028<sup>(a)</sup> |  | 211 | 199372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 09/24/2027<sup>(a)</sup> |  | 10 | 10024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/08/2027<sup>(a)</sup> |  | 258 | 260748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.275%, 06/24/2027<sup>(a)</sup> |  | 70 | 71158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/21/2028<sup>(a)</sup> |  | 87 | 91014 |
|  Qnity Electronics, Inc. <br>5.75%, 08/15/2032<sup>(a)</sup> |  | 60 | 61461 |
|  Toyota Finance Australia Ltd. <br>4.65%, 09/17/2029 | AUD | 220 | 145653 |
|  |  |  | 2538455 |
|  **Consumer Cyclical - Entertainment – 0.0%** | **Consumer Cyclical - Entertainment – 0.0%** | **Consumer Cyclical - Entertainment – 0.0%** | **Consumer Cyclical - Entertainment – 0.0%** |
|  Polaris, Inc. <br>5.60%, 03/01/2031 | U.S.$| 55 | 55586 |
|  **Consumer Cyclical - Other – 0.4%** | **Consumer Cyclical - Other – 0.4%** | **Consumer Cyclical - Other – 0.4%** | **Consumer Cyclical - Other – 0.4%** |
|  DR Horton, Inc. <br>4.85%, 10/15/2030 |  | 148 | 151132 |
|  Flutter Treasury DAC<br>4.00%, 06/04/2031<sup>(a)</sup> | EUR | 138 | 161600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/04/2031<sup>(a)</sup> | U.S.$| 200 | 202878 |
|  JH North America Holdings, Inc. <br>5.875%, 01/31/2031<sup>(a)</sup> |  | 59 | 60271 |
|  Las Vegas Sands Corp.<br>5.625%, 06/15/2028 |  | 54 | 55373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/14/2030 |  | 46 | 48222 |
|  Sekisui House US, Inc. <br>6.00%, 01/15/2043 |  | 642 | 600341 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279817 |
|  **Consumer Cyclical - Restaurants – 0.1%** | **Consumer Cyclical - Restaurants – 0.1%** | **Consumer Cyclical - Restaurants – 0.1%** | **Consumer Cyclical - Restaurants – 0.1%** |
|  Starbucks Corp. <br>4.85%, 02/08/2027 |  | 272 | 274391 |
|  **Consumer Cyclical - Retailers – 0.3%** | **Consumer Cyclical - Retailers – 0.3%** | **Consumer Cyclical - Retailers – 0.3%** | **Consumer Cyclical - Retailers – 0.3%** |
|  AutoNation, Inc. <br>4.45%, 01/15/2029 |  | 119 | 119337 |

---

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---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Ross Stores, Inc. <br>4.70%, 04/15/2027 | U.S.$| 658 | $| 660145 |
|  |  |  |  | 779482 |
|  **Consumer Non-Cyclical – 1.6%** | **Consumer Non-Cyclical – 1.6%** | **Consumer Non-Cyclical – 1.6%** | **Consumer Non-Cyclical – 1.6%** | **Consumer Non-Cyclical – 1.6%** |
|  Altria Group, Inc. <br>3.40%, 05/06/2030 |  | 595 |  | 572896 |
|  BAT Capital Corp.<br>4.625%, 03/22/2033 |  | 55 |  | 54621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 08/15/2032 |  | 117 |  | 121565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/19/2032 |  | 26 |  | 30378 |
|  BAT International Finance PLC <br>Series E <br>4.125%, 04/12/2032<sup>(a)</sup> | EUR | 100 |  | 120685 |
|  Baxter International, Inc. <br>5.65%, 12/15/2035 | U.S.$| 186 |  | 188665 |
|  BMS Ireland Capital Funding DAC <br>3.363%, 11/10/2033 | EUR | 140 |  | 162680 |
|  Cargill, Inc.<br>4.125%, 10/23/2030<sup>(a)</sup> | U.S.$| 105 |  | 104560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 10/11/2032<sup>(a)</sup> |  | 305 |  | 316688 |
|  CommonSpirit Health <br>4.352%, 09/01/2030 |  | 150 |  | 149460 |
|  Eli Lilly & Co. <br>4.00%, 10/15/2028 |  | 103 |  | 103664 |
|  Imperial Brands Finance PLC <br>5.875%, 07/01/2034<sup>(a)</sup> |  | 495 |  | 517433 |
|  Loblaw Cos. Ltd. <br>6.54%, 02/17/2033<sup>(a)</sup> | CAD | 110 |  | 90836 |
|  Mondelez International, Inc. <br>4.50%, 05/06/2030 | U.S.$| 122 |  | 123169 |
|  Nestle Finance International Ltd. <br>Series E <br>2.80%, 05/29/2035<sup>(a)</sup> | CNH | 1000 |  | 143543 |
|  Novartis Capital Corp. <br>3.90%, 11/05/2028 | U.S.$| 309 |  | 309973 |
|  Ochsner LSU Health System of North Louisiana <br>Series 2021 <br>2.51%, 05/15/2031 |  | 810 |  | 693595 |
|  Philip Morris International, Inc.<br>0.80%, 08/01/2031 | EUR | 210 |  | 214889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/30/2030 | U.S.$| 101 |  | 101636 |
|  Roche Holdings, Inc. <br>4.203%, 09/09/2029<sup>(a)</sup> |  | 284 |  | 285670 |
|  Sutter Health <br>Series 2025 <br>5.213%, 08/15/2032 |  | 39 |  | 40431 |
|  Takeda Pharmaceutical Co., Ltd. <br>2.05%, 03/31/2030 |  | 200 |  | 182768 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4629805 |
|  **Energy – 1.5%** | **Energy – 1.5%** | **Energy – 1.5%** | **Energy – 1.5%** | **Energy – 1.5%** |
|  BP Capital Markets PLC <br>3.625%, 03/22/2029<sup>(a) (d)</sup> | EUR | 195 |  | 229159 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Cenovus Energy, Inc.<br>4.65%, 03/20/2031 | U.S.$| 147 | $| 146591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/20/2036 |  | 141 |  | 140832 |
|  Continental Resources, Inc./OK<br>2.875%, 04/01/2032<sup>(a)</sup> |  | 694 |  | 605335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2031<sup>(a)</sup> |  | 223 |  | 228805 |
|  Eni SpA <br>5.75%, 05/19/2035<sup>(a)</sup> |  | 200 |  | 209486 |
|  Kinder Morgan, Inc. <br>5.85%, 06/01/2035 |  | 45 |  | 47632 |
|  MPLX LP <br>5.40%, 09/15/2035 |  | 229 |  | 230727 |
|  Occidental Petroleum Corp. <br>5.20%, 08/01/2029 |  | 187 |  | 191512 |
|  ONEOK, Inc.<br>4.40%, 10/15/2029 |  | 46 |  | 46155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/15/2035 |  | 455 |  | 459987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 09/01/2033 |  | 87 |  | 92591 |
|  Ovintiv, Inc. <br>7.375%, 11/01/2031 |  | 17 |  | 18971 |
|  Plains All American Pipeline LP/PAA Finance Corp. <br>5.60%, 01/15/2036 |  | 320 |  | 324086 |
|  Raizen Fuels Finance SA <br>6.70%, 02/25/2037<sup>(a)</sup> |  | 400 |  | 324000 |
|  Targa Resources Corp.<br>4.35%, 01/15/2029 |  | 109 |  | 109273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/2030 |  | 58 |  | 59133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/2036 |  | 61 |  | 62725 |
|  TotalEnergies SE <br>2.00%, 01/17/2027<sup>(a) (d)</sup> | EUR | 166 |  | 192438 |
|  Var Energi ASA <br>5.875%, 05/22/2030<sup>(a)</sup> | U.S.$| 200 |  | 208136 |
|  Williams Cos., Inc. (The)<br>4.625%, 06/30/2030 |  | 68 |  | 68736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/15/2029 |  | 127 |  | 129385 |
|  Wintershall Dea Finance BV <br>1.823%, 09/25/2031<sup>(a)</sup> | EUR | 200 |  | 208290 |
|  Woodside Finance Ltd.<br>5.40%, 05/19/2030 | U.S.$| 46 |  | 47242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/19/2035 |  | 111 |  | 115676 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496903 |
|  **Services – 0.5%** | **Services – 0.5%** | **Services – 0.5%** | **Services – 0.5%** | **Services – 0.5%** |
|  Alibaba Group Holding Ltd. <br>2.80%, 11/28/2029<sup>(a)</sup> | CNH | 1500 |  | 216197 |
|  Amazon.com, Inc. <br>3.90%, 11/20/2028 | U.S.$| 308 |  | 308927 |
|  Global Payments, Inc.<br>4.50%, 11/15/2028 |  | 126 |  | 126257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/15/2030 |  | 181 |  | 181168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/15/2032 |  | 85 |  | 84984 |
|  Mastercard, Inc. <br>4.55%, 01/15/2035 |  | 306 |  | 306190 |
|  Moody's Corp. <br>5.00%, 08/05/2034 |  | 145 |  | 147830 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  S&P Global, Inc. <br>4.25%, 05/01/2029 | U.S.$| 125 | $| 125688 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497241 |
|  **Technology – 0.9%** | **Technology – 0.9%** | **Technology – 0.9%** | **Technology – 0.9%** | **Technology – 0.9%** |
|  Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/06/2029 | EUR | 122 |  | 142702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/15/2035 | U.S.$| 42 |  | 42027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/2055 |  | 77 |  | 75599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/2075 |  | 158 |  | 155696 |
|  Applied Materials, Inc. <br>4.00%, 01/15/2031 |  | 308 |  | 306294 |
|  Baidu, Inc. <br>2.70%, 03/12/2030<sup>(a)</sup> | CNH | 1400 |  | 202673 |
|  Broadcom, Inc. <br>4.90%, 07/15/2032 | U.S.$| 88 |  | 89815 |
|  Cisco Systems, Inc. <br>4.75%, 02/24/2030 |  | 235 |  | 241603 |
|  Dell International LLC/EMC Corp. <br>5.50%, 04/01/2035 |  | 157 |  | 161710 |
|  DXC Capital Funding DAC <br>4.25%, 12/09/2030<sup>(a)</sup> | EUR | 139 |  | 163283 |
|  Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/24/2031 |  | 100 |  | 121393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/15/2031 | U.S.$| 126 |  | 124945 |
|  International Business Machines Corp. <br>5.00%, 02/10/2032 |  | 235 |  | 241197 |
|  NXP BV/NXP Funding LLC <br>5.55%, 12/01/2028 |  | 204 |  | 211269 |
|  Oracle Corp. | Oracle Corp. | Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/26/2035 |  | 250 |  | 239988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 09/27/2054 |  | 67 |  | 54270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/26/2055 |  | 190 |  | 168673 |
|  |  |  |  | 2743137 |
|  **Transportation - Airlines – 0.3%** | **Transportation - Airlines – 0.3%** | **Transportation - Airlines – 0.3%** | **Transportation - Airlines – 0.3%** | **Transportation - Airlines – 0.3%** |
|  AS Mileage Plan IP Ltd. <br>5.021%, 10/20/2029<sup>(a)</sup> |  | 183 |  | 184510 |
|  Delta Air Lines, Inc./SkyMiles IP Ltd. <br>4.75%, 10/20/2028<sup>(a)</sup> |  | 563 |  | 566406 |
|  Southwest Airlines Co. <br>4.375%, 11/15/2028 |  | 117 |  | 117234 |
|  United Airlines, Inc. <br>4.375%, 04/15/2026<sup>(a)</sup> |  | 60 |  | 59966 |
|  |  |  |  | 928116 |
|  **Transportation – Railroads – 0.1%** | **Transportation – Railroads – 0.1%** | **Transportation – Railroads – 0.1%** | **Transportation – Railroads – 0.1%** | **Transportation – Railroads – 0.1%** |
|  Guangzhou Metro Investment Finance BVI Ltd. <br>Series E <br>2.15%, 08/19/2028<sup>(a)</sup> | CNH | 1000 |  | 142373 |
|  Lima Metro Line 2 Finance Ltd. <br>4.35%, 04/05/2036<sup>(a)</sup> | U.S.$| 323 |  | 312647 |
|  |  |  |  | 455020 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Transportation - Services – 0.3%** | **Transportation - Services – 0.3%** | **Transportation - Services – 0.3%** | **Transportation - Services – 0.3%** |
|  ENA Master Trust <br>4.00%, 05/19/2048<sup>(a)</sup> | U.S.$| 691 | $531704 |
|  FedEx Corp. <br>3.50%, 07/30/2032 | EUR | 101 | 117993 |
|  Heathrow Funding Ltd. <br>6.45%, 12/10/2033<sup>(a)</sup> | GBP | 71 | 102894 |
|  |  |  | 752591 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24785531 |
|  **Financial Institutions – 6.7%** | **Financial Institutions – 6.7%** | **Financial Institutions – 6.7%** | **Financial Institutions – 6.7%** |
|  **Banking – 5.3%** | **Banking – 5.3%** | **Banking – 5.3%** | **Banking – 5.3%** |
|  ABN AMRO Bank NV<br>4.75%, 09/22/2027<sup>(a) (d)</sup> | EUR | 200 | 237085 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>5.50%, 09/21/2033<sup>(a)</sup> |  | 100 | 124056 |
|  AIB Group PLC <br>5.32%, 05/15/2031<sup>(a)</sup> | U.S.$| 236 | 243585 |
|  Ally Financial, Inc.<br>5.543%, 01/17/2031 |  | 54 | 55254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.848%, 01/03/2030 |  | 23 | 24398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.992%, 06/13/2029 |  | 315 | 332372 |
|  American Express Co. <br>3.433%, 05/20/2032 | EUR | 105 | 124018 |
|  Australia & New Zealand Banking Group Ltd. <br>5.731%, 09/18/2034<sup>(a)</sup> | U.S.$| 203 | 209855 |
|  Banco Bilbao Vizcaya Argentaria SA <br>7.883%, 11/15/2034 |  | 400 | 465396 |
|  Banco Santander SA<br>4.175%, 03/24/2028 |  | 600 | 600330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 03/14/2034 |  | 200 | 215564 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>5.75%, 08/23/2033<sup>(a)</sup> | EUR | 100 | 124280 |
|  Bank of America Corp. <br>5.744%, 02/12/2036 | U.S.$| 236 | 246091 |
|  Bank of Ireland Group PLC <br>5.601%, 03/20/2030<sup>(a)</sup> |  | 800 | 830376 |
|  Bank of Nova Scotia (The) <br>4.588%, 05/04/2037 |  | 171 | 166682 |
|  Banque Federative du Credit Mutuel SA <br>5.126%, 05/24/2027<sup>(a)</sup> | AUD | 200 | 133885 |
|  Barclays PLC<br>5.674%, 03/12/2028 | U.S.$| 270 | 274844 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>8.407%, 11/14/2032<sup>(a)</sup> | GBP | 100 | 143209 |
|  BPCE SA <br>5.716%, 01/18/2030<sup>(a)</sup> | U.S.$| 250 | 258798 |
|  CaixaBank SA<br>4.885%, 07/03/2031<sup>(a)</sup> |  | 238 | 241344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.037%, 06/15/2035<sup>(a)</sup> |  | 272 | 289830 |
|  Capital One Financial Corp. <br>5.468%, 02/01/2029 |  | 162 | 166369 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Capital One NA <br>5.974%, 08/09/2028 | U.S.$| 300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311289 |
|  Citigroup, Inc.<br>4.503%, 09/11/2031 |  | 64 | 64173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.643%, 05/07/2028 |  | 196 | 197584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.592%, 11/19/2034 |  | 133 | 136358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 02/15/2031<sup>(d)</sup> |  | 70 | 70963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Y<br>4.15%, 11/15/2026<sup>(d)</sup> |  | 204 | 201729 |
|  Commonwealth Bank of Australia <br>3.61%, 09/12/2034<sup>(a)</sup> |  | 202 | 194843 |
|  Cooperatieve Rabobank UA <br>Series G <br>4.233%, 04/25/2029<sup>(a)</sup> | EUR | 200 | 242573 |
|  Credit Agricole SA <br>6.064%, 01/16/2035<sup>(a)</sup> | AUD | 200 | 134135 |
|  Danske Bank A/S<br>4.613%, 10/02/2030<sup>(a)</sup> | U.S.$| 280 | 282089 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.625%, 05/14/2034<sup>(a)</sup> | EUR | 100 | 121961 |
|  Deutsche Bank AG/New York NY<br>3.729%, 01/14/2032 | U.S.$| 200 | 189104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.373%, 01/10/2029 |  | 232 | 236751 |
|  Goldman Sachs Group, Inc. (The) <br>4.937%, 04/23/2028 |  | 103 | 104175 |
|  HSBC Holdings PLC<br>4.899%, 03/03/2029 |  | 286 | 290150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.733%, 05/17/2032 |  | 200 | 210808 |
|  Intesa Sanpaolo SpA <br>4.198%, 06/01/2032<sup>(a)</sup> |  | 200 | 190852 |
|  JPMorgan Chase & Co.<br>2.963%, 01/25/2033 |  | 63 | 57781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.255%, 10/22/2031 |  | 146 | 145514 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.457%, 11/13/2031<sup>(a)</sup> | EUR | 300 | 372148 |
|  KBC Group NV<br>Series E<br>4.375%, 04/19/2030<sup>(a)</sup> |  | 100 | 122556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 04/25/2033<sup>(a)</sup> |  | 100 | 122112 |
|  Lloyds Banking Group PLC<br>4.425%, 11/04/2031 | U.S.$| 245 | 244267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.087%, 11/26/2028 |  | 233 | 237390 |
|  Macquarie Group Ltd. <br>1.935%, 04/14/2028<sup>(a)</sup> |  | 88 | 85564 |
|  Morgan Stanley<br>3.521%, 05/22/2031 | EUR | 270 | 320648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series I<br>4.133%, 10/18/2029 | U.S.$| 179 | 178846 |
|  National Australia Bank Ltd. <br>3.933%, 08/02/2034<sup>(a)</sup> |  | 250 | 243620 |
|  Nationwide Building Society<br>2.972%, 02/16/2028<sup>(a)</sup> |  | 775 | 765452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.537%, 07/14/2036<sup>(a)</sup> |  | 200 | 206404 |
|  NatWest Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.032%, 11/28/2035 |  | 468 | 430845 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.78%, 02/26/2030<sup>(a)</sup> | EUR | 150 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.043%, 09/14/2032<sup>(a)</sup> |  | 140 |  | 159809 |
|  Royal Bank of Canada/Toronto <br>5.70%, 10/04/2028 | AUD | 120 |  | 81616 |
|  Santander Holdings USA, Inc. <br>5.473%, 03/20/2029 | U.S.$| 29 |  | 29639 |
|  Santander UK Group Holdings PLC<br>2.469%, 01/11/2028 |  | 443 |  | 435332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.534%, 01/10/2029 |  | 229 |  | 239287 |
|  Societe Generale SA<br>5.249%, 05/22/2029<sup>(a)</sup> |  | 232 |  | 236545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.512%, 05/22/2031<sup>(a)</sup> |  | 235 |  | 242485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.519%, 01/19/2028<sup>(a)</sup> |  | 203 |  | 205481 |
|  Standard Chartered PLC<br>2.608%, 01/12/2028<sup>(a)</sup> |  | 255 |  | 251009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61% (CME Term SOFR 3 Month + 1.77%), 01/30/2027<sup>(a) (d) (e)</sup> |  | 300 |  | 290175 |
|  Swedbank AB <br>Series G <br>3.625%, 08/23/2032<sup>(a)</sup> | EUR | 292 |  | 346899 |
|  Synchrony Financial <br>5.935%, 08/02/2030 | U.S.$| 78 |  | 81154 |
|  UBS Group AG <br>4.398%, 09/23/2031<sup>(a)</sup> |  | 203 |  | 202058 |
|  UniCredit SpA <br>5.861%, 06/19/2032<sup>(a)</sup> |  | 200 |  | 203298 |
|  Wells Fargo & Co. <br>Series E <br>3.90%, 07/22/2032<sup>(a)</sup> | EUR | 200 |  | 240420 |
|  |  |  |  | 15629955 |
|  **Brokerage – 0.3%** | **Brokerage – 0.3%** | **Brokerage – 0.3%** | **Brokerage – 0.3%** | **Brokerage – 0.3%** |
|  Charles Schwab Corp. (The)<br>4.334% (SOFR + 0.52%), 05/13/2026<sup>(e)</sup> | U.S.$| 421 |  | 421290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.914%, 11/14/2036 |  | 309 |  | 307650 |
|  |  |  |  | 728940 |
|  **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** |
|  Aviation Capital Group LLC<br>1.95%, 09/20/2026<sup>(a)</sup> |  | 71 |  | 69846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/14/2027<sup>(a)</sup> |  | 94 |  | 94494 |
|  Credicorp Capital Sociedad Titulizadora SA <br>10.10%, 12/15/2043<sup>(a)</sup> | PEN | 725 |  | 231881 |
|  Temasek Financial I Ltd.<br>Series E<br>2.75%, 08/28/2034<sup>(a)</sup> | CNH | 1000 |  | 147750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/28/2054<sup>(a)</sup> |  | 1000 |  | 152401 |
|  |  |  |  | 696372 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  **Insurance – 0.3%** |  |  |  |  |
|  Athene Global Funding | Athene Global Funding | Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.717%, 01/07/2029<sup>(a)</sup> | U.S.$| 19 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.033%, 07/17/2030<sup>(a)</sup> |  | 16 |  | 16143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/07/2030<sup>(a)</sup> |  | 38 |  | 38858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.526%, 07/11/2031<sup>(a)</sup> |  | 266 |  | 272546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.583%, 01/09/2029<sup>(a)</sup> |  | 2 |  | 2055 |
|  Chubb INA Holdings LLC <br>2.75%, 08/06/2035<sup>(a)</sup> | CNH | 1000 |  | 139978 |
|  New York Life Global Funding <br>5.35%, 09/19/2028<sup>(a)</sup> | AUD | 200 |  | 135121 |
|  Swiss Re Finance Luxembourg SA <br>5.00%, 04/02/2049<sup>(a)</sup> | U.S.$| 200 |  | 201490 |
|  UnitedHealth Group, Inc. <br>4.40%, 06/15/2028 |  | 55 |  | 55615 |
|  |  |  |  | 879771 |
|  **REITs – 0.6%** | **REITs – 0.6%** | **REITs – 0.6%** | **REITs – 0.6%** | **REITs – 0.6%** |
|  American Assets Trust LP <br>3.375%, 02/01/2031 |  | 178 |  | 162306 |
|  American Tower Corp. <br>5.20%, 02/15/2029 |  | 121 |  | 124521 |
|  Digital Dutch Finco BV <br>1.00%, 01/15/2032<sup>(a)</sup> | EUR | 100 |  | 100555 |
|  Digital Intrepid Holding BV <br>1.375%, 07/18/2032<sup>(a)</sup> |  | 100 |  | 101134 |
|  EPR Properties <br>4.50%, 06/01/2027 | U.S.$| 165 |  | 165201 |
|  GLP Capital LP/GLP Financing II, Inc.<br>4.00%, 01/15/2030 |  | 163 |  | 157975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/2031 |  | 72 |  | 68870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/2033 |  | 226 |  | 226459 |
|  Highwoods Realty LP <br>5.35%, 01/15/2033 |  | 58 |  | 58024 |
|  Kilroy Realty LP <br>3.05%, 02/15/2030 |  | 176 |  | 163525 |
|  Omega Healthcare Investors, Inc. <br>5.20%, 07/01/2030 |  | 53 |  | 53940 |
|  Swire Properties MTN Financing Ltd. <br>Series E <br>3.40%, 09/03/2029<sup>(a)</sup> | CNH | 1000 |  | 146168 |
|  Trust 2401 <br>4.869%, 01/15/2030<sup>(a)</sup> | U.S.$| 200 |  | 197000 |
|  Westfield America Management Ltd. <br>2.625%, 03/30/2029<sup>(a)</sup> | GBP | 100 |  | 126675 |
|  |  |  |  | 1852353 |
|  |  |  |  | 19787391 |
|  **Utility – 1.7%** |  |  |  |  |
|  **Electric – 1.4%** |  |  |  |  |
|  AES Panama Generation Holdings SRL<br>4.375%, 05/31/2030<sup>(a)</sup> | U.S.$| 472 |  | 441275 |
|  Alexander Funding Trust II <br>7.467%, 07/31/2028<sup>(a)</sup> |  | 106 |  | 112875 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  American Electric Power Co., Inc.<br>6.95%, 12/15/2054 | U.S.$|  | 149 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160018 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D<br> 6.05%, 03/15/2056 |  |  | 85 | 83576 |
|  CenterPoint Energy Houston Electric LLC<br>4.95%, 04/01/2033 |  |  | 5 | 5096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/01/2035 |  |  | 110 | 111231 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AQ<br> 4.95%, 08/15/2035 |  |  | 61 | 61487 |
|  DTE Electric Co. <br>5.25%, 05/15/2035 |  |  | 68 | 69958 |
|  Duke Energy Carolinas NC Storm Funding LLC <br>Series A-2 <br>2.617%, 07/01/2043 |  |  | 542 | 433221 |
|  EDP Servicios Financieros Espana SA<br>Series E<br>3.50%, 07/16/2030<sup>(a)</sup> |  | EUR | 100 | 119653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/21/2031<sup>(a)</sup> |  |  | 105 | 124650 |
|  Electricite de France SA<br>9.125%, 03/15/2033<sup>(a) (d)</sup> |  | U.S.$| 200 | 232124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series MPLE<br>5.993%, 05/23/2030<sup>(a)</sup> |  | CAD | 77 | 60424 |
|  Enel Finance International NV <br>Series E <br>4.00%, 02/20/2031<sup>(a)</sup> |  | EUR | 165 | 201019 |
|  Florida Power & Light Co. <br>5.30%, 06/15/2034 |  | U.S.$| 81 | 84886 |
|  Israel Electric Corp., Ltd. <br>Series G <br>4.25%, 08/14/2028<sup>(a)</sup> |  |  | 402 | 397248 |
|  National Grid PLC <br>Series E <br>0.553%, 09/18/2029<sup>(a)</sup> |  | EUR | 113 | 121636 |
|  National Rural Utilities Cooperative<br>Finance Corp. <br>3.95%, 12/10/2027 |  | U.S.$| 205 | 205758 |
|  NextEra Energy Capital Holdings, Inc. <br>3.996%, 05/15/2056 |  | EUR | 141 | 165112 |
|  Niagara Mohawk Power Corp.<br>4.647%, 10/03/2030<sup>(a)</sup> |  | U.S.$| 90 | 90536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 01/17/2034<sup>(a)</sup> |  |  | 206 | 209632 |
|  NRG Energy, Inc. <br>4.734%, 10/15/2030<sup>(a)</sup> |  |  | 24 | 23993 |
|  Public Service Co. of Colorado <br>5.15%, 09/15/2035 |  |  | 302 | 306101 |
|  Public Service Co. of Oklahoma <br>5.45%, 01/15/2036 |  |  | 90 | 92339 |
|  Virginia Electric & Power Co. <br>Series C <br>4.90%, 09/15/2035 |  |  | 259 | 257987 |
|  Vistra Operations Co. LLC <br>5.05%, 12/30/2026<sup>(a)</sup> |  |  | 4 | 4028 |
|  |  |  |  | 4175863 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Natural Gas – 0.1%** | **Natural Gas – 0.1%** | **Natural Gas – 0.1%** | **Natural Gas – 0.1%** |
|  Cadent Finance PLC <br>Series E <br>3.75%, 04/16/2033 <sup>(a)</sup> | EUR | 209 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246978 |
|  National Grid North America, Inc. <br>Series E <br>3.631%, 09/03/2031 <sup>(a)</sup> |  | 100 | 119304 |
|  |  |  | 366282 |
|  **Other Utility – 0.2%** | **Other Utility – 0.2%** | **Other Utility – 0.2%** | **Other Utility – 0.2%** |
|  Anglian Water Services Financing PLC <br>Series A5 <br>6.293%, 07/30/2030 <sup>(a)</sup> | GBP | 70 | 99209 |
|  Suez SACA <br>Series E <br>4.50%, 11/13/2033 <sup>(a)</sup> | EUR | 200 | 245365 |
|  Veolia Environnement SA <br>Series E <br>1.625%, 09/21/2032 <sup>(a)</sup> |  | 100 | 105217 |
|  |  |  | 449791 |
|  |  |  | 4991936 |
|  Total Corporates - Investment Grade <br>(cost $49,138,925) |  |  | 49564858 |
|  | **Shares** | **Shares** |  |
|  **INVESTMENT COMPANIES – 12.1%** |  |  |  |
|  **Funds and Investment Trusts – 12.1%<sup>(f)</sup>** |  |  |  |
|  AB Bond Fund, Inc. - AB All Market Real Return<br>Portfolio - Class Z<sup>(g)</sup> |  | 1140374 | 11369529 |
|  iShares Core MSCI EAFE ETF |  | 171623 | 15353394 |
|  iShares Core MSCI Emerging Markets ETF |  | 138734 | 9325699 |
|  Total Investment Companies <br>(cost $29,375,895) |  |  | 36048622 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **MORTGAGE PASS-THROUGHS – 9.3%** |  |  |  |
|  **Agency Fixed Rate 30-Year – 9.0%** |  |  |  |
|  Federal Home Loan Mortgage Corp.<br>Series 2019<br>3.50%, 11/01/2049 | U.S.$| 161 | 151161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>3.00%, 05/01/2052 |  | 568 | 503719 |
|  Federal Home Loan Mortgage Corp. Gold<br>Series 2018<br>4.50%, 03/01/2048 |  | 103 | 102751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/01/2048 |  | 280 | 278803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/2048 |  | 120 | 122808 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Federal National Mortgage Association<br>Series 2007<br>5.50%, 08/01/2037 | U.S.$| 83 | $| 86125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010<br>4.00%, 12/01/2040 |  | 153 |  | 150012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012<br>3.50%, 02/01/2042 |  | 89 |  | 85778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2042 |  | 153 |  | 146854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/2043 |  | 166 |  | 158972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013<br>3.50%, 03/01/2043 |  | 4 |  | 4296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/2043 |  | 50 |  | 47832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/2043 |  | 423 |  | 412067 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014<br>5.50%, 09/01/2041 |  | 231 |  | 239438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015<br>3.00%, 05/01/2045 |  | 62 |  | 56314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/01/2045 |  | 441 |  | 401614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>4.50%, 09/01/2048 |  | 398 |  | 395873 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019<br>3.50%, 11/01/2049 |  | 373 |  | 349776 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>2.00%, 07/01/2051 |  | 1900 |  | 1545240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/01/2051 |  | 353 |  | 286556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/01/2052 |  | 574 |  | 492886 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>2.50%, 03/01/2052 |  | 683 |  | 586872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/01/2052 |  | 735 |  | 630275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/2052 |  | 470 |  | 420662 |
|  Government National Mortgage Association<br>Series 2016<br>3.00%, 04/20/2046 |  | 50 |  | 45476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/20/2046 |  | 132 |  | 120763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>5.00%, 11/20/2052 |  | 1314 |  | 1320989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2026<br>2.50%, 01/01/2056, TBA |  | 1024 |  | 883117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/01/2056, TBA |  | 1343 |  | 1206866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/01/2056, TBA |  | 668 |  | 630021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/01/2056, TBA |  | 1530 |  | 1490651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2056, TBA |  | 3010 |  | 3002364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/01/2056, TBA |  | 3372 |  | 3404199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/01/2056, TBA |  | 1246 |  | 1269711 |
|  Uniform Mortgage-Backed Security<br>Series 2026<br>2.00%, 01/01/2056, TBA |  | 46 |  | 37396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/01/2056, TBA |  | 640 |  | 540875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2056, TBA |  | 250 |  | 249375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/01/2056, TBA |  | 2637 |  | 2673916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/01/2056, TBA |  | 1465 |  | 1503602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/01/2056, TBA |  | 770 |  | 800481 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26836486 |
|  **Agency Fixed Rate 15-Year – 0.3%** | **Agency Fixed Rate 15-Year – 0.3%** | **Agency Fixed Rate 15-Year – 0.3%** | **Agency Fixed Rate 15-Year – 0.3%** | **Agency Fixed Rate 15-Year – 0.3%** |
|  Federal National Mortgage Association<br>Series 2013<br>2.50%, 03/01/2028 |  | 7 |  | 7102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/01/2028 |  | 2 |  | 2415 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014<br>2.50%, 09/01/2029 U.S.$33 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2014<br>2.50%, 09/01/2029 U.S.$33 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2014<br>2.50%, 09/01/2029 U.S.$33 | $| 32579 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016<br>2.50%, 11/01/2031 10 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2016<br>2.50%, 11/01/2031 10 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2016<br>2.50%, 11/01/2031 10 |  | 9340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/01/2031 |  | 642 |  | 621790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/01/2032 |  | 17 |  | 16684 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017<br>2.50%, 02/01/2032 58 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017<br>2.50%, 02/01/2032 58 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017<br>2.50%, 02/01/2032 58 |  | 56233 |
|  |  |  |  | 746143 |
|  Total Mortgage Pass-Throughs <br>(cost $28,150,235) | Total Mortgage Pass-Throughs <br>(cost $28,150,235) | Total Mortgage Pass-Throughs <br>(cost $28,150,235) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27582629 |
|  | **Shares** | **Shares** |  |  |
|  **COMMON STOCKS – 7.6%** | **COMMON STOCKS – 7.6%** | **COMMON STOCKS – 7.6%** | **COMMON STOCKS – 7.6%** | **COMMON STOCKS – 7.6%** |
|  **Information Technology – 2.0%** | **Information Technology – 2.0%** | **Information Technology – 2.0%** | **Information Technology – 2.0%** | **Information Technology – 2.0%** |
|  **Communications Equipment – 0.2%** | **Communications Equipment – 0.2%** | **Communications Equipment – 0.2%** | **Communications Equipment – 0.2%** | **Communications Equipment – 0.2%** |
|  Arista Networks, Inc.<sup>(h)</sup> | Arista Networks, Inc.<sup>(h)</sup> | 700 |  | 91721 |
|  Cisco Systems, Inc. | Cisco Systems, Inc. | 3630 |  | 279619 |
|  F5, Inc.<sup>(h)</sup> | F5, Inc.<sup>(h)</sup> | 157 |  | 40076 |
|  Motorola Solutions, Inc. | Motorola Solutions, Inc. | 265 |  | 101580 |
|  Nokia Oyj | Nokia Oyj | 1101 |  | 7098 |
|  |  |  |  | 520094 |
|  **Electronic Equipment, Instruments & Components – 0.1%** | **Electronic Equipment, Instruments & Components – 0.1%** | **Electronic Equipment, Instruments & Components – 0.1%** | **Electronic Equipment, Instruments & Components – 0.1%** | **Electronic Equipment, Instruments & Components – 0.1%** |
|  Amphenol Corp. - Class A | Amphenol Corp. - Class A | 1196 |  | 161627 |
|  CDW Corp./DE | CDW Corp./DE | 112 |  | 15254 |
|  Celestica, Inc.<sup>(h)</sup> | Celestica, Inc.<sup>(h)</sup> | 66 |  | 19523 |
|  Corning, Inc. | Corning, Inc. | 146 |  | 12784 |
|  Halma PLC | Halma PLC | 606 |  | 28764 |
|  Jabil, Inc. | Jabil, Inc. | 60 |  | 13681 |
|  Keyence Corp. | Keyence Corp. | 146 |  | 52812 |
|  Kyocera Corp. | Kyocera Corp. | 2839 |  | 39799 |
|  Shimadzu Corp. | Shimadzu Corp. | 765 |  | 20366 |
|  TE Connectivity PLC | TE Connectivity PLC | 66 |  | 15016 |
|  Teledyne Technologies, Inc.<sup>(h)</sup> | Teledyne Technologies, Inc.<sup>(h)</sup> | 104 |  | 53116 |
|  Yokogawa Electric Corp. | Yokogawa Electric Corp. | 721 |  | 23123 |
|  |  |  |  | 455865 |
|  **IT Services – 0.2%** | **IT Services – 0.2%** | **IT Services – 0.2%** | **IT Services – 0.2%** | **IT Services – 0.2%** |
|  Accenture PLC - Class A | Accenture PLC - Class A | 534 |  | 143272 |
|  CGI, Inc. | CGI, Inc. | 526 |  | 48586 |
|  Cognizant Technology Solutions Corp. - Class A | Cognizant Technology Solutions Corp. - Class A | 650 |  | 53950 |
|  Fujitsu Ltd. | Fujitsu Ltd. | 995 |  | 27345 |
|  Gartner, Inc.<sup>(h)</sup> | Gartner, Inc.<sup>(h)</sup> | 83 |  | 20939 |
|  GoDaddy, Inc. - Class A<sup>(h)</sup> | GoDaddy, Inc. - Class A<sup>(h)</sup> | 306 |  | 37968 |
|  International Business Machines Corp. | International Business Machines Corp. | 279 |  | 82643 |
|  NEC Corp. | NEC Corp. | 640 |  | 21655 |
|  Nomura Research Institute Ltd. | Nomura Research Institute Ltd. | 968 |  | 36837 |
|  Obic Co., Ltd. | Obic Co., Ltd. | 926 |  | 29066 |
|  Otsuka Corp. | Otsuka Corp. | 504 |  | 10385 |
|  TIS, Inc. | TIS, Inc. | 470 |  | 15790 |
|  VeriSign, Inc. | VeriSign, Inc. | 186 |  | 45189 |
|  |  |  |  | 573625 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Semiconductors & Semiconductor Equipment – 0.6%** | **Semiconductors & Semiconductor Equipment – 0.6%** | **Semiconductors & Semiconductor Equipment – 0.6%** |
|  Advantest Corp. | 487 | $61580 |
|  Applied Materials, Inc. | 478 | 122841 |
|  ASM International NV | 21 | 12713 |
|  ASML Holding NV | 296 | 318946 |
|  BE Semiconductor Industries NV | 45 | 7035 |
|  Disco Corp. | 51 | 15538 |
|  First Solar, Inc.<sup>(h)</sup> | 69 | 18025 |
|  KLA Corp. | 88 | 106927 |
|  Lam Research Corp. | 942 | 161252 |
|  Lasertec Corp. | 54 | 10289 |
|  Monolithic Power Systems, Inc. | 34 | 30816 |
|  Nova Ltd.<sup>(h)</sup> | 21 | 7020 |
|  NVIDIA Corp. | 3762 | 701613 |
|  Qnity Electronics, Inc. | 57 | 4654 |
|  QUALCOMM, Inc. | 643 | 109985 |
|  Teradyne, Inc. | 76 | 14711 |
|  Texas Instruments, Inc. | 499 | 86572 |
|  Tokyo Electron Ltd. | 253 | 56350 |
|  |  | 1846867 |
|  **Software – 0.6%** | **Software – 0.6%** | **Software – 0.6%** |
|  Adobe, Inc.<sup>(h)</sup> | 367 | 128446 |
|  Autodesk, Inc.<sup>(h)</sup> | 224 | 66306 |
|  Bentley Systems, Inc. - Class B | 355 | 13549 |
|  Cadence Design Systems, Inc.<sup>(h)</sup> | 138 | 43136 |
|  Check Point Software Technologies Ltd.<sup>(h)</sup> | 174 | 32288 |
|  Constellation Software, Inc./Canada | 34 | 81780 |
|  Crowdstrike Holdings, Inc. - Class A<sup>(h)</sup> | 17 | 7969 |
|  Dassault Systemes SE | 665 | 18579 |
|  Descartes Systems Group, Inc. (The)<sup>(h)</sup> | 190 | 16668 |
|  Fair Isaac Corp.<sup>(h)</sup> | 5 | 8453 |
|  Fortinet, Inc.<sup>(h)</sup> | 613 | 48678 |
|  Gen Digital, Inc. | 621 | 16885 |
|  Intuit, Inc. | 222 | 147057 |
|  Microsoft Corp. | 1580 | 764120 |
|  Nemetschek SE | 61 | 6600 |
|  Oracle Corp. | 22 | 4288 |
|  Oracle Corp. Japan | 165 | 13868 |
|  Palantir Technologies, Inc. - Class A<sup>(h)</sup> | 27 | 4799 |
|  Palo Alto Networks, Inc.<sup>(h)</sup> | 149 | 27446 |
|  PTC, Inc.<sup>(h)</sup> | 109 | 18989 |
|  Roper Technologies, Inc. | 217 | 96593 |
|  Sage Group PLC (The) | 1618 | 23533 |
|  Salesforce, Inc. | 207 | 54836 |
|  SAP SE | 290 | 70461 |
|  ServiceNow, Inc.<sup>(h)</sup> | 305 | 46723 |
|  Tyler Technologies, Inc.<sup>(h)</sup> | 75 | 34046 |
|  Workday, Inc. - Class A<sup>(h)</sup> | 81 | 17397 |
|  Xero Ltd.<sup>(h)</sup> | 163 | 12348 |
|  Zoom Communications, Inc.<sup>(h)</sup> | 56 | 4832 |
|  Zscaler, Inc.<sup>(h)</sup> | 19 | 4274 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834947 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Technology Hardware, Storage & Peripherals – 0.3%** | **Technology Hardware, Storage & Peripherals – 0.3%** | **Technology Hardware, Storage & Peripherals – 0.3%** |
|  Apple, Inc. | 2505 | $681009 |
|  Canon, Inc. | 1917 | 56721 |
|  FUJIFILM Holdings Corp. | 2043 | 43349 |
|  Logitech International SA (REG) | 91 | 9238 |
|  NetApp, Inc. | 94 | 10067 |
|  |  | 800384 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6031782 |
|  **Health Care – 1.3%** | **Health Care – 1.3%** | **Health Care – 1.3%** |
|  **Biotechnology – 0.1%** | **Biotechnology – 0.1%** | **Biotechnology – 0.1%** |
|  AbbVie, Inc. | 215 | 49125 |
|  Amgen, Inc. | 73 | 23894 |
|  Argenx SE<sup>(h)</sup> | 55 | 46395 |
|  Genmab A/S<sup>(h)</sup> | 32 | 9919 |
|  Gilead Sciences, Inc. | 402 | 49342 |
|  Incyte Corp.<sup>(h)</sup> | 355 | 35063 |
|  Neurocrine Biosciences, Inc.<sup>(h)</sup> | 71 | 10070 |
|  Regeneron Pharmaceuticals, Inc. | 15 | 11578 |
|  Swedish Orphan Biovitrum AB<sup>(h)</sup> | 190 | 6819 |
|  United Therapeutics Corp.<sup>(h)</sup> | 49 | 23875 |
|  Vertex Pharmaceuticals, Inc.<sup>(h)</sup> | 250 | 113340 |
|  |  | 379420 |
|  **Health Care Equipment & Supplies – 0.2%** | **Health Care Equipment & Supplies – 0.2%** | **Health Care Equipment & Supplies – 0.2%** |
|  Abbott Laboratories | 1480 | 185429 |
|  Becton Dickinson & Co. | 48 | 9315 |
|  Boston Scientific Corp.<sup>(h)</sup> | 253 | 24124 |
|  Cochlear Ltd. | 37 | 6424 |
|  Coloplast A/S - Class B | 76 | 6516 |
|  Dexcom, Inc.<sup>(h)</sup> | 167 | 11084 |
|  Edwards Lifesciences Corp.<sup>(h)</sup> | 277 | 23614 |
|  Fisher & Paykel Healthcare Corp., Ltd. | 311 | 6757 |
|  GE HealthCare Technologies, Inc. | 202 | 16568 |
|  Hologic, Inc.<sup>(h)</sup> | 359 | 26742 |
|  Hoya Corp. | 184 | 27907 |
|  IDEXX Laboratories, Inc.<sup>(h)</sup> | 59 | 39915 |
|  Intuitive Surgical, Inc.<sup>(h)</sup> | 166 | 94016 |
|  ResMed, Inc. | 77 | 18547 |
|  Sonova Holding AG (REG) | 27 | 6984 |
|  Straumann Holding AG (REG)<sup>(h)</sup> | 59 | 6892 |
|  |  | 510834 |
|  **Health Care Providers & Services – 0.2%** | **Health Care Providers & Services – 0.2%** | **Health Care Providers & Services – 0.2%** |
|  Cardinal Health, Inc. | 129 | 26510 |
|  Cencora, Inc. | 377 | 127332 |
|  Cigna Group (The) | 65 | 17890 |
|  Elevance Health, Inc. | 139 | 48726 |
|  HCA Healthcare, Inc. | 48 | 22409 |
|  Humana, Inc. | 19 | 4866 |
|  McKesson Corp. | 147 | 120583 |
|  Quest Diagnostics, Inc. | 147 | 25509 |
|  UnitedHealth Group, Inc. | 516 | 170337 |
|  |  | 564162 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Health Care Technology – 0.0%** | **Health Care Technology – 0.0%** | **Health Care Technology – 0.0%** |
|  Pro Medicus Ltd. | 42 | $6168 |
|  Veeva Systems, Inc. - Class A<sup>(h)</sup> | 71 | 15850 |
|  |  | 22018 |
|  **Life Sciences Tools & Services – 0.0%** | **Life Sciences Tools & Services – 0.0%** | **Life Sciences Tools & Services – 0.0%** |
|  Agilent Technologies, Inc. | 131 | 17825 |
|  Waters Corp.<sup>(h)</sup> | 31 | 11775 |
|  West Pharmaceutical Services, Inc. | 33 | 9079 |
|  |  | 38679 |
|  **Pharmaceuticals – 0.8%** | **Pharmaceuticals – 0.8%** | **Pharmaceuticals – 0.8%** |
|  Astellas Pharma, Inc. | 1426 | 18979 |
|  AstraZeneca PLC | 869 | 160816 |
|  Bristol-Myers Squibb Co. | 456 | 24597 |
|  Chugai Pharmaceutical Co., Ltd. | 342 | 17942 |
|  Daiichi Sankyo Co., Ltd. | 862 | 18304 |
|  Eli Lilly & Co. | 484 | 520145 |
|  GSK PLC | 2531 | 62053 |
|  Johnson & Johnson | 1926 | 398586 |
|  Merck & Co., Inc. | 2145 | 225783 |
|  Novartis AG (REG) | 1983 | 273249 |
|  Novo Nordisk A/S - Class B | 2337 | 118529 |
|  Orion Oyj - Class B | 95 | 7088 |
|  Otsuka Holdings Co., Ltd. | 494 | 27940 |
|  Roche Holding AG (BR) | 22 | 9290 |
|  Roche Holding AG (Genusschein) | 479 | 197813 |
|  Sanofi SA | 364 | 35219 |
|  Shionogi & Co., Ltd. | 753 | 13629 |
|  Takeda Pharmaceutical Co., Ltd. | 1621 | 50357 |
|  Zoetis, Inc. | 293 | 36865 |
|  |  | 2217184 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3732297 |
|  **Communication Services – 1.0%** | **Communication Services – 1.0%** | **Communication Services – 1.0%** |
|  **Diversified Telecommunication Services – 0.2%** | **Diversified Telecommunication Services – 0.2%** | **Diversified Telecommunication Services – 0.2%** |
|  Altice France SA/LuxCo3<sup>(h) (i) (j)</sup> | 895 | 15777 |
|  AT&T, Inc. | 4748 | 117940 |
|  Deutsche Telekom AG (REG) | 3348 | 108981 |
|  Elisa Oyj | 315 | 13959 |
|  HKT Trust & HKT Ltd. - Class H | 8380 | 12409 |
|  Infrastrutture Wireless Italiane SpA | 618 | 5719 |
|  Koninklijke KPN NV | 8599 | 40181 |
|  NTT, Inc. | 66073 | 66700 |
|  Orange SA | 4117 | 68699 |
|  Singapore Telecommunications Ltd. | 16432 | 58136 |
|  Swisscom AG (REG) | 64 | 46487 |
|  Telia Co. AB | 2670 | 11411 |
|  Telstra Group Ltd. | 5397 | 17511 |
|  TELUS Corp. | 810 | 10676 |
|  Verizon Communications, Inc. | 2187 | 89077 |
|  |  | 683663 |
|  **Entertainment – 0.2%** | **Entertainment – 0.2%** | **Entertainment – 0.2%** |
|  Capcom Co., Ltd. | 286 | 6644 |
|  CTS Eventim AG & Co. KGaA | 76 | 6957 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  Electronic Arts, Inc. | 332 | $67838 |
|  Liberty Media Corp.-Liberty Formula One - Class C<sup>(h)</sup> | 293 | 28863 |
|  Netflix, Inc.<sup>(h)</sup> | 2690 | 252214 |
|  Nintendo Co., Ltd. | 568 | 38348 |
|  Toho Co., Ltd./Tokyo | 108 | 5502 |
|  Universal Music Group NV | 788 | 20543 |
|  |  | 426909 |
|  **Interactive Media & Services – 0.5%** |  |  |
|  Alphabet, Inc. - Class A | 1281 | 400953 |
|  Alphabet, Inc. - Class C | 1163 | 364949 |
|  Meta Platforms, Inc. - Class A | 1111 | 733360 |
|  REA Group Ltd. | 54 | 6583 |
|  Scout24 SE | 166 | 16673 |
|  |  | 1522518 |
|  **Media – 0.0%** |  |  |
|  Omnicom Group, Inc. | 94 | 7591 |
|  Publicis Groupe SA | 105 | 10904 |
|  |  | 18495 |
|  **Wireless Telecommunication Services – 0.1%** |  |  |
|  KDDI Corp. | 5658 | 97927 |
|  SoftBank Corp. | 63508 | 87194 |
|  T-Mobile US, Inc. | 496 | 100708 |
|  Vodafone Group PLC | 11945 | 15922 |
|  |  | 301751 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953336 |
|  **Financials – 0.9%** |  |  |
|  **Banks – 0.1%** |  |  |
|  AIB Group PLC | 1459 | 15597 |
|  Bank Hapoalim BM | 1016 | 22979 |
|  Bank Leumi Le-Israel BM | 803 | 17696 |
|  BOC Hong Kong Holdings Ltd. - Class H | 6392 | 32439 |
|  Canadian Imperial Bank of Commerce | 57 | 5168 |
|  DBS Group Holdings Ltd. | 760 | 33292 |
|  FinecoBank Banca Fineco SpA | 314 | 8136 |
|  First Citizens BancShares, Inc./NC - Class A | 6 | 12877 |
|  Hang Seng Bank Ltd. - Class H | 707 | 13947 |
|  Japan Post Bank Co., Ltd. | 445 | 6264 |
|  Mizrahi Tefahot Bank Ltd. | 124 | 8664 |
|  Nordea Bank Abp | 394 | 7413 |
|  Oversea-Chinese Banking Corp., Ltd. | 689 | 10585 |
|  UniCredit SpA | 102 | 8448 |
|  |  | 203505 |
|  **Capital Markets – 0.1%** |  |  |
|  3i Group PLC | 488 | 21398 |
|  Ameriprise Financial, Inc. | 53 | 25988 |
|  Blackrock, Inc. | 65 | 69572 |
|  Brookfield Asset Management Ltd. - Class A | 254 | 13305 |
|  Cboe Global Markets, Inc. | 281 | 70531 |
|  CME Group, Inc. | 451 | 123159 |
|  Deutsche Boerse AG | 21 | 5519 |
|  Futu Holdings Ltd. (ADR) | 40 | 6568 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Hong Kong Exchanges & Clearing Ltd. - Class H | 691 | $| 36154 |
|  Japan Exchange Group, Inc. | 610 |  | 6511 |
|  Moody's Corp. | 95 |  | 48531 |
|  Partners Group Holding AG | 16 |  | 19632 |
|  Singapore Exchange Ltd. | 1450 |  | 19088 |
| T. Rowe Price Group, Inc. | 110 |  | 11262 |
|  |  |  | 477218 |
|  **Financial Services – 0.3%** | **Financial Services – 0.3%** | **Financial Services – 0.3%** | **Financial Services – 0.3%** |
|  Adyen NV<sup>(h)</sup> | 13 |  | 20963 |
|  Berkshire Hathaway, Inc. - Class B<sup>(h)</sup> | 220 |  | 110583 |
|  Infratil Ltd. | 1670 |  | 10657 |
|  Jack Henry & Associates, Inc. | 102 |  | 18613 |
|  Mastercard, Inc. - Class A | 462 |  | 263747 |
|  PayPal Holdings, Inc. | 439 |  | 25629 |
|  Visa, Inc. - Class A | 1420 |  | 498008 |
|  Wise PLC - Class A<sup>(h)</sup> | 586 |  | 7020 |
|  |  |  | 955220 |
|  **Insurance – 0.4%** | **Insurance – 0.4%** | **Insurance – 0.4%** | **Insurance – 0.4%** |
|  Admiral Group PLC | 177 |  | 7572 |
|  Allstate Corp. (The) | 91 |  | 18942 |
|  Aon PLC - Class A | 97 |  | 34229 |
|  Arch Capital Group Ltd.<sup>(h)</sup> | 367 |  | 35203 |
|  Arthur J Gallagher & Co. | 149 |  | 38560 |
|  Brown & Brown, Inc. | 305 |  | 24308 |
|  Chubb Ltd. | 279 |  | 87081 |
|  Erie Indemnity Co. - Class A | 23 |  | 6593 |
|  Fairfax Financial Holdings Ltd. | 13 |  | 24776 |
|  Great-West Lifeco, Inc. | 149 |  | 7348 |
|  Hannover Rueck SE | 29 |  | 9024 |
|  Hartford Insurance Group, Inc. (The) | 129 |  | 17776 |
|  Helvetia Baloise Holding AG | 59 |  | 15518 |
|  iA Financial Corp., Inc. | 58 |  | 7515 |
|  Intact Financial Corp. | 261 |  | 54334 |
|  Loews Corp. | 238 |  | 25064 |
|  Marsh & McLennan Cos., Inc. | 594 |  | 110199 |
|  Medibank Pvt. Ltd. | 2226 |  | 7104 |
|  MS&AD Insurance Group Holdings, Inc. | 621 |  | 14579 |
|  Muenchener Rueckversicherungs-Gesellschaft<br>AG in Muenchen (REG) | 62 |  | 40801 |
|  Progressive Corp. (The) | 626 |  | 142553 |
|  Prudential PLC | 1174 |  | 18060 |
|  Sampo Oyj - Class A | 3720 |  | 45008 |
|  Swiss Re AG | 258 |  | 42980 |
|  Tokio Marine Holdings, Inc. | 1035 |  | 38260 |
|  Travelers Cos., Inc. (The) | 199 |  | 57722 |
|  Tryg A/S | 380 |  | 9937 |
|  W R Berkley Corp. | 693 |  | 48593 |
|  Willis Towers Watson PLC | 67 |  | 22016 |
|  Zurich Insurance Group AG | 131 |  | 99128 |
|  |  |  | 1110783 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746726 |
|  **Industrials – 0.8%** | **Industrials – 0.8%** | **Industrials – 0.8%** | **Industrials – 0.8%** |
|  **Aerospace & Defense – 0.1%** | **Aerospace & Defense – 0.1%** | **Aerospace & Defense – 0.1%** | **Aerospace & Defense – 0.1%** |
|  General Dynamics Corp. | 163 |  | 54875 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  Howmet Aerospace, Inc. | 196 | $40184 |
|  Kongsberg Gruppen ASA | 288 | 7380 |
|  Lockheed Martin Corp. | 194 | 93832 |
|  MTU Aero Engines AG | 26 | 10778 |
|  Northrop Grumman Corp. | 93 | 53029 |
|  Rheinmetall AG | 27 | 49259 |
|  RTX Corp. | 82 | 15039 |
|  |  | 324376 |
|  **Air Freight & Logistics – 0.0%** |  |  |
|  CH Robinson Worldwide, Inc. | 59 | 9485 |
|  Expeditors International of Washington, Inc. | 83 | 12368 |
|  SG Holdings Co., Ltd. | 637 | 5829 |
|  |  | 27682 |
|  **Building Products – 0.0%** |  |  |
|  Allegion PLC | 45 | 7165 |
|  Carlisle Cos., Inc. | 24 | 7677 |
|  Geberit AG (REG) | 23 | 17862 |
|  Lennox International, Inc. | 20 | 9712 |
|  Trane Technologies PLC | 132 | 51374 |
|  |  | 93790 |
|  **Commercial Services & Supplies – 0.1%** |  |  |
|  Brambles Ltd. | 667 | 10185 |
|  Cintas Corp. | 226 | 42504 |
|  Copart, Inc.<sup>(h)</sup> | 442 | 17304 |
|  Republic Services, Inc. | 483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102362 |
|  Rollins, Inc. | 448 | 26889 |
|  Secom Co., Ltd. | 803 | 28534 |
|  Veralto Corp. | 126 | 12572 |
|  Waste Connections, Inc. | 360 | 63130 |
|  Waste Management, Inc. | 416 | 91400 |
|  |  | 394880 |
|  **Construction & Engineering – 0.0%** |  |  |
|  Comfort Systems USA, Inc. | 22 | 20533 |
|  EMCOR Group, Inc. | 28 | 17130 |
|  |  | 37663 |
|  **Electrical Equipment – 0.1%** |  |  |
|  ABB Ltd. (REG) | 847 | 62439 |
|  Eaton Corp. PLC | 189 | 60198 |
|  Fujikura Ltd. | 119 | 13196 |
|  Hubbell, Inc. | 26 | 11547 |
|  Rockwell Automation, Inc. | 51 | 19843 |
|  |  | 167223 |
|  **Ground Transportation – 0.1%** |  |  |
|  Canadian National Railway Co. | 227 | 22451 |
|  Central Japan Railway Co. | 1708 | 47311 |
|  East Japan Railway Co. | 1846 | 48655 |
|  Hankyu Hanshin Holdings, Inc. | 410 | 10312 |
|  MTR Corp., Ltd. - Class H | 1294 | 4956 |
|  Old Dominion Freight Line, Inc. | 104 | 16307 |
|  Tokyu Corp. | 435 | 5084 |
|  Uber Technologies, Inc.<sup>(h)</sup> | 1057 | 86367 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Union Pacific Corp. | 331 | $| 76567 |
|  West Japan Railway Co. | 471 |  | 9385 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327395 |
|  **Industrial Conglomerates – 0.1%** | **Industrial Conglomerates – 0.1%** | **Industrial Conglomerates – 0.1%** | **Industrial Conglomerates – 0.1%** |
|  3M Co. | 249 |  | 39865 |
|  Honeywell International, Inc. | 320 |  | 62429 |
|  Lifco AB - Class B | 187 |  | 7087 |
|  Smiths Group PLC | 212 |  | 6706 |
|  Swire Pacific Ltd.- Class H | 775 |  | 6247 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122334 |
|  **Machinery – 0.2%** | **Machinery – 0.2%** | **Machinery – 0.2%** | **Machinery – 0.2%** |
|  Alfa Laval AB | 144 |  | 7220 |
|  Atlas Copco AB - Class A | 1513 |  | 26935 |
|  Atlas Copco AB - Class B | 879 |  | 14052 |
|  Caterpillar, Inc. | 276 |  | 158112 |
|  Cummins, Inc. | 70 |  | 35732 |
|  Daifuku Co., Ltd. | 213 |  | 6704 |
|  Epiroc AB - Class A | 323 |  | 7281 |
|  GEA Group AG | 102 |  | 6893 |
|  Graco, Inc. | 84 |  | 6885 |
|  Illinois Tool Works, Inc. | 159 |  | 39162 |
|  Kone Oyj - Class B | 309 |  | 21890 |
|  Metso Oyj | 406 |  | 7064 |
|  Parker-Hannifin Corp. | 61 |  | 53617 |
|  Pentair PLC | 76 |  | 7915 |
|  Sandvik AB | 468 |  | 15117 |
|  Schindler Holding AG | 21 |  | 7897 |
|  Schindler Holding AG (REG) | 85 |  | 30077 |
|  Snap-on, Inc. | 25 |  | 8615 |
|  Techtronic Industries Co., Ltd. - Class H | 705 |  | 8110 |
|  VAT Group AG<sup>(a)</sup> | 15 |  | 7202 |
|  Wartsila Oyj Abp | 251 |  | 8887 |
|  Yangzijiang Shipbuilding Holdings Ltd. | 2613 |  | 7059 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492426 |
|  **Marine Transportation – 0.0%** | **Marine Transportation – 0.0%** | **Marine Transportation – 0.0%** | **Marine Transportation – 0.0%** |
|  Kuehne & Nagel International AG (REG) | 34 |  | 7292 |
|  **Passenger Airlines – 0.0%** | **Passenger Airlines – 0.0%** | **Passenger Airlines – 0.0%** | **Passenger Airlines – 0.0%** |
|  ANA Holdings, Inc. | 240 |  | 4558 |
|  **Professional Services – 0.1%** | **Professional Services – 0.1%** | **Professional Services – 0.1%** | **Professional Services – 0.1%** |
|  Automatic Data Processing, Inc. | 270 |  | 69452 |
|  Broadridge Financial Solutions, Inc. | 59 |  | 13167 |
|  Bureau Veritas SA | 221 |  | 7031 |
|  Computershare Ltd. | 290 |  | 6573 |
|  Experian PLC | 476 |  | 21461 |
|  Intertek Group PLC | 112 |  | 6946 |
|  Leidos Holdings, Inc. | 58 |  | 10463 |
|  Paychex, Inc. | 196 |  | 21987 |
|  Recruit Holdings Co., Ltd. | 799 |  | 44897 |
|  RELX PLC | 1147 |  | 46209 |
|  Thomson Reuters Corp. | 255 |  | 33651 |
|  Wolters Kluwer NV | 129 |  | 13361 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295198 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Trading Companies & Distributors – 0.0%** | **Trading Companies & Distributors – 0.0%** | **Trading Companies & Distributors – 0.0%** |
|  Fastenal Co. | 697 | $27971 |
|  Ferguson Enterprises, Inc. | 103 | 22931 |
|  Watsco, Inc. | 20 | 6739 |
|  WW Grainger, Inc. | 31 | 31280 |
|  |  | 88921 |
|  **Transportation Infrastructure – 0.0%** | **Transportation Infrastructure – 0.0%** | **Transportation Infrastructure – 0.0%** |
|  Aena SME SA | 995 | 27801 |
|  Aeroports de Paris SA | 51 | 6655 |
|  |  | 34456 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418194 |
|  **Consumer Staples – 0.7%** | **Consumer Staples – 0.7%** | **Consumer Staples – 0.7%** |
|  **Beverages – 0.2%** | **Beverages – 0.2%** | **Beverages – 0.2%** |
|  Carlsberg AS - Class B | 54 | 7068 |
|  Coca-Cola Co. (The) | 3168 | 221475 |
|  Coca-Cola HBC AG<sup>(h)</sup> | 137 | 7088 |
|  Keurig Dr. Pepper, Inc. | 950 | 26609 |
|  Monster Beverage Corp.<sup>(h)</sup> | 935 | 71686 |
|  PepsiCo, Inc. | 1369 | 196479 |
|  |  | 530405 |
|  **Consumer Staples Distribution & Retail – 0.2%** | **Consumer Staples Distribution & Retail – 0.2%** | **Consumer Staples Distribution & Retail – 0.2%** |
|  Costco Wholesale Corp. | 269 | 231970 |
|  Dollar General Corp. | 61 | 8099 |
|  Koninklijke Ahold Delhaize NV | 920 | 37726 |
|  Kroger Co. (The) | 1079 | 67416 |
|  Walmart, Inc. | 2427 | 270392 |
|  |  | 615603 |
|  **Food Products – 0.1%** | **Food Products – 0.1%** | **Food Products – 0.1%** |
|  Danone SA | 254 | 22911 |
|  General Mills, Inc. | 1034 | 48081 |
|  Hershey Co. (The) | 234 | 42583 |
|  Hormel Foods Corp. | 389 | 9219 |
|  Magnum Ice Cream Co. NV (The)<sup>(h)</sup> | 313 | 5009 |
|  Mondelez International, Inc. - Class A | 974 | 52430 |
|  Nestle SA (REG) | 1536 | 152462 |
|  Tyson Foods, Inc. - Class A | 583 | 34176 |
|  |  | 366871 |
|  **Household Products – 0.1%** | **Household Products – 0.1%** | **Household Products – 0.1%** |
|  Church & Dwight Co., Inc. | 649 | 54419 |
|  Colgate-Palmolive Co. | 759 | 59976 |
|  Kimberly-Clark Corp. | 179 | 18059 |
|  Procter & Gamble Co. (The) | 1859 | 266413 |
|  Reckitt Benckiser Group PLC | 355 | 28727 |
|  |  | 427594 |
|  **Personal Care Products – 0.1%** | **Personal Care Products – 0.1%** | **Personal Care Products – 0.1%** |
|  Beiersdorf AG | 64 | 7028 |
|  Kao Corp. | 113 | 4510 |
|  L'Oreal SA | 120 | 51518 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Unilever PLC | 1397 | $| 91276 |
|  |  |  | 154332 |
|  **Tobacco – 0.0%** | **Tobacco – 0.0%** | **Tobacco – 0.0%** | **Tobacco – 0.0%** |
|  Imperial Brands PLC | 369 |  | 15494 |
|  Philip Morris International, Inc. | 135 |  | 21654 |
|  |  |  | 37148 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131953 |
|  **Consumer Discretionary – 0.4%** | **Consumer Discretionary – 0.4%** | **Consumer Discretionary – 0.4%** | **Consumer Discretionary – 0.4%** |
|  **Automobile Components – 0.0%** | **Automobile Components – 0.0%** | **Automobile Components – 0.0%** | **Automobile Components – 0.0%** |
|  Bridgestone Corp. | 384 |  | 8640 |
|  Continental AG | 89 |  | 7063 |
|  |  |  | 15703 |
|  **Automobiles – 0.0%** | **Automobiles – 0.0%** | **Automobiles – 0.0%** | **Automobiles – 0.0%** |
|  Ferrari NV | 136 |  | 50540 |
|  **Broadline Retail – 0.0%** | **Broadline Retail – 0.0%** | **Broadline Retail – 0.0%** | **Broadline Retail – 0.0%** |
|  Dollarama, Inc. | 226 |  | 33778 |
|  MercadoLibre, Inc.<sup>(h)</sup> | 11 |  | 22157 |
|  Next PLC | 71 |  | 13071 |
|  Pan Pacific International Holdings Corp. | 1858 |  | 11068 |
|  Wesfarmers Ltd. | 564 |  | 30384 |
|  |  |  | 110458 |
|  **Hotels, Restaurants & Leisure – 0.1%** | **Hotels, Restaurants & Leisure – 0.1%** | **Hotels, Restaurants & Leisure – 0.1%** | **Hotels, Restaurants & Leisure – 0.1%** |
|  Aristocrat Leisure Ltd. | 254 |  | 9833 |
|  Chipotle Mexican Grill, Inc.<sup>(h)</sup> | 806 |  | 29822 |
|  Compass Group PLC | 1649 |  | 52249 |
|  Darden Restaurants, Inc. | 56 |  | 10305 |
|  Evolution AB<sup>(a)</sup> | 100 |  | 6790 |
|  McDonald's Corp. | 321 |  | 98107 |
|  Oriental Land Co., Ltd./Japan | 1105 |  | 20443 |
|  Yum! Brands, Inc. | 319 |  | 48258 |
|  |  |  | 275807 |
|  **Household Durables – 0.0%** | **Household Durables – 0.0%** | **Household Durables – 0.0%** | **Household Durables – 0.0%** |
|  D.R. Horton, Inc. | 118 |  | 16995 |
|  Garmin Ltd. | 83 |  | 16837 |
|  NVR, Inc.<sup>(h)</sup> | 2 |  | 14586 |
|  PulteGroup, Inc. | 98 |  | 11491 |
|  |  |  | 59909 |
|  **Leisure Products – 0.0%** | **Leisure Products – 0.0%** | **Leisure Products – 0.0%** | **Leisure Products – 0.0%** |
|  Bandai Namco Holdings, Inc. | 273 |  | 7266 |
|  **Specialty Retail – 0.2%** | **Specialty Retail – 0.2%** | **Specialty Retail – 0.2%** | **Specialty Retail – 0.2%** |
|  AutoZone, Inc.<sup>(h)</sup> | 22 |  | 74613 |
|  Best Buy Co., Inc. | 122 |  | 8165 |
|  Dick's Sporting Goods, Inc. | 32 |  | 6335 |
|  Dynatrace, Inc.<sup>(h)</sup> | 439 |  | 19026 |
|  Fast Retailing Co., Ltd. | 92 |  | 33358 |
|  Industria de Diseno Textil SA | 1329 |  | 87667 |
|  O'Reilly Automotive, Inc.<sup>(h)</sup> | 690 |  | 62935 |
|  Sanrio Co., Ltd. | 199 |  | 6227 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  TJX Cos., Inc. (The) | 1046 | $| 160676 |
|  Tractor Supply Co. | 264 |  | 13203 |
|  Ulta Beauty, Inc.<sup>(h)</sup> | 26 |  | 15730 |
|  Williams-Sonoma, Inc. | 86 |  | 15359 |
|  |  |  | 503294 |
|  **Textiles, Apparel & Luxury Goods – 0.1%** | **Textiles, Apparel & Luxury Goods – 0.1%** | **Textiles, Apparel & Luxury Goods – 0.1%** | **Textiles, Apparel & Luxury Goods – 0.1%** |
|  Asics Corp. | 351 |  | 8426 |
|  Deckers Outdoor Corp.<sup>(h)</sup> | 100 |  | 10367 |
|  Hermes International SCA | 17 |  | 42208 |
|  Lululemon Athletica, Inc.<sup>(h)</sup> | 71 |  | 14755 |
|  Moncler SpA | 112 |  | 7159 |
|  NIKE, Inc. - Class B | 528 |  | 33639 |
|  Pandora A/S | 59 |  | 6525 |
|  |  |  | 123079 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146056 |
|  **Utilities – 0.2%** | **Utilities – 0.2%** | **Utilities – 0.2%** | **Utilities – 0.2%** |
|  **Electric Utilities – 0.1%** | **Electric Utilities – 0.1%** | **Electric Utilities – 0.1%** | **Electric Utilities – 0.1%** |
|  Alliant Energy Corp. | 78 |  | 5071 |
|  American Electric Power Co., Inc. | 103 |  | 11877 |
|  BKW AG | 47 |  | 9969 |
|  Chubu Electric Power Co., Inc. | 1508 |  | 23233 |
|  CLP Holdings Ltd. - Class H | 2947 |  | 26361 |
|  Duke Energy Corp. | 1056 |  | 123774 |
|  FirstEnergy Corp. | 355 |  | 15893 |
|  Hydro One Ltd.<sup>(a)</sup> | 389 |  | 15486 |
|  Iberdrola SA | 918 |  | 19878 |
|  Oklo, Inc.<sup>(h)</sup> | 84 |  | 6028 |
|  PG&E Corp. | 333 |  | 5351 |
|  Power Assets Holdings Ltd. - Class H | 3063 |  | 21705 |
|  PPL Corp. | 215 |  | 7529 |
|  Redeia Corp. SA | 858 |  | 15295 |
|  Southern Co. (The) | 1350 |  | 117720 |
|  Verbund AG | 62 |  | 4502 |
|  Xcel Energy, Inc. | 211 |  | 15585 |
|  |  |  | 445257 |
|  **Gas Utilities – 0.0%** | **Gas Utilities – 0.0%** | **Gas Utilities – 0.0%** | **Gas Utilities – 0.0%** |
|  Hong Kong & China Gas Co., Ltd. - Class H | 17744 |  | 15996 |
|  Osaka Gas Co., Ltd. | 480 |  | 16678 |
|  Tokyo Gas Co., Ltd. | 205 |  | 8127 |
|  |  |  | 40801 |
|  **Multi-Utilities – 0.1%** | **Multi-Utilities – 0.1%** | **Multi-Utilities – 0.1%** | **Multi-Utilities – 0.1%** |
|  Ameren Corp. | 201 |  | 20072 |
|  CMS Energy Corp. | 247 |  | 17273 |
|  Consolidated Edison, Inc. | 797 |  | 79158 |
|  Dominion Energy, Inc. | 110 |  | 6445 |
|  E.ON SE | 273 |  | 5169 |
|  Engie SA | 401 |  | 10534 |
|  WEC Energy Group, Inc. | 476 |  | 50199 |
|  |  |  | 188850 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Water Utilities – 0.0%** |  |  |
|  American Water Works Co., Inc. | 90 | $11745 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686653 |
|  **Materials – 0.2%** |  |  |
|  **Chemicals – 0.1%** |  |  |
|  Air Liquide SA | 105 | 19735 |
|  CF Industries Holdings, Inc. | 77 | 5955 |
|  Corteva, Inc. | 83 | 5564 |
|  EMS-Chemie Holding AG<sup>(h)</sup> | 10 | 6898 |
|  Givaudan SA (REG) | 8 | 31650 |
|  Linde PLC | 237 | 101054 |
|  Sherwin-Williams Co. (The) | 124 | 40180 |
|  Sika AG (REG)<sup>(h)</sup> | 68 | 13806 |
|  |  | 224842 |
|  **Construction Materials – 0.0%** |  |  |
|  Holcim AG<sup>(h)</sup> | 239 | 23266 |
|  **Containers & Packaging – 0.0%** |  |  |
|  Avery Dennison Corp. | 39 | 7093 |
|  Ball Corp. | 181 | 9588 |
|  |  | 16681 |
|  **Metals & Mining – 0.1%** |  |  |
|  BHP Group Ltd. | 2336 | 70499 |
|  Fortescue Ltd. | 786 | 11493 |
|  Franco-Nevada Corp. | 64 | 13266 |
|  Fresnillo PLC | 188 | 8383 |
|  Kinross Gold Corp. | 552 | 15548 |
|  Lundin Gold, Inc. | 85 | 7061 |
|  Newmont Corp. | 178 | 17773 |
|  Rio Tinto Ltd. | 167 | 16292 |
|  Rio Tinto PLC | 515 | 41484 |
|  |  | 201799 |
|  |  | 466588 |
|  **Energy – 0.1%** |  |  |
|  **Oil, Gas & Consumable Fuels – 0.1%** |  |  |
|  Coterra Energy, Inc. | 298 | 7843 |
|  Expand Energy Corp. | 312 | 34432 |
|  Chevron Corp. | 214 | 32616 |
|  Exxon Mobil Corp. | 976 | 117452 |
|  Imperial Oil Ltd. | 64 | 5529 |
|  Eni SpA | 1031 | 19544 |
|  Texas Pacific Land Corp. | 36 | 10340 |
|  Williams Cos., Inc. (The) | 553 | 33241 |
|  Inpex Corp. | 993 | 19860 |
|  TotalEnergies SE | 299 | 19494 |
|  Galp Energia SGPS SA | 317 | 5459 |
|  Shell PLC | 407 | 14999 |
|  |  | 320809 |
|  **Real Estate – 0.0%** |  |  |
|  **Health Care REITs – 0.0%** |  |  |
|  Welltower, Inc. | 182 | 33781 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **Real Estate Management & Development – 0.0%** | **Real Estate Management & Development – 0.0%** | **Real Estate Management & Development – 0.0%** | **Real Estate Management & Development – 0.0%** |
|  Wharf Holdings Ltd. (The) - Class H |  | 2232 | $6235 |
|  **Specialized REITs – 0.0%** | **Specialized REITs – 0.0%** | **Specialized REITs – 0.0%** | **Specialized REITs – 0.0%** |
|  Public Storage | Public Storage | 70 | 18165 |
|  |  |  | 58181 |
|  Total Common Stocks <br>(cost $22,678,296) | Total Common Stocks <br>(cost $22,678,296) | Total Common Stocks <br>(cost $22,678,296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22692575 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **ASSET-BACKED SECURITIES – 3.9%** | **ASSET-BACKED SECURITIES – 3.9%** | **ASSET-BACKED SECURITIES – 3.9%** | **ASSET-BACKED SECURITIES – 3.9%** |
|  **Other ABS - Fixed Rate – 2.6%** | **Other ABS - Fixed Rate – 2.6%** | **Other ABS - Fixed Rate – 2.6%** | **Other ABS - Fixed Rate – 2.6%** |
|  AB Issuer LLC <br>Series 2021-1, Class A2 <br>3.734%, 07/30/2051<sup>(a)</sup> | U.S.$| 1091 | 1035655 |
|  Accelerated LLC <br>Series 2024-1A, Class A <br>4.68%, 08/22/2044<sup>(a)</sup> |  | 119 | 119082 |
|  Amur Equipment Finance Receivables XI LLC <br>Series 2022-2A, Class A2 <br>5.30%, 06/21/2028<sup>(a)</sup> |  | 37 | 37358 |
|  APL Finance DAC <br>Series 2025-1A, Class A <br>4.81%, 03/20/2036<sup>(a)</sup> |  | 217 | 218109 |
|  Auxilior Term Funding LLC <br>Series 2023-1A, Class A2 <br>6.18%, 12/15/2028<sup>(a)</sup> |  | 60 | 60191 |
|  BHG Securitization Trust Series 2023-A, Class A<br>5.55%, 04/17/2036<sup>(a)</sup> | BHG Securitization Trust Series 2023-A, Class A<br>5.55%, 04/17/2036<sup>(a)</sup> | 23 | 22903 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-B, Class A<br>6.92%, 12/17/2036<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-B, Class A<br>6.92%, 12/17/2036<sup>(a)</sup> | 33 | 34272 |
|  CCG Receivables Trust <br>Series 2025-1, Class B <br>4.69%, 10/14/2032<sup>(a)</sup> |  | 100 | 101215 |
|  Clarus Capital Funding LLC <br>Series 2024-1A, Class B <br>4.79%, 08/20/2032<sup>(a)</sup> |  | 115 | 115522 |
|  College Ave Student Loans LLC <br>Series 2021-C, Class B <br>2.72%, 07/26/2055<sup>(a)</sup> |  | 203 | 189449 |
|  Dext ABS LLC <br>Series 2023-1, Class A2 <br>5.99%, 03/15/2032<sup>(a)</sup> |  | 123 | 124061 |
|  Diamond Issuer LLC <br>Series 2021-1A, Class A <br>2.305%, 11/20/2051<sup>(a)</sup> |  | 1139 | 1092615 |
|  FIP Master Funding LLC <br>Series 2025-1A, Class A1 <br>4.98%, 10/15/2055<sup>(a) (i) (j)</sup> |  | 120 | 120180 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  GCI Funding I LLC <br>Series 2021-1, Class A <br>2.38%, 06/18/2046<sup>(a)</sup> | U.S.$| 297 | $278545 |
|  HINNT LLC <br>Series 2024-A, Class A <br>5.49%, 03/15/2043<sup>(a)</sup> |  | 38 | 39117 |
|  MVW LLC | MVW LLC | MVW LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class B |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.83%, 05/20/2039<sup>(a)</sup> |  | 152 | 145137 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 09/22/2042<sup>(a)</sup> |  | 103 | 104787 |
|  Neighborly Issuer LLC | Neighborly Issuer LLC | Neighborly Issuer LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, Class A2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.695%, 01/30/2052<sup>(a)</sup> |  | 809 | 766132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1A, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1A, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1A, Class A2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.308%, 01/30/2053<sup>(a)</sup> |  | 1011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024846 |
|  Nelnet Student Loan Trust | Nelnet Student Loan Trust | Nelnet Student Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-BA, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-BA, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-BA, Class B |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 04/20/2062<sup>(a)</sup> |  | 140 | 125769 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CA, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CA, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CA, Class B |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 04/20/2062<sup>(a)</sup> |  | 499 | 438810 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class B |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 04/20/2062<sup>(a)</sup> |  | 457 | 412593 |
|  NMEF Funding LLC <br>Series 2024-A, Class A2 <br>5.15%, 12/15/2031<sup>(a)</sup> |  | 122 | 122665 |
|  Pagaya AI Debt Grantor Trust | Pagaya AI Debt Grantor Trust | Pagaya AI Debt Grantor Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-5, Class A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-5, Class A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-5, Class A |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.278%, 10/15/2031<sup>(a)</sup> |  | 29 | 29405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-9, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-9, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-9, Class B |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.306%, 03/15/2032<sup>(a)</sup> |  | 295 | 296018 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-8, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-8, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-8, Class A2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.851%, 07/15/2033<sup>(a)</sup> |  | 100 | 100111 |
|  Pagaya AI Debt Trust | Pagaya AI Debt Trust | Pagaya AI Debt Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2, Class A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2, Class A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2, Class A |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.319%, 08/15/2031<sup>(a)</sup> |  | 24 | 24143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4, Class A2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.373%, 01/17/2033<sup>(a)</sup> |  | 156 | 157723 |
|  PEAC Solutions Receivables LLC | PEAC Solutions Receivables LLC | PEAC Solutions Receivables LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 10/20/2028<sup>(a)</sup> |  | 32 | 32198 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class B | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class B |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/20/2032<sup>(a)</sup> |  | 51 | 51927 |
|  SCF Equipment Leasing LLC | SCF Equipment Leasing LLC | SCF Equipment Leasing LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/20/2029<sup>(a)</sup> |  | 31 | 31399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A3 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 11/21/2033<sup>(a)</sup> |  | 100 | 102080 |
|  Sierra Timeshare Receivables Funding LLC <br>Series 2024-2A, Class A <br>5.14%, 06/20/2041<sup>(a)</sup> |  | 62 | 62866 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  VFI ABS LLC <br>Series 2025-1A, Class A <br>4.78%, 06/24/2030<sup>(a)</sup> | U.S.$| 168 | $| 169054 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7785937 |
|  **Autos – Fixed Rate – 1.3%** | **Autos – Fixed Rate – 1.3%** | **Autos – Fixed Rate – 1.3%** | **Autos – Fixed Rate – 1.3%** | **Autos – Fixed Rate – 1.3%** |
|  Ally Bank Auto Credit-Linked Notes <br>Series 2024-A, Class A2 <br>5.681%, 05/17/2032<sup>(a)</sup> |  | 119 |  | 120679 |
|  Avis Budget Rental Car Funding AESOP LLC <br>Series 2023-3A, Class A <br>5.44%, 02/22/2028<sup>(a)</sup> |  | 399 |  | 403778 |
|  Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | Carvana Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-N3, Class C | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-N3, Class C | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-N3, Class C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.02%, 06/12/2028 |  | 40 |  | 38570 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-N4, Class D | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-N4, Class D | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-N4, Class D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 09/11/2028 |  | 32 |  | 31396 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-P4, Class D | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-P4, Class D | &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-P4, Class D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.61%, 09/11/2028 |  | 596 |  | 576297 |
|  CPS Auto Receivables Trust <br>Series 2021-C, Class D <br>1.69%, 06/15/2027<sup>(a)</sup> |  | 27 |  | 26641 |
|  Ford Credit Auto Owner Trust <br>Series 2021-1, Class D <br>2.31%, 10/17/2033<sup>(a)</sup> |  | 824 |  | 817425 |
|  Hertz Vehicle Financing III LLC <br>Series 2025-1A, Class A <br>4.91%, 09/25/2029<sup>(a)</sup> |  | 145 |  | 146675 |
|  Hyundai Auto Lease Securitization Trust <br>Series 2025-A, Class B <br>5.15%, 06/15/2029<sup>(a)</sup> |  | 140 |  | 141830 |
|  Lendbuzz Securitization Trust<br>Series 2023-1A, Class A2<br>6.92%, 08/15/2028<sup>(a)</sup> 404 |  |  |  | 407858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 05/15/2030<sup>(a)</sup> |  | 124 |  | 125056 |
|  Merchants Fleet Funding LLC <br>Series 2023-1A, Class A <br>7.21%, 05/20/2036<sup>(a)</sup> |  | 45 |  | 45522 |
|  OCCU Auto Receivables Trust <br>Series 2025-1A, Class A2 <br>4.82%, 04/17/2028<sup>(a)</sup> |  | 196 |  | 196516 |
|  PenFed Auto Receivables Owner Trust <br>Series 2024-A, Class A3 <br>4.70%, 06/15/2029<sup>(a)</sup> |  | 69 |  | 69305 |
|  Research-Driven Pagaya Motor Asset Trust <br>Series 2025-4A, Class A2 <br>5.124%, 04/25/2034<sup>(a)</sup> |  | 199 |  | 199558 |
|  Research-Driven Pagaya Motor Trust <br>Series 2024-1A, Class A <br>7.09%, 06/25/2032<sup>(a)</sup> |  | 35 |  | 35544 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  SBNA Auto Receivables Trust <br>Series 2025-SF1, Class B <br>5.12%, 03/17/2031<sup>(a)</sup> | U.S.$| 9 | $| 9293 |
|  Securitized Term Auto Receivables Trust <br>Series 2025-A, Class B <br>5.038%, 07/25/2031<sup>(a)</sup> |  | 48 |  | 48346 |
|  Tesla Auto Lease Trust <br>Series 2024-A, Class A3 <br>5.30%, 06/21/2027<sup>(a)</sup> |  | 40 |  | 39753 |
|  Tricolor Auto Securitization Trust <br>Series 2024-2A, Class A <br>6.36%, 12/15/2027<sup>(h) (j) (k) (l)</sup> |  | 17 |  | 16408 |
|  United Auto Credit Securitization Trust <br>Series 2025-1, Class A <br>4.80%, 06/10/2027<sup>(a)</sup> |  | 53 |  | 53157 |
|  Wheels Fleet Lease Funding 1 LLC<br>Series 2023-2A, Class A<br>6.46%, 08/18/2038<sup>(a)</sup> |  | 54 |  | 54138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2A, Class A1<br>4.87%, 06/21/2039<sup>(a)</sup> |  | 130 |  | 131226 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3734971 |
|  **Credit Cards - Fixed Rate – 0.0%** | **Credit Cards - Fixed Rate – 0.0%** | **Credit Cards - Fixed Rate – 0.0%** | **Credit Cards - Fixed Rate – 0.0%** | **Credit Cards - Fixed Rate – 0.0%** |
|  Brex Commercial Charge Card Master Trust <br>Series 2024-1, Class A1 <br>6.05%, 07/15/2027<sup>(a)</sup> |  | 121 |  | 121365 |
|  Total Asset-Backed Securities <br>(cost $11,903,860) | Total Asset-Backed Securities <br>(cost $11,903,860) | Total Asset-Backed Securities <br>(cost $11,903,860) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11642273 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 3.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 3.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 3.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 3.4%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 3.4%** |
|  **Risk Share Floating Rate – 2.2%** | **Risk Share Floating Rate – 2.2%** | **Risk Share Floating Rate – 2.2%** | **Risk Share Floating Rate – 2.2%** | **Risk Share Floating Rate – 2.2%** |
|  Connecticut Avenue Securities <br>Series 2025-R01, Class 1M1 <br>4.974% (CME Term SOFR + 1.10%), 01/25/2045<sup>(a) (e)</sup> | Connecticut Avenue Securities <br>Series 2025-R01, Class 1M1 <br>4.974% (CME Term SOFR + 1.10%), 01/25/2045<sup>(a) (e)</sup> | 58 |  | 57833 |
|  Connecticut Avenue Securities Trust<br>Series 2021-R01, Class 1M2<br>5.424% (CME Term SOFR + 1.55%), 10/25/2041<sup>(a) (e)</sup> |  | 24 |  | 23760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R02, Class 2M1<br>5.074% (CME Term SOFR + 1.20%), 01/25/2042<sup>(a) (e)</sup> |  | 8 |  | 7686 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R04, Class 1M2<br>6.974% (CME Term SOFR + 3.10%), 03/25/2042<sup>(a) (e)</sup> |  | 130 |  | 132684 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R01, Class 1M1<br>6.274% (CME Term SOFR + 2.40%), 12/25/2042<sup>(a) (e)</sup> |  | 312 |  | 318106 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R02, Class 1M1<br>6.174% (CME Term SOFR + 2.30%), 01/25/2043<sup>(a) (e)</sup> |  | 356 |  | 362988 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R03, Class 2M1<br> 6.374% (CME Term SOFR + 2.50%), 04/25/2043<sup>(a) (e)</sup> | U.S.$| 154 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155267 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R02, Class 1M2<br>5.674% (CME Term SOFR + 1.80%), 02/25/2044<sup>(a) (e)</sup> |  | 150 | 150640 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R04, Class 1M1<br>4.974% (CME Term SOFR + 1.10%), 05/25/2044<sup>(a) (e)</sup> |  | 37 | 37071 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R05, Class 2M1<br>4.874% (CME Term SOFR + 1.00%), 07/25/2044<sup>(a) (e)</sup> |  | 17 | 16865 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R06, Class 1M1<br>4.924% (CME Term SOFR + 1.05%), 09/25/2044<sup>(a) (e)</sup> |  | 5 | 4942 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1A1<br>4.874% (CME Term SOFR + 1.00%), 02/25/2045<sup>(a) (e)</sup> |  | 73 | 73464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R03, Class 2M1<br>5.474% (CME Term SOFR + 1.60%), 03/25/2045<sup>(a) (e)</sup> |  | 192 | 192714 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1A1<br>4.874% (CME Term SOFR + 1.00%), 05/25/2045<sup>(a) (e)</sup> |  | 83 | 83173 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1M1<br> 5.074% (CME Term SOFR + 1.20%), 05/25/2045<sup>(a) (e)</sup> |  | 130 | 130608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R05, Class 2M1<br>5.074% (CME Term SOFR + 1.20%), 07/25/2045<sup>(a) (e)</sup> |  | 312 | 312438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1A1<br>4.774% (CME Term SOFR + 0.90%), 09/25/2045<sup>(a) (e)</sup> |  | 195 | 195615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1M1<br> 4.824% (CME Term SOFR + 0.95%), 09/25/2045<sup>(a) (e)</sup> |  | 264 | 264233 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2021-DNA5, Class M2<br>5.524% (CME Term SOFR + 1.65%), 01/25/2034<sup>(a) (e)</sup> |  | 97 | 97632 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class M2<br>5.374% (CME Term SOFR + 1.50%), 10/25/2041<sup>(a) (e)</sup> |  | 269 | 269882 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M2<br> 6.224% (CME Term SOFR + 2.35%), 12/25/2041<sup>(a) (e)</sup> |  | 415 | 418352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class M1B<br>6.774% (CME Term SOFR + 2.90%), 04/25/2042<sup>(a) (e)</sup> |  | 239 | 245390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA4, Class M1B<br> 7.224% (CME Term SOFR + 3.35%), 05/25/2042<sup>(a) (e)</sup> |  | 878 | 906098 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA5, Class M1B<br>8.374% (CME Term SOFR + 4.50%), 06/25/2042<sup>(a) (e)</sup> | U.S.$| 769 |  | $| 809420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA7, Class M1A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA7, Class M1A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA7, Class M1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.374% (CME Term SOFR + 2.50%), 03/25/2052<sup>(a) (e)</sup> |  | 171 |  |  | 172452 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.965% (CME Term SOFR + 2.10%), 04/25/2043<sup>(a) (e)</sup> |  | 139 |  |  | 141259 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA3, Class M1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA3, Class M1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA3, Class M1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.874% (CME Term SOFR + 1.00%), 10/25/2044<sup>(a) (e)</sup> |  | 0 | \*\*\* |  | 492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA2, Class M1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA2, Class M1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA2, Class M1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.074% (CME Term SOFR + 1.20%), 08/25/2044<sup>(a) (e)</sup> |  | 325 |  |  | 325449 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA2 | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA2 | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA2, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA2, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA2, Class A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.974% (CME Term SOFR + 1.10%), 05/25/2045<sup>(a) (e)</sup> |  | 69 |  |  | 68972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA2, Class M1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA2, Class M1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DNA2, Class M1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.074% (CME Term SOFR + 1.20%), 05/25/2045<sup>(a) (e)</sup> |  | 38 |  |  | 38364 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA4 <br>Series 2025-DNA4, Class M1<br>4.974% (CME Term SOFR + 1.10%), 10/25/2045<sup>(a) (e)</sup> |  | 282 |  |  | 282185 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-Hqa1 <br>Series 2025-HQA1, Class A1<br>4.824% (CME Term SOFR + 0.95%), 02/25/2045<sup>(a) (e)</sup> |  | 130 |  |  | 130033 |
|  Federal National Mortgage Association Connecticut Avenue Securities | Federal National Mortgage Association Connecticut Avenue Securities | Federal National Mortgage Association Connecticut Avenue Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 2M2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 2M2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 2M2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.939% (CME Term SOFR + 7.06%), 08/25/2028<sup>(e)</sup> |  | 10 |  |  | 10506 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.989% (CME Term SOFR + 6.11%), 09/25/2028<sup>(e)</sup> |  | 10 |  |  | 10464 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6447037 |
|  **Non-Agency Fixed Rate – 0.6%** | **Non-Agency Fixed Rate – 0.6%** | **Non-Agency Fixed Rate – 0.6%** | **Non-Agency Fixed Rate – 0.6%** | **Non-Agency Fixed Rate – 0.6%** | **Non-Agency Fixed Rate – 0.6%** |
|  Angel Oak Mortgage Trust | Angel Oak Mortgage Trust | Angel Oak Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4, Class A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.855%, 04/25/2070<sup>(a)</sup> |  | 55 |  |  | 55379 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.515%, 04/25/2070<sup>(a)</sup> |  | 65 |  |  | 65770 |
|  COLT Mortgage Loan Trust <br>Series 2025-5, Class A1 <br>5.536%, 05/25/2070<sup>(a)</sup> |  | 110 |  |  | 110978 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Cross Mortgage Trust <br>Series 2025-H4, Class A1 <br>5.596%, 06/25/2070<sup>(a)</sup> | U.S.$| 173 | $| 174950 |
|  FIGRE Trust <br>Series 2025-HE7, Class A <br>5.15%, 11/25/2055<sup>(a)</sup> |  | 199 |  | 199594 |
|  GCAT Trust <br>Series 2025-NQM2, Class A1 <br>5.604%, 04/25/2070<sup>(a)</sup> |  | 82 |  | 82838 |
|  JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CES7, Class A1A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CES7, Class A1A | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CES7, Class A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.055%, 04/25/2056<sup>(a)</sup> |  | 162 |  | 162335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HE3, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HE3, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HE3, Class A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.268% (CME Term SOFR + 1.35%), 03/20/2056<sup>(a) (e)</sup> |  | 367 |  | 366622 |
|  OBX Trust | OBX Trust | OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM10, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM10, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM10, Class A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.453%, 05/25/2065<sup>(a)</sup> |  | 136 |  | 137156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM8, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM8, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM8, Class A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.472%, 03/25/2065<sup>(a)</sup> |  | 119 |  | 120203 |
|  RCKT Mortgage Trust <br>Series 2025-CES12, Class A1A <br>5.027%, 11/25/2055<sup>(a)</sup> |  | 169 |  | 169234 |
|  Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5, Class A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.427%, 06/25/2070<sup>(a)</sup> |  | 91 |  | 91443 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.417%, 07/25/2070<sup>(a)</sup> |  | 94 |  | 95191 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1831693 |
|  **Non-Agency Floating Rate – 0.3%** | **Non-Agency Floating Rate – 0.3%** | **Non-Agency Floating Rate – 0.3%** | **Non-Agency Floating Rate – 0.3%** | **Non-Agency Floating Rate – 0.3%** |
|  Angel Oak Mortgage Trust <br>Series 2025-10, Class A1 <br>4.96%, 09/25/2070<sup>(a)</sup> |  | 194 |  | 194535 |
|  BRAVO Residential Funding Trust <br>Series 2025-NQM5, Class A1 <br>5.496%, 02/25/2065<sup>(a)</sup> |  | 165 |  | 166523 |
|  COLT Mortgage Loan Trust <br>Series 2025-10, Class A1 <br>5.088%, 10/25/2070<sup>(a)</sup> |  | 98 |  | 98504 |
|  Cross Mortgage Trust <br>Series 2025-H9, Class A1 <br>5.036%, 11/25/2070<sup>(a)</sup> |  | 164 |  | 164552 |
|  Federal Home Loan Mortgage Corp. Mscr Trust Mn1 <br>Series 2021-MN1, Class M1 <br>5.874% (CME Term SOFR + 2.00%), 01/25/2051<sup>(a) (e)</sup> |  | 34 |  | 33608 |
|  Morgan Stanley Residential Mortgage Loan Trust <br>Series 2025-NQM9, Class A1 <br>5.016%, 09/25/2070<sup>(a)</sup> |  | 98 |  | 98229 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Santander Mortgage Asset Receivable Trust <br>Series 2025-NQM6, Class A1 <br>5.138%, 11/25/2065<sup>(a)</sup> | U.S.$| 162 | $| 162408 |
|  Verus Securitization Trust <br>Series 2025-9, Class A1 <br>4.935%, 10/27/2070<sup>(a)</sup> |  | 98 |  | 97925 |
|  |  |  |  | 1016284 |
|  **Agency Floating Rate – 0.3%** | **Agency Floating Rate – 0.3%** | **Agency Floating Rate – 0.3%** | **Agency Floating Rate – 0.3%** | **Agency Floating Rate – 0.3%** |
|  Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4693, Class SL | &nbsp;&nbsp;&nbsp;&nbsp; Series 4693, Class SL | &nbsp;&nbsp;&nbsp;&nbsp; Series 4693, Class SL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.052% (6.04% - CME Term SOFR), 06/15/2047<sup>(e) (m)</sup> |  | 932 |  | 103317 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4719, Class JS | &nbsp;&nbsp;&nbsp;&nbsp; Series 4719, Class JS | &nbsp;&nbsp;&nbsp;&nbsp; Series 4719, Class JS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.052% (6.04% - CME Term SOFR), 09/15/2047<sup>(e) (m)</sup> |  | 290 |  | 33550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4954, Class SL | &nbsp;&nbsp;&nbsp;&nbsp; Series 4954, Class SL | &nbsp;&nbsp;&nbsp;&nbsp; Series 4954, Class SL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.061% (5.94% - CME Term SOFR), 02/25/2050<sup>(e) (m)</sup> |  | 890 |  | 103058 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4981, Class HS | &nbsp;&nbsp;&nbsp;&nbsp; Series 4981, Class HS | &nbsp;&nbsp;&nbsp;&nbsp; Series 4981, Class HS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.111% (5.99% - CME Term SOFR), 06/25/2050<sup>(e) (m)</sup> |  | 2264 |  | 240007 |
|  Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-78, Class SE | &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-78, Class SE | &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-78, Class SE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.111% (5.99% - CME Term SOFR), 12/25/2044<sup>(e) (m)</sup> |  | 304 |  | 33302 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-77, Class DS | &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-77, Class DS | &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-77, Class DS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.011% (5.89% - CME Term SOFR), 10/25/2046<sup>(e) (m)</sup> |  | 753 |  | 84103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-62, Class AS | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-62, Class AS | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-62, Class AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.161% (6.04% - CME Term SOFR), 08/25/2047<sup>(e) (m)</sup> |  | 352 |  | 40511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-97, Class LS | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-97, Class LS | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-97, Class LS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.211% (6.09% - CME Term SOFR), 12/25/2047<sup>(e) (m)</sup> |  | 718 |  | 81530 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-97, Class SW | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-97, Class SW | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-97, Class SW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.211% (6.09% - CME Term SOFR), 12/25/2047<sup>(e) (m)</sup> |  | 367 |  | 44597 |
|  Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-122, Class SA | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-122, Class SA | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-122, Class SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.352% (6.09% - CME Term SOFR 1 Month), 08/20/2047<sup>(e) (m)</sup> |  | 357 |  | 45136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-134, Class SE | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-134, Class SE | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-134, Class SE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.352% (6.09% - CME Term SOFR 1 Month), 09/20/2047<sup>(e) (m)</sup> |  | 273 |  | 34630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-65, Class ST | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-65, Class ST | &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-65, Class ST |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.302% (6.04% - CME Term SOFR 1 Month), 04/20/2047<sup>(e) (m)</sup> |  | 472 |  | 57859 |
|  |  |  |  | 901600 |
|  Total Collateralized Mortgage Obligations <br>(cost $9,941,351) | Total Collateralized Mortgage Obligations <br>(cost $9,941,351) | Total Collateralized Mortgage Obligations <br>(cost $9,941,351) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10196614 |

---

------

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| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.7%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.7%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.7%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.7%** |
|  **Non-Agency Floating Rate CMBS – 0.9%** | **Non-Agency Floating Rate CMBS – 0.9%** | **Non-Agency Floating Rate CMBS – 0.9%** | **Non-Agency Floating Rate CMBS – 0.9%** |
|  ALA Trust <br>Series 2025-OANA, Class A <br>5.494% (CME Term SOFR 1 Month + 1.74%), 06/15/2040<sup>(a) (e)</sup> | U.S.$| 125 | $125459 |
|  BHMS Commercial Mortgage Trust <br>Series 2025-ATLS, Class A <br>5.60% (CME Term SOFR 1 Month + 1.85%), 08/15/2042<sup>(a) (e)</sup> |  | 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100376 |
|  BOCA Commercial Mortgage Trust <br>Series 2025-BOCA, Class A <br>5.45% (CME Term SOFR 1 Month + 1.60%), 12/15/2042<sup>(a) (e)</sup> |  | 131 | 131164 |
|  BX Commercial Mortgage Trust<br>Series 2019-IMC, Class E<br>5.946% (CME Term SOFR 1 Month + 2.20%), 04/15/2034<sup>(a) (e)</sup> |  | 430 | 423257 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-AIR2, Class A<br>5.243% (CME Term SOFR 1 Month + 1.49%), 10/15/2041<sup>(a) (e)</sup> |  | 106 | 105641 |
|  DBC Mortgage Trust <br>Series 2025-DBC, Class A <br>5.101% (CME Term SOFR 1 Month + 1.35%), 11/15/2042<sup>(a) (e)</sup> |  | 200 | 200154 |
|  Great Wolf Trust <br>Series 2024-WOLF, Class A <br>5.292% (CME Term SOFR 1 Month + 1.54%), 03/15/2039<sup>(a) (e)</sup> |  | 232 | 232358 |
|  Hawaii Hotel Trust <br>Series 2025-MAUI, Class A <br>5.143% (CME Term SOFR 1 Month + 1.39%), 03/15/2042<sup>(a) (e)</sup> |  | 117 | 117109 |
|  HILT Commercial Mortgage Trust <br>Series 2024-ORL, Class A <br>5.291% (CME Term SOFR 1 Month + 1.54%), 05/15/2037<sup>(a) (e)</sup> |  | 176 | 176219 |
|  HLTN Commercial Mortgage Trust <br>Series 2024-DPLO, Class A <br>5.392% (CME Term SOFR 1 Month + 1.64%), 06/15/2041<sup>(a) (e)</sup> |  | 250 | 250021 |
|  KIND Trust <br>Series 2021-KIND, Class A <br>4.82% (CME Term SOFR 1 Month + 1.06%), 08/15/2038<sup>(a) (e)</sup> |  | 99 | 98763 |
|  Natixis Commercial Mortgage Securities Trust <br>Series 2019-MILE, Class A <br>5.33% (CME Term SOFR 1 Month + 1.58%), 07/15/2036<sup>(a) (e)</sup> |  | 316 | 299871 |
|  NJ Trust <br>Series 2023-GSP, Class A <br>6.481%, 01/06/2029<sup>(a)</sup> |  | 165 | 172694 |

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---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  ORL Trust <br>Series 2024-GLKS, Class A <br>5.243% (CME Term SOFR 1 Month + 1.49%), 12/15/2039<sup>(a) (e)</sup> | U.S.$| 100 | $| 100155 |
|  SWCH Commercial Mortgage Trust <br>Series 2025-DATA, Class A <br>5.193% (CME Term SOFR 1 Month + 1.44%), 02/15/2042<sup>(a) (e)</sup> |  | 269 |  | 266808 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800049 |
|  **Non-Agency Fixed Rate CMBS – 0.8%** | **Non-Agency Fixed Rate CMBS – 0.8%** | **Non-Agency Fixed Rate CMBS – 0.8%** | **Non-Agency Fixed Rate CMBS – 0.8%** | **Non-Agency Fixed Rate CMBS – 0.8%** |
|  Commercial Mortgage Trust <br>Series 2010-C1, Class D <br>5.792%, 07/10/2046<sup>(a)</sup> |  | 646 |  | 640874 |
|  DTP Commercial Mortgage Trust <br>Series 2023-STE2, Class A <br>5.843%, 01/15/2041<sup>(a)</sup> |  | 116 |  | 119258 |
|  GS Mortgage Securities Trust <br>Series 2011-GC5, Class D <br>5.166%, 08/10/2044<sup>(a)</sup> |  | 26 |  | 19815 |
|  GSF 2021 1 Issuer LLC 08/26 1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class A1<br>1.433%, 08/15/2026<sup>(l)</sup> |  | 117 |  | 116439 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class A2<br>2.435%, 08/15/2026<sup>(l)</sup> |  | 1071 |  | 1061269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class AS<br>2.638%, 08/15/2026<sup>(l)</sup> |  | 39 |  | 38117 |
|  JPMBB Commercial Mortgage Securities Trust <br>Series 2014-C22, Class XA <br>0.404%, 09/15/2047<sup>(n)</sup> |  | 684 |  | 7 |
|  NYC Commercial Mortgage Trust <br>Series 2025-28L, Class A <br>4.668%, 11/05/2038<sup>(a)</sup> |  | 165 |  | 165349 |
|  Wells Fargo Commercial Mortgage Trust <br>Series 2016-LC25, Class C <br>4.312%, 12/15/2059 |  | 125 |  | 122553 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283681 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $5,129,856) |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5083730 |
|  **CORPORATES - NON-INVESTMENT GRADE – 1.7%** | **CORPORATES - NON-INVESTMENT GRADE – 1.7%** | **CORPORATES - NON-INVESTMENT GRADE – 1.7%** | **CORPORATES - NON-INVESTMENT GRADE – 1.7%** | **CORPORATES - NON-INVESTMENT GRADE – 1.7%** |
|  **Industrial – 1.4%** | **Industrial – 1.4%** | **Industrial – 1.4%** | **Industrial – 1.4%** | **Industrial – 1.4%** |
|  **Basic – 0.1%** | **Basic – 0.1%** | **Basic – 0.1%** | **Basic – 0.1%** | **Basic – 0.1%** |
|  Commercial Metals Co. <br>5.75%, 11/15/2033 <sup>(a)</sup> | U.S.$| 65 |  | 66477 |
|  INEOS Quattro Finance 2 PLC <br>8.50%, 03/15/2029<sup>(a)</sup> | EUR | 100 |  | 93448 |
|  Solstice Advanced Materials, Inc. <br>5.625%, 09/30/2033<sup>(a)</sup> | U.S.$| 101 |  | 101960 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261885 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Capital Goods – 0.1%** | **Capital Goods – 0.1%** | **Capital Goods – 0.1%** | **Capital Goods – 0.1%** |
|  EMRLD Borrower LP/Emerald Co-Issuer, Inc. <br>6.375%, 12/15/2030<sup>(a)</sup> | EUR | 100 | $122394 |
|  Luna 2 5SARL <br>5.50%, 07/01/2032<sup>(a)</sup> |  | 100 | 119514 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241908 |
|  **Communications - Media – 0.1%** | **Communications - Media – 0.1%** | **Communications - Media – 0.1%** | **Communications - Media – 0.1%** |
|  VZ Vendor Financing II BV <br>2.875%, 01/15/2029<sup>(a)</sup> |  | 320 | 355102 |
|  **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** | **Communications - Telecommunications – 0.2%** |
|  Altice France SA <br>4.75%, 10/15/2030<sup>(a)</sup> |  | 133 | 147652 |
|  Fibercop SpA <br>4.75%, 06/30/2030<sup>(a)</sup> |  | 135 | 161395 |
|  Vmed O2 UK Financing I PLC <br>5.625%, 04/15/2032<sup>(a)</sup> |  | 100 | 118439 |
|  |  |  | 427486 |
|  **Consumer Cyclical - Automotive – 0.1%** | **Consumer Cyclical - Automotive – 0.1%** | **Consumer Cyclical - Automotive – 0.1%** | **Consumer Cyclical - Automotive – 0.1%** |
|  Nissan Motor Acceptance Co. LLC<br>1.85%, 09/16/2026<sup>(a)</sup> | U.S.$| 143 | 139399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 09/13/2027<sup>(a)</sup> |  | 59 | 59233 |
|  Schaeffler AG <br>5.375%, 04/01/2031<sup>(a)</sup> | EUR | 100 | 123949 |
|  |  |  | 322581 |
|  **Consumer Cyclical - Other – 0.1%** | **Consumer Cyclical - Other – 0.1%** | **Consumer Cyclical - Other – 0.1%** | **Consumer Cyclical - Other – 0.1%** |
|  Hilton Domestic Operating Co., Inc. <br>5.875%, 04/01/2029<sup>(a)</sup> | U.S.$| 122 | 124769 |
|  Standard Industries, Inc./NY<br>4.375%, 07/15/2030<sup>(a)</sup> |  | 51 | 49309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2028<sup>(a)</sup> |  | 69 | 68784 |
|  Travel & Leisure Co. <br>6.125%, 09/01/2033<sup>(a)</sup> |  | 117 | 118817 |
|  |  |  | 361679 |
|  **Consumer Cyclical - Restaurants – 0.0%** | **Consumer Cyclical - Restaurants – 0.0%** | **Consumer Cyclical - Restaurants – 0.0%** | **Consumer Cyclical - Restaurants – 0.0%** |
|  1011778 BC ULC/New Red Finance, Inc. <br>3.875%, 01/15/2028<sup>(a)</sup> |  | 40 | 39429 |
|  **Consumer Cyclical - Retailers – 0.1%** | **Consumer Cyclical - Retailers – 0.1%** | **Consumer Cyclical - Retailers – 0.1%** | **Consumer Cyclical - Retailers – 0.1%** |
|  Advance Auto Parts, Inc. <br>7.00%, 08/01/2030<sup>(a)</sup> |  | 201 | 202359 |
|  FirstCash, Inc. <br>4.625%, 09/01/2028<sup>(a)</sup> |  | 40 | 39701 |
|  |  |  | 242060 |
|  **Consumer Non-Cyclical – 0.3%** | **Consumer Non-Cyclical – 0.3%** | **Consumer Non-Cyclical – 0.3%** | **Consumer Non-Cyclical – 0.3%** |
|  CVS Health Corp.<br>6.75%, 12/10/2054 |  | 19 | 19846 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 03/10/2055 | U.S.$| 242 | $253826 |
|  Genmab A/S/Genmab Finance LLC <br>6.25%, 12/15/2032<sup>(a)</sup> |  | 203 | 208069 |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 04/30/2028<sup>(a)</sup> | EUR | 200 | 228417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/30/2028<sup>(a)</sup> | U.S.$| 200 | 194840 |
|  Tenet Healthcare Corp. <br>5.125%, 11/01/2027 |  | 79 | 78996 |
|  |  |  | 983994 |
|  **Energy – 0.2%** |  |  |  |
|  NuStar Logistics LP <br>6.00%, 06/01/2026 |  | 28 | 28050 |
|  Sunoco LP <br>5.625%, 03/15/203<sup>(a)</sup> |  | 201 | 202057 |
|  Sunoco LP/Sunoco Finance Corp. <br>7.00%, 09/15/2028<sup>(a)</sup> |  | 77 | 79430 |
|  Venture Global Plaquemines LNG LLC <br>6.125%, 12/15/2030<sup>(a)</sup> |  | 154 | 156792 |
|  |  |  | 466329 |
|  **Other Industrial – 0.0%** |  |  |  |
|  Progroup AG <br>5.125%, 04/15/2029<sup>(a)</sup> | EUR | 100 | 120495 |
|  **Services – 0.0%** |  |  |  |
|  Prime Security Services Borrower<br>LLC/Prime Finance, Inc. <br>3.375%, 08/31/2027<sup>(a)</sup> | U.S.$| 30 | 29452 |
|  **Technology – 0.1%** |  |  |  |
|  Almaviva-The Italian Innovation Co. SpA<br>5.00%, 10/30/2030<sup>(a)</sup> | EUR | 100 | 118548 |
|  OVH Groupe SA <br>4.75%, 02/05/2031<sup>(a)</sup> |  | 100 | 117290 |
|  |  |  | 235838 |
|  **Transportation - Airlines – 0.0%** |  |  |  |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd. <br>5.75%, 04/20/2029<sup>(a)</sup> | U.S.$| 81 | 82475 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4170713 |
|  **Utility – 0.2%** |  |  |  |
|  **Electric – 0.1%** |  |  |  |
|  Vistra Corp. <br>7.00%, 12/15/2026<sup>(a) (d)</sup> |  | 384 | 389253 |
|  **Other Utility – 0.1%** |  |  |  |
|  Holding d'Infrastructures des Metiers de l'Environnement SAS <br>4.875%, 10/24/2029<sup>(a)</sup> | EUR | 100 | 121686 |
|  |  |  | 510939 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Financial Institutions – 0.1%** |  |  |  |
|  **REITs – 0.1%** |  |  |  |
|  Alstria Office AG <br>4.25%, 10/15/2029<sup>(a)</sup> | EUR | 100 | $116230 |
|  Iron Mountain, Inc. <br>4.75%, 01/15/2034<sup>(a)</sup> |  | 100 | 114289 |
|  |  |  | 230519 |
|  Total Corporates - Non-Investment Grade <br>(cost $4,872,391) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4912171 |
|  **GOVERNMENTS - SOVEREIGN AGENCIES – 0.9%** |  |  |  |
|  **Belgium – 0.1%** |  |  |  |
|  Dexia SA <br>Series E <br>0.00%, 01/21/2028<sup>(a)</sup> |  | 200 | 223704 |
|  **Canada – 0.2%** |  |  |  |
|  Canada Housing Trust No. 1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/15/2032<sup>(a)</sup> | CAD | 535 | 395298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/2034<sup>(a)</sup> |  | 270 | 207450 |
|  **France – 0.1%** |  |  |  |
|  SNCF Reseau <br>Series E <br>1.125%, 05/25/2030<sup>(a)</sup> | EUR | 500 | 543413 |
|  **Kazakhstan – 0.1%** |  |  |  |
|  Baiterek National Managing Holding JSC <br>5.45%, 05/08/2028<sup>(a)</sup> | U.S.$| 200 | 202568 |
|  **Netherlands – 0.4%** |  |  |  |
|  BNG Bank NV <br>3.50%, 07/19/2027 | AUD | 1773 | 1167617 |
|  Total Governments - Sovereign Agencies <br>(cost $2,670,414) |  |  | 2740050 |
|  **COVERED BONDS – 0.9%** |  |  |  |
|  BPCE SFH SA <br>Series E <br>0.01%, 01/29/2029<sup>(a)</sup> | EUR | 400 | 434772 |
|  Caisse de Refinancement de l'Habitat SA <br>2.75%, 04/12/2028<sup>(a)</sup> |  | 200 | 236415 |
|  Caisse Francaise de Financement Local SA <br>3.25%, 02/19/2029<sup>(a)</sup> |  | 400 | 478353 |
|  Credit Agricole Home Loan SFH SA <br>Series E <br>0.875%, 08/31/2027<sup>(a)</sup> |  | 300 | 344247 |
|  Credit Mutuel Home Loan SFH SA <br>Series E <br>3.25%, 10/31/2029<sup>(a)</sup> |  | 100 | 119695 |

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------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  National Australia Bank Ltd. <br>0.01%, 01/06/2029<sup>(a)</sup> | EUR | 461 | $502121 |
|  Santander UK PLC <br>Series E <br>3.00%, 03/12/2029<sup>(a)</sup> |  | 145 | 172132 |
|  Societe Generale SFH SA <br>0.125%, 07/18/2029<sup>(a)</sup> |  | 200 | 215024 |
|  Total Covered Bonds <br>(cost $2,356,664) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502759 |
|  | **Notional<br>Amount** | **Notional<br>Amount** |  |
|  **PURCHASED OPTIONS - PUTS – 0.8%** |  |  |  |
|  **Options on Equity Indices – 0.8%** |  |  |  |
|  Euro STOXX 50 Price EUR Index <br>Expiration: Oct 2026; Contracts: 1,970; <br>Exercise Price: EUR 4,700.00; <br>Counterparty: UBS AG<sup>(h)</sup> | EUR | 9259000 | 177843 |
|  FTSE 100 Index <br>Expiration: Dec 2026; Contracts: 390; <br>Exercise Price: GBP 8,500.00; <br>Counterparty: UBS AG<sup>(h)</sup> | GBP | 3315000 | 73186 |
|  Nikkei 225 Index <br>Expiration: Oct 2026; Contracts: 24,000;<br>Exercise Price: JPY 41,000.00; <br>Counterparty: UBS AG<sup>(h)</sup> | JPY | 984000000 | 177180 |
|  S&P 500 Index <br>Expiration: Nov 2026; Contracts: 15,500;<br>Exercise Price: USD 5,625.00; <br>Counterparty: UBS AG<sup>(h)</sup> | USD | 87187500 | 1891087 |
|  Total Purchased Options - Puts <br>(premiums paid $2,775,625) |  |  | 2319296 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **COLLATERALIZED LOAN OBLIGATIONS – 0.8%** |  |  |  |
|  **CLO - Floating Rate – 0.8%** |  |  |  |
|  AGL CLO 13 Ltd. <br>Series 2021-13A, Class A1R <br>4.984% (CME Term SOFR 3 Month + 1.10%), 10/20/2034<sup>(a) (e)</sup> | U.S.$| 250 | 250002 |
|  AGL CLO 44 Ltd. <br>Series 2025-44A, Class A <br>5.103% (CME Term SOFR 3 Month + 1.15%), 10/22/2037<sup>(a) (e)</sup> |  | 250 | 249769 |
|  Allegany Park CLO Ltd. <br>Series 2019-1A, Class ARR <br>4.984% (CME Term SOFR 3 Month + 1.10%), 01/20/2035<sup>(a) (e)</sup> |  | 250 | 250000 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Clover CLO LLC <br>Series 2021-3A, Class BR <br>5.308% (CME Term SOFR 3 Month + 1.45%), 01/25/2035<sup>(a) (e)</sup> | U.S.$| 250 | $| 250182 |
|  Hartwick Park CLO Ltd. <br>Series 2023-1A, Class AR <br>5.044% (CME Term SOFR 3 Month + 1.16%), 01/20/2037<sup>(a) (e)</sup> |  | 250 |  | 249874 |
|  Magnetite XIX Ltd. <br>Series 2017-19A, Class B1RR <br>5.332% (CME Term SOFR 3 Month + 1.45%), 04/17/2034<sup>(a) (e)</sup> |  | 250 |  | 250058 |
|  Neuberger Berman Loan Advisers CLO 42 Ltd. <br>Series 2021-42A, Class AR <br>4.844% (CME Term SOFR 3 Month + 0.95%), 07/16/2036<sup>(a) (e)</sup> |  | 250 |  | 249977 |
|  OCP CLO Ltd. <br>Series 2021-23A, Class BR <br>5.432% (CME Term SOFR 3 Month + 1.55%), 01/17/2037<sup>(a) (e)</sup> |  | 250 |  | 250321 |
|  Pikes Peak CLO 18 <br>Series 2025-18A, Class A1 <br>5.104% (CME Term SOFR 3 Month + 1.22%), 04/20/2038<sup>(a) (e)</sup> |  | 250 |  | 250076 |
|  Total Collateralized Loan Obligations <br>(cost $2,249,184) | Total Collateralized Loan Obligations <br>(cost $2,249,184) | Total Collateralized Loan Obligations <br>(cost $2,249,184) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250259 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.7%** | **GOVERNMENTS - SOVEREIGN BONDS – 0.7%** | **GOVERNMENTS - SOVEREIGN BONDS – 0.7%** | **GOVERNMENTS - SOVEREIGN BONDS – 0.7%** | **GOVERNMENTS - SOVEREIGN BONDS – 0.7%** |
|  **Chile – 0.0%** | **Chile – 0.0%** | **Chile – 0.0%** | **Chile – 0.0%** | **Chile – 0.0%** |
|  Chile Government International Bond <br>3.75%, 01/14/2032 | EUR | 117 |  | 139561 |
|  **Colombia – 0.1%** | **Colombia – 0.1%** | **Colombia – 0.1%** | **Colombia – 0.1%** | **Colombia – 0.1%** |
|  Colombia Government International Bond <br>5.75%, 11/26/2034 |  | 140 |  | 159592 |
|  **Hong Kong – 0.1%** | **Hong Kong – 0.1%** | **Hong Kong – 0.1%** | **Hong Kong – 0.1%** | **Hong Kong – 0.1%** |
|  Hong Kong Government International Bond <br>Series G <br>3.15%, 07/24/2054<sup>(a)</sup> | CNH | 1000 |  | 160282 |
|  **Indonesia – 0.1%** |  |  |  |  |
|  Indonesia Government International Bond<br>2.50%, 10/31/2030 |  | 1000 |  | 142167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/31/2035 |  | 1000 |  | 142488 |
|  |  |  |  | 284655 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  **Mexico – 0.2%** |  |  |  |  |
|  Mexico Government International Bond <br>5.375%, 03/22/2033 | U.S.$| 603 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597410 |
|  **Panama – 0.0%** |  |  |  |  |
|  Panama Government International Bond <br>9.375%, 04/01/2029 |  | 85 |  | 96741 |
|  **Romania – 0.2%** |  |  |  |  |
|  Romanian Government International Bond <br>5.75%, 09/16/2030<sup>(a)</sup> |  | 530 |  | 545942 |
|  Total Governments - Sovereign Bonds <br>(cost $1,929,266) |  |  |  | 1984183 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.6%** |  |  |  |  |
|  **United States – 0.6%** |  |  |  |  |
|  California Earthquake Authority <br>(California Earthquake Authority) <br>Series 2022-A <br>5.603%, 07/01/2027 |  | 110 |  | 111380 |
|  Commonwealth Financing Authority <br>(Commonwealth of Pennsylvania Dept. of Education State Lease) <br>Series 2016-A <br>4.144%, 06/01/2038 |  | 80 |  | 75542 |
|  State Board of Administration Finance Corp. <br>(Florida Hurricane Catastrophe Fund)<br>Series 2020-A<br>1.705%, 07/01/2027 |  | 652 |  | 632492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.154%, 07/01/2030 |  | 60 |  | 55207 |
|  University of California <br>(University of California) <br>Series 2021-B <br>3.071%, 05/15/2051 |  | 1130 |  | 766650 |
|  Total Local Governments - US Municipal Bonds <br>(cost $2,009,700) | Total Local Governments - US Municipal Bonds <br>(cost $2,009,700) | Total Local Governments - US Municipal Bonds <br>(cost $2,009,700) |  | 1641271 |
|  **EMERGING MARKETS - CORPORATE BONDS – 0.5%** |  |  |  |  |
|  **Industrial – 0.5%** |  |  |  |  |
|  **Basic – 0.3%** |  |  |  |  |
|  Braskem Netherlands Finance BV <br>4.50%, 01/10/2028<sup>(a)</sup> |  | 200 |  | 82554 |
|  Periama Holdings LLC/DE <br>5.95%, 04/19/2026<sup>(a)</sup> |  | 200 |  | 200450 |
|  Sappi Papier Holding GmbH <br>4.50%, 03/15/2032<sup>(a)</sup> | EUR | 100 |  | 114380 |
|  Sasol Financing USA LLC <br>8.75%, 05/03/2029<sup>(a)</sup> | U.S.$| 200 |  | 202472 |
|  Stillwater Mining Co. <br>4.00%, 11/16/2026<sup>(a)</sup> |  | 200 |  | 198250 |
|  |  |  |  | 798106 |
|  **Energy – 0.2%** | **Energy – 0.2%** | **Energy – 0.2%** | **Energy – 0.2%** | **Energy – 0.2%** |
|  Ecopetrol SA<br>8.375%, 01/19/2036 |  | 111 |  | 113841 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 01/19/2029 | U.S.$| 113 | $| 121209 |
|  Oleoducto Central SA <br>4.00%, 07/14/2027<sup>(a)</sup> |  | 528 |  | 519753 |
|  |  |  |  | 754803 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552909 |
|  **Utility – 0.0%** | **Utility – 0.0%** | **Utility – 0.0%** | **Utility – 0.0%** | **Utility – 0.0%** |
|  **Electric – 0.0%** | **Electric – 0.0%** | **Electric – 0.0%** | **Electric – 0.0%** | **Electric – 0.0%** |
|  Terraform Global Operating LP <br>6.125%, 03/01/2026<sup>(a)</sup> |  | 33 |  | 32710 |
|  Total Emerging Markets - Corporate Bonds <br>(cost $1,674,242) | Total Emerging Markets - Corporate Bonds <br>(cost $1,674,242) | Total Emerging Markets - Corporate Bonds <br>(cost $1,674,242) |  | 1585619 |
|  **AGENCIES – 0.4%** | **AGENCIES – 0.4%** | **AGENCIES – 0.4%** | **AGENCIES – 0.4%** | **AGENCIES – 0.4%** |
|  **Agency Debentures – 0.4%** | **Agency Debentures – 0.4%** | **Agency Debentures – 0.4%** | **Agency Debentures – 0.4%** | **Agency Debentures – 0.4%** |
|  Federal Home Loan Banks<br>4.75%, 12/08/2028 265 | Federal Home Loan Banks<br>4.75%, 12/08/2028 265 | Federal Home Loan Banks<br>4.75%, 12/08/2028 265 |  | 273342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/30/2028 |  | 865 |  | 874904 |
|  Total Agencies <br>(cost $1,132,245) | Total Agencies <br>(cost $1,132,245) | Total Agencies <br>(cost $1,132,245) |  | 1148246 |
|  **SUPRANATIONALS – 0.3%** | **SUPRANATIONALS – 0.3%** | **SUPRANATIONALS – 0.3%** | **SUPRANATIONALS – 0.3%** | **SUPRANATIONALS – 0.3%** |
|  European Union<br>Series UFA<br>4.00%, 04/04/2044<sup>(a)</sup> EUR 496 | European Union<br>Series UFA<br>4.00%, 04/04/2044<sup>(a)</sup> EUR 496 | European Union<br>Series UFA<br>4.00%, 04/04/2044<sup>(a)</sup> EUR 496 |  | 599285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 10/05/2054<sup>(a)</sup> |  | 390 |  | 406199 |
|  Total Supranationals <br>(cost $984,574) | Total Supranationals <br>(cost $984,574) | Total Supranationals <br>(cost $984,574) |  | 1005484 |
|  **EMERGING MARKETS – SOVEREIGNS – 0.2%** | **EMERGING MARKETS – SOVEREIGNS – 0.2%** | **EMERGING MARKETS – SOVEREIGNS – 0.2%** | **EMERGING MARKETS – SOVEREIGNS – 0.2%** | **EMERGING MARKETS – SOVEREIGNS – 0.2%** |
|  **Dominican Republic – 0.1%** | **Dominican Republic – 0.1%** | **Dominican Republic – 0.1%** | **Dominican Republic – 0.1%** | **Dominican Republic – 0.1%** |
|  Dominican Republic International Bond <br>5.95%, 01/25/2027<sup>(a)</sup> | U.S.$| 221 |  | 223210 |
|  **Mexico – 0.1%** | **Mexico – 0.1%** | **Mexico – 0.1%** | **Mexico – 0.1%** | **Mexico – 0.1%** |
|  Eagle Funding Luxco SARL <br>5.50%, 08/17/2030<sup>(a)</sup> |  | 250 |  | 254250 |
|  **Uzbekistan – 0.0%** | **Uzbekistan – 0.0%** | **Uzbekistan – 0.0%** | **Uzbekistan – 0.0%** | **Uzbekistan – 0.0%** |
|  Republic of Uzbekistan International Bond <br>5.10%, 02/25/2029<sup>(a)</sup> | EUR | 100 |  | 121208 |
|  Total Emerging Markets - Sovereigns <br>(cost $588,410) | Total Emerging Markets - Sovereigns <br>(cost $588,410) | Total Emerging Markets - Sovereigns <br>(cost $588,410) |  | 598668 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **QUASI-SOVEREIGNS – 0.1%** |  |  |  |
|  **Quasi-Sovereign Bonds – 0.1%** |  |  |  |
|  **Chile – 0.1%** |  |  |  |
|  Corp. Nacional del Cobre de Chile <br>5.95%, 01/08/2034 <sup>(a)</sup> <sup></sup>(cost $202,034) | U.S.$| 200 | $208796 |
|  **LOCAL GOVERNMENTS - PROVINCIAL BONDS – 0.0%** |  |  |  |
|  **Canada – 0.0%** |  |  |  |
|  Hydro Quebec Interest Strip<br>Zero Coupon, 02/15/2042 | CAD | 118 | 40651 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 08/15/2042 |  | 118 | 39513 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 02/15/2044 |  | 118 | 36380 |
|  Total Local Governments - Provincial Bonds <br>(cost $123,536) |  |  | 116544 |
|  **LOCAL GOVERNMENTS - CANADIAN MUNICIPAL BONDS – 0.0%** |  |  |  |
|  **Canada – 0.0%** |  |  |  |
|  City of Calgary Canada <br>4.20%, 06/01/2034 <br>(cost $51,970) |  | 70 | 52533 |
|  | **Shares** | **Shares** |  |
|  **SHORT-TERM INVESTMENTS – 3.0%** |  |  |  |
|  **Investment Companies – 3.0%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB,<br>3.61%<sup>(f) (g) (o)</sup> <br>(cost $9,031,206) |  | 9031206 | 9031206 |
|  **Total Investments – 106.1%** <br>(cost $312,863,221)<sup>(p)</sup> |  |  | 315102406 |
|  Other assets less liabilities – (6.1)% |  |  | (18180623) |
|  **Net Assets – 100.0%** |  |  | $**296921783** |

---

**FUTURES** 

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| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Purchased Contracts** |  |  |  |  |
|  Australian 3 Yr Bond Futures | 13 | March 2026 | $910894 | $(930) |
|  Australian 10 Yr Bond Futures | 103 | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7525612 | 8710 |
|  Canadian 5 Yr Bond Futures | 19 | March 2026 | 1568256 | (115) |
|  Canadian 10 Yr Bond Futures | 52 | March 2026 | 4580758 | (1598) |
|  E-Mini Russell 2000 Index Futures | 31 | March 2026 | 3871900 | (117560) |
|  Euro STOXX 50 Index Futures | 27 | March 2026 | 1853373 | 32011 |
|  Euro-BTP Futures | 8 | March 2026 | 1129884 | (1984) |
|  Euro-OAT Futures | 12 | March 2026 | 1700608 | (4633) |
|  FTSE 100 Index Futures | 5 | March 2026 | 669999 | 15190 |
|  Long Gilt Futures | 10 | March 2026 | 1231622 | 9838 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| Mini Japan 10 Yr Government Bond Futures | 4 | March 2026 | $337717 | $(3229) |
| MSCI Emerging Markets Index Futures | 39 | March 2026 | 2752230 | 39092 |
| MSCI Singapore ETS Index Futures | 4 | January 2026 | 138713 | 80 |
| Nikkei 225 (OSE) Futures | 4 | March 2026 | 1287028 | (5461) |
| S&P 500 E-Mini Futures | 173 | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59620125 | (645828) |
| S&P Mid 400 E-Mini Futures | 8 | March 2026 | 2660160 | (77876) |
| S&P/TSX 60 Index Futures | 2 | March 2026 | 542610 | 4753 |
| TOPIX Index Futures | 4 | March 2026 | 871680 | 1450 |
| U.S. Long Bond (CBT) Futures | 8 | March 2026 | 924750 | 332 |
| U.S. T-Note 2 Yr (CBT) Futures | 222 | March 2026 | 46351172 | (6442) |
| U.S. T-Note 5 Yr (CBT) Futures | 131 | March 2026 | 14318914 | (13326) |
| U.S. T-Note 10 Yr (CBT) Futures | 11 | March 2026 | 1236813 | (7391) |
| **Sold Contracts** |  |  |  |  |
| Canadian 10 Yr Bond Futures | 19 | March 2026 | 1673739 | 18245 |
| Euro STOXX 50 Index Futures | 71 | March 2026 | 4873684 | (77287) |
| Euro-BOBL Futures | 2 | March 2026 | 273022 | 891 |
| Euro-Bund Futures | 22 | March 2026 | 3298246 | 19645 |
| Euro-Schatz Futures | 5 | March 2026 | 627498 | 758 |
| FTSE 100 Index Futures | 11 | March 2026 | 1473997 | (33906) |
| Japan 10 Yr Bond (OSE) Futures | 19 | March 2026 | 16060968 | 101877 |
| Long Gilt Futures | 13 | March 2026 | 1601109 | (8025) |
| OMXS 30 Index Futures | 9 | January 2026 | 283031 | (7470) |
| SPI 200 Futures | 14 | March 2026 | 2026475 | (17554) |
| U.S. 10 Yr Ultra Futures | 35 | March 2026 | 4025547 | 18083 |
| U.S. T-Note 2 Yr (CBT) Futures | 6 | March 2026 | 1252734 | (462) |
| U.S. T-Note 10 Yr (CBT) Futures | 37 | March 2026 | 4160188 | 25540 |
| U.S. Ultra Bond (CBT) Futures | 15 | March 2026 | 1770000 | 37532 |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(697050) |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America NA | KRW | 1222608 | USD | 875 | 01/09/2026 | $27377 |
| Bank of America NA | USD | 343 | KRW | 507417 | 01/09/2026 | 8342 |
| Bank of America NA | USD | 499 | KRW | 697509 | 01/09/2026 | (15069) |
| Bank of America NA | JPY | 1228030 | USD | 8148 | 01/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296208 |
| Bank of America NA | AUD | 3926 | USD | 2551 | 01/28/2026 | (68946) |
| Bank of America NA | USD | 1824 | AUD | 2807 | 01/28/2026 | 49295 |
| Bank of America NA | CHF | 6665 | USD | 8371 | 01/29/2026 | (63712) |
| Barclays Capital, Inc. | USD | 2265 | EUR | 1923 | 01/29/2026 | (2441) |
| Barclays Capital, Inc. | USD | 4552 | CAD | 6315 | 02/05/2026 | 55705 |
| BNP Paribas SA | EUR | 9466 | USD | 11069 | 02/26/2026 | (82170) |
| BNP Paribas SA | MXN | 47487 | USD | 2620 | 03/12/2026 | (388) |
| Citibank NA | BRL | 2238 | USD | 404 | 01/05/2026 | (4222) |
| Citibank NA | USD | 405 | BRL | 2238 | 01/05/2026 | 2825 |
| Citibank NA | KRW | 360554 | USD | 253 | 01/09/2026 | 2920 |
| Citibank NA | THB | 12764 | USD | 407 | 01/15/2026 | 1190 |
| Citibank NA | USD | 199 | BRL | 1119 | 02/03/2026 | 3321 |
| Deutsche Bank AG | JPY | 443569 | USD | 2843 | 01/23/2026 | 6856 |
| Deutsche Bank AG | SEK | 12364 | USD | 1325 | 02/13/2026 | (20954) |
| Deutsche Bank AG | GBP | 8094 | USD | 10775 | 02/26/2026 | (133691) |
| Goldman Sachs Bank USA | HUF | 381925 | USD | 1147 | 01/22/2026 | (19313) |
| Goldman Sachs Bank USA | MYR | 1885 | USD | 456 | 02/12/2026 | (9761) |
| Goldman Sachs Bank USA | NOK | 12810 | USD | 1261 | 02/13/2026 | (10067) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| HSBC Bank USA | AUD | 3723 | USD | 2469 | 01/28/2026 | $(15786) |
| HSBC Bank USA | USD | 1228 | NZD | 2181 | 01/28/2026 | 28810 |
| HSBC Bank USA | CAD | 1251 | USD | 900 | 02/05/2026 | (13236) |
| JPMorgan Chase Bank | USD | 100 | KRW | 148317 | 01/09/2026 | 2484 |
| JPMorgan Chase Bank | JPY | 200808 | USD | 1289 | 01/23/2026 | 5001 |
| JPMorgan Chase Bank | USD | 1529 | CHF | 1211 | 01/29/2026 | 4393 |
| JPMorgan Chase Bank | USD | 2537 | EUR | 2177 | 01/29/2026 | 23981 |
| Morgan Stanley Capital Services, Inc. | PEN | 752 | USD | 222 | 01/09/2026 | (1480) |
| Morgan Stanley Capital Services, Inc. | CNH | 23530 | USD | 3315 | 01/16/2026 | (59698) |
| Morgan Stanley Capital Services, Inc. | IDR | 8457794 | USD | 508 | 01/23/2026 | 1039 |
| Morgan Stanley Capital Services, Inc. | EUR | 10004 | USD | 11611 | 01/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(158953) |
| Morgan Stanley Capital Services, Inc. | NOK | 12243 | USD | 1203 | 02/13/2026 | (11106) |
| Morgan Stanley Capital Services, Inc. | USD | 2476 | NOK | 25052 | 02/13/2026 | 9276 |
| State Street Bank & Trust Co. | THB | 11695 | USD | 363 | 01/15/2026 | (8662) |
| State Street Bank & Trust Co. | CNH | 5016 | USD | 709 | 01/16/2026 | (10442) |
| State Street Bank & Trust Co. | USD | 314 | CNH | 2217 | 01/16/2026 | 4178 |
| State Street Bank & Trust Co. | CZK | 4249 | USD | 205 | 01/22/2026 | (1892) |
| State Street Bank & Trust Co. | PLN | 1742 | USD | 478 | 01/22/2026 | (7399) |
| State Street Bank & Trust Co. | USD | 204 | CZK | 4243 | 01/22/2026 | 2414 |
| State Street Bank & Trust Co. | USD | 384 | PLN | 1397 | 01/22/2026 | 4685 |
| State Street Bank & Trust Co. | JPY | 164960 | USD | 1083 | 01/23/2026 | 27555 |
| State Street Bank & Trust Co. | USD | 195 | GBP | 145 | 01/23/2026 | 1472 |
| State Street Bank & Trust Co. | USD | 425 | JPY | 66573 | 01/23/2026 | 974 |
| State Street Bank & Trust Co. | USD | 1264 | JPY | 195071 | 01/23/2026 | (16628) |
| State Street Bank & Trust Co. | NZD | 52 | USD | 29 | 01/28/2026 | (503) |
| State Street Bank & Trust Co. | USD | 579 | AUD | 871 | 01/28/2026 | 2381 |
| State Street Bank & Trust Co. | USD | 29 | NZD | 52 | 01/28/2026 | 699 |
| State Street Bank & Trust Co. | EUR | 1350 | USD | 1572 | 01/29/2026 | (17552) |
| State Street Bank & Trust Co. | USD | 535 | EUR | 458 | 01/29/2026 | 4959 |
| State Street Bank & Trust Co. | USD | 229 | EUR | 194 | 01/29/2026 | (457) |
| State Street Bank & Trust Co. | CAD | 58 | USD | 42 | 02/05/2026 | 1 |
| State Street Bank & Trust Co. | CAD | 1204 | USD | 858 | 02/05/2026 | (21089) |
| State Street Bank & Trust Co. | USD | 890 | CAD | 1239 | 02/05/2026 | 14143 |
| State Street Bank & Trust Co. | NOK | 464 | USD | 46 | 02/13/2026 | (504) |
| State Street Bank & Trust Co. | USD | 22 | GBP | 16 | 02/26/2026 | 175 |
| State Street Bank & Trust Co. | USD | 202 | ZAR | 3391 | 02/26/2026 | 2242 |
| State Street Bank & Trust Co. | CAD | 560 | USD | 411 | 03/12/2026 | 1607 |
| State Street Bank & Trust Co. | USD | 411 | MXN | 7403 | 03/12/2026 | (2662) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| UBS | IDR | 6778377 | USD | 404 | 01/23/2026 | $(1762) |
| UBS | AUD | 1906 | USD | 1231 | 01/28/2026 | (40641) |
| UBS | USD | 558 | EUR | 477 | 01/29/2026 | 3694 |
| UBS | CAD | 4448 | USD | 3189 | 02/05/2026 | (57426) |
| UBS | USD | 405 | INR | 36622 | 02/10/2026 | 1448 |
| UBS | USD | 2369 | SEK | 22319 | 02/13/2026 | 60097 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(216865) |

---

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **<br>Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>December<br>31, 2025** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 45, 5 Year Index, <br>12/20/2030\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.00)% | Quarterly | 3.16% | USD | 906 | $(70390) | $(65431) | $(4959) |
| &nbsp;&nbsp;&nbsp;&nbsp; iTraxx Australia Series 44, 5 Year Index, 12/20/2030\* | (1.00) | Quarterly | 0.64 | USD | 4960 | (80958) | (75660) | (5298) |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia, 12/20/2030\* | (1.00) | Quarterly | 0.38 | USD | 6590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(187737) | (164388) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23349) |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 45, 5 Year Index, <br>12/20/2030\* | 5.00 | Quarterly | 3.16 | USD | 2500 | 194232 | 182704 | 11528 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAIG Series 45, 5 Year Index, <br>12/20/2030\* | 1.00 | Quarterly | 0.50 | USD | 4960 | 113735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108147 | 5588 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31118) | $(14628) | $(16490) |

---

*\** *Termination date* 

**CENTRALLY CLEARED INFLATION (CPI) SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** |<br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 2460 | 04/15/2026 | 2.530% | CPI# | Maturity | $2565 | $— | $2565 |
| USD | 6245 | 07/08/2027 | 2.770% | CPI# | Maturity | 110435 |  | 110435 |
| USD | 6245 | 07/08/2027 | 2.778% | CPI# | Maturity | 107951 |  | 107951 |
| USD | 4160 | 07/15/2027 | 2.753% | CPI# | Maturity | 68521 |  | 68521 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289472 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289472 |

---

*#* *Variable interest rate based on the rate of inflation as determined by the Consumer Price Index (CPI).* 

------

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | **Payment Frequency<br>Paid/<br>Received** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 1990 | 04/27/2026 | 1.570% | 1 Day SOFR | Annual | $49568 | $16904 | $32664 |
| USD | 840 | 10/04/2026 | 1.150% | 1 Day SOFR | Annual | 20802 | 18597 | 2205 |
| USD | 420 | 11/08/2026 | 1.450% | 1 Day SOFR | Annual | 8701 | 9277 | (576) |
| USD | 420 | 11/09/2026 | 1.505% | 1 Day SOFR | Annual | 8444 | 9067 | (623) |
| USD | 1040 | 04/04/2027 | 2.240% | 1 Day SOFR | Annual | 30185 | 23700 | 6485 |
| USD | 580 | 04/26/2027 | 2.110% | 1 Day SOFR | Annual | 17801 | 14305 | 3496 |
| USD | 10260 | 06/05/2027 | 0.343% | 1 Day SOFR | Annual | 660484 | 509935 | 150549 |
| USD | 6030 | 07/20/2027 | 1.885% | 1 Day SOFR | Annual | 194734 | 192702 | 2032 |
| USD | 1360 | 09/27/2029 | 1.300% | 1 Day SOFR | Annual | 109428 | 115127 | (5699) |
| USD | 1830 | 12/13/2029 | 1.537% | 1 Day SOFR | Annual | 127730 | 107533 | 20197 |
| CNY | 9158 | 02/20/2030 | China 7-Day Reverse Repo Rate | 1.602% | Quarterly | 1776 |  | 1776 |
| CNY | 6221 | 04/03/2030 | China 7-Day Reverse Repo Rate | 1.591% | Quarterly | 966 |  | 966 |
| CNY | 5759 | 04/03/2030 | China 7-Day Reverse Repo Rate | 1.583% | Quarterly | 607 |  | 607 |
| USD | 15740 | 05/21/2031 | 1.395% | 1 Day SOFR | Annual | 1903298 | 1707454 | 195844 |
| NZD | 1088 | 03/18/2035 | 3 Month BKBM | 4.153% | Quarterly/Semi-Annual | 12772 |  | 12772 |
| NZD | 552 | 03/18/2035 | 3 Month BKBM | 4.155% | Quarterly/Semi-Annual | 6545 |  | 6545 |
| USD | 1010 | 11/10/2035 | 2.390% | 1 Day SOFR | Annual | 119823 | 97970 | 21853 |
| NZD | 290 | 12/05/2035 | 3 Month BKBM | 3.980% | Quarterly/Semi-Annual | (1317) |  | (1317) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272347 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822571 | $449776 |

---

**TOTAL RETURN SWAPS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate<br>Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Pay Total Return on Reference Obligation** |  |  |  |  |  |  |
| Morgan Stanley Capital Services LLC |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 528 | 03/20/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12770) |

---

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal**<br> **Amount**<br> **(000)** | **Interest<br>Rate** | **Maturity** | **U.S. $Value at<br>December 31,<br>2025** |
| HSBC Securities (USA), Inc.† | USD | 1961 | 3.98% | – $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997482 |

---

---

| |
|:---|
|  *† The reverse repurchase agreement matures on demand. Interest rate resets daily <br>and the rate shown is the rate in effect on December 31, 2025.*<br>|
| The type of underlying collateral and the remaining maturity of open reverse repurchase agreements is as follows: |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Overnight and<br>Continuous** | **Up to 30 Days** | **Total** |
| Inflation-Linked Securities | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997482 | $– $– $– $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997482 |

---

*\*\*\** *Notional amount less than 500.* 

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At December 31, 2025, the aggregate market value of these securities amounted to $72,033,922 or 24.3% of net assets.* 

*(b)* *Position, or a portion thereof, has been segregated to collateralize margin requirements for open futures contracts.* 

*(c)* *Position, or a portion thereof, has been segregated to collateralize reverse repurchase agreements.* 

*(d)* *Securities are perpetual and, thus, do not have a predetermined maturity date. The date shown, if applicable, reflects the next call date.* 

*(e)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at December 31, 2025.* 

*(f)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov. Additionally, shareholder reports for AB funds can be obtained by calling AB at (800) 227-4618.* 

*(g)* *Affiliated investments.* 

*(h)* *Non-income producing security.* 

*(i)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

*(j)* *Fair valued by the Adviser.* 

*(k)* *Defaulted.* 

*(l)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.42% of net assets as of December 31, 2025, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *GSF 2021 1 Issuer LLC 08/26 1 <br>Series 2021-1, Class A1 <br>1.433%, 08/15/2026* | *10/11/2021-08/03/2023* | $*102740* | | $*116439* | | *0.04%* |
|  *GSF 2021 1 Issuer LLC 08/26 1 <br>Series 2021-1, Class A2 <br>2.435%, 08/15/2026* | *02/25/2021-09/06/2022* | *1075502* | | *1061269* | | *0.36%* |
|  *GSF 2021 1 Issuer LLC 08/26 1 <br>Series 2021-1, Class AS <br>2.638%, 08/15/2026* | *02/25/2021-04/01/2021* | *39134* | | *38117* | | *0.01%* |
|  *Tricolor Auto Securitization Trust <br>Series 2024-2A, Class A <br>6.36%, 12/15/2027* | *05/14/2024* | *16989* | | *16408* | | *0.01%* |

---

*(m)* *Inverse interest only security.* 

*(n)* *IO - Interest Only.* 

*(o)* *The rate shown represents the 7-day yield as of period end.* 

*(p)* *As of December 31, 2025, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $12,402,864 and gross unrealized depreciation of investments was $(10,367,606), resulting in net unrealized appreciation of $2,035,258.* 

------

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

---

| |
|:---|
| *BRL – Brazilian Real* |
| *CAD – Canadian Dollar* |
| *CHF – Swiss Franc* |
| *CNH – Chinese Yuan Renminbi (Offshore)* |
| *CNY – Chinese Yuan Renminbi* |
| *CZK – Czech Koruna* |
| *EUR – Euro* |
| *GBP – Great British Pound* |
| *HUF – Hungarian Forint* |
| *IDR – Indonesian Rupiah* |
| *INR – Indian Rupee* |
| *JPY – Japanese Yen* |
| *KRW – South Korean Won* |
| *MXN – Mexican Peso* |
| *MYR – Malaysian Ringgit* |
| *NOK – Norwegian Krone* |
| *NZD – New Zealand Dollar* |
| *PEN – Peruvian Sol* |
| *PLN – Polish Zloty* |
| *SEK – Swedish Krona* |
| *THB – Thailand Baht* |
| *USD – United States Dollar* |
| *ZAR – South African Rand* |
| <br> *Glossary:* |
| *ABS – Asset-Backed Securities* |
| *ADR – American Depositary Receipt* |
| *BKBM – Bank Bill Benchmark (New Zealand)* |
| *BOBL – Bundesobligationen* |
| *BTP – Buoni del Tesoro Poliennali* |
| *CBT – Chicago Board of Trade* |
| *CDX-NAHY – North American High Yield Credit Default Swap Index* |
| *CDX-NAIG – North American Investment Grade Credit Default Swap Index* |
| *CLO – Collateralized Loan Obligations* |
| *CMBS – Commercial Mortgage-Backed Securities* |
| *CME – Chicago Mercantile Exchange* |
| *EAFE – Europe, Australia, and Far East* |
| *ETF – Exchange Traded Fund* |
| *ETS – Emission Trading Scheme* |
| *FTSE – Financial Times Stock Exchange* |
| *MSCI – Morgan Stanley Capital International* |
| *OAT – Obligations Assimilables du Trésor* |
| *OMXS – Stockholm Stock Exchange* |
| *OSE – Osaka Securities Exchange* |
| *REG – Registered Shares* |
| *REIT – Real Estate Investment Trust* |
| *REMICs – Real Estate Mortgage Investment Conduits* |
| *SOFR – Secured Overnight Financing Rate* |
| *SPI – Share Price Index* |
| *TBA – To Be Announced* |
| *TIPS – Treasury Inflation Protected Security* |
| *TOPIX – Tokyo Price Index* |
| *TSX – Toronto Stock Exchange* |

---

------

**Sanford C. Bernstein Fund, Inc.** 

**Overlay B Portfolio** 

**December 31, 2025 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Portfolio. Unobservable inputs reflect the Portfolio's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Portfolio's own assumptions in determining the fair value
of investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which is then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3. In addition, non-agency rated investments are classified as Level 3.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, by pricing vendors, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

------

Options are valued using market-based inputs to models, broker or dealer quotations, or alternative pricing sources with reasonable levels of price transparency, where such inputs and models are available. Alternatively the values may be obtained through unobservable management determined inputs and/or management's proprietary models. Where models are used, the selection of a particular model to value an option depends upon the contractual terms of, and specific risks inherent in, the option as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, measures of volatility and correlations of such inputs. Exchange traded options generally will be classified as Level 2. For options that do not trade on exchange but trade in liquid markets, inputs can generally be verified and model selection does not involve significant management judgment. Options are classified within Level 2 on the fair value hierarchy when all of the significant inputs can be corroborated to market evidence. Otherwise such instruments are classified as Level 3.

Valuations of mortgage-backed or other asset backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

The following table summarizes the valuation of the Portfolio's investments by the above fair value hierarchy levels as of December 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Governments - Treasuries | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64619959 | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64619959 |
| Inflation-Linked Securities |  | 55574061 |  | 55574061 |
| Corporates - Investment Grade |  | 49564858 |  | 49564858 |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36048622 |  |  | 36048622 |
| Mortgage Pass-Throughs |  | 27582629 |  | 27582629 |
| Common Stocks | 16999228 | 5677570 | 15777 | 22692575 |
| Asset-Backed Securities |  | 11522093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120180 | 11642273 |
| Collateralized Mortgage Obligations |  | 10196614 |  | 10196614 |
| Commercial Mortgage-Backed Securities |  | 5083730 |  | 5083730 |
| Corporates - Non-Investment Grade |  | 4912171 |  | 4912171 |
| Governments - Sovereign Agencies |  | 2740050 |  | 2740050 |
| Covered Bonds |  | 2502759 |  | 2502759 |
| Purchased Options - Puts |  | 2319296 |  | 2319296 |
| Collateralized Loan Obligations |  | 2250259 |  | 2250259 |
| Governments - Sovereign Bonds |  | 1984183 |  | 1984183 |
| Local Governments - US Municipal Bonds |  | 1641271 |  | 1641271 |
| Emerging Markets - Corporate Bonds |  | 1585619 |  | 1585619 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Agencies | $— | $1148246 | $— | $1148246 |
| Supranationals |  | 1005484 |  | 1005484 |
| Emerging Markets - Sovereigns |  | 598668 |  | 598668 |
| Quasi-Sovereigns |  | 208796 |  | 208796 |
| Local Governments - Provincial Bonds |  | 116544 |  | 116544 |
| Local Governments - Canadian Municipal Bonds |  | 52533 |  | 52533 |
| Short-Term Investments | 9031206 |  |  | 9031206 |
| Total Investments in Securities | 62079056 | 252887393 | 135957 | 315102406 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Futures | 334027 |  |  | 334027 |
| Forward Currency Exchange Contracts |  | 661747 |  | 661747 |
| Centrally Cleared Credit Default Swaps |  | 307967 |  | 307967 |
| Centrally Cleared Inflation (CPI) Swaps |  | 289472 |  | 289472 |
| Centrally Cleared Interest Rate Swaps |  | 3273664 |  | 3273664 |
| **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** |
| Futures | (1031077) |  |  | (1031077) |
| Forward Currency Exchange Contracts |  | (878612) |  | (878612) |
| Centrally Cleared Credit Default Swaps |  | (339085) |  | (339085) |
| Centrally Cleared Interest Rate Swaps |  | (1317) |  | (1317) |
| Total Return Swaps |  | (12770) |  | (12770) |
| **Total** | $**61382006** | $**256188459** | $**135957** | $**317706422** |

---

*<sup>(a)</sup>* *Other financial instruments include derivative instruments, such as futures, forwards and swaps. Derivative instruments are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

A summary of the Portfolio's transactions in AB mutual funds for the three months ended December 31, 2025 is as follows:

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | | | | | **Distributions** | **Distributions** |
| **Fund** | **Market<br>Value<br>09/30/2025<br>(000)** | **Purchases<br>at Cost<br>(000)** | **Sales<br>Proceeds<br>(000)** | **Realized<br>Gain<br>(Loss)<br>(000)** | **Change in<br>Unrealized<br>Appr./**<br> **(Depr.)<br>(000)** | **Market<br>Value<br>12/31/2025<br>(000)** | **Dividend<br>Income<br>(000)** | **Realized<br>Gains<br>(000)** |
| AB Government Money Market Portfolio | $34062 | $19694 | $44725 | $0 | $0 | $9031 | $252 | $0 |
| AB Bond Fund, Inc. - AB All Market Real Return Portfolio | 11004 | 751 | 0 | 0 | (385) | 11370 | 751 | 0 |
| **Total** | $45066 | $20445 | $44725 | $0 | $(385) | $20401 | $1003 | $0 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BERNSTEIN SANFORD C FUND INC

- **b. Investment Company Act file number:** 811-05555

- **c. CIK number of Registrant:** 0000832808

- **d. LEI of Registrant:** 549300GA5IHQHIM7CU60

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** Overlay B Portfolio

- **b. EDGAR series identifier (if any):** S000027649

- **c. LEI of Series:** IKSIY75X3JGN52ZWUI76

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

- **a. Date of fiscal year-end:** 2026-09-30

- **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:** $317885402.25

**Total Liabilities:** $20869948.83

**Net Assets:** $297015453.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -187.44000000 | **1-Year:** -5689.89000000 | **5-Year:** -13499.33000000 | **10-Year:** -9111.78000000 | **30-Year:** -2804.09000000

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

- **3-Month:** -108.66000000 | **1-Year:** -1162.80000000 | **5-Year:** -2325.37000000 | **10-Year:** -574.83000000 | **30-Year:** -59.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000083498 | 1.01%                | 0.20%                | -0.14%               |
| Class ID C000083499 | 1.01%                | 0.30%                | -0.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $405488.08               | $-82509.11                                 |
| Month 2  | $138142.85               | $489327.07                                 |
| Month 3  | $1451372.31              | $-2519679.68                               |

**Designated Index Information**

- **Index Name:** 19.35% Russell 3000/7.35% MSCI ACWI ex-USA IMI (net)/3.3% MSCI ACWI Commodity Producers (net)/24.5% Bloomberg US Aggregate Bond, 24.5% Bloomberg Global Aggregate Bond (USD hedged)/21% Bloomberg 1-10 Year US Gov Inflation-Linked Bonds

- **Index Identifier:** ^RUA,NDUEACWZ,MIWD0000oGUS,LBUSTRUU:IND,LEGATRUH,LTI1TRUU:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB Issuer LLC                                             | AB Issuer LLC                                                                                                                  | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1091176 | PA      | $1035654.54   | 0.35%             | 2051-07-30      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                  | AES Panama Generation Holdings SRL                                                                                             | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     472356 | PA      | $441274.61    | 0.15%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                            | AGL CLO 13 Ltd                                                                                                                 | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250002.00    | 0.08%             | 2034-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                            | AGL CLO 44 Ltd                                                                                                                 | CUSIP: 00121RAA2<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249769.25    | 0.08%             | 2037-10-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                                  | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     236000 | PA      | $243585.04    | 0.08%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       4748 | NS      | $117940.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                    | AS Mileage Plan IP Ltd                                                                                                         | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     183000 | PA      | $184509.75    | 0.06%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      81000 | PA      | $82475.01     | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                                                                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       1480 | NS      | $185429.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        215 | NS      | $49125.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelerated Assets                                        | Accelerated 2024-1 LLC                                                                                                         | CUSIP: 00440MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     118819 | PA      | $119081.51    | 0.04%             | 2044-08-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                                                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        367 | NS      | $128446.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS                                        | Advance Auto Parts Inc                                                                                                         | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     201000 | PA      | $202358.76    | 0.07%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                                                                                                       | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        131 | NS      | $17825.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALA Trust                                                 | ALA Trust 2025-OANA                                                                                                            | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124991 | PA      | $125459.49    | 0.04%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                               | Ovintiv Inc                                                                                                                    | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      17000 | PA      | $18970.47     | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                   | Alexander Funding Trust II                                                                                                     | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     106000 | PA      | $112875.16    | 0.04%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                   | Allegany Park CLO Ltd                                                                                                          | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250000.25    | 0.08%             | 2035-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AB All Market Real Return Portfolio                       | AB All Market Real Return Portfolio                                                                                            | CUSIP: 018528125<br>LEI: 549300VY0SNSR79V5F27 | Long             | EC               | RF                | US        |    1140374 | NS      | $11369529.34  | 3.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                                        | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                               | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    9031206 | NS      | $9031205.74   | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp                                                                                                            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |         78 | NS      | $5070.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46289 | PA      | $37396.45     | 0.01%             | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     640000 | PA      | $540875.01    | 0.18%             | 2055-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $249375.00    | 0.08%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2637140 | PA      | $2673915.71   | 0.90%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1464640 | PA      | $1503601.77   | 0.51%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                          | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     770417 | PA      | $800481.29    | 0.27%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                                                                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |         91 | NS      | $18941.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                             | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     315000 | PA      | $332372.25    | 0.11%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                             | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      23000 | PA      | $24398.40     | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                             | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      54000 | PA      | $55253.88     | 0.02%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                               | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     118595 | PA      | $120679.20    | 0.04%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       1163 | NS      | $364949.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       1281 | NS      | $400953.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                   | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      42000 | PA      | $42026.88     | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                   | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      77000 | PA      | $75599.37     | 0.03%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                   | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     158000 | PA      | $155696.36    | 0.05%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oklo Inc                                                  | Oklo Inc                                                                                                                       | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         84 | NS      | $6027.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                               | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     595000 | PA      | $572895.75    | 0.19%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                 | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     308000 | PA      | $308927.08    | 0.10%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp                                                                                                                    | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        201 | NS      | $20071.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                  | American Assets Trust LP                                                                                                       | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     178000 | PA      | $162305.74    | 0.05%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co Inc                                                                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        103 | NS      | $11876.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                                 | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     149000 | PA      | $160018.55    | 0.05%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                                 | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      85000 | PA      | $83576.25     | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                            | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     121000 | PA      | $124521.10    | 0.04%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co Inc                                                                                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |         90 | NS      | $11745.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                               | Cencora Inc                                                                                                                    | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        377 | NS      | $127331.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                                                                       | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         53 | NS      | $25988.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                                                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         73 | NS      | $23893.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                                                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       1196 | NS      | $161627.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                    | Amur Equipment Finance Receivables XI LLC                                                                                      | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      37284 | PA      | $37358.07     | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-4                                                                                                | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |      54723 | PA      | $55379.22     | 0.02%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-6                                                                                                | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |      65198 | PA      | $65769.66     | 0.02%             | 2070-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-10                                                                                               | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |     194320 | PA      | $194535.41    | 0.07%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                                                                            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        139 | NS      | $48726.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       2505 | NS      | $681009.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APL Finance LLC                                           | APL Finance 2023-1 DAC                                                                                                         | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |     217397 | PA      | $218109.34    | 0.07%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                                                                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        478 | NS      | $122841.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                     | Applied Materials Inc                                                                                                          | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     308000 | PA      | $306293.68    | 0.10%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        700 | NS      | $91721.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |        606 | NS      | $28763.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |        369 | NS      | $15494.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                          | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      19000 | PA      | $17964.69     | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                          | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2054.68      | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                          | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     266000 | PA      | $272546.26    | 0.09%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                          | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38858.42     | 0.01%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                          | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16142.72     | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                                                                      | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     203000 | PA      | $209855.31    | 0.07%             | 2034-09-18      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                                                                   | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        224 | NS      | $66306.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                                                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        270 | NS      | $69452.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                            | AutoNation Inc                                                                                                                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     119000 | PA      | $119336.77    | 0.04%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                                                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         22 | NS      | $74613.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Auxilior Term Funding LLC                                 | Auxilior Term Funding 2023-1 LLC                                                                                               | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      59893 | PA      | $60190.47     | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                       | Avery Dennison Corp                                                                                                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         39 | NS      | $7093.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      71000 | PA      | $69846.25     | 0.02%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      94000 | PA      | $94493.50     | 0.03%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     399000 | PA      | $403777.87    | 0.14%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                               | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54621.05     | 0.02%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                               | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      26000 | PA      | $30377.88     | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                               | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     117000 | PA      | $121565.34    | 0.04%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                             | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     195000 | PA      | $196604.85    | 0.07%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                        | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $258797.50    | 0.09%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                  | Brex Commercial Charge Card Master Trust                                                                                       | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121000 | PA      | $121365.43    | 0.04%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2019-IMC                                                                                          | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     430256 | PA      | $423256.77    | 0.14%             | 2034-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-AIR2                                                                                         | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105510 | PA      | $105640.99    | 0.04%             | 2041-10-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                            | BOCA Commercial Mortgage Trust 2025-BOCA                                                                                       | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131000 | PA      | $131163.61    | 0.04%             | 2042-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                  | Baiterek National Managing Holding JSC                                                                                         | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $202568.00    | 0.07%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                                                                                                      | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        181 | NS      | $9587.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                             | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $465396.00    | 0.16%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $600330.00    | 0.20%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                             | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $215564.00    | 0.07%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                           | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     236000 | PA      | $246091.36    | 0.08%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                                                      | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     800000 | PA      | $830376.00    | 0.28%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                        | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     171000 | PA      | $166682.25    | 0.06%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     270000 | PA      | $274843.80    | 0.09%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       1174 | NS      | $18059.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                                       | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     186000 | PA      | $188665.38    | 0.06%             | 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        |        515 | NS      | $41483.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                     | Becton Dickinson & Co                                                                                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         48 | NS      | $9315.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                                     | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     136000 | PA      | $108739.62    | 0.04%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                                       | Bentley Systems Inc                                                                                                            | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |        355 | NS      | $13548.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                                                                                               | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        693 | NS      | $48593.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        220 | NS      | $110583.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                                                                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        122 | NS      | $8165.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2023-A                                                                                                | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      22883 | PA      | $22902.71     | 0.01%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2023-B                                                                                                | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32697 | PA      | $34272.33     | 0.01%             | 2036-12-17      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                       | BHMS Commercial Mortgage Trust 2025-ATLS                                                                                       | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100375.88    | 0.03%             | 2042-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                             | Blackrock Inc                                                                                                                  | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         65 | NS      | $69572.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                                  | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      77000 | PA      | $75700.24     | 0.03%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                                                                | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        869 | NS      | $160816.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                                                                         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        253 | NS      | $24123.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2025-NQM5                                                                                      | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |     165181 | PA      | $166522.74    | 0.06%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                                                                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        456 | NS      | $24596.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions Inc                                                                                             | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         59 | NS      | $13167.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                   | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      88000 | PA      | $89815.44     | 0.03%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd                                                                                                | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |        254 | NS      | $13305.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                         | Brown & Brown Inc                                                                                                              | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        305 | NS      | $24308.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets Inc                                                                                                        | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        281 | NS      | $70531.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                                                                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        112 | NS      | $15254.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCG Receivables Trust                                     | CCG Receivables Trust 2025-1                                                                                                   | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101215.23    | 0.03%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                                                                     | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |         77 | NS      | $5955.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                   | CGI Inc                                                                                                                        | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        526 | NS      | $48585.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                                                                                      | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         59 | NS      | $9484.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group/The                                                                                                                | CUSIP: 125523100<br>LEI: 45RS2W538ZOGNWLVIX82 | Long             | EC               | CORP              | US        |         65 | NS      | $17889.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                                                                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        451 | NS      | $123159.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                                                                                                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        247 | NS      | $17272.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2021-C                                                                                              | CUSIP: 12598CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26666 | PA      | $26640.67     | 0.01%             | 2027-06-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2010-C1 Mortgage Trust                                                                                                    | CUSIP: 12622DAK0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     645934 | PA      | $640874.12    | 0.22%             | 2046-07-10      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19845.88     | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     242000 | PA      | $253826.54    | 0.09%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-10 Mortgage Loan Trust                                                                                               | CUSIP: 12675XAA4<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |      98185 | PA      | $98504.05     | 0.03%             | 2070-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy Inc                                                                                                             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        298 | NS      | $7843.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                                                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        138 | NS      | $43136.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                   | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     272000 | PA      | $289829.60    | 0.10%             | 2035-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                   | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     238000 | PA      | $241343.90    | 0.08%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                           | CALIFORNIA ST EARTHQUAKE AUTH                                                                                                  | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |     110000 | PA      | $111380.40    | 0.04%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                        | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     451000 | PA      | $264521.92    | 0.09%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                        | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1929000 | PA      | $1396870.96   | 0.47%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                      | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     535000 | PA      | $395298.04    | 0.13%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                      | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     270000 | PA      | $207450.26    | 0.07%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                                                                             | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |         57 | NS      | $5167.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                                                                   | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        227 | NS      | $22451.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                     | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     162000 | PA      | $166369.14    | 0.06%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                                                                            | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        129 | NS      | $26509.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGILL INC                                               | Cargill Inc                                                                                                                    | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     305000 | PA      | $316687.60    | 0.11%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | Cargill Inc                                                                                                                    | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104560.05    | 0.04%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                                                               | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         24 | NS      | $7676.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust                            | Carvana Auto Receivables Trust 2021-N3                                                                                         | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39640 | PA      | $38570.22     | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                            | Carvana Auto Receivables Trust 2021-N4                                                                                         | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32070 | PA      | $31395.58     | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                            | Carvana Auto Receivables Trust 2021-P4                                                                                         | CUSIP: 14687KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     596000 | PA      | $576297.25    | 0.19%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                                                                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        276 | NS      | $158112.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                             | Celestica Inc                                                                                                                  | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |         66 | NS      | $19523.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                                                                             | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     147000 | PA      | $146591.34    | 0.05%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                                                                             | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     141000 | PA      | $140832.21    | 0.05%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                        | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5096.50      | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                        | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111230.90    | 0.04%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                        | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61487.39     | 0.02%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      98000 | PA      | $91700.56     | 0.03%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                        | Expand Energy Corp                                                                                                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        312 | NS      | $34432.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        214 | NS      | $32615.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                                                                     | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |        806 | NS      | $29822.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co Inc                                                                                                         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        649 | NS      | $54418.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       3630 | NS      | $279618.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                                                              | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     235000 | PA      | $241603.50    | 0.08%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                                                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        226 | NS      | $42503.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                  | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     204000 | PA      | $201729.48    | 0.07%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                  | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     133000 | PA      | $136358.25    | 0.05%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     196000 | PA      | $197583.68    | 0.07%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                  | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      64000 | PA      | $64172.80     | 0.02%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                  | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70962.50     | 0.02%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CALGARY (CITY OF)                                         | City of Calgary Canada                                                                                                         | CUSIP: 178916AA0<br>LEI: 549300HSTXVCQ4ECT255 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $52532.53     | 0.02%             | 2034-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                                | Clarus Capital Funding 2024-1 LLC                                                                                              | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115000 | PA      | $115521.89    | 0.04%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                | Clover CLO 2021-3 LLC                                                                                                          | CUSIP: 18915FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $250182.00    | 0.08%             | 2035-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       3168 | NS      | $221474.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                                                                            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        650 | NS      | $53950.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                                                                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        759 | NS      | $59976.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| College Ave Student Loans                                 | College Ave Student Loans 2021-C LLC                                                                                           | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     203308 | PA      | $189449.46    | 0.06%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-5 Mortgage Loan Trust                                                                                                | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |     109993 | PA      | $110978.17    | 0.04%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                                   | Comfort Systems USA Inc                                                                                                        | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         22 | NS      | $20532.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                                      | Commercial Metals Co                                                                                                           | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66477.45     | 0.02%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                            | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149460.00    | 0.05%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                 | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     202000 | PA      | $194843.14    | 0.07%             | 2034-09-12      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                          | CMWLTH FING AUTH PA                                                                                                            | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      80000 | PA      | $75541.95     | 0.03%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20753ACJ1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     153792 | PA      | $155266.56    | 0.05%             | 2043-04-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20753CAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     312032 | PA      | $312437.98    | 0.11%             | 2045-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20753GAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      37094 | PA      | $37071.37     | 0.01%             | 2044-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     129546 | PA      | $132683.66    | 0.04%             | 2042-03-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754BAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       7689 | PA      | $7686.43      | 0.00%             | 2042-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754GAE0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     149846 | PA      | $150640.39    | 0.05%             | 2044-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754RAB2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      23664 | PA      | $23760.20     | 0.01%             | 2041-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      73352 | PA      | $73463.97     | 0.02%             | 2045-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754VAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     192477 | PA      | $192714.14    | 0.06%             | 2045-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754XAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      16875 | PA      | $16864.89     | 0.01%             | 2044-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     195482 | PA      | $195614.72    | 0.07%             | 2045-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     264091 | PA      | $264232.66    | 0.09%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755AAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     356024 | PA      | $362987.47    | 0.12%             | 2043-01-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755JAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      57816 | PA      | $57832.92     | 0.02%             | 2045-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755RAB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       4943 | PA      | $4941.76      | 0.00%             | 2044-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      83090 | PA      | $83173.39     | 0.03%             | 2045-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755TAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     130309 | PA      | $130607.74    | 0.04%             | 2045-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 207932AA2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     311908 | PA      | $318106.11    | 0.11%             | 2042-12-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                                                                                        | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        797 | NS      | $79158.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                                                                              | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         34 | NS      | $81780.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     223000 | PA      | $228804.69    | 0.08%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     694000 | PA      | $605334.56    | 0.20%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                                | Copart Inc                                                                                                                     | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        442 | NS      | $17304.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                                                                                    | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        146 | NS      | $12783.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1024042 | PA      | $883116.62    | 0.30%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1342713 | PA      | $1206865.89   | 0.41%             | 2055-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     667680 | PA      | $630020.58    | 0.21%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1530290 | PA      | $1490650.75   | 0.50%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3009662 | PA      | $3002364.17   | 1.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3371655 | PA      | $3404199.23   | 1.15%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                     | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1246031 | PA      | $1269710.70   | 0.43%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                                                                    | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |         83 | NS      | $5563.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                                                                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        269 | NS      | $231969.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                  | Credicorp Capital Sociedad Titulizadora SA                                                                                     | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     725000 | PA      | $231880.93    | 0.08%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                   | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     203000 | PA      | $202058.08    | 0.07%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                                                                       | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         17 | NS      | $7968.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H4 Mortgage Trust                                                                                                   | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     173363 | PA      | $174949.63    | 0.06%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H9 Mortgage Trust                                                                                                   | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164159 | PA      | $164552.43    | 0.06%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins Inc                                                                                                                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         70 | NS      | $35731.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                               | DBC 2025-DBC Mortgage Trust                                                                                                    | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $200154.46    | 0.07%             | 2042-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                                                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        118 | NS      | $16995.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON INC                                           | DR Horton Inc                                                                                                                  | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     148000 | PA      | $151131.68    | 0.05%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                           | DTE Electric Co                                                                                                                | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      68000 | PA      | $69957.72     | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                             | DTP Commercial Mortgage Trust 2023-STE2                                                                                        | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116000 | PA      | $119258.14    | 0.04%             | 2041-01-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                                                                | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     280000 | PA      | $282088.80    | 0.09%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                                                                         | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         56 | NS      | $10305.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp                                                                                                           | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        100 | NS      | $10367.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                              | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     157000 | PA      | $161710.00    | 0.05%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                           | Descartes Systems Group Inc/The                                                                                                | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |        190 | NS      | $16668.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                   | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $189104.00    | 0.06%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                   | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     232000 | PA      | $236751.36    | 0.08%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                | Dexcom Inc                                                                                                                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        167 | NS      | $11083.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2023-1 LLC                                                                                                            | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     123364 | PA      | $124061.12    | 0.04%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                        | Diamond Issuer LLC                                                                                                             | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1138527 | PA      | $1092614.53   | 0.37%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods Inc                                                                                                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         32 | NS      | $6335.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE NA                                            | Capital One NA                                                                                                                 | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     300000 | PA      | $311289.00    | 0.10%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                                                                            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         61 | NS      | $8098.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                                                                                  | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        226 | NS      | $33777.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                                                                            | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        110 | NS      | $6444.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD KRW                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $27376.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED KRW / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $-15069.00    | -0.01%            |  |  |  | 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      | $-59697.92    | -0.02%            |  |  |  | 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      | $1039.02      | 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      | $-2376.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD KRW                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $711.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD KRW                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2208.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CNH / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $3412.08      | 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      | $-4096.91     | -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      | $24957.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $296208.03    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED AUD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $49295.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-68945.77    | -0.02%            |  |  |  | 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      | $-503.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD PEN                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-1480.11     | -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      | $-2603.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD THB                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-8661.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $34923.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD MYR                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-9761.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-57425.93    | -0.02%            |  |  |  | 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      | $2413.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD PLN                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-7398.85     | -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      | $-12487.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD HUF                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-19313.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED SEK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $60096.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED NOK / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NO        |          1 | NC      | $9276.34      | 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      | $712.15       | 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      | $-45262.84    | -0.02%            |  |  |  | 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      | $-113690.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-6549.14     | -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      | $-3956.46     | -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      | $412.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CHF                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-63711.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $6855.80      | 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      | $-671.32      | -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      | $-21088.96    | -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      | $-2864.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED NZD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |          1 | NC      | $698.65       | 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      | $28809.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-40640.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $5001.33      | 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      | $669.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED PLN / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |          1 | NC      | $4684.61      | 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      | $10449.03     | 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      | $-1365.08     | -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      | $2983.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-59126.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-61105.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $3695.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                          | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-13236.16    | -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      | $-2317.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-613.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-82169.96    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $1627.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $3331.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD SEK                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-20953.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-13459.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $23980.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $20780.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD NOK                                                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-10067.32    | -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      | $174.57       | 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      | $-4141.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD NOK                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-504.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-456.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-2440.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CHF / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |          1 | NC      | $4392.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                          | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-3821.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                          | PURCHASED USD / SOLD AUD                                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-11964.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD NOK                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-11106.25    | -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      | $360.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD MXN                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-387.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CNH / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $765.72       | 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      | $2241.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED MXN / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $-1054.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED GBP / SOLD JPY                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $2987.79      | 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      | $-582.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED BRL / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $1983.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED INR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |          1 | NC      | $1447.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED KRW / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $2484.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED KRW / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $2491.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD IDR                                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1762.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED KRW / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $5850.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD THB                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1190.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CZK                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1891.91     | -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      | $2020.68      | 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      | $974.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD BRL                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3380.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED BRL / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $3320.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       1056 | NS      | $123773.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC                                  | Duke Energy Carolinas NC Storm Funding LLC                                                                                     | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     542000 | PA      | $433220.60    | 0.15%             | 2043-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace Inc                                                                                                                  | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        439 | NS      | $19026.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                       | CUSIP: 268317AW4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      77000 | PA      | $60423.65     | 0.02%             | 2030-05-23      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                                                                        | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $209486.00    | 0.07%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                            | EPR Properties                                                                                                                 | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     165000 | PA      | $165201.30    | 0.06%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | Eagle Funding Luxco Sarl                                                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     250000 | PA      | $254250.00    | 0.09%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                   | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     113000 | PA      | $121209.45    | 0.04%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                   | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     111000 | PA      | $113841.60    | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                                                                      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        277 | NS      | $23614.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                       | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $232124.00    | 0.08%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                                                                            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        332 | NS      | $67837.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group Inc                                                                                                                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         28 | NS      | $17130.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENA MASTER TRUST                                          | ENA Master Trust                                                                                                               | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |     691000 | PA      | $531703.77    | 0.18%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                              | Entegris Inc                                                                                                                   | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     429000 | PA      | $430192.62    | 0.14%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                         | Erie Indemnity Co                                                                                                              | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         23 | NS      | $6592.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc                                                                                     | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         83 | NS      | $12367.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        976 | NS      | $117451.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       1111 | NS      | $733359.99    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                             | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     181000 | PA      | $175919.33    | 0.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                             | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     287000 | PA      | $274165.36    | 0.09%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                                                                                | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |          5 | NS      | $8453.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIP Master Funding, LLC                                   | FIP Master Funding LLC                                                                                                         | CUSIP: 30332YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119940 | PA      | $120180.37    | 0.04%             | 2055-10-15      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                                                                                 | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         13 | NS      | $24776.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10408 | PA      | $10505.52     | 0.00%             | 2028-08-25      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10397 | PA      | $10464.45     | 0.00%             | 2028-09-25      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                                                                    | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        697 | NS      | $27970.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                    | Federal Home Loan Banks                                                                                                        | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     865000 | PA      | $874904.25    | 0.29%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                    | Federal Home Loan Banks                                                                                                        | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     265000 | PA      | $273342.20    | 0.09%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                               | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     567924 | PA      | $503718.59    | 0.17%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                          | CUSIP: 3132XXD22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     103101 | PA      | $102751.01    | 0.03%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                          | CUSIP: 3132Y3ZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     120321 | PA      | $122807.82    | 0.04%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                          | CUSIP: 3132Y3ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     280017 | PA      | $278802.55    | 0.09%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                               | CUSIP: 31346YAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161047 | PA      | $151161.10    | 0.05%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                              | CUSIP: 3136ALP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     304054 | PA      | $33301.47     | 0.01%             | 2044-12-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                              | CUSIP: 3136ATV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     753417 | PA      | $84102.54     | 0.03%             | 2046-10-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                              | CUSIP: 3136AXSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     352101 | PA      | $40510.81     | 0.01%             | 2047-08-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                              | CUSIP: 3136B0CN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     717668 | PA      | $81530.05     | 0.03%             | 2047-12-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                              | CUSIP: 3136B0DZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     366775 | PA      | $44597.38     | 0.02%             | 2047-12-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                             | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     932329 | PA      | $103317.42    | 0.03%             | 2047-06-15      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                             | CUSIP: 3137FAXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     290013 | PA      | $33549.70     | 0.01%             | 2047-09-15      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                             | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     889809 | PA      | $103057.60    | 0.03%             | 2050-02-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                             | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2263882 | PA      | $240007.46    | 0.08%             | 2050-06-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138EHUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89466 | PA      | $85777.75     | 0.03%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138ENG29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     230699 | PA      | $239437.68    | 0.08%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138W3UZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7198 | PA      | $7102.24      | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138WENA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61733 | PA      | $56313.53     | 0.02%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138WJL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     318291 | PA      | $308012.09    | 0.10%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138WQKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50051 | PA      | $47832.39     | 0.02%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138WTF43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2449 | PA      | $2414.63      | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138X6P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     423411 | PA      | $412067.06    | 0.14%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3138Y3U58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33235 | PA      | $32579.01     | 0.01%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140E6KU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     441374 | PA      | $401613.77    | 0.14%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140FGBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145790 | PA      | $141760.58    | 0.05%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140FHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4661 | PA      | $4512.36      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140FLCM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     177605 | PA      | $172017.30    | 0.06%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140FNVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4991 | PA      | $4828.22      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140FTKL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58086 | PA      | $56233.07     | 0.02%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140JXTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     372651 | PA      | $349776.27    | 0.12%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140M2LW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     469648 | PA      | $420662.50    | 0.14%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140Q9T37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165856 | PA      | $164992.57    | 0.06%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140Q9T45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232089 | PA      | $230880.40    | 0.08%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140QLGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1900182 | PA      | $1545240.06   | 0.52%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     573651 | PA      | $492885.90    | 0.17%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140QN6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     735426 | PA      | $630275.21    | 0.21%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 3140XGCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     683039 | PA      | $586872.43    | 0.20%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31413LMZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83022 | PA      | $86124.75     | 0.03%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31417DRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153494 | PA      | $146854.08    | 0.05%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31417EJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166240 | PA      | $158972.47    | 0.05%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31417FZR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4492 | PA      | $4295.70      | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31418CFJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17233 | PA      | $16683.75     | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     352785 | PA      | $286556.23    | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153155 | PA      | $150012.27    | 0.05%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises Inc                                                                                                       | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        103 | NS      | $22930.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                                                                                         | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        157 | NS      | $40075.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |        112 | NS      | $6945.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                               | FIGRE Trust 2025-HE7                                                                                                           | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199066 | PA      | $199593.93    | 0.07%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      70000 | PA      | $99209.29     | 0.03%             | 2030-07-30      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |          6 | NS      | $12877.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |         71 | NS      | $13071.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                           | First Solar Inc                                                                                                                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         69 | NS      | $18024.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH INC                                             | FirstCash Inc                                                                                                                  | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39701.60     | 0.01%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                                                                     | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     126000 | PA      | $124945.38    | 0.04%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp                                                                                                               | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        355 | NS      | $15893.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                                                                       | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      81000 | PA      | $84885.57     | 0.03%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                       | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     652000 | PA      | $632492.03    | 0.21%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                       | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      60000 | PA      | $55206.49     | 0.02%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                           | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $202878.00    | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                                                                   | CUSIP: 34527ACP3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |     210000 | PA      | $160923.45    | 0.05%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                  | Ford Credit Auto Owner Trust 2021-REV1                                                                                         | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     824000 | PA      | $817425.30    | 0.28%             | 2033-10-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                        | Ford Motor Co                                                                                                                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     715000 | PA      | $630644.30    | 0.21%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                                                                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        613 | NS      | $48678.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp                                                                                                             | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |         64 | NS      | $13266.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Multifamily Structured Credit Risk                        | Freddie Mac Mscr Trust Mn1                                                                                                     | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |      33685 | PA      | $33607.65     | 0.01%             | 2051-01-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                        | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |      97358 | PA      | $97631.52     | 0.03%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                        | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     269116 | PA      | $269882.13    | 0.09%             | 2041-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA7                                                                                        | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |     170755 | PA      | $172452.13    | 0.06%             | 2052-03-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                        | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     414809 | PA      | $418352.05    | 0.14%             | 2041-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                                        | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |     139330 | PA      | $141258.72    | 0.05%             | 2043-04-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                        | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     239429 | PA      | $245390.42    | 0.08%             | 2042-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                        | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     878104 | PA      | $906097.96    | 0.31%             | 2042-05-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                                        | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     769482 | PA      | $809420.42    | 0.27%             | 2042-06-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                                        | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |     325191 | PA      | $325449.42    | 0.11%             | 2044-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                        | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |        492 | PA      | $492.13       | 0.00%             | 2044-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                                        | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |     130117 | PA      | $130033.02    | 0.04%             | 2045-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                        | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |      68819 | PA      | $68972.47     | 0.02%             | 2045-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                        | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |      38377 | PA      | $38364.18     | 0.01%             | 2045-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA4                                                                                        | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |     281963 | PA      | $282184.47    | 0.10%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                         | Futu Holdings Ltd                                                                                                              | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         40 | NS      | $6568.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Funding I LLC                                         | GCI Funding I LLC                                                                                                              | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     296780 | PA      | $278544.82    | 0.09%             | 2046-06-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2025-NQM2 Trust                                                                                                           | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82054 | PA      | $82838.28     | 0.03%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                             | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49826 | PA      | $45476.26     | 0.02%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                             | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     132313 | PA      | $120762.91    | 0.04%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                             | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1313848 | PA      | $1320989.46   | 0.44%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                     | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AP4<br>LEI: 5493006GWRDBCZYWTM57 | Long             | DBT              |  | US        |     163000 | PA      | $157974.71    | 0.05%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |      72000 | PA      | $68869.44     | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |     226000 | PA      | $226458.78    | 0.08%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2011-GC5                                                                                          | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25719 | PA      | $19814.93     | 0.01%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                                     | GSF 2021 1 ISSUER LLC                                                                                                          | CUSIP: 36261CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     116817 | PA      | $116438.63    | 0.04%             | 2026-08-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                                     | GSF 2021 1 ISSUER LLC                                                                                                          | CUSIP: 36261CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1071000 | PA      | $1061269.43   | 0.36%             | 2026-08-17      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                                     | GSF 2021 1 ISSUER LLC                                                                                                          | CUSIP: 36261CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39000 | PA      | $38116.81     | 0.01%             | 2026-08-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies Inc                                                                                                 | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        202 | NS      | $16568.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co                                                                                                        | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        149 | NS      | $38559.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                                                                                                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         83 | NS      | $20939.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                                                                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        163 | NS      | $54875.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                                                                            | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      81000 | PA      | $82212.57     | 0.03%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                                                                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       1034 | NS      | $48081.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36584.12     | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     134000 | PA      | $138909.76    | 0.05%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      73000 | PA      | $74160.70     | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8103.28      | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                                                                         | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $151484.80    | 0.05%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                     | GENMAB A/S/GENMAB FINANCE LLC                                                                                                  | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     203000 | PA      | $208068.91    | 0.07%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                                                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        402 | NS      | $49341.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                           | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     146000 | PA      | $148276.14    | 0.05%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                           | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     148000 | PA      | $150523.40    | 0.05%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                           | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66680.25     | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                            | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     126000 | PA      | $126257.04    | 0.04%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     181000 | PA      | $181168.33    | 0.06%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                            | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84983.85     | 0.03%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy Inc                                                                                                                    | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        306 | NS      | $37968.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     103000 | PA      | $104175.23    | 0.04%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                       | CUSIP: 38380B6Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     472391 | PA      | $57859.24     | 0.02%             | 2047-04-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                       | CUSIP: 38380GHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     357225 | PA      | $45135.58     | 0.02%             | 2047-08-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                       | CUSIP: 38380GQ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     273023 | PA      | $34630.46     | 0.01%             | 2047-09-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                 | Graco Inc                                                                                                                      | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |         84 | NS      | $6885.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                                                                | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         31 | NS      | $31280.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                                                                          | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |        149 | NS      | $7348.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wolf Trust                                          | Great Wolf Trust 2024-WOLF                                                                                                     | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232000 | PA      | $232358.21    | 0.08%             | 2039-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                             | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       4000 | PA      | $4232.94      | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                          | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                        | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176000 | PA      | $176218.63    | 0.06%             | 2037-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                                                                             | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         48 | NS      | $22409.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                  | HLTN Commercial Mortgage Trust 2024-DPLO                                                                                       | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     249558 | PA      | $250020.91    | 0.08%             | 2041-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                              | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $210808.00    | 0.07%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                              | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     286000 | PA      | $290149.86    | 0.10%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                       | HINNT 2024-A LLC                                                                                                               | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      38382 | PA      | $39117.31     | 0.01%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                                                                     | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        120 | NS      | $51517.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                                                               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        129 | NS      | $17776.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                                                                   | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |         54 | NS      | $7067.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                   | Hartwick Park CLO Ltd                                                                                                          | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $249874.00    | 0.08%             | 2037-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                        | Hawaii Hotel Trust 2025-MAUI                                                                                                   | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     117000 | PA      | $117108.60    | 0.04%             | 2042-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates Inc                                                                                                    | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        102 | NS      | $18612.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                                                                                                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        234 | NS      | $42583.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC                                                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $146674.90    | 0.05%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                       | Highwoods Realty LP                                                                                                            | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      58000 | PA      | $58024.36     | 0.02%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                                                               | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     122000 | PA      | $124769.40    | 0.04%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                               | Hologic Inc                                                                                                                    | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        359 | NS      | $26741.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                                                                             | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |        105 | NS      | $10904.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                        | Honda Motor Co Ltd                                                                                                             | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     299000 | PA      | $301610.27    | 0.10%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                                                                                    | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        320 | NS      | $62428.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp                                                                                                              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        389 | NS      | $9219.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                                                                           | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        196 | NS      | $40183.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                               | Hubbell Inc                                                                                                                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         26 | NS      | $11546.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                                                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         19 | NS      | $4866.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd                                                                                                                  | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        389 | NS      | $15485.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                    | CUSIP: 44882ZXK4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     118264 | PA      | $40651.08     | 0.01%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                    | CUSIP: 44882ZXL2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     118264 | PA      | $39513.41     | 0.01%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                    | CUSIP: 44882ZXP3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     118264 | PA      | $36379.99     | 0.01%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                        | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     211000 | PA      | $199371.79    | 0.07%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                        | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      87000 | PA      | $91014.18     | 0.03%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                        | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     258000 | PA      | $260747.70    | 0.09%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                        | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71157.80     | 0.02%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                        | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10024.30     | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                   | Hyundai Auto Lease Securitization Trust 2025-A                                                                                 | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140000 | PA      | $141830.08    | 0.05%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                     | iA Financial Corp Inc                                                                                                          | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |         58 | NS      | $7514.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                                                                              | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |         29 | NS      | $9024.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                                                                         | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         59 | NS      | $39915.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                                                                        | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        159 | NS      | $39161.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                                                                               | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |        251 | NS      | $8886.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                    | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     495000 | PA      | $517433.40    | 0.17%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd                                                                                                               | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |         64 | NS      | $5529.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                                                                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        355 | NS      | $35063.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |        102 | NS      | $6893.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp                                                                                                          | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        261 | NS      | $54333.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                                                                           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        279 | NS      | $82642.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                           | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     235000 | PA      | $241196.95    | 0.08%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                                                                     | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |         32 | NS      | $9919.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                                                                 | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |         89 | NS      | $7063.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                            | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $190852.00    | 0.06%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                                                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        222 | NS      | $147057.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                                                                         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        166 | NS      | $94015.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI EAFE ETF                                | iShares Core MSCI EAFE ETF                                                                                                     | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |     171623 | NS      | $15353393.58  | 5.17%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                    | iShares Core MSCI Emerging Markets ETF                                                                                         | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     138734 | NS      | $9325699.48   | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                  | Israel Electric Corp Ltd                                                                                                       | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     402000 | PA      | $397248.36    | 0.13%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                  | JH North America Holdings Inc                                                                                                  | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      59000 | PA      | $60270.86     | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verbund AG                                                | Verbund AG                                                                                                                     | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |         62 | NS      | $4501.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                                 | Jabil Inc                                                                                                                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         60 | NS      | $13681.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                            | CUSIP: 46642NBF2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     684361 | PA      | $6.84         | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                            | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      63000 | PA      | $57781.08     | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                            | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     146000 | PA      | $145513.82    | 0.05%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2025-HE3                                                                                              | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |     366511 | PA      | $366621.71    | 0.12%             | 2056-03-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2025-CES7                                                                                      | CUSIP: 46660GAA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     162000 | PA      | $162335.57    | 0.05%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       1926 | NS      | $398585.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                                                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         88 | NS      | $106927.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KNDR Trust 2021-KIND                                      | KIND Trust 2021-KIND                                                                                                           | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99172 | PA      | $98763.05     | 0.03%             | 2038-08-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                                                                         | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        290 | NS      | $70460.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                                                                           | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        950 | NS      | $26609.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                          | Kilroy Realty LP                                                                                                               | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     176000 | PA      | $163525.12    | 0.06%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                                        | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |        273 | NS      | $5169.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        179 | NS      | $18059.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                                                              | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47631.60     | 0.02%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                                                                              | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |        552 | NS      | $15547.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                                                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       1079 | NS      | $67415.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                                                                                  | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |         64 | NS      | $7028.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                                                              | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        942 | NS      | $161251.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                                                                           | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         21 | NS      | $12713.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       4117 | NS      | $68698.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                           | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      54000 | PA      | $55373.22     | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                           | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      46000 | PA      | $48222.26     | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                                                                            | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         58 | NS      | $10463.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                                                                       | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         17 | NS      | $42208.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                             | Lendbuzz Securitization Trust 2023-1                                                                                           | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     403740 | PA      | $407858.25    | 0.14%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                  | Lennox International Inc                                                                                                       | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         20 | NS      | $9711.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendbuzz Securitization Trust                             | Lendbuzz Securitization Trust 2025-2                                                                                           | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     124472 | PA      | $125055.61    | 0.04%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                      | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |         62 | NS      | $40801.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                    | Liberty Media Corp-Liberty Formula One                                                                                         | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        293 | NS      | $28863.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        484 | NS      | $520145.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                 | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     103000 | PA      | $103664.35    | 0.03%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                  | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     322716 | PA      | $312647.33    | 0.11%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                                                                 | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         27 | NS      | $49258.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                       | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     233000 | PA      | $237389.72    | 0.08%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                       | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     245000 | PA      | $244267.45    | 0.08%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                                  | Loblaw Cos Ltd                                                                                                                 | CUSIP: 53947ZAT4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |     110000 | PA      | $90835.67     | 0.03%             | 2033-02-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                                                                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        194 | NS      | $93831.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                                                                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        238 | NS      | $25063.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                                                                                        | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         71 | NS      | $14754.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold Inc                                           | Lundin Gold Inc                                                                                                                | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |         85 | NS      | $7061.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI HOUSE US                                          | Sekisui House US Inc                                                                                                           | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     642000 | PA      | $600340.62    | 0.20%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                        | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     229000 | PA      | $230726.66    | 0.08%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                                                                    | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         64 | NS      | $46486.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2021-2 LLC                                                                                                                 | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     152256 | PA      | $145136.75    | 0.05%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                                                                            | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      88000 | PA      | $85564.16     | 0.03%             | 2028-04-14      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite XIX Ltd                                                                                                              | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250058.00    | 0.08%             | 2034-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                                                                                                  | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |         61 | NS      | $6599.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                                                              | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        129 | NS      | $13361.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        364 | NS      | $35218.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |        315 | NS      | $13959.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        594 | NS      | $110198.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        462 | NS      | $263746.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                                                                 | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     306000 | PA      | $306189.72    | 0.10%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                                                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        321 | NS      | $98107.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                                                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        147 | NS      | $120582.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                                                            | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       3348 | NS      | $108980.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                                                               | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         11 | NS      | $22156.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                  | CTS Eventim AG & Co KGaA                                                                                                       | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |         76 | NS      | $6957.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                               | Merchants Fleet Funding LLC                                                                                                    | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |      45320 | PA      | $45521.83     | 0.02%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       2145 | NS      | $225782.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       1101 | NS      | $7098.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       1580 | NS      | $764119.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                                                                             | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       8599 | NS      | $40180.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                               | Telia Co AB                                                                                                                    | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |       2670 | NS      | $11411.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                                                                    | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |          8 | NS      | $31649.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        131 | NS      | $99127.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                          | ANA Holdings Inc                                                                                                               | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |        240 | NS      | $4558.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                | Asics Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |        351 | NS      | $8426.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                                                                               | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |       1016 | NS      | $22978.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                                                                        | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |        803 | NS      | $17696.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |        786 | NS      | $11493.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |       5397 | NS      | $17510.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                                                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        974 | NS      | $52430.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                                                                     | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     122000 | PA      | $123168.76    | 0.04%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |       2947 | NS      | $26360.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems Inc                                                                                                   | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         34 | NS      | $30816.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                                                                          | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        935 | NS      | $71686.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp                                                                                                               | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |        384 | NS      | $8639.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                               | Obic Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        926 | NS      | $29065.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                         | Oracle Corp Japan                                                                                                              | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |        165 | NS      | $13868.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       2336 | NS      | $70498.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                                                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         95 | NS      | $48530.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                       | Moody's Corp                                                                                                                   | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     145000 | PA      | $147830.40    | 0.05%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canon Inc                                                 | Canon Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       1917 | NS      | $56721.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                             | Capcom Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |        286 | NS      | $6643.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                 | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     179000 | PA      | $178846.06    | 0.06%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |        760 | NS      | $33291.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                                                                       | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98055 | PA      | $98229.06     | 0.03%             | 2070-09-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |        290 | NS      | $6572.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                  | Central Japan Railway Co                                                                                                       | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |       1708 | NS      | $47311.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                               | Chubu Electric Power Co Inc                                                                                                    | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |       1508 | NS      | $23233.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |        342 | NS      | $17941.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |         54 | NS      | $6582.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                                                                         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        265 | NS      | $101579.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |         37 | NS      | $6423.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        167 | NS      | $16291.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       5658 | NS      | $97926.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                            | Daifuku Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |        213 | NS      | $6704.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |        254 | NS      | $9833.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                               | Otsuka Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |        504 | NS      | $10385.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |        691 | NS      | $36154.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp                   | Pan Pacific International Holdings Corp                                                                                        | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |       1858 | NS      | $11067.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                | Disco Corp                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         51 | NS      | $15537.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2025-1 LLC                                                                                                                 | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103387 | PA      | $104786.92    | 0.04%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |       1294 | NS      | $4955.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                          | NMEF Funding 2024-A LLC                                                                                                        | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |     121908 | PA      | $122665.38    | 0.04%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                           | Pro Medicus Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |         42 | NS      | $6168.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                                                 | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23992.56     | 0.01%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                                                                        | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          2 | NS      | $14585.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                    | NXP BV / NXP Funding LLC                                                                                                       | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     204000 | PA      | $211268.52    | 0.07%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                     | East Japan Railway Co                                                                                                          | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |       1846 | NS      | $48654.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       1450 | NS      | $19087.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                    | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $243620.00    | 0.08%             | 2034-08-02      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                     | Fast Retailing Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |         92 | NS      | $33358.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp Ltd                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |        311 | NS      | $6757.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                    | FUJIFILM Holdings Corp                                                                                                         | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       2043 | NS      | $43349.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                              | Fujikura Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |        119 | NS      | $13196.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |        995 | NS      | $27345.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                                                              | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     205000 | PA      | $205758.50    | 0.07%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                    | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     775000 | PA      | $765452.00    | 0.26%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                    | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $206404.00    | 0.07%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                                         | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316049 | PA      | $299870.76    | 0.10%             | 2036-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                              | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     468000 | PA      | $430845.48    | 0.15%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                             | Nomura Research Institute Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |        968 | NS      | $36836.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                     | Neighborly Issuer 2022-1                                                                                                       | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     809462 | PA      | $766132.13    | 0.26%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                     | Neighborly Issuer 2023-1                                                                                                       | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1011400 | PA      | $1024846.36   | 0.35%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-B                                                                                               | CUSIP: 64034QAC2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     140000 | PA      | $125768.89    | 0.04%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-D                                                                                               | CUSIP: 64034YAC5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     457000 | PA      | $412593.31    | 0.14%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-C                                                                                               | CUSIP: 64035GAC3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     499329 | PA      | $438809.63    | 0.15%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                        | Hang Seng Bank Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |        707 | NS      | $13947.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                               | Hankyu Hanshin Holdings Inc                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        410 | NS      | $10311.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                                                                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |         94 | NS      | $10066.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       2690 | NS      | $252214.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences Inc                                                                                                     | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         71 | NS      | $10069.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers Clo 42 Ltd                                                                                      | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249976.75    | 0.08%             | 2036-07-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                                 | Power Assets Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |       3063 | NS      | $21705.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Holdings Ltd/The                                    | Wharf Holdings Ltd/The                                                                                                         | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |       2232 | NS      | $6234.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                              | Hong Kong & China Gas Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |      17744 | NS      | $15995.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |        184 | NS      | $27907.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                              | Infratil Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |       1670 | NS      | $10656.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |        113 | NS      | $4510.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                              | Keyence Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        146 | NS      | $52811.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                              | Kyocera Corp                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2839 | NS      | $39799.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         54 | NS      | $10289.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                                                                      | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       1035 | NS      | $38259.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                                                                                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        178 | NS      | $17773.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                                  | Nova Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |         21 | NS      | $7020.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                      | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90536.40     | 0.03%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |       6392 | NS      | $32439.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                      | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     206000 | PA      | $209631.78    | 0.07%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                                                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        528 | NS      | $33638.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                 | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     143000 | PA      | $139399.26    | 0.05%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                 | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59233.05     | 0.02%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                                         | NJ Trust 2023-GSP                                                                                                              | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164720 | PA      | $172694.21    | 0.06%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |        568 | NS      | $38348.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |        640 | NS      | $21654.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Inc                                                   | NTT Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      66073 | NS      | $66700.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co Ltd/Japan                                                                                                     | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |       1105 | NS      | $20442.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                          | Osaka Gas Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |        480 | NS      | $16678.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                                                                                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         93 | NS      | $53029.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                                                                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        621 | NS      | $16884.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                     | Novartis Capital Corp                                                                                                          | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     309000 | PA      | $309973.35    | 0.10%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                       | NuStar Logistics LP                                                                                                            | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28049.84     | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       3762 | NS      | $701613.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCU Auto Receivables Trust                               | OCCU Auto Receivables Trust 2025-1                                                                                             | CUSIP: 67098SAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     195970 | PA      | $196516.04    | 0.07%             | 2028-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                               | OCP CLO Ltd                                                                                                                    | CUSIP: 671026AL6<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250321.25    | 0.08%             | 2037-01-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                                                                        | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        690 | NS      | $62934.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORL TRUST                                                 | ORL Trust 2024-GLKS                                                                                                            | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100154.81    | 0.03%             | 2039-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM10 Trust                                                                                                           | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |     136051 | PA      | $137155.74    | 0.05%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                    | NYC Commercial Mortgage Trust 2025-28L                                                                                         | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     165000 | PA      | $165349.07    | 0.06%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                  | Japan Exchange Group Inc                                                                                                       | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |        610 | NS      | $6510.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM8 Trust                                                                                                            | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |     119202 | PA      | $120202.68    | 0.04%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                                                                      | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     187000 | PA      | $191512.31    | 0.06%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                                   | Ochsner LSU Health System of North Louisiana                                                                                   | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $693594.90    | 0.23%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Sanrio Co Ltd                                             | Sanrio Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |        199 | NS      | $6226.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                              | Secom Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |        803 | NS      | $28533.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line Inc                                                                                                  | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        104 | NS      | $16307.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corp                                             | Shimadzu Corp                                                                                                                  | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |        765 | NS      | $20365.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                         | Shionogi & Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |        753 | NS      | $13629.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                      | Oleoducto Central SA                                                                                                           | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     528000 | PA      | $519752.64    | 0.17%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                                                                                              | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |         94 | NS      | $7590.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                                                                 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      53000 | PA      | $53940.22     | 0.02%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                                                                           | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      40000 | PA      | $39428.40     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      87000 | PA      | $92590.62     | 0.03%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                      | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      46000 | PA      | $46155.02     | 0.02%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                      | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     455000 | PA      | $459986.80    | 0.15%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |         22 | NS      | $4288.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      67000 | PA      | $54270.00     | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     250000 | PA      | $239987.50    | 0.08%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                    | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     190000 | PA      | $168672.50    | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                               | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194840.00    | 0.07%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |        775 | NS      | $6247.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |       1621 | NS      | $50356.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                            | Advantest Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |        487 | NS      | $61580.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co Ltd/Tokyo                                         | Toho Co Ltd/Tokyo                                                                                                              | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |        108 | NS      | $5502.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |        205 | NS      | $8127.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |        253 | NS      | $56349.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp                                                | Tokyu Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |        435 | NS      | $5083.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                                                                       | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |        124 | NS      | $8663.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp                                                                                                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        333 | NS      | $5351.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                                  | PPL Corp                                                                                                                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        215 | NS      | $7529.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                   | PTC Inc                                                                                                                        | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        109 | NS      | $18988.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                          | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32000 | PA      | $32198.08     | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                          | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      51000 | PA      | $51926.95     | 0.02%             | 2032-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |        564 | NS      | $30384.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Trust 2024-2                                                                                                    | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |      24058 | PA      | $24142.86     | 0.01%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2024-5                                                                                            | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      29234 | PA      | $29404.72     | 0.01%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya Ai Debt Grantor Trust 2024-9                                                                                            | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295033 | PA      | $296018.45    | 0.10%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Trust 2025-4                                                                                                    | CUSIP: 69547DAB2<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     156383 | PA      | $157722.97    | 0.05%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2025-8                                                                                            | CUSIP: 69549TAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100111.12    | 0.03%             | 2033-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co                                     | West Japan Railway Co                                                                                                          | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |        471 | NS      | $9384.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies Inc                                                                                                      | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |         27 | NS      | $4799.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                                                                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        149 | NS      | $27445.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA                                        | Panama Government International Bond                                                                                           | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      85000 | PA      | $96741.05     | 0.03%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                                                                            | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |       1426 | NS      | $18979.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                                                                         | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |        721 | NS      | $23122.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                                                                           | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         61 | NS      | $53616.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |         21 | NS      | $5519.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                                                                                                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        196 | NS      | $21987.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        439 | NS      | $25628.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                       | PenFed Auto Receivables Owner Trust                                                                                            | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      69000 | PA      | $69305.26     | 0.02%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                                                                    | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       1983 | NS      | $273249.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        847 | NS      | $62438.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         22 | NS      | $9290.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        479 | NS      | $197812.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        239 | NS      | $23266.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                                                                      | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       1536 | NS      | $152462.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       1369 | NS      | $196478.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                                                        | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       1031 | NS      | $19543.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                                                                              | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |         27 | NS      | $6984.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                                                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        135 | NS      | $21654.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     210000 | PA      | $214889.20    | 0.07%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     101000 | PA      | $101636.30    | 0.03%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak CLO 18                                                                                                              | CUSIP: 720916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250075.50    | 0.08%             | 2038-04-20      | Floating      | 5.10%                 | 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        |     320000 | PA      | $324086.40    | 0.11%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                               | Polaris Inc                                                                                                                    | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55586.30     | 0.02%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                                                                                  | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |        144 | NS      | $7220.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                                                                         | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        110 | NS      | $11261.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                                                                       | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29452.20     | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       1859 | NS      | $266413.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        626 | NS      | $142552.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                  | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     302000 | PA      | $306101.16    | 0.10%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                                                                  | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92339.10     | 0.03%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                                                                 | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |         70 | NS      | $18165.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                                                                 | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         98 | NS      | $11491.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                                     | Qnity Electronics Inc                                                                                                          | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |         57 | NS      | $4654.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                     | Qnity Electronics Inc                                                                                                          | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61461.00     | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        643 | NS      | $109985.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                                                                          | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        147 | NS      | $25508.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2025-CES12                                                                                                 | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     169098 | PA      | $169234.52    | 0.06%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                        | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $324000.00    | 0.11%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                                                                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |         82 | NS      | $15038.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                        | Regal Rexnord Corp                                                                                                             | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     489000 | PA      | $489821.52    | 0.16%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                                                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         15 | NS      | $11578.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                                                                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        483 | NS      | $102362.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                                                                                          | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     295000 | PA      | $301967.90    | 0.10%             | 2030-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                | Research-Driven Pagaya Motor Trust 2024-1                                                                                      | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      35363 | PA      | $35543.85     | 0.01%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                | Research-Driven Pagaya Motor Asset Trust 2025-4                                                                                | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     198787 | PA      | $199557.52    | 0.07%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                                                                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         77 | NS      | $18546.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |         10 | NS      | $6898.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                        | Roche Holdings Inc                                                                                                             | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     284000 | PA      | $285669.92    | 0.10%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                                                                        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         51 | NS      | $19842.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                               | Rollins Inc                                                                                                                    | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        448 | NS      | $26888.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                         | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     530000 | PA      | $545942.40    | 0.18%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                                                                                         | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        217 | NS      | $96593.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                           | Ross Stores Inc                                                                                                                | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     658000 | PA      | $660145.08    | 0.22%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2024-1 LLC                                                                                               | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      31258 | PA      | $31399.45     | 0.01%             | 2029-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                            | S&P Global Inc                                                                                                                 | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125687.50    | 0.04%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2025-1 LLC                                                                                               | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $102079.49    | 0.03%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                               | SBNA Auto Receivables Trust 2025-SF1                                                                                           | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9288 | PA      | $9293.37      | 0.00%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                            | SWCH Commercial Mortgage Trust 2025-DATA                                                                                       | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     269316 | PA      | $266808.43    | 0.09%             | 2042-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                                                                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        207 | NS      | $54836.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                 | Santander Mortgage Asset Receivable Trust 2025-NQM6                                                                            | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |     161961 | PA      | $162407.93    | 0.05%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     443000 | PA      | $435331.67    | 0.15%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     229000 | PA      | $239286.68    | 0.08%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                                                     | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29639.45     | 0.01%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     421000 | PA      | $421290.49    | 0.14%             | 2026-05-13      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     309000 | PA      | $307649.67    | 0.10%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                   | Securitized Term Auto Receivables Trust                                                                                        | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      47926 | PA      | $48345.92     | 0.02%             | 2031-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                                                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        305 | NS      | $46722.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                                                                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        124 | NS      | $40179.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                                | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      61904 | PA      | $62865.69     | 0.02%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                  | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     563000 | PA      | $566406.15    | 0.19%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                                                                                    | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         25 | NS      | $8615.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                            | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     203000 | PA      | $205480.66    | 0.07%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                            | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     235000 | PA      | $242484.75    | 0.08%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     232000 | PA      | $236544.88    | 0.08%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                  | Solstice Advanced Materials Inc                                                                                                | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     101000 | PA      | $101959.50    | 0.03%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       1350 | NS      | $117720.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                     | Southwest Airlines Co                                                                                                          | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     117000 | PA      | $117234.00    | 0.04%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                         | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $290175.00    | 0.10%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                         | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     255000 | PA      | $251009.25    | 0.08%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                     | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68784.03     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      51000 | PA      | $49308.84     | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                            | Starbucks Corp                                                                                                                 | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     272000 | PA      | $274390.88    | 0.09%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                    | Sunoco LP / Sunoco Finance Corp                                                                                                | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      77000 | PA      | $79430.12     | 0.03%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                 | Sunoco LP                                                                                                                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     201000 | PA      | $202057.26    | 0.07%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                             | Sutter Health                                                                                                                  | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      39000 | PA      | $40430.52     | 0.01%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                            | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      78000 | PA      | $81154.32     | 0.03%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       1046 | NS      | $160676.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                                                                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        496 | NS      | $100707.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                                                                   | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $182768.00    | 0.06%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                           | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      58000 | PA      | $59133.32     | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                           | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      61000 | PA      | $62725.08     | 0.02%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                           | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     109000 | PA      | $109272.50    | 0.04%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies Inc                                                                                                      | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        104 | NS      | $53115.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                                                                     | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |        810 | NS      | $10675.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                     | CUSIP: 87971MBX0<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     154000 | PA      | $119091.49    | 0.04%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                     | CUSIP: 87971MCF8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $7639.94      | 0.00%             | 2031-02-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                     | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     146000 | PA      | $151851.68    | 0.05%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                     | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      61000 | PA      | $60979.26     | 0.02%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                                                                          | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78996.05     | 0.03%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                              | Teradyne Inc                                                                                                                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         76 | NS      | $14710.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                  | Terraform Global Operating LP                                                                                                  | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32709.60     | 0.01%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust 2024-A                                                                                                  | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39625 | PA      | $39753.47     | 0.01%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                                                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        499 | NS      | $86571.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                   | Texas Pacific Land Corp                                                                                                        | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         36 | NS      | $10339.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp                                                                                                           | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        255 | NS      | $33651.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                                                                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        249 | NS      | $39864.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co                                                                                                              | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        264 | NS      | $13202.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                                       | Travel + Leisure Co                                                                                                            | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     117000 | PA      | $118817.01    | 0.04%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        199 | NS      | $57721.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricolor Auto Securitization Trust                        | Tricolor Auto Securitization Trust 2024-2                                                                                      | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16989 | PA      | $16407.96     | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                | Trust 2401                                                                                                                     | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |     200000 | PA      | $197000.00    | 0.07%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                    | Tyler Technologies Inc                                                                                                         | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         75 | NS      | $34046.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                                                                | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        583 | NS      | $34175.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                                                                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       1057 | NS      | $86367.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                                                                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         26 | NS      | $15730.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                  | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $203298.00    | 0.07%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                                                                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        331 | NS      | $76566.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                       | United Airlines Inc                                                                                                            | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59965.80     | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                   | United Auto Credit Securitization Trust 2025-1                                                                                 | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      53118 | PA      | $53156.55     | 0.02%             | 2027-06-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                           | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     603000 | PA      | $597410.19    | 0.20%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2389500 | PA      | $2363458.18   | 0.80%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     475800 | PA      | $370696.52    | 0.12%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1272100 | PA      | $1102354.16   | 0.37%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     449100 | PA      | $319299.57    | 0.11%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     513400 | PA      | $393793.84    | 0.13%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     471300 | PA      | $311370.97    | 0.10%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     480000 | PA      | $345881.25    | 0.12%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3293800 | PA      | $2076251.97   | 0.70%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3833100 | PA      | $2152076.02   | 0.72%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     875000 | PA      | $533442.39    | 0.18%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1034800 | PA      | $726340.67    | 0.24%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1235000 | PA      | $888379.89    | 0.30%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     790200 | PA      | $727014.87    | 0.24%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     581200 | PA      | $472656.36    | 0.16%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1410600 | PA      | $1273948.13   | 0.43%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     461800 | PA      | $375248.58    | 0.13%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     674000 | PA      | $646197.50    | 0.22%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     477300 | PA      | $478996.65    | 0.16%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     672600 | PA      | $610804.88    | 0.21%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      52400 | PA      | $50694.95     | 0.02%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     995000 | PA      | $982057.23    | 0.33%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5056023 | PA      | $4875902.07   | 1.64%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4652400 | PA      | $4276209.82   | 1.44%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24842457 | PA      | $23480003.04  | 7.91%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1114300 | PA      | $1056103.94   | 0.36%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5245290 | PA      | $4867875.43   | 1.64%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2796600 | PA      | $2827952.51   | 0.95%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6238133 | PA      | $6091927.14   | 2.05%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3100800 | PA      | $3189342.38   | 1.07%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     425900 | PA      | $440606.86    | 0.15%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     685600 | PA      | $686671.25    | 0.23%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1017600 | PA      | $1030956.00   | 0.35%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5391811 | PA      | $5371802.11   | 1.81%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     798400 | PA      | $814929.37    | 0.27%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     741500 | PA      | $754244.53    | 0.25%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     431100 | PA      | $432885.02    | 0.15%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     642100 | PA      | $663219.07    | 0.22%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     415300 | PA      | $425260.71    | 0.14%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     247800 | PA      | $255079.13    | 0.09%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     296900 | PA      | $303394.69    | 0.10%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6743609 | PA      | $6784439.15   | 2.28%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     730725 | PA      | $745168.01    | 0.25%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4186500 | PA      | $4222804.78   | 1.42%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2158045 | PA      | $2171363.87   | 0.73%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                          | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1186322 | PA      | $1185580.05   | 0.40%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                                                                                                       | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         49 | NS      | $23875.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        516 | NS      | $170336.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                                                                         | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55614.90     | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                 | REVERSE REPO HSBC                                                                                                              | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -1961438 | PA      | $-1961437.50  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| University of California                                  | UNIV OF CALIFORNIA CA REVENUES                                                                                                 | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1130000 | PA      | $766649.86    | 0.26%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                               | VFI ABS 2025-1 LLC                                                                                                             | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     168280 | PA      | $169054.37    | 0.06%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $208136.00    | 0.07%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems Inc                                                                                                              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |         71 | NS      | $15849.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     154000 | PA      | $156792.02    | 0.05%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                              | Veralto Corp                                                                                                                   | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        126 | NS      | $12572.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                                                                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        186 | NS      | $45188.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                                                                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       2187 | NS      | $89076.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-9                                                                                              | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |      97810 | PA      | $97924.55     | 0.03%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                                                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        250 | NS      | $113340.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-5                                                                                              | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      90718 | PA      | $91443.39     | 0.03%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-6                                                                                              | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |      94398 | PA      | $95190.85     | 0.03%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                                 | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     259000 | PA      | $257987.31    | 0.09%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       1420 | NS      | $498008.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                                                                                                    | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     384000 | PA      | $389253.12    | 0.13%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                                       | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4027.96      | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                                                                           | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        476 | NS      | $50198.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXCO3 SHARES                                             | LUXCO3 SHARES                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        895 | NS      | $15777.06     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       2427 | NS      | $270392.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE FINANCE LUX                                      | Swiss Re Finance Luxembourg SA                                                                                                 | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $201490.00    | 0.07%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections Inc                                                                                                          | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        360 | NS      | $63129.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                                                                           | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        416 | NS      | $91399.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                               | Waters Corp                                                                                                                    | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         31 | NS      | $11774.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                | Watsco Inc                                                                                                                     | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         20 | NS      | $6739.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2016-LC25                                                                                | CUSIP: 95000JBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $122553.31    | 0.04%             | 2059-12-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                             | Welltower Inc                                                                                                                  | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |        182 | NS      | $33781.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services Inc                                                                                               | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         33 | NS      | $9079.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                    | Westinghouse Air Brake Technologies Corp                                                                                       | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     194000 | PA      | $198434.84    | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                                               | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      53510 | PA      | $54138.25     | 0.02%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                                               | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     129946 | PA      | $131225.87    | 0.04%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        553 | NS      | $33240.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                                           | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     127000 | PA      | $129385.06    | 0.04%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                                           | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      68000 | PA      | $68736.44     | 0.02%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                                                                                            | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         86 | NS      | $15358.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                           | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      46000 | PA      | $47242.46     | 0.02%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                           | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     111000 | PA      | $115676.43    | 0.04%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                                                                    | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |         81 | NS      | $17397.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy Inc                                                                                                                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        211 | NS      | $15584.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  108150000 | PA      | $558749.68    | 0.19%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1116542 | PA      | $1308407.37   | 0.44%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                                                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        319 | NS      | $48258.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                                                                     | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        293 | NS      | $36865.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                               | Zscaler Inc                                                                                                                    | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         19 | NS      | $4273.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                                   | Zoom Communications Inc                                                                                                        | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |         56 | NS      | $4832.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2GTS5   IRS USD R V 12MUSCPI IS2GTT6 CCPINFLATIONZERO / Short: BS2GTS5   IRS USD P F  2.77750 IS2GTS5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6245000 | OU      | $107951.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2GTU7   IRS USD R V 12MUSCPI IS2GTV8 CCPINFLATIONZERO / Short: BS2GTU7   IRS USD P F  2.77000 IS2GTU7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6245000 | OU      | $110435.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LCH0   IRS USD R V 00MSOFR IS2LCI1 CCPOIS / Short: BS2LCH0   IRS USD P F   .34300 IS2LCH0 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10260000 | OU      | $660484.96    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LCF8   IRS USD R V 00MSOFR IS2LCG9 CCPOIS / Short: BS2LCF8   IRS USD P F  1.30000 IS2LCF8 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1360000 | OU      | $109428.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LCD6   IRS USD R V 00MSOFR IS2LCE7 CCPOIS / Short: BS2LCD6   IRS USD P F  1.88500 IS2LCD6 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6030000 | OU      | $194733.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LCP8   IRS USD R V 00MSOFR IS2LCQ9 CCPOIS / Short: BS2LCP8   IRS USD P F  2.39000 IS2LCP8 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1010000 | OU      | $119822.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LCJ2   IRS USD R V 00MSOFR IS2LCK3 CCPOIS / Short: BS2LCJ2   IRS USD P F  2.11000 IS2LCJ2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     580000 | OU      | $17800.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LCL4   IRS USD R V 00MSOFR IS2LCM5 CCPOIS / Short: BS2LCL4   IRS USD P F  2.24000 IS2LCL4 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1040000 | OU      | $30185.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LD99   IRS USD R V 00MSOFR IS2LDA0 CCPOIS / Short: BS2LD99   IRS USD P F  1.50500 IS2LD99 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     420000 | OU      | $8443.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LD77   IRS USD R V 00MSOFR IS2LD88 CCPOIS / Short: BS2LD77   IRS USD P F  1.39500 IS2LD77 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15740000 | OU      | $1903297.61   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LD55   IRS USD R V 00MSOFR IS2LD66 CCPOIS / Short: BS2LD55   IRS USD P F  1.15000 IS2LD55 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     840000 | OU      | $20801.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LD33   IRS USD R V 00MSOFR IS2LD44 CCPOIS / Short: BS2LD33   IRS USD P F  1.57000 IS2LD33 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1990000 | OU      | $49567.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LDB1   IRS USD R V 00MSOFR IS2LDC2 CCPOIS / Short: BS2LDB1   IRS USD P F  1.45000 IS2LDB1 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     420000 | OU      | $8700.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS2LJF7   IRS USD R V 00MUSCPI IS2LJG8 CCP INFLATION / Short: BS2LJF7   IRS USD P F  2.75250 BS2LJF7 CCP INFLATION       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4160000 | OU      | $68520.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BS2LOP2   IRS USD R V 00MSOFR IS2LOQ3 CCPOIS / Short: BS2LOP2   IRS USD P F  1.53700 IS2LOP2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1830000 | OU      | $127730.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BS315D6   IRS USD R V 12MUSCPI IS315E7 CCPINFLATIONZERO / Short: BS315D6   IRS USD P F  2.53000 IS315D6 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2460000 | OU      | $2565.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SS32CD8   IRS CNY R F  1.60200 SS32CD8/1.602 CCP / Short: SS32CD8   IRS CNY P V 00MCNRR CNRR007/1W/CCP/IS32CE9           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    9158000 | OU      | $1775.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SS32WP0   IRS NZD R F  4.15500 IS32WP0 CCPVANILLA / Short: SS32WP0   IRS NZD P V 03MNZDBB IS32WQ1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     552000 | OU      | $6544.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SS32WV6   IRS NZD R F  4.15250 IS32WV6 CCPVANILLA / Short: SS32WV6   IRS NZD P V 03MNZDBB IS32WW7 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1088000 | OU      | $12772.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Ltd.                             | Long: SS33IU0   IRS CNY R F  1.59050 IS33IU0 CCPNDF / Short: SS33IU0   IRS CNY P V 00MCNRR IS33IV1 CCPNDF                      | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DIR              |  | US        |    6221000 | OU      | $966.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Ltd.                             | Long: SS33IS8   IRS CNY R F  1.58250 IS33IS8 CCPNDF / Short: SS33IS8   IRS CNY P V 00MCNRR IS33IT9 CCPNDF                      | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DIR              |  | US        |    5759000 | OU      | $607.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: BS36IU9   CDS USD R V 03MEVENT IS36IV0 CCPSOVEREIGN / Short: BS36IU9   CDS USD P F  1.00000 IS36IU9 CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    6590000 | OU      | $-187736.77   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SS36VA0   CDS USD R F  1.00000 IS36VA0 CCPCDX / Short: SS36VA0   CDS USD P V 03MEVENT IS36VB1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4960000 | OU      | $113734.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: BS36VI8   CDS USD R V 03MEVENT IS36VJ9 CCPITRAXX / Short: BS36VI8   CDS USD P F  1.00000 IS36VI8 CCPITRAXX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4960000 | OU      | $-80957.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: BS37341   CDS USD R V 03MEVENT IS37352 CCPCDX / Short: BS37341   CDS USD P F  5.00000 IS37341 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     906000 | OU      | $-70390.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SS38KZ4   IRS NZD R F  3.97950 IS38KZ4 CCPVANILLA / Short: SS38KZ4   IRS NZD P V 03MNZDBB IS38L06 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     290000 | OU      | $-1316.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SS38OT6   CDS USD R F  5.00000 IS38OT6 CCPCDX / Short: SS38OT6   CDS USD P V 03MEVENT IS38OU7 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2500000 | OU      | $194232.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Long: SELS04154 TRS CHF R F   .00000 SELS04154/SMH6 / Short: SELS04154 TRS CHF P E SELS04154/DE000C7PYG26                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     518164 | OU      | $-12770.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                                                                    | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        258 | NS      | $42980.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                    | BKW AG                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |         47 | NS      | $9969.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   49250000 | PA      | $313905.87    | 0.11%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                                                                | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        296 | NS      | $318945.96    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                             | Coloplast A/S                                                                                                                  | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |         76 | NS      | $6515.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |        112 | NS      | $7159.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      11945 | NS      | $15922.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       1329 | NS      | $87667.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                    | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $543412.48    | 0.18%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                                                                                           | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |        618 | NS      | $5719.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |        136 | NS      | $50539.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    1773000 | PA      | $1167616.88   | 0.39%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      50000 | PA      | $33288.09     | 0.01%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $237084.85    | 0.08%             | 2027-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                            | BE Semiconductor Industries NV                                                                                                 | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |         45 | NS      | $7035.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1078000 | PA      | $286865.42    | 0.10%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                                                                        | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |         68 | NS      | $13805.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Baloise Holding AG                               | Helvetia Baloise Holding AG                                                                                                    | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |         59 | NS      | $15517.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $215023.99    | 0.07%             | 2029-07-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                                                                     | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $208290.10    | 0.07%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     195000 | PA      | $229159.41    | 0.08%             | 2029-03-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                                                              | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     113000 | PA      | $121635.96    | 0.04%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                                                                         | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |     100000 | PA      | $100554.81    | 0.03%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   76100000 | PA      | $266617.21    | 0.09%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                   | Periama Holdings LLC/DE                                                                                                        | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200450.00    | 0.07%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                       | VZ Vendor Financing II BV                                                                                                      | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |     320000 | PA      | $355102.19    | 0.12%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                                                                       | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $223704.02    | 0.08%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                                                                    | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $434772.29    | 0.15%             | 2029-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $164442.80    | 0.06%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                               | CUSIP: 000000000<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     200000 | PA      | $228416.57    | 0.08%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wise PLC                                                  | Wise PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |        586 | NS      | $7020.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     140000 | PA      | $159809.34    | 0.05%             | 2032-09-14      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                  | Digital Intrepid Holding BV                                                                                                    | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |     100000 | PA      | $101134.19    | 0.03%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                               | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     166000 | PA      | $192437.87    | 0.06%             | 2027-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                               | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $344246.63    | 0.12%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     494000 | PA      | $519794.36    | 0.18%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                                                                                           | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |         59 | NS      | $6891.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                                                                    | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     292000 | PA      | $346898.82    | 0.12%             | 2032-08-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                                                                        | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $236414.98    | 0.08%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                       | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     400000 | PA      | $478353.40    | 0.16%             | 2029-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                                                                 | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119695.29    | 0.04%             | 2029-10-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $143208.96    | 0.05%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                   | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $122111.51    | 0.04%             | 2033-04-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  157900000 | PA      | $824358.16    | 0.28%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                  | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     165000 | PA      | $201018.60    | 0.07%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                   | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $122555.73    | 0.04%             | 2030-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $242573.03    | 0.08%             | 2029-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1170000 | PA      | $195185.15    | 0.07%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                      | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     100000 | PA      | $122393.55    | 0.04%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $124279.75    | 0.04%             | 2033-08-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                              | Fiserv, Inc.                                                                                                                   | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     100000 | PA      | $121393.46    | 0.04%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   57650000 | PA      | $203015.30    | 0.07%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $124056.46    | 0.04%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     408000 | PA      | $510604.75    | 0.17%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  374910000 | PA      | $1161449.70   | 0.39%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  411150000 | PA      | $2568086.37   | 0.86%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                                                                   | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $135121.03    | 0.05%             | 2028-09-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       3720 | NS      | $45007.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BK CANADA TORONTO                                   | Royal Bank of Canada/Toronto                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $81615.57     | 0.03%             | 2028-10-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     496000 | PA      | $599284.49    | 0.20%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 7797000000 | PA      | $489085.82    | 0.16%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                                                                      | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $245365.31    | 0.08%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                            | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     300000 | PA      | $372148.23    | 0.13%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                   | INEOS Quattro Finance 2 Plc                                                                                                    | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $93448.38     | 0.03%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                                                                            | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $119652.99    | 0.04%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      43828 | PA      | $49961.47     | 0.02%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   42900000 | PA      | $186005.90    | 0.06%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     185193 | PA      | $179693.48    | 0.06%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                                                                | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $121961.08    | 0.04%             | 2034-05-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                                                               | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |     145000 | PA      | $172131.90    | 0.06%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                               | Progroup AG                                                                                                                    | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $120494.43    | 0.04%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                    | Vmed O2 UK Financing I PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118439.01    | 0.04%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   53300000 | PA      | $242919.24    | 0.08%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                                                                             | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |     209000 | PA      | $246977.51    | 0.08%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120684.81    | 0.04%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     542000 | PA      | $588224.71    | 0.20%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     389588 | PA      | $406199.03    | 0.14%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     364000 | PA      | $443476.34    | 0.15%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $133885.10    | 0.05%             | 2027-05-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                                  | John Deere Financial Ltd                                                                                                       | CUSIP: 000000000<br>LEI: C4WFU2AMZQ28CSQ23X49 | Long             | DBT              | CORP              | AU        |     230000 | PA      | $154059.96    | 0.05%             | 2029-06-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                               | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     200000 | PA      | $240420.06    | 0.08%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    1000000 | PA      | $160281.72    | 0.05%             | 2054-07-24      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $152400.85    | 0.05%             | 2054-08-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $147750.12    | 0.05%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    8320000 | PA      | $1214827.75   | 0.41%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $119303.95    | 0.04%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWIRE PROPERT MTN FIN                                     | Swire Properties MTN Financing Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300MYFUCWFUIC4803 | Long             | DBT              | CORP              | HK        |    1000000 | PA      | $146168.16    | 0.05%             | 2029-09-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     365000 | PA      | $467003.32    | 0.16%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     220000 | PA      | $145652.75    | 0.05%             | 2029-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                     | Holding d'Infrastructures des Metiers de l'Environnement SAS                                                                   | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121686.08    | 0.04%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  429190000 | PA      | $287800.39    | 0.10%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                  | Almaviva-The Italian Innovation Co SpA                                                                                         | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118548.30    | 0.04%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $216196.70    | 0.07%             | 2029-11-28      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     117000 | PA      | $139560.87    | 0.05%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $134134.69    | 0.05%             | 2035-01-16      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                                                                            | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     105000 | PA      | $124649.70    | 0.04%             | 2031-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   10989000 | PA      | $372328.46    | 0.13%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| OVH GROUPE SAS                                            | OVH Groupe SA                                                                                                                  | CUSIP: 000000000<br>LEI: 9695001J8OSOVX4TP939 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117289.66    | 0.04%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  109100000 | PA      | $694739.38    | 0.23%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   20704000 | PA      | $1152976.82   | 0.39%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                                                                           | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     118000 | PA      | $137881.77    | 0.05%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1890000 | PA      | $264621.56    | 0.09%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                      | Republic of Uzbekistan International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     100000 | PA      | $121207.78    | 0.04%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     154000 | PA      | $176268.06    | 0.06%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     263000 | PA      | $291182.00    | 0.10%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                  | Sappi Papier Holding GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |     100000 | PA      | $114379.86    | 0.04%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $202673.06    | 0.07%             | 2030-03-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                             | Schaeffler AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $123948.34    | 0.04%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                 | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     270000 | PA      | $320648.38    | 0.11%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     122000 | PA      | $142701.97    | 0.05%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                            | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     105000 | PA      | $124017.91    | 0.04%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                                                               | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $143543.00    | 0.05%             | 2035-05-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                           | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     138000 | PA      | $161600.25    | 0.05%             | 2031-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                                   | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $237026.09    | 0.08%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1525000 | PA      | $1779688.49   | 0.60%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                                                                    | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |        995 | NS      | $27801.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   27474000 | PA      | $1413272.78   | 0.48%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                              | Fibercop SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     135000 | PA      | $161395.09    | 0.05%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                              | Luna 2 5SARL                                                                                                                   | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $119514.31    | 0.04%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   25900000 | PA      | $158134.84    | 0.05%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     101000 | PA      | $117993.71    | 0.04%             | 2032-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1320000 | PA      | $172027.54    | 0.06%             | 2055-07-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                                                                         | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $139978.39    | 0.05%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  463820000 | PA      | $283335.21    | 0.10%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GZ MTR FIN BVI                                            | Guangzhou Metro Investment Finance BVI Ltd                                                                                     | CUSIP: 000000000<br>LEI: 30030026WRIFBEGCB472 | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $142372.44    | 0.05%             | 2028-08-19      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                                                                              | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     100000 | PA      | $114289.37    | 0.04%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $144471.71    | 0.05%             | 2055-09-23      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     133227 | PA      | $147651.80    | 0.05%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       1397 | NS      | $91276.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE                                            | Alstria Office AG                                                                                                              | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116229.63    | 0.04%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $142166.38    | 0.05%             | 2030-10-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $142488.36    | 0.05%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     141000 | PA      | $165111.64    | 0.06%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                                                                | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     140000 | PA      | $162680.35    | 0.05%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |     140000 | PA      | $164537.87    | 0.06%             | 2029-11-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                                                                     | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     140000 | PA      | $164475.35    | 0.06%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     140000 | PA      | $159592.16    | 0.05%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                                   | DXC Capital Funding DAC                                                                                                        | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |     139000 | PA      | $163282.56    | 0.05%             | 2030-12-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR26                                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        173 | NC      | $-645827.72   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          4 | NC      | $1493.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         27 | NC      | $32010.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -71 | NC      | $-77286.95    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT MAR26                                                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         39 | NC      | $39092.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.              | 10YR MINI JGB FUT MAR26                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |          4 | NC      | $-3229.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT MAR26                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          5 | NC      | $13008.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT MAR26                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -11 | NC      | $-29106.05    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE MAR26                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -2 | NC      | $890.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -5 | NC      | $757.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE MAR26                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -22 | NC      | $19645.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          8 | NC      | $-1983.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         12 | NC      | $-4632.78     | -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        |          8 | NC      | $332.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          7 | NC      | $-6884.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -37 | NC      | $25540.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT MAR26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -15 | NC      | $37531.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 MAR26                                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         31 | NC      | $-117559.91   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        119 | NC      | $-12655.28    | -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        |        218 | NC      | $-6421.12     | -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        |         -6 | NC      | $-462.07      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P MID 400 EMINI MAR26                                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          8 | NC      | $-77875.48    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT MAR26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -31 | NC      | $17713.96     | 0.01%             |  |  |  | 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        |         10 | NC      | $9838.15      | 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      | $-8025.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT MAR26                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        103 | NC      | $8709.85      | 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        |         52 | NC      | $-1598.46     | -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        |        -21 | NC      | $20165.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                       | OMXS30 IND FUTURE JAN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         -9 | NC      | $-5107.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | NIKKEI 225 (OSE) MAR26                                                                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          4 | NC      | $-5397.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | JPN 10Y BOND(OSE) MAR26                                                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -19 | NC      | $101876.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.              | MSCI SING IX ETS JAN26                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          4 | NC      | $-127.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | CAN 5YR BOND FUT MAR26                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         19 | NC      | $-114.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 3YR BOND FUT MAR26                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         13 | NC      | $-930.19      | -0.00%            |  |  |  | No            |                  1 | 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        |          2 | NC      | $4752.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        -14 | NC      | $-17553.63    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |        705 | NS      | $8109.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |        177 | NS      | $7571.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                                                                               | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      16432 | NS      | $58136.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         26 | NS      | $10777.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                                                                       | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        309 | NS      | $21890.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                                                                       | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |        401 | NS      | $10534.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |        689 | NS      | $10585.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |        862 | NS      | $18304.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings Inc                                                                                                      | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |        273 | NS      | $7266.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |        993 | NS      | $19860.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                                                                      | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         16 | NS      | $19631.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                                           | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         21 | NS      | $7897.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                                           | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         85 | NS      | $30076.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG                                                                                                | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |         34 | NS      | $7291.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                                                               | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        299 | NS      | $19494.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                     | Aeroports de Paris SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |         51 | NS      | $6655.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |         95 | NS      | $7087.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |         91 | NS      | $9238.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        476 | NS      | $21461.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                               | Swedish Orphan Biovitrum AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |        190 | NS      | $6818.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        667 | NS      | $10185.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                 | Metso Oyj                                                                                                                      | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |        406 | NS      | $7064.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                                                                           | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |        317 | NS      | $5458.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                                                                     | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |        468 | NS      | $15116.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |       2613 | NS      | $7058.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                                                                     | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |         23 | NS      | $17862.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |        212 | NS      | $6705.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |        254 | NS      | $22910.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |        488 | NS      | $21398.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                                                                 | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        105 | NS      | $19735.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |        355 | NS      | $28726.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      90000 | PA      | $125999.54    | 0.04%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |        918 | NS      | $19877.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |        221 | NS      | $7030.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       1147 | NS      | $46208.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                                   | TIS Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |        470 | NS      | $15789.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                                                                             | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |        621 | NS      | $14579.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |        188 | NS      | $8383.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      71000 | PA      | $102893.81    | 0.03%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                                                                    | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |         59 | NS      | $6524.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       8380 | NS      | $12408.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        494 | NS      | $27940.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     566000 | PA      | $709747.81    | 0.24%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                                                                             | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       1618 | NS      | $23532.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |        163 | NS      | $12347.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |        137 | NS      | $7087.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        920 | NS      | $37726.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGE                                  | Westfield America Management Ltd                                                                                               | CUSIP: 000000000<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              |  | AU        |     100000 | PA      | $126675.00    | 0.04%             | 2029-03-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                            | Redeia Corp SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |        858 | NS      | $15295.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       1649 | NS      | $52248.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     711000 | PA      | $179288.34    | 0.06%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       1459 | NS      | $15597.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105216.83    | 0.04%             | 2032-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                             | SoftBank Corp                                                                                                                  | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |      63508 | NS      | $87193.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co Ltd                                        | SG Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        637 | NS      | $5829.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                                                                | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |        394 | NS      | $7412.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                                                                   | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        100 | NS      | $6790.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                                                                      | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         55 | NS      | $46394.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                                                                       | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |        187 | NS      | $7087.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                                 | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       1513 | NS      | $26935.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                                 | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |        879 | NS      | $14052.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     134000 | PA      | $150569.87    | 0.05%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                                                                           | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |        665 | NS      | $18578.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                    | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     461000 | PA      | $502120.67    | 0.17%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                                                                      | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        323 | NS      | $7281.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       2531 | NS      | $62053.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                                                                    | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |        314 | NS      | $8135.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     145701 | PA      | $92662.42     | 0.03%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |        788 | NS      | $20543.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       2337 | NS      | $118529.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |        407 | NS      | $14998.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     340092 | PA      | $440988.61    | 0.15%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1680643 | PA      | $2255251.83   | 0.76%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     146000 | PA      | $157576.62    | 0.05%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |        799 | NS      | $44897.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd                                                                                                               | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |       2226 | NS      | $7103.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                | Magnum Ice Cream Co NV/The                                                                                                     | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |        313 | NS      | $5008.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     180000 | PA      | $246823.76    | 0.08%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        288 | NS      | $7380.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     466000 | PA      | $128216.53    | 0.04%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                                  | Tryg A/S                                                                                                                       | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |        380 | NS      | $9937.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        102 | NS      | $8448.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                    | Japan Post Bank Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |        445 | NS      | $6264.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                                                                                     | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |        166 | NS      | $16673.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                              | VAT Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |         15 | NS      | $7201.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                                                                       | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         13 | NS      | $20963.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                                                                   | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |         45 | NS      | $7164.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |         97 | NS      | $34229.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        367 | NS      | $35202.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        534 | NS      | $143272.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        189 | NS      | $60198.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        237 | NS      | $101054.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |         76 | NS      | $7914.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                                                                            | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |         66 | NS      | $15015.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        132 | NS      | $51374.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         67 | NS      | $22016.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        279 | NS      | $87081.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         83 | NS      | $16836.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        174 | NS      | $32287.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM NETHERLANDS                                       | Braskem Netherlands Finance BV                                                                                                 | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $82554.00     | 0.03%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | AV04612 ALLIANCE                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       1970 | NC      | $177842.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | AV19229 ALLIANCE                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      24000 | NC      | $177180.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | AW39934 ALLIANCE                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      15500 | NC      | $1891086.58   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | AX64308 ALLIANCE                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        390 | NC      | $73186.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                            | Alpek SAB de CV                                                                                                                | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $186812.50    | 0.06%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion SA                                                                                              | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $194304.00    | 0.07%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                                                                              | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $208796.00    | 0.07%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                    | Dominican Republic International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     221000 | PA      | $223210.00    | 0.08%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                   | Sasol Financing USA LLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202472.00    | 0.07%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                      | Stillwater Mining Co                                                                                                           | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198250.00    | 0.07%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** BERNSTEIN SANFORD C FUND INC

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller