# EDGAR Filing Document

**Accession Number:** 0001505612
**File Stem:** 0001193125-26-283522
**Filing Date:** 2026-6
**Character Count:** 558372
**Document Hash:** f8b9f7fef00bb4f487fd5e79a338ac0d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-283522.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001193125-26-283522

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN FUNDS GLOBAL BALANCED FUND
- **CENTRAL INDEX KEY:** 0001505612

**ORGANIZATION NAME:**
- **EIN:** 273892876
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22496
- **FILM NUMBER:** 261123683

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** 213-486-9501

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

## Series and Classes Contracts Data

### AMERICAN FUNDS GLOBAL BALANCED FUND (Series ID: S000031109)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000096495 | Class A       | GBLAX           |
| C000096496 | Class 529-F-1 | CBFFX           |
| C000096497 | Class R-1     | RGBLX           |
| C000096498 | Class R-2     | RGBBX           |
| C000096499 | Class R-3     | RGBCX           |
| C000096500 | Class R-4     | RGBEX           |
| C000096501 | Class R-5     | RGBFX           |
| C000096502 | Class R-6     | RGBGX           |
| C000096504 | Class C       | GBLCX           |
| C000096505 | Class F-1     | GBLEX           |
| C000096506 | Class F-2     | GBLFX           |
| C000096507 | Class 529-A   | CBFAX           |
| C000096509 | Class 529-C   | CBFCX           |
| C000096510 | Class 529-E   | CBFEX           |
| C000148460 | Class R-2E    | RGGHX           |
| C000164811 | Class R-5E    | RGBHX           |
| C000179967 | Class F-3     | GFBLX           |
| C000189482 | Class 529-T   | TFBGX           |
| C000189483 | Class T       | TFGBX           |
| C000224585 | Class 529-F-2 | FFGGX           |
| C000224586 | Class 529-F-3 | FFBGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Funds Global Balanced Fund

- **b. Investment Company Act file number:** 811-22496

- **c. CIK number of Registrant:** 0001505612

- **d. LEI of Registrant:** IW8BXWMJ747EV3OLWY78

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** American Funds Global Balanced Fund

- **b. EDGAR series identifier (if any):** S000031109

- **c. LEI of Series:** IW8BXWMJ747EV3OLWY78

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $39188575507.78

**Total Liabilities:** $6793935504.89

**Net Assets:** $32394640002.89

**Cash Not Reported:** $62621309.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6461.360000000000 | **1-Year:** -190261.660000000000 | **5-Year:** -480420.350000000000 | **10-Year:** -387220.340000000000 | **30-Year:** -114161.210000000000

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

- **3-Month:** -2025.530000000000 | **1-Year:** -38037.110000000000 | **5-Year:** 31385.010000000000 | **10-Year:** -35200.780000000000 | **30-Year:** -26529.940000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000096495 | 2.47%                | -4.93%               | 4.62%                |
| Class ID C000096496 | 2.47%                | -4.90%               | 4.62%                |
| Class ID C000096497 | 2.40%                | -5.00%               | 4.57%                |
| Class ID C000096498 | 2.41%                | -4.97%               | 4.54%                |
| Class ID C000096499 | 2.43%                | -4.95%               | 4.60%                |
| Class ID C000096500 | 2.45%                | -4.91%               | 4.62%                |
| Class ID C000096501 | 2.49%                | -4.90%               | 4.64%                |
| Class ID C000096502 | 2.49%                | -4.89%               | 4.64%                |
| Class ID C000096504 | 2.40%                | -4.99%               | 4.58%                |
| Class ID C000096505 | 2.44%                | -4.92%               | 4.62%                |
| Class ID C000096506 | 2.47%                | -4.91%               | 4.65%                |
| Class ID C000096507 | 2.47%                | -4.92%               | 4.62%                |
| Class ID C000096509 | 2.38%                | -4.98%               | 4.56%                |
| Class ID C000096510 | 2.45%                | -4.96%               | 4.60%                |
| Class ID C000148460 | 2.43%                | -4.97%               | 4.58%                |
| Class ID C000164811 | 2.47%                | -4.92%               | 4.63%                |
| Class ID C000179967 | 2.47%                | -4.90%               | 4.65%                |
| Class ID C000189482 | 2.48%                | -4.89%               | 4.63%                |
| Class ID C000189483 | 2.48%                | -4.90%               | 4.63%                |
| Class ID C000224585 | 2.50%                | -4.90%               | 4.62%                |
| Class ID C000224586 | 2.50%                | -4.91%               | 4.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7701220.18             | $749008412.27                              |
| Month 2  | $125873511.98            | $-1839527234.89                            |
| Month 3  | $248102048.14            | $1179675157.31                             |

**Designated Index Information**

- **Index Name:** 60%/40% MSCI All Country World Index/Bloomberg Global Aggregate Index

- **Index Identifier:** 60MXWO40LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMMONWEALTH OF AUSTRALIA                                                        | AUSTRALIA GOVERNMENT BOND AUD REG S 3.75% 04-21-37                                           | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      8612000 | PA      | $5499647.72    | 0.02%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                        | AUSTRALIA GOVERNMENT BOND AUD REG S 1.0% 11-21-31                                            | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     30660000 | PA      | $18008580.44   | 0.06%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                            | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 0.0% 02-20-31                    | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     33610000 | PA      | $34444773.29   | 0.11%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                        | AUSTRALIA GOVERNMENT BOND AUD REG S 3.75% 05-21-34                                           | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     59670000 | PA      | $39498176.20   | 0.12%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 2.7% 10-31-48                                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2940000 | PA      | $2776041.91    | 0.01%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-31                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        83465 | PA      | $14821152.67   | 0.05%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50                               | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       130777 | PA      | $23114703.98   | 0.07%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                             | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 06-22-33                         | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     15660000 | PA      | $18090803.12   | 0.06%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL (B) I/L 6.0% 08-15-40                           | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        14072 | PA      | $2544601.18    | 0.01%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60                               | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        14025 | PA      | $2445623.64    | 0.01%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-35                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       399559 | PA      | $66116549.05   | 0.20%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICAN BONOS MXN 7.75% 05-29-31                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       174520 | PA      | $959586.76     | 0.00%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                           | CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-48                                                  | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      9900000 | PA      | $6058859.03    | 0.02%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                              | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 4.7% 09-01-30             | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   2110000000 | PA      | $2285399.13    | 0.01%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA PEOPLES REP CNY 3.29% 05-23-29                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |       100000 | PA      | $15591.11      | 0.00%             | 2029-05-23      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 3.125% 04-15-31                                       | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       465000 | PA      | $404852.25     | 0.00%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVT BOND CNY 3.81% 09-14-50                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      2640000 | PA      | $496103.58     | 0.00%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                           | CANADIAN GOVERNMENT BOND CAD 2.0% 06-01-32                                                   | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       810000 | PA      | $553617.75     | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                           | CANADIAN GOVERNMENT BOND CAD 3.5% 03-01-28                                                   | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     72153000 | PA      | $53656914.29   | 0.17%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVT BOND CNY 3.19% 04-15-53                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6908729.60    | 0.02%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ARGENX SE                                                                        | ARGENX SE (BEARER)                                                                           | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        79093 | NS      | $61881961.89   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ARM HOLDINGS PLC                                                                 | ARM HOLDINGS PLC ADR                                                                         | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |       650000 | NS      | $136708000.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                                                  | ASML HOLDING NV                                                                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        75261 | NS      | $108646931.49  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                                        | AVIVA PLC                                                                                    | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |     10000000 | NS      | $85351167.32   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QJ3044 09-01-54                                                                | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1914981 | PA      | $1926522.31    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2474 09-01-54                                                                | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       181956 | PA      | $189246.74     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2470 09-01-54                                                                | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        49973 | PA      | $51999.79      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2411 09-01-54                                                                | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       132354 | PA      | $137856.73     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2422 09-01-54                                                                | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       958768 | PA      | $966507.43     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2415 09-01-54                                                                | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1896132 | PA      | $1930019.67    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2408 09-01-54                                                                | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1671907 | PA      | $1690699.49    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9146 09-01-54                                                                | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       599793 | PA      | $605158.41     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9210 09-01-54                                                                | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1066357 | PA      | $1073708.48    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD6286 08-01-54                                                                | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       320829 | PA      | $325517.37     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC1873 09-01-54                                                                | CUSIP: 3140APCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        67950 | PA      | $69733.22      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8401 02-01-54                                                                | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1768863 | PA      | $1781421.81    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5295 03-01-54                                                                | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       681029 | PA      | $695660.81     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5471 09-01-54                                                                | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26558623 | PA      | $27129288.35   | 0.08%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS9189 05-01-52                                                                | CUSIP: 3140XRF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1405427 | PA      | $1134075.45    | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS3056 10-01-52                                                                | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3901204 | PA      | $3141869.87    | 0.01%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8462 09-01-54                                                                | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         7493 | PA      | $7537.93       | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2860 11-01-54                                                                | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2615587 | PA      | $2579695.79    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8493 12-01-54                                                                | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        69334 | PA      | $69759.25      | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3017 12-01-54                                                                | CUSIP: 3142GTK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2916822 | PA      | $2878325.98    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5674 04-01-55                                                                | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2335468 | PA      | $2385652.32    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8525 04-01-55                                                                | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1967784 | PA      | $2010067.34    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.875% 01-24-52                        | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |       686000 | PA      | $494945.89     | 0.00%             | 2052-01-24      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-52                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1860000 | PA      | $877672.91     | 0.00%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 6/5/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-273654.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 6/5/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-11877.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.75% 06-18-32                         | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     35350000 | PA      | $37999010.54   | 0.12%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | DEUTSCHLAND REP EUR REG S (B) 0.0% 04-16-27                                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2390000 | PA      | $2739514.99    | 0.01%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/8/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1288565.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-177150.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.0% 05-15-38                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     15065036 | PA      | $13820327.42   | 0.04%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.2% 02-15-34                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     13050000 | PA      | $14557417.29   | 0.04%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.625% 06-15-35                        | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |       750000 | PA      | $875153.25     | 0.00%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESOBLIGATION EUR REG S (B) 2.4% 04-18-30                                                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     27640000 | PA      | $32081389.76   | 0.10%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5831.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO CAD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $173287.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO GBP 5/11/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $19968.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/18/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-416496.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 5/15/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3967.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/13/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-901961.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/12/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2185965.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO NOK 5/20/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $190981.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/20/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $328300.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 6/5/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $20553.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 6/5/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6181.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 5/8/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1156.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 3.65% 08-01-35                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     20435000 | PA      | $23764688.04   | 0.07%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.2% 03-20-35                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  23487700000 | PA      | $135867241.53  | 0.42%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 5/29/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-29647.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 7/27/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-276804.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 7/27/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-11889.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/19/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-45111.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 12-20-41                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   7442150000 | PA      | $32206771.08   | 0.10%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.0% 03-20-52                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    158000000 | PA      | $556686.21     | 0.00%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT FIVE YEAR BOND JPY 0.005% 03-20-27                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    831600000 | PA      | $5263267.61    | 0.02%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.4% 09-20-52                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2924750000 | PA      | $11443244.34   | 0.04%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.6% 12-20-52                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   4084300000 | PA      | $16795446.18   | 0.05%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.1% 09-20-54                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     30300000 | PA      | $138530.74     | 0.00%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83360000 | PA      | $77762509.38   | 0.24%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-29-28                                                    | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2481000 | PA      | $2486427.19    | 0.01%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                               | NEW SOUTH WALES TREASURY CORP AUD REG S 5.25% 10-17-34                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     40383500 | PA      | $28633337.38   | 0.09%             | 2034-10-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                             | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.4% 06-22-36                         | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     12495000 | PA      | $14417377.02   | 0.04%             | 2036-06-22      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                            | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 3.35% 09-15-36                                   | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      1045000 | PA      | $1222107.85    | 0.00%             | 2036-09-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.8% 06-25-37                        | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     10740000 | PA      | $12572127.19   | 0.04%             | 2037-06-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-27                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  11295600000 | PA      | $71551426.43   | 0.22%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 06-20-50                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5319450000 | PA      | $17556682.39   | 0.05%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.375% 06-16-36                        | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     14655000 | PA      | $16587492.07   | 0.05%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TEN YEAR BOND JPY 2.1% 12-20-35                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   4341800000 | PA      | $26844252.13   | 0.08%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.125% 02-09-38                                         | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8289000 | PA      | $8186216.40    | 0.03%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | PROVINCE OF ONTARIO CANADA 4.05% 04-16-31                                                    | CUSIP: 683234EW4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     10460000 | PA      | $10406100.67   | 0.03%             | 2031-04-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                           | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.25% 06-13-36                         | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     11830000 | PA      | $13670725.44   | 0.04%             | 2036-06-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.3% 04-30-36                                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      6200000 | PA      | $7159461.73    | 0.02%             | 2036-04-30      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.4% 06-20-40                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   3239500000 | PA      | $14522449.54   | 0.04%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 04-15-29                                                  | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215619800 | PA      | $215409225.70  | 0.66%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/27/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-79306.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 01-31-31                                                   | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4736000 | PA      | $4682720.00    | 0.01%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 02-15-36                                                  | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    199160000 | PA      | $195005641.90  | 0.60%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5552 12-01-54                                                                | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       950122 | PA      | $937426.12     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                   | FMBT 2024-FBLU A 144A FRN 12-15-39                                                           | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1506000 | PA      | $1508769.53    | 0.00%             | 2039-12-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5531 11-01-54                                                                | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       626085 | PA      | $629859.48     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 04-30-31                                                  | CUSIP: 91282CQK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32500000 | PA      | $32285448.00   | 0.10%             | 2031-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK INR SR UNSEC 6.72% 02-08-28                                           | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |   1303620000 | PA      | $13470377.17   | 0.04%             | 2028-02-08      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-56                           | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     23118055 | PA      | $21493472.51   | 0.07%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 03-31-31                                                  | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60162000 | PA      | $59771885.53   | 0.18%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/27/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3449.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO GBP 5/21/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $225761.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/27/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-38541.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO JPY 6/10/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2210269.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 7.4% 10-23-33                                                       | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |   1230500000 | PA      | $12904363.75   | 0.04%             | 2033-10-23      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 6.95% 03-01-29                                                      | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |    365500000 | PA      | $3749409.72    | 0.01%             | 2029-03-01      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 03-31-28                                                  | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22238200 | PA      | $22235593.68   | 0.07%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RQ0012 06-01-55                                                                | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3275317 | PA      | $3231382.35    | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SL1094 04-01-55                                                                | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2736286 | PA      | $2699631.13    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8533 05-01-55                                                                | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7721300 | PA      | $7767828.62    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO USD 6/5/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-98510.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO USD 6/5/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2181720.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX NOK 4.285% 02-16-26/02-16-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1011332.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.4667% 02-16-26/02-16-31 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $951112.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX SEK 2.335% 02-17-26/02-17-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $411363.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX EUR 2.4333% 02-17-26/02-17-31 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-417090.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX SEK 2.337% 02-17-26/02-17-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $831127.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX EUR 2.4363% 02-17-26/02-17-31 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-843597.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX SEK 2.9585% 03-17-26/03-17-36 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-104603.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX SEK 2.95% 03-17-26/03-17-36 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-123572.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO USD 5/8/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-644167.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-621777.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX SEK 2.965% 03-17-26/03-17-36 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-90096.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX SEK 2.9685% 03-17-26/03-17-36 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-82291.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX SEK 2.959% 03-18-26/03-18-36 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-114308.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.29015% 01-13-23/01-13-30 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1600767.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX GBP 4.34948% 06-21-23/06-21-33 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $2403.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX GBP 4.36738% 06-21-23/06-21-33 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $3453.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX GBP 3.9322% 02-16-24/02-16-54 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $65527.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX GBP 3.968% 02-16-24/02-16-29 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-15930.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 11.495% 07-10-24/01-02-29                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3034262.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.5175% 08-15-24/08-15-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-9188.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD PUR FROM USD 5/7/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $25863.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD PUR FROM USD 5/8/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $549802.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                                 | EUROPEAN BANK FOR RECONSTRUCTION A 6.75% 01-13-32                                            | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |   3576700000 | PA      | $36277482.06   | 0.11%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 2.875% 01-15-35                                                     | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      2900000 | PA      | $3327746.33    | 0.01%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO EUR 5/11/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1016011.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD PUR FROM USD 5/11/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $911555.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO USD 5/11/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1991753.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD PUR FROM USD 5/15/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $9735.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 12.005% 09-20-24/01-02-29                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-779300.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 12.1725% 09-20-24/01-02-29                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-435281.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-403561.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $107623.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR FWD PUR FROM USD 5/20/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-143032.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR FWD SALE TO USD 5/20/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $737.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 2.78% 12-13-32                                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      4215000 | PA      | $4839205.37    | 0.01%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.5% 10-14-30                                          | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |       180000 | PA      | $207571.62     | 0.00%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION REG S SR UNSEC EUR (B) 4.0% 10-12-55                                          | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     20059000 | PA      | $22985424.23   | 0.07%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3.625% 12-12-40                                                               | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     98575000 | PA      | $113286491.16  | 0.35%             | 2040-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1118594.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-18502.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-11402.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | INR FWD SALE TO USD NDF 5/6/2026                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-394318.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR FWD SALE TO USD NDF 5/8/2026                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $618493.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-187800.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD FWD PUR FROM USD 5/7/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12709.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD FWD PUR FROM USD 5/7/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $765.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 06-02-28                                          | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     10920000 | PA      | $12111145.97   | 0.04%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVT BK EUR REG S SR UNSEC 0.25% 01-20-32                                           | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |     38000000 | PA      | $38302924.63   | 0.12%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-86028.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN FWD SALE TO EUR 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $118.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVT BK EUR REG S UNSEC 0.375% 09-15-27                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      8975000 | PA      | $10211994.50   | 0.03%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                                 | EUROPEAN BK RECON & DEV 6.3% 10-26-27                                                        | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    255200000 | PA      | $2636549.31    | 0.01%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                                 | EUROPEAN BANK FOR RECONSTRUCTION A 5.25% 01-12-27                                            | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    594100000 | PA      | $6089825.84    | 0.02%             | 2027-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORP                                                       | INTERNATIONAL FINANCE CORP 0.0% 04-26-52                                                     | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | NUSS              | US        |   1265360000 | PA      | $6790937.97    | 0.02%             | 2052-04-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTL BK RECON/DEV SR UNSEC 6.75% 07-13-29                                                    | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |   1555600000 | PA      | $15990529.72   | 0.05%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BANK FOR RECONSTRUCT 6.75% 09-08-27                                            | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    911700000 | PA      | $9427379.75    | 0.03%             | 2027-09-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | AMPHENOL CORP EUR SR UNSEC 3.125% 06-16-32                                                   | CUSIP: 032095AU5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       350000 | PA      | $401512.83     | 0.00%             | 2032-06-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26                                               | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       645000 | PA      | $644931.63     | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31                                           | CUSIP: 02364WBL8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    177880000 | PA      | $10361376.35   | 0.03%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                              | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3554501.20    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                             | BANCO DE SABADELL SA EUR REG S SUB (B) 5.125% 06-27-34/29                                    | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      6600000 | PA      | $8013608.99    | 0.02%             | 2034-06-27      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 3.25% 11-15-27                                                          | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4246000 | PA      | $4155942.34    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE SA EUR REG S SR UNSEC (B) 3.625% 11-16-31                                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5929825.56    | 0.02%             | 2031-11-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                                    | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4260000 | PA      | $4408797.54    | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 6.1% 03-15-34                                                              | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      3535000 | PA      | $3806519.82    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | SHELL FINANCE US INC SR UNSEC 2.375% 11-07-29                                                | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2060000 | PA      | $1933196.70    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN FWD PUR FROM USD 5/7/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $85.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7127.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_22-6                                               | AOMT 2022-6 A1 144A 4.3% 07-25-67                                                            | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6514886 | PA      | $6493770.97    | 0.02%             | 2067-07-25      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| ALA 2025-OANA                                                                    | ALA 2025-OANA A 144A FRN 06-15-40                                                            | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7860000 | PA      | $7901359.32    | 0.02%             | 2040-06-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                                 | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       120000 | PA      | $119867.28     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                  | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       600000 | PA      | $565263.60     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC                                               | SEVERN TRENT UTILITIES FINANCE PLC EUR REG S SR UNSEC (B) 3.875% 08-04-35                    | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       300000 | PA      | $347868.10     | 0.00%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | STRYKER CORP SR UNSEC 5.2% 02-10-35                                                          | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       805000 | PA      | $815769.29     | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 2025-SFR1 A 144A 3.655% 06-17-42                                                        | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8151000 | PA      | $7780944.60    | 0.02%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                     | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                                         | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4650000 | PA      | $4713370.20    | 0.01%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | PEN FWD SALE TO USD NDF 5/8/2026                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $557273.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN FWD SALE TO USD NDF 5/8/2026                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $210689.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.244% 05-13-31/30                                 | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     22090000 | PA      | $22425370.38   | 0.07%             | 2031-05-13      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC                                               | SEVERN TRENT UTILITIES FINANCE PLC EUR REG S SR UNSEC (B) 3.875% 08-04-37                    | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      3130000 | PA      | $3571165.42    | 0.01%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                       | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 3.2% 09-23-26                            | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |        21000 | PA      | $20929.65      | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 2.4% 03-20-45                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  13859550000 | PA      | $76959875.47   | 0.24%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC                                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2571486 | NS      | $1073415400.98 | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC (GBP)                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       178560 | NS      | $33947872.72   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                                                      | B3 SA - BRASIL BOLSA BALCAO                                                                  | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |    110424605 | NS      | $402067052.01  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC                                                                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      5790111 | NS      | $161027140.12  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                                    | BANCO BPM SPA                                                                                | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |      6482521 | NS      | $94458831.25   | 0.29%             |  |  |  | No            |                  2 | On Loan: —       |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC                                                                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      3371985 | NS      | $198011633.07  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC CL B S/V                                                                      | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |       222301 | NS      | $47237428.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | BANCO BILBAO VIZCAYA ARGENTARIA SA                                                           | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     10259632 | NS      | $226905024.25  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| BAJAJ FINANCE LTD                                                                | BAJAJ FINANCE LTD                                                                            | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |      7500000 | NS      | $74671808.12   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | BLACKROCK INC                                                                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        50654 | NS      | $53976902.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                      | BIOMARIN PHARMACEUTICAL INC                                                                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       736542 | NS      | $39706979.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       737394 | NS      | $77607000.44   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA                                                                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       964104 | NS      | $57226592.44   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | CATERPILLAR INC                                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        68900 | NS      | $61328579.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA9170 09-20-53                                                                     | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40609577 | PA      | $40442144.12   | 0.12%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                   | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                                       | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10611759 | PA      | $10696929.04   | 0.03%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | PEN FWD SALE TO USD NDF 5/8/2026                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $594662.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON FWD SALE TO USD 5/18/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $102973.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWO YEAR BOND JPY 0.7% 07-01-27                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    191900000 | PA      | $1219552.66    | 0.00%             | 2027-07-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.7% 03-20-44                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1425550000 | PA      | $7173369.79    | 0.02%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.3% 12-20-35                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1503450000 | PA      | $9459572.38    | 0.03%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.7% 06-20-33                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1426800000 | PA      | $8830976.53    | 0.03%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                              | KOREA TREASURY BOND KRW (B) 2.375% 12-10-27                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  26409910000 | PA      | $17530503.68   | 0.05%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                              | KOREA NDFB 3212 KRW 4.25% 12-10-32                                                           | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 123216850000 | PA      | $84812271.28   | 0.26%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-732703.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $11338.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-32221.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRY FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8515.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRY FWD PUR FROM USD 5/7/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1074.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB FWD SALE TO USD 5/26/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $539718.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                        | ZURICH INSURANCE GROUP AG                                                                    | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       136215 | NS      | $94409741.87   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZAR FWD PUR FROM USD 5/11/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-913791.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZAR FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $443562.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZAR FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $19738.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTL 2024-T53                                                                     | HTL 2024-T53 A 144A FRN 05-10-39                                                             | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4481000 | PA      | $4515763.60    | 0.01%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.05% 04-15-25/01-02-29                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $42794.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                              | KOREA TREASURY BOND KRW (B) 3.25% 12-10-35                                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  46572520000 | PA      | $29705147.71   | 0.09%             | 2035-12-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICAN BONOS MXN 7.5% 06-03-27                                                              | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       171329 | PA      | $983651.20     | 0.00%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.4925% 08-19-25/08-19-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1829819.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.9305% 09-23-25/09-23-55 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $2956912.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                       | COPT DEFENSE PROPERTIES LP SR UNSEC 2.75% 04-15-31                                           | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |       180000 | PA      | $163424.34     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26475000 | PA      | $22234525.73   | 0.07%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP EUR SR UNSEC 0.25% 09-14-29                                                     | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     14155000 | PA      | $15071975.85   | 0.05%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.3395% 09-23-25/09-23-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $3193873.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.507% 01-14-26/01-14-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $2222135.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                            | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.895% 05-08-47                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      6057000 | PA      | $1721897.66    | 0.01%             | 2047-05-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 04-27-32                                          | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       425000 | PA      | $411134.38     | 0.00%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 10-31-33                                     | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     18434000 | PA      | $22066445.71   | 0.07%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 04-30-34                                     | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10010000 | PA      | $11705261.49   | 0.04%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 10-31-34                                     | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     15210000 | PA      | $17980459.36   | 0.06%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                     | CAS 2025-R02 1A1 144A FRN 02-25-45                                                           | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1163086 | PA      | $1165376.37    | 0.00%             | 2045-02-25      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                           | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      3453000 | PA      | $2552581.91    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                           | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10761000 | PA      | $7016322.65    | 0.02%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R02                                                                     | CAS 2025-R02 1M1 144A FRN 02-25-45                                                           | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1417357 | PA      | $1418240.95    | 0.00%             | 2045-02-25      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| CIM 2025-R1                                                                      | CIM 2025-R1 A1 144A 5.0% 02-25-99                                                            | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2095718 | PA      | $2076703.54    | 0.01%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R04                                                                     | CAS 2025-R04 1M1 144A FRN 05-25-45                                                           | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1268332 | PA      | $1269693.28    | 0.00%             | 2045-05-25      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151                                                                   | DURST 2025-151 A 144A FRN 08-10-42                                                           | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9024000 | PA      | $9128335.49    | 0.03%             | 2042-08-10      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                   | EFMT 2026-NQM1 A1 144A FRN 02-25-71                                                          | CUSIP: 26846GAF4<br>LEI: 254900H3V169GPKPIM43 | Long             | ABS-CBDO         | CORP              | US        |     18772030 | PA      | $18658609.27   | 0.06%             | 2071-02-25      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                             | ESA 2025-ESH A 144A FRN 10-15-42                                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3353630 | PA      | $3362031.10    | 0.01%             | 2042-10-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FA1591 10-01-51                                                                | CUSIP: 3140W1XV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       988905 | PA      | $792511.14     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FA4192 06-01-52                                                                | CUSIP: 3140W4US4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7781295 | PA      | $6237626.36    | 0.02%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 FA4425 08-01-55                                                                | CUSIP: 3140W44K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       892897 | PA      | $944014.58     | 0.00%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 FA4420 09-01-55                                                                | CUSIP: 3140W44E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       319793 | PA      | $338116.92     | 0.00%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.825% 01-14-26/01-14-36 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1205867.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX GBP 3.73% 03-10-26/03-10-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1914554.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX GBP 3.85% 03-11-26/03-11-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1534028.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 13.72% 03-25-26/01-02-30                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $300283.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                          | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      4457000 | PA      | $3457259.24    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.379% 07-15-32                                            | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2860000 | PA      | $3032964.22    | 0.01%             | 2032-07-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5825 09-01-55                                                                | CUSIP: 31418FPK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       576242 | PA      | $608899.48     | 0.00%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 RQ0043 08-01-55                                                                | CUSIP: 3142J6BM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1763731 | PA      | $1862161.58    | 0.01%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 FA4426 04-01-55                                                                | CUSIP: 3140W44L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       158128 | PA      | $166950.38     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ6300 01-01-56                                                                | CUSIP: 3142GXAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       411656 | PA      | $427694.52     | 0.00%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SI2119 02-01-55                                                                | CUSIP: 3133USK83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        75427 | PA      | $78268.02      | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5879 11-01-55                                                                | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6382196 | PA      | $6419161.41    | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RQ0074 12-01-55                                                                | CUSIP: 3142J6CL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     52391651 | PA      | $50441685.94   | 0.16%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 4.5 MA3539 12-01-38                                                                | CUSIP: 31418C4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        63135 | PA      | $63347.30      | 0.00%             | 2038-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32                                            | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10665000 | PA      | $10080547.34   | 0.03%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                        | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      6150000 | PA      | $6313116.45    | 0.02%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 4.8% 05-15-33                                                          | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198744.80     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                              | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      5290000 | PA      | $4974620.78    | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX GBP 4.0591% 04-09-26/04-09-31 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2170862.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX GBP 4.71171% 04-09-26/04-09-56 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $2262960.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP EUR SR UNSEC 3.75% 04-01-31                                                 | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      6870000 | PA      | $8103491.98    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                        | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV SR UNSEC 9.25% 06-01-32                            | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      1710000 | PA      | $2094324.21    | 0.01%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX GBP 4.04718% 04-09-26/04-09-28 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1236185.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.1445% 04-14-26/04-14-56 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $181533.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG EUR REG S SR UNSEC (B) 1.75% 11-19-30/29                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     14000000 | PA      | $15402496.75   | 0.05%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC SR UNSEC 2.25% 08-15-31                                                  | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       250000 | PA      | $221370.75     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4577 04-01-52                                                                | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9071739 | PA      | $7288733.92    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8276 12-01-52                                                                | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          769 | PA      | $761.56        | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                              | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10270000 | PA      | $10148926.97   | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA GBP REG S SR NON PREF (B) 4.0% 08-17-27/26                                      | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      4310000 | PA      | $5854422.41    | 0.02%             | 2027-08-17      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB3394 04-01-52                                                                | CUSIP: 3140QNXY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       685380 | PA      | $550048.99     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB3346 04-01-52                                                                | CUSIP: 3140QNWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1197681 | PA      | $959791.26     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1768 06-01-54                                                                | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2654543 | PA      | $2702696.77    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1779 06-01-54                                                                | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4741935 | PA      | $4919970.64    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.15% 04-14-26/04-14-56 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $164455.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX GBP 4.131% 04-22-26/04-22-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-918205.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOWEGO-WARSAW 144A LIFE SR UNSEC 5.75% 07-09-34                         | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | USGA              | PL        |       200000 | PA      | $208221.00     | 0.00%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BMW INTERNATIONAL INVESTMENT BV                                                  | BMW INTERNATIONAL INVESTMENT BV GBP REG S SR UNSEC (B) 4.75% 09-04-30                        | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |      6200000 | PA      | $8366026.78    | 0.03%             | 2030-09-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.528% 05-01-34                                                           | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     39400000 | PA      | $43101827.00   | 0.13%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.298% 05-01-29                                                           | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6310000 | PA      | $6619284.65    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                    | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     15646000 | PA      | $16140726.52   | 0.05%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC EUR REG S SUB 4.616% 03-26-37/32                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     15895000 | PA      | $18972882.96   | 0.06%             | 2037-03-26      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                                     | BANCO DE CREDITO DEL PERU S.A. REG S SUB 6.45% 07-30-35/30                                   | CUSIP: 05971V2J3<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      3314000 | PA      | $3394463.92    | 0.01%             | 2035-07-30      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 3.469% 04-15-34                                                        | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      6531000 | PA      | $5896376.20    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 5.65% 12-15-35                                             | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      2180000 | PA      | $2142525.80    | 0.01%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX     | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO BBVA MEXICO REG S SUB (H) 5.125% 01-18-33 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      5225000 | PA      | $5145057.50    | 0.02%             | 2033-01-18      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                                    | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2610000 | PA      | $2583247.50    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA EUR REG S SUB (B) 1.625% 07-02-31                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     10700000 | PA      | $11314656.89   | 0.03%             | 2031-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                                    | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2181000 | PA      | $2174629.30    | 0.01%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29                                                    | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2625000 | PA      | $2540451.38    | 0.01%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                       | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |      8470000 | PA      | $8050031.99    | 0.02%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-31-30                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     14957000 | PA      | $8853197.87    | 0.03%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.15% 11-15-30                                                         | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       380000 | PA      | $374326.98     | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.25% 02-01-28                                                            | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       650000 | PA      | $637490.10     | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                     | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 2.85% 05-15-51                                         | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      1142000 | PA      | $689096.50     | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC 144A LIFE SR UNSEC 1.25% 08-12-26                                         | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       325000 | PA      | $322412.35     | 0.00%             | 2026-08-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3915000 | PA      | $3877345.53    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32                                             | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       400000 | PA      | $388051.60     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA EUR REG S SR NON PREF (B) 4.5% 01-13-33                                              | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      8400000 | PA      | $10201820.27   | 0.03%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA EUR REG S SUB (B) 5.125% 01-25-35/30                                                 | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      9300000 | PA      | $11320140.54   | 0.03%             | 2035-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 2.75% 06-06-29                                  | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       525000 | PA      | $606602.74     | 0.00%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.0% 10-29-30                                       | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       241000 | PA      | $236383.89     | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS MXN SR UNSEC 7.47% 11-12-26                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      1782933 | PA      | $10152067.55   | 0.03%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4826673.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD PUR FROM USD 5/15/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $15889.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.1% 05-01-30                                       | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2078000 | PA      | $1897475.83    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 2.7% 01-15-51                                  | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      5960000 | PA      | $3520256.12    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7757000 | PA      | $5127656.25    | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8755 06-01-54                                                                | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1381106 | PA      | $1420092.20    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1857 06-01-54                                                                | CUSIP: 3142GSB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15879680 | PA      | $16060597.18   | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2026-SFR2 TRUST                                             | PROG 2026-SFR2 A 144A 4.24% 05-17-43                                                         | CUSIP: 74334KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6668000 | PA      | $6453157.04    | 0.02%             | 2043-05-17      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                                   | PROG 2025-SFR3 A 144A 3.39% 07-17-42                                                         | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2334000 | PA      | $2206895.03    | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 01-18-34                   | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      1637000 | PA      | $1652361.61    | 0.01%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                                | EATON CAPITAL ULC EUR REG S SR UNSEC 3.802% 05-21-36                                         | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |      5690000 | PA      | $6645573.04    | 0.02%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD PUR FROM USD 5/11/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $85127.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 7/24/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-34525.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                                   | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                                        | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       933254 | PA      | $904699.65     | 0.00%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                           | REALKREDIT DKK SR SEC REG S SF COVERED 1.0% 10-01-53                                         | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | ABS-CBDO         | CORP              | DK        |     12178734 | PA      | $1455899.21    | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                 | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       150000 | PA      | $151038.30     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD                                                            | SATS TREASURY PTE LTD REG S SR UNSEC 4.828% 01-23-29                                         | CUSIP: N/A<br>LEI: 254900I8S3NS01XMTR57       | Long             | DBT              | CORP              | SG        |       200000 | PA      | $202490.80     | 0.00%             | 2029-01-23      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                          | STACR 2026-DNA1 M1 144A FRN 02-25-46                                                         | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10239011 | PA      | $10235581.35   | 0.03%             | 2046-02-25      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                          | STACR 2026-DNA1 A1 144A FRN 02-25-46                                                         | CUSIP: 35564UCQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15529825 | PA      | $15534313.12   | 0.05%             | 2046-02-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 7/24/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-803198.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZAR FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5968.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TOTALENERGIES CAPITAL SA SR UNSEC 5.488% 04-05-54                                            | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      5640000 | PA      | $5426345.52    | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC EUR SR UNSEC 3.7% 05-08-32                                                  | CUSIP: 87264ADJ1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2590000 | PA      | $3066764.76    | 0.01%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 3.35% 12-01-26                                                      | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      4902000 | PA      | $4876965.49    | 0.02%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL DEVELOPMENT BANK OF CHINA                                           | AGRICULTURAL DEV BANK CHINA UNSEC 3.75% 01-25-29                                             | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | USGA              | CN        |      1030000 | PA      | $159626.07     | 0.00%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZAR FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $138815.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZAR FWD PUR FROM USD 5/29/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-89976.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.75% 03-15-36                                                           | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1327000 | PA      | $1298101.92    | 0.00%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 4.55% 03-13-33                                                       | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       206000 | PA      | $203592.07     | 0.00%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                           | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61          | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      3390000 | PA      | $2777952.45    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA PERSERO TBK PT                                             | BANK NEGARA INDONESIA PERSERO TBK PT REG S SR UNSEC 5.28% 04-05-29                           | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | ID        |     19640000 | PA      | $19992223.76   | 0.06%             | 2029-04-05      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.417% 01-13-37/36                                             | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     10174000 | PA      | $9945970.14    | 0.03%             | 2037-01-13      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 7.375% 02-01-36                                               | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22945000 | PA      | $22515446.66   | 0.07%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8758 08-01-54                                                                | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2012366 | PA      | $2062920.41    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 5.402% 04-22-37/36                                        | CUSIP: 12803RAP9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       618000 | PA      | $610757.66     | 0.00%             | 2037-04-22      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEV BANK CNY UNSEC 3.43% 01-14-27                                                      | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    194070000 | PA      | $28812748.88   | 0.09%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5470 09-01-54                                                                | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         4499 | PA      | $4526.15       | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4946 09-01-54                                                                | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       936002 | PA      | $942026.48     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD PUR FROM USD 5/18/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $149717.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 5/11/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2885216.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 5/18/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-468660.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 5/20/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-464458.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK CNY UNSEC 3.07% 03-10-30                                              | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |      2860000 | PA      | $441073.59     | 0.00%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEV BANK (BOND CONNECT) CNY UNSEC 3.39% 07-10-27                                       | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    181600000 | PA      | $27194730.55   | 0.08%             | 2027-07-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     24403000 | PA      | $14687189.58   | 0.05%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC GBP REG S SR UNSEC 7.09% 11-06-29/28                                            | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      4360000 | PA      | $6159820.06    | 0.02%             | 2029-11-06      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK CNY UNSEC 3.09% 08-09-28                                              | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    136660000 | PA      | $20692931.55   | 0.06%             | 2028-08-09      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG EUR REG S SUB (B) 4.45% 05-15-41/36                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      9800000 | PA      | $11268790.18   | 0.03%             | 2041-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                        | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       418000 | PA      | $428805.30     | 0.00%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.4% 06-01-29                                                       | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      8600000 | PA      | $8803992.00    | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.55% 06-01-34                          | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1955000 | PA      | $2022822.86    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG EUR REG S SR NON PREF 4.0% 07-16-32/31                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      9400000 | PA      | $11169563.00   | 0.03%             | 2032-07-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA EUR REG S SUB (B) 4.375% 08-08-36/31                                            | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     17600000 | PA      | $20984323.12   | 0.06%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO SR UNSEC 4.65% 08-14-34                                                         | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      4037000 | PA      | $4059897.86    | 0.01%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO EUR SR UNSEC 3.75% 08-15-53                                                     | CUSIP: 191216DX5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2095000 | PA      | $2224257.05    | 0.01%             | 2053-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.542% 09-19-30/29                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199291.00     | 0.00%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY/THE                                                           | CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                                   | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      3056000 | PA      | $2816272.08    | 0.01%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.375% 04-25-30                                       | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     15198000 | PA      | $15950301.00   | 0.05%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 5.06% 04-14-32/31                                               | CUSIP: 25160PAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5377000 | PA      | $5372166.08    | 0.02%             | 2032-04-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | DANAHER CORP EUR SR UNSEC 3.625% 04-29-34                                                    | CUSIP: 235851AZ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      2015000 | PA      | $2354435.33    | 0.01%             | 2034-04-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 5.05% 05-15-35                                           | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      3605000 | PA      | $3623136.76    | 0.01%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35                          | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     14958000 | PA      | $14603241.11   | 0.05%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                           | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      3250000 | PA      | $3065887.50    | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS ENERGY CORP SR UNSEC 3.0% 05-15-26                                                       | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1419378.04    | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47                                                    | CUSIP: 15135UAR0<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |       523000 | PA      | $481784.99     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEV BANK  CNY UNSEC 4.88% 02-09-28                                                     | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    128750000 | PA      | $19952769.20   | 0.06%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 7.5% 12-31-79/12-06-28                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2773758.65    | 0.01%             | 2079-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 11-15-33                                                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3714000 | PA      | $3775077.84    | 0.01%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO EUR SR UNSEC 1.25% 03-08-31                                                     | CUSIP: 191216CK4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      5900000 | PA      | $6309456.27    | 0.02%             | 2031-03-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      3644000 | PA      | $2680562.84    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 2.5% 05-15-51                                                              | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       275000 | PA      | $161301.53     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27                                                 | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       277000 | PA      | $273520.33     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSEC 1.4% 08-15-26                                                     | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       425000 | PA      | $421358.60     | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE EUR REG S SR UNSEC (B) 1.625% 03-29-31                                               | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     13370000 | PA      | $14521303.68   | 0.04%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HITACHI LTD                                                                      | HITACHI LTD                                                                                  | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      7103800 | NS      | $223390737.64  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI CORP                                                                         | IHI CORP                                                                                     | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |      6722000 | NS      | $123502737.56  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST BANK CO LTD                                                           | JAPAN POST BANK CO LTD                                                                       | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |      1766300 | NS      | $30616266.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                   | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2742800 | PA      | $2635230.68    | 0.01%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-43                                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6794000 | PA      | $6655996.88    | 0.02%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                                                      | ITOCHU CORP                                                                                  | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |      8750000 | NS      | $109096228.71  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC                                                                   | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      3574300 | NS      | $154949427.22  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 06-30-27                                                   | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5140000 | PA      | $5136166.59    | 0.02%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 06-30-30                                                  | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210887000 | PA      | $210005555.61  | 0.65%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 07-31-27                                                  | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    114036000 | PA      | $114079002.98  | 0.35%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                                 | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       579000 | PA      | $608194.92     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA EUR REG S SR UNSEC (B) 4.0% 01-11-35                                                | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3670728.76    | 0.01%             | 2035-01-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                 | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       628000 | PA      | $631227.29     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                              | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     11640000 | PA      | $11867154.60   | 0.04%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.75% 05-25-56                       | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     14310000 | PA      | $14774333.34   | 0.05%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 3.62% 07-27-28                                         | CUSIP: 345397H22<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      6075000 | PA      | $7120840.25    | 0.02%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 5.4% 08-08-28                                                       | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |     14233000 | PA      | $14405005.81   | 0.04%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE (LUXEMBOURG) SA                                                 | SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29                            | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $996015.00     | 0.00%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                 | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       525000 | PA      | $495867.23     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SP TRANSMISSION PLC                                                              | SP TRANSMISSION PLC GBP REG S SR UNSEC (B) 2.0% 11-13-31                                     | CUSIP: N/A<br>LEI: 21380066GRV5QOWJZC71       | Long             | DBT              | CORP              | GB        |      3770000 | PA      | $4359056.18    | 0.01%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | STRYKER CORP EUR SR UNSEC 0.75% 03-01-29                                                     | CUSIP: 863667AW1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2679824.58    | 0.01%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | STRYKER CORP EUR SR UNSEC 1.0% 12-03-31                                                      | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1163337.61    | 0.00%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 4.375% 06-18-30                                                     | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      4017000 | PA      | $3930526.04    | 0.01%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                      | SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 2.95% 08-15-51                                   | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       400000 | PA      | $250958.40     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 3.25% 08-08-31                                                      | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      3930000 | PA      | $3607512.06    | 0.01%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 2.85% 03-08-29                                                      | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      3000000 | PA      | $2849067.00    | 0.01%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                               | ANGLO AMERICAN PLC                                                                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      2500000 | NS      | $122966377.34  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC                                                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       932104 | NS      | $252926420.40  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                   | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1267000 | PA      | $1252966.71    | 0.00%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | ABBOTT LABORATORIES                                                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1103990 | NS      | $100231252.10  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOR SA                                                                         | ACCOR SA                                                                                     | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |       699586 | NS      | $34780581.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1378000 | PA      | $1145270.96    | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                   | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1049000 | PA      | $1049112.24    | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ACCENTURE PLC                                                                    | ACCENTURE PLC CL A                                                                           | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       171573 | NS      | $30661810.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADNOC DRILLING CO PJSC                                                           | ADNOC DRILLING CO PJSC                                                                       | CUSIP: N/A<br>LEI: 254900JPRSQL1PM0JV19       | Long             | EC               | CORP              | AE        |      4471574 | NS      | $6909370.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA REG S SR UNSEC PIK 9.0% 06-30-31/12-30-25                               | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |     19301221 | PA      | $19376322.05   | 0.06%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA 144A LIFE SR UNSEC PIK 9.0% 06-30-31                                    | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      3257011 | PA      | $3269684.03    | 0.01%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 4.375% 07-31-54                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     18125000 | PA      | $20068766.18   | 0.06%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                    | AUTOMATIC DATA PROCESSING INC                                                                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       194555 | NS      | $41233986.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                                        | AIRBUS SE                                                                                    | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       472517 | NS      | $97967118.74   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                                                   | AIR LIQUIDE SA                                                                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       160399 | NS      | $34527403.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                                      | ALNYLAM PHARMACEUTICALS INC                                                                  | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       269513 | NS      | $83411578.37   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA EUR PRP REG S SUB (H) (B) 2.0% 12-31-79/02-15-28                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     12500000 | PA      | $14291536.09   | 0.04%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO EUR REG S SR UNSEC 3.9% 07-22-32/31                                         | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      6210000 | PA      | $7385126.88    | 0.02%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | APPLIED MATERIALS INC                                                                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       173254 | NS      | $68346970.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC                                                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1713402 | NS      | $454154334.12  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | FREEPORT-MCMORAN INC                                                                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1823875 | NS      | $105383497.50  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 04-30-29                                                  | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19300000 | PA      | $19682985.34   | 0.06%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS & CHEMICALS INC                                                                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       314807 | NS      | $94457840.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC CV PFD SER A 6.75% 07-31-26                                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      1340451 | NS      | $88107844.23   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                                  | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32445000 | PA      | $32655386.36   | 0.10%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.875% 05-31-26                                                  | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       815000 | PA      | $815700.41     | 0.00%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.125% 03-04-43                                     | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       819000 | PA      | $681894.49     | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 11-15-43                                     | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1081000 | PA      | $978646.60     | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHUBB LTD                                                                        | CHUBB LTD                                                                                    | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       400000 | NS      | $130800000.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND                                        | CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)                                   | CUSIP: 14020L100<br>LEI: N/A                  | Long             | EC               | RF                | US        |     51178555 | NS      | $428876292.24  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 4.125% 07-22-29                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      6540000 | PA      | $8812073.99    | 0.03%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 4.25% 12-07-27                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      8920000 | PA      | $12114026.88   | 0.04%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                      | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      6883000 | PA      | $7246876.68    | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                                   | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |        53000 | PA      | $55574.10      | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8153 06-01-54                                                                | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4255266 | PA      | $4410775.09    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD FWD PUR FROM USD 5/7/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $556558.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 08-15-34                                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       271000 | PA      | $263039.38     | 0.00%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                   | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12540000 | PA      | $11100839.38   | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNH FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $52876.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK FWD PUR FROM EUR 5/13/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-18644.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 08-31-29                                                  | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25480000 | PA      | $25231172.51   | 0.08%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 08-31-26                                                   | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40780000 | PA      | $40780000.00   | 0.13%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAMECO CORP                                                                      | CAMECO CORP                                                                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       392605 | NS      | $48262364.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                                             | CELANESE CORPORATION                                                                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       310825 | NS      | $21061502.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CZK FWD SALE TO USD 5/13/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-105867.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNH FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $162214.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      8969000 | PA      | $8933760.80    | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                 | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      1352000 | PA      | $1253349.97    | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                        | CONSTELLATION ENERGY CORP                                                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       225000 | NS      | $70425000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                                | COMPAGNIE FINANCIERE RICHEMONT SA CL A                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       443926 | NS      | $84721467.82   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 09-30-29                                                    | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50010000 | PA      | $49314550.94   | 0.15%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                                   | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1851000 | PA      | $1841961.94    | 0.01%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP FWD PUR FROM USD NDF 5/11/2026                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-674109.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP FWD SALE TO USD NDF 5/11/2026                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $191386.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK FWD PUR FROM USD 5/13/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $28076.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK FWD PUR FROM USD 5/13/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $41332.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                                 | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      4805000 | PA      | $5315877.21    | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31                                                     | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |        60000 | PA      | $61123.08      | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP CL A                                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2791776 | NS      | $75489623.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CENTERPOINT ENERGY INC                                                                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      2000000 | NS      | $87300000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | DKK FWD SALE TO EUR 5/6/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3757.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK FWD PUR FROM EUR 5/6/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1573.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB5213 07-01-54                                                                | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       743365 | PA      | $747844.94     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4840 05-01-53                                                                | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       142336 | PA      | $143607.94     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3512 08-01-53                                                                | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       416998 | PA      | $428421.88     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2306 09-01-54                                                                | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4348867 | PA      | $4517420.31    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK FWD SALE TO USD 5/18/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4307.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     12156059 | NS      | $580261983.70  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | CISCO SYSTEMS INC                                                                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       525426 | NS      | $48076479.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      9439000 | PA      | $8891405.85    | 0.03%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                     | POSCO 144A LIFE SR UNSEC 4.875% 01-23-27                                                     | CUSIP: 73730EAG8<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      2110000 | PA      | $2115226.47    | 0.01%             | 2027-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2308 09-01-54                                                                | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4288641 | PA      | $4440565.68    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2312 09-01-54                                                                | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3006953 | PA      | $3091607.46    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7104 09-01-53                                                                | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19532861 | PA      | $19833217.32   | 0.06%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB7783 08-01-54                                                                | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1553961 | PA      | $1566424.95    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A A1 144A 6.2% 08-15-29                                                           | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7757000 | PA      | $7770326.53    | 0.02%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A B 144A 6.59% 08-15-29                                                           | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3831000 | PA      | $3838271.24    | 0.01%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS6767 01-01-54                                                                | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1264634 | PA      | $1329950.73    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ0326 11-01-53                                                                | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       489893 | PA      | $509961.20     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                      | MLANE 2025-B A 144A 5.06% 09-15-31                                                           | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6029000 | PA      | $6044735.69    | 0.02%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.73% 09-05-30                                             | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     45570000 | PA      | $45923714.34   | 0.14%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8756 08-01-54                                                                | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1687670 | PA      | $1735182.79    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD6029 08-01-54                                                                | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2476936 | PA      | $2546669.28    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                                 | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1417726.75    | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 0.95% 09-15-27                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       626000 | PA      | $717562.77     | 0.00%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 4.448% 09-16-32                                        | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |      6200000 | PA      | $7274017.71    | 0.02%             | 2032-09-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE SA GBP SR UNSEC (B) 5.625% 01-23-34                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5870000 | PA      | $8060457.40    | 0.02%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA TREASURY BOND IDR 6.375% 08-15-28                                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   7216000000 | PA      | $416579.97     | 0.00%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA TREASURY BOND IDR 7.0% 02-15-33                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 248331000000 | PA      | $14464369.77   | 0.04%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 11-15-54                                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        12000 | PA      | $11077.50      | 0.00%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                                   | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       231000 | PA      | $231766.99     | 0.00%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                   | STAR 2025-SFR5 A 144A FRN 02-17-42                                                           | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       624176 | PA      | $624352.24     | 0.00%             | 2042-02-17      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                                | GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52                                            | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5670000 | PA      | $3916586.52    | 0.01%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| OHIO ST TPK COMMN                                                                | OHIO TURNPIKE & INFRASTRUCTURE COMMISSION 3.216% 02-15-48                                    | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4090000 | PA      | $2942313.28    | 0.01%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| HACLN 2026-1                                                                     | HACLN 2026-1 B1 144A 4.503% 02-20-34                                                         | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11150210 | PA      | $11094302.51   | 0.03%             | 2034-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD MORGN_19-5A                                                  | MORGN 2019-5A AR2 CLO 144A FRN 04-15-35                                                      | CUSIP: 33829WAL3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-O            | CORP              | US        |      7451000 | PA      | $7444294.10    | 0.02%             | 2035-04-15      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                                          | NMEF 2026-A A2 144A 4.09% 02-15-34                                                           | CUSIP: 62919FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2228000 | PA      | $2224174.52    | 0.01%             | 2034-02-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                                 | TIERRA MOJADA LUXEMBOURG II SARL REG S SR SEC 1ST LIEN SF 5.75% 12-01-40                     | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |      2150725 | PA      | $2133411.39    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                          | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2520000 | PA      | $2595753.72    | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.4% 05-01-33                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       660000 | PA      | $818288.43     | 0.00%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                              | IRELAND GOVT EUR REG S 3.00% 10-18-43                                                        | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      4770000 | PA      | $5197477.08    | 0.02%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-35                                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4887000 | PA      | $4990657.67    | 0.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       546000 | PA      | $514562.36     | 0.00%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36                 | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     14695000 | PA      | $15036497.11   | 0.05%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                   | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 4.8% 08-14-29                                        | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      2175000 | PA      | $2192395.65    | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                           | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     86300177 | PA      | $80144557.56   | 0.25%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                      | TREASURY CORP OF VICTORIA AUD 5.5% 09-15-39                                                  | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |     30197000 | PA      | $20730056.95   | 0.06%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC EUR REG S SR UNSEC 3.7% 07-14-31                             | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     19570000 | PA      | $22918856.78   | 0.07%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.15% 07-15-35                                      | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       400000 | PA      | $416470.40     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PKAIR 2026-1                                                                     | PKAIR 2026-1 A 144A 4.614% 09-15-43                                                          | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7863000 | PA      | $7712258.43    | 0.02%             | 2043-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-R1                                                                     | PAID 2026-R1 A 144A 4.714% 12-15-33                                                          | CUSIP: 694971AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15400185 | PA      | $15361576.39   | 0.05%             | 2033-12-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| US BANK C&I CREDIT-LINKED NOTES SERIES  USCLN_26-RVM1                            | USCLN 2026-RVM1 C 144A 5.595% 12-25-46                                                       | CUSIP: 90355PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2657924 | PA      | $2636213.73    | 0.01%             | 2046-12-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | GENERAL DYNAMICS CORP                                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       259383 | NS      | $89305566.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.5% 10-01-53                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     14420000 | PA      | $16832660.20   | 0.05%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.35% 11-01-33                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     63090000 | PA      | $77845079.50   | 0.24%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO                                 | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO SR UNSEC 4.418% 11-15-35                    | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |      4050000 | PA      | $3878774.10    | 0.01%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA GBP SR UNSEC (B) 7.0% 10-30-28                                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      2850000 | PA      | $4058870.33    | 0.01%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                   | GE HEALTHCARE TECHNOLOGIES INC                                                               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       359085 | NS      | $21846731.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC S/V (USD)                                                              | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |       782998 | NS      | $31406049.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 04-30-27                                                   | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5939000 | PA      | $5937376.28    | 0.02%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10050000 | PA      | $9666843.75    | 0.03%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28505800 | PA      | $28295344.53   | 0.09%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 05-31-27                                                  | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20639000 | PA      | $20653214.08   | 0.06%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 05-31-30                                                    | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25580000 | PA      | $25600983.27   | 0.08%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 3.5% 01-22-45                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      2850000 | PA      | $2941179.47    | 0.01%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 11-15-46                                                  | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       380000 | PA      | $275292.18     | 0.00%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.375% 08-15-50                                                  | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       880000 | PA      | $425425.00     | 0.00%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC                                                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1279917 | NS      | $167464340.28  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                                                      | CORNING INC                                                                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2647929 | NS      | $434895858.96  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA TREASURY BOND IDR 6.625% 02-15-34                                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 144009000000 | PA      | $8172980.80    | 0.03%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.2% 03-01-34                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     64634000 | PA      | $78905277.20   | 0.24%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.5% 02-15-31                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1200000 | PA      | $1426684.72    | 0.00%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                              | IRELAND GOVERNMENT BOND EUR REG S 2.6% 10-18-34                                              | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      6830000 | PA      | $7720807.17    | 0.02%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GRUPO MEXICO SAB DE CV                                                           | GRUPO MEXICO SAB DE CV SER B                                                                 | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |     20000000 | NS      | $218908320.69  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODMAN GROUP                                                                    | GOODMAN GROUP (REIT)                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1666789 | OU      | $36058221.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL C                                                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       713218 | NS      | $272406482.92  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL A                                                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1421265 | NS      | $546902772.00  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                                                    | HDFC BANK LTD                                                                                | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      3131792 | NS      | $25638192.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNOVER RUECK SE                                                                | HANNOVER RUECK SE                                                                            | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |       113084 | NS      | $34179434.61   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LUNDIN GOLD INC                                                                  | LUNDIN GOLD INC                                                                              | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      2250000 | NS      | $151214709.02  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC CL A                                                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        88752 | NS      | $44635155.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                    | MEDTRONIC PLC                                                                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       896457 | NS      | $72586123.29   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC CL A                                                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       375053 | NS      | $229498681.23  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                              | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |     24860766 | NS      | $2485827994.34 | 7.67%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                   | COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      5722992 | NS      | $207721655.97  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.992% 01-27-32/31                                          | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       240000 | PA      | $211215.84     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28                                       | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      9800000 | PA      | $9426718.00    | 0.03%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1000000000 | PA      | $6340576.79    | 0.02%             | 2027-05-27      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2200000000 | PA      | $13626593.85   | 0.04%             | 2029-05-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                            | CDX NA IG S46 1.0% 03-20-26/06-20-31 ICE                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-336900.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX EUROPE ISSUER                                                             | ITRAXX EUR S45 1.0% 03-20-26/06-20-31 ICE                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-651860.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                           | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       460000 | PA      | $453335.52     | 0.00%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC EUR REG S SUB (B) 4.599% 03-22-35/30                                       | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     11870000 | PA      | $14258428.24   | 0.04%             | 2035-03-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC                                                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        34400 | NS      | $2499160.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC                                                                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       237437 | NS      | $46209988.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES DE TRANSPORT SASU                                      | ABERTIS FRANCE SAS EUR REG S SR UNSEC (B) 3.375% 04-21-29                                    | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |     15400000 | PA      | $18068516.68   | 0.06%             | 2029-04-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA EUR REG S SR UNSEC 2.875% 06-26-28                                   | CUSIP: N/A<br>LEI: 549300RIPPWJB5Z0FK07       | Long             | DBT              | CORP              | US        |      5770000 | PA      | $6736570.25    | 0.02%             | 2028-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MARUTI SUZUKI INDIA LTD                                                          | MARUTI SUZUKI INDIA LTD                                                                      | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |       642823 | NS      | $90772813.50   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX EUR 2.4908% 02-10-26/02-10-31 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-727719.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.5% 09-18-30                                     | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       400000 | PA      | $393886.40     | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 4.619% 11-06-31/30                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     13560000 | PA      | $13436007.36   | 0.04%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX SEK 2.397% 02-10-26/02-10-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $698656.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX EUR 2.4968% 02-10-26/02-10-31 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-714042.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 4.583% 06-19-29/28                                                | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2600000 | PA      | $2599714.00    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      6870000 | PA      | $6933684.90    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 5/15/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $22114.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3573287.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.356% 10-22-31/30                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       530000 | PA      | $520690.55     | 0.00%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP SR UNSEC 3.3% 02-06-27                                                        | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2588281.80    | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA TREASURY BOND IDR 6.75% 07-15-35                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  87430000000 | PA      | $5012956.38    | 0.02%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.3% 10-01-54                          | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     26210000 | PA      | $29564749.43   | 0.09%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 5/13/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1952495.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 5/15/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8374.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 7/24/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $294857.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 7/24/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12681.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP EUR REG S SR UNSEC 1.6% 03-15-31                                             | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5827087.06    | 0.02%             | 2031-03-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVERNMENT BOND CNY 1.92% 01-15-55                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    101180000 | PA      | $13651752.57   | 0.04%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-150880.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6483.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA (REPUBLIC OF)                                                            | CROATIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.25% 02-11-37                               | CUSIP: N/A<br>LEI: 74780000O00QGQ7CER13       | Long             | DBT              | NUSS              | HR        |      1750000 | PA      | $1987162.86    | 0.01%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVERNMENT BOND CNY 1.63% 10-25-30                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    132370000 | PA      | $19507715.56   | 0.06%             | 2030-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 5/15/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $23067.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 5/15/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $37167.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                            | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.417% 09-30-41                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     11775000 | PA      | $3146612.66    | 0.01%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICAN BONOS MXN 7.5% 05-26-33                                                              | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1040000 | PA      | $5478984.46    | 0.02%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ESTONIA (REPUBLIC OF)                                                            | ESTONIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.25% 01-17-34                               | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     11180000 | PA      | $12992318.64   | 0.04%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.25% 05-25-34                       | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      9250000 | PA      | $9149875.19    | 0.03%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-30                        | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    125260000 | PA      | $128181738.37  | 0.40%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 02-25-28                       | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2390000 | PA      | $2705512.49    | 0.01%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 5/15/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1876.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 5/15/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $11087.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S (B) 3.0% 05-25-54                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       310000 | PA      | $280206.29     | 0.00%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.25% 05-25-45                       | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      6700000 | PA      | $6875718.57    | 0.02%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 5/15/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $562.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRL FWD SALE TO USD NDF 5/11/2026                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-5389538.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53                                         | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2170000 | PA      | $2050107.50    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-27                           | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25189730 | PA      | $25224123.74   | 0.08%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.875% 02-15-41                                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         4200 | PA      | $2890.78       | 0.00%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51                           | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19254308 | PA      | $10238621.64   | 0.03%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-50                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     14895000 | PA      | $7540372.57    | 0.02%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30                          | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      5405000 | PA      | $5970449.00    | 0.02%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | BRL FWD PUR FROM USD NDF 5/18/2026                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $782889.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRL FWD SALE TO USD NDF 5/18/2026                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-457426.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP FWD SALE TO USD NDF 5/8/2026                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-110437.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNH FWD SALE TO USD 5/8/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-112705.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-30                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     43265000 | PA      | $45357673.28   | 0.14%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 05-15-41                                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4470000 | PA      | $3236559.38    | 0.01%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 02-15-52                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18500000 | PA      | $11017615.80   | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNH FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3640.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP FWD PUR FROM USD NDF 5/11/2026                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1136163.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.875% 02-15-32                                                  | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30345500 | PA      | $26865250.47   | 0.08%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.25% 05-15-42                                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         5000 | PA      | $4095.31       | 0.00%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 08-15-52                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120365000 | PA      | $84537599.45   | 0.26%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 08-15-42                                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000000 | PA      | $49790622.00   | 0.15%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21391000 | PA      | $18165639.35   | 0.06%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 11-15-32                                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7247000 | PA      | $7224919.12    | 0.02%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 01-31-28                                                    | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       776000 | PA      | $771043.92     | 0.00%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-28-30                                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     73000000 | PA      | $73082694.40   | 0.23%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 05-15-43                                                  | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10690000 | PA      | $9400518.75    | 0.03%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 06-30-28                                                    | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000000 | PA      | $300726570.00  | 0.93%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | CZECH REPUBLIC GOVERNMENT BOND CZK 4.5% 11-11-32                                             | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    685170000 | PA      | $32732032.50   | 0.10%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVERNMENT BOND CNY 2.27% 05-25-34                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    130580000 | PA      | $19951559.28   | 0.06%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 03-20-51                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1806100000 | PA      | $5981282.21    | 0.02%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 03-20-41                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   8267300000 | PA      | $36691275.99   | 0.11%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-31                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  10914500000 | PA      | $63556892.80   | 0.20%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 08-15-33                                                  | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27488000 | PA      | $26885625.22   | 0.08%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 08-31-28                                                  | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     94464000 | PA      | $95463986.46   | 0.29%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.25% 01-25-32                               | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      6400000 | PA      | $7780416.94    | 0.02%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSEC 8.625% 01-19-29                                                        | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      8650000 | PA      | $9181654.95    | 0.03%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK OF THAILAND                                                   | EXPORT-IMPORT BANK OF THAILAND 5.354% 05-15-29                                               | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | USGA              | TH        |      4920000 | PA      | $5039044.32    | 0.02%             | 2029-05-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.0% 05-07-37                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      6900000 | PA      | $7982308.09    | 0.02%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                 | BANK5 2025-5YR14 AS FRN 04-15-58                                                             | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4532000 | PA      | $4685100.02    | 0.01%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM5                                                                  | BRAVO 2025-NQM5 A1 144A 5.496% 02-25-65                                                      | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-CBDO         | CORP              | US        |      5786541 | PA      | $5818893.87    | 0.02%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENEL SPA                                                                         | ENEL SPA EUR PRP REG S SUB (H) (B) 4.125% 12-31-79/01-14-32                                  | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     13435000 | PA      | $15339571.57   | 0.05%             | 2079-12-31      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                                | EATON CAPITAL ULC EUR SR UNSEC 3.55% 03-10-34                                                | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |       130000 | PA      | $150822.03     | 0.00%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                                | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |      8567557 | PA      | $7982049.95    | 0.02%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 3.375% 12-31-79/09-15-30                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     12800000 | PA      | $14265770.25   | 0.04%             | 2079-12-31      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.875% 12-31-79/03-15-27                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $933630.13     | 0.00%             | 2079-12-31      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVERNMENT BOND CNY 2.62% 06-25-30                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    162510000 | PA      | $24961354.31   | 0.08%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                     | BX 2025-VOLT A 144A FRN 12-15-44                                                             | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27300000 | PA      | $27330412.20   | 0.08%             | 2044-12-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                     | BX 2025-VOLT D 144A FRN 12-15-44                                                             | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11973000 | PA      | $11957243.53   | 0.04%             | 2044-12-15      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-ARIA                                                                     | BX 2025-ARIA A 144A FRN 12-13-42                                                             | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22445000 | PA      | $22618185.62   | 0.07%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| CAS 2026-R02                                                                     | CAS 2026-R02 1M1 144A FRN 02-25-46                                                           | CUSIP: 20753EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18836197 | PA      | $18847536.65   | 0.06%             | 2046-02-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CAS 2026-R02                                                                     | CAS 2026-R02 1A1 144A FRN 02-25-46                                                           | CUSIP: 20753EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26507825 | PA      | $26548911.72   | 0.08%             | 2046-02-25      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                                | CGCMT 23-SMRT A 144A FRN 10-12-40                                                            | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8811000 | PA      | $8991881.02    | 0.03%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                         | CAS 2023-R04 1M1 144A FRN 05-25-43                                                           | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6581808 | PA      | $6680824.93    | 0.02%             | 2043-05-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                                | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                                          | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5765000 | PA      | $5940653.79    | 0.02%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 09-30-28                                                  | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125500000 | PA      | $127603103.90  | 0.39%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28                           | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4089428 | PA      | $4247412.46    | 0.01%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1M1 144A FRN 05-25-44                                                           | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       723347 | PA      | $723407.72     | 0.00%             | 2044-05-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4919 02-01-53                                                                | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        16077 | PA      | $16233.36      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5010 05-01-53                                                                | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         2790 | PA      | $2815.58       | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5039 06-01-53                                                                | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        10059 | PA      | $10153.44      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8223 06-01-54                                                                | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1340209 | PA      | $1373876.76    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2206 08-01-54                                                                | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       710156 | PA      | $715960.33     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2210 08-01-54                                                                | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2124890 | PA      | $2174255.27    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2243 08-01-54                                                                | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1155650 | PA      | $1168639.33    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2203 08-01-54                                                                | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       202250 | PA      | $204584.85     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2216 08-01-54                                                                | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3045247 | PA      | $3121749.35    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2228 08-01-54                                                                | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       983349 | PA      | $1023932.88    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS8467 07-01-54                                                                | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10491072 | PA      | $10650022.07   | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R05                                                                     | CAS 2023-R05 1M1 144A FRN 06-25-43                                                           | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3012265 | PA      | $3029829.82    | 0.01%             | 2043-06-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06                        | CAS 2023-R06 1M1 144A FRN 07-25-43                                                           | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1808172 | PA      | $1812484.12    | 0.01%             | 2043-07-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8342 07-01-53                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       123217 | PA      | $124358.40     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8331 06-01-53                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        45298 | PA      | $45713.17      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5072 07-01-53                                                                | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        38259 | PA      | $38600.65      | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8341 07-01-53                                                                | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        96525 | PA      | $95457.40      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 2024-R01 1M2 144A FRN 01-25-44                                                           | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3943000 | PA      | $3974847.61    | 0.01%             | 2044-01-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC7823 12-01-54                                                                | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        53334 | PA      | $54504.70      | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FA0608 02-01-55                                                                | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16654351 | PA      | $16754710.58   | 0.05%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5699 05-01-55                                                                | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6041927 | PA      | $5959949.84    | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8532 05-01-55                                                                | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5599908 | PA      | $5524791.18    | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5735 06-01-55                                                                | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14271516 | PA      | $14359343.23   | 0.04%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5701 05-01-55                                                                | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1299020 | PA      | $1326933.67    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5734 06-01-55                                                                | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3072445 | PA      | $3030835.23    | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                     | HY 2025-SPRL A 144A FRN 01-13-40                                                             | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8259000 | PA      | $8460759.11    | 0.03%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                            | HGMT 2025-HGLR A 144A FRN 02-05-45                                                           | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5233000 | PA      | $5361506.78    | 0.02%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI A 144A FRN 03-15-42                                                            | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5501000 | PA      | $5511044.83    | 0.02%             | 2042-03-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                               | TOWN 2025-STAY A 144A FRN 03-15-42                                                           | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18906000 | PA      | $18916757.51   | 0.06%             | 2042-03-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                                                     | KSL 2024-HT2 A 144A FRN 12-15-39                                                             | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8149221 | PA      | $8159505.18    | 0.03%             | 2039-12-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2024-01                                                                     | MCAS 2024-01 M7 144A FRN 07-25-54                                                            | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |      3284991 | PA      | $3325695.20    | 0.01%             | 2054-07-25      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4978 04-01-53                                                                | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11503777 | PA      | $11396182.35   | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6114 02-01-52                                                                | CUSIP: 3133KMYK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       613448 | PA      | $492422.38     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5873 07-01-54                                                                | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1417569 | PA      | $1452753.26    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7692 08-01-54                                                                | CUSIP: 3140AHRN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1340392 | PA      | $1372373.63    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC0296 08-01-54                                                                | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       376586 | PA      | $389926.46     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8363 09-01-53                                                                | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4235462 | PA      | $4346985.98    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5191 11-01-53                                                                | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11188923 | PA      | $11456427.43   | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5446 08-01-54                                                                | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        10257 | PA      | $10643.60      | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7687 08-01-54                                                                | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       494495 | PA      | $508939.98     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7039 07-01-54                                                                | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       916408 | PA      | $941235.77     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7690 08-01-54                                                                | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       457393 | PA      | $472957.61     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI3333 04-01-54                                                                | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       563585 | PA      | $583166.66     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5692 05-01-54                                                                | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       787289 | PA      | $815090.32     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                                   | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                                       | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2959020 | PA      | $2979567.50    | 0.01%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                     | MCAS 2025-01 M1 144A FRN 05-25-55                                                            | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1986348 | PA      | $2019190.39    | 0.01%             | 2055-05-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8219 06-01-54                                                                | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1180297 | PA      | $1211021.01    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3432 07-01-53                                                                | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1051823 | PA      | $1093539.42    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5896 07-01-54                                                                | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       954482 | PA      | $979057.12     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                                                                                       | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |      1730305 | NS      | $32902867.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | CHEVRON CORP                                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464155 | NS      | $89725803.05   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC                                                                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      5470774 | NS      | $352864923.00  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE POST AG                                                                 | DEUTSCHE POST AG                                                                             | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      2400568 | NS      | $141789792.43  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| MMP 2025-A                                                                       | MMP 2025-A A 144A 5.36% 12-15-31                                                             | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       296596 | PA      | $298628.73     | 0.00%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                      | MLANE 2025-C A 144A 4.78% 12-16-30                                                           | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5374000 | PA      | $5369238.64    | 0.02%             | 2030-12-16      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-A                                                                      | NMEF 2025-A A2 144A 4.72% 07-15-32                                                           | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2043919 | PA      | $2050073.62    | 0.01%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 2025-1A A2 144A 4.94% 10-20-28                                                          | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2164977 | PA      | $2175290.51    | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                      | PRNT 2025-A A 144A 4.84% 09-15-29                                                            | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5458000 | PA      | $5442351.91    | 0.02%             | 2029-09-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C                                        | SMB 2023-C A1B 144A FRN 11-15-52                                                             | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3169527 | PA      | $3204338.30    | 0.01%             | 2052-11-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                     | SSTRT 2025-A B 144A 5.038% 07-25-31                                                          | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |       276288 | PA      | $278138.18     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 2025-1A A3 144A 5.11% 11-21-33                                                         | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7677000 | PA      | $7782466.63    | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                                  | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                                       | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2461793 | PA      | $2460512.47    | 0.01%             | 2032-07-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                     | SSTRT 2025-B B 144A 4.925% 12-29-32                                                          | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2742232 | PA      | $2759653.20    | 0.01%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 2020-1 A1 144A 1.69% 07-15-60                                                           | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2816168 | PA      | $2366831.78    | 0.01%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA1                                                                  | STACR 2025-DNA1 A1 144A FRN 01-25-45                                                         | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-CBDO         | CORP              | US        |      1284290 | PA      | $1285693.73    | 0.00%             | 2045-01-25      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                   | SWCH 2025-DATA A 144A FRN 02-15-42                                                           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18578000 | PA      | $18442083.35   | 0.06%             | 2042-02-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                  | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                         | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |      1245935 | PA      | $1250623.20    | 0.00%             | 2045-05-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                             | TCN 2023-SFR1 C 144A 5.1% 07-17-40                                                           | CUSIP: 89616WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       425000 | PA      | $422187.35     | 0.00%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                                  | USCLN 2025-SUP1 B 144A 5.582% 02-25-32                                                       | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2252544 | PA      | $2261036.18    | 0.01%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                             | TCN 2023-SFR1 B 144A 5.1% 07-17-40                                                           | CUSIP: 89616WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1635000 | PA      | $1626278.91    | 0.01%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR4                                                                    | TCN 2024-SFR4 A 144A 4.3% 11-17-41                                                           | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4600076 | PA      | $4522049.28    | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                     | MCAS 2025-01 M2 144A FRN 05-25-55                                                            | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1779000 | PA      | $1785495.13    | 0.01%             | 2055-05-25      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM3                                                           | MFRA 2025-NQM3 A1 144A 5.261% 08-25-70                                                       | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-CBDO         | CORP              | US        |      5143360 | PA      | $5155550.24    | 0.02%             | 2070-08-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 05-01-56                                                                   | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3030 | PA      | $2841.93       | 0.00%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 05-01-56                                                                   | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23078801 | PA      | $18471395.33   | 0.06%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB4852 10-01-52                                                                | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2186103 | PA      | $2112938.50    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5166 10-01-53                                                                | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9246320 | PA      | $9475601.38    | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     15600000 | PA      | $17865570.76   | 0.06%             | 2079-12-31      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 4.087% 02-17-33                                        | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |      7720000 | PA      | $8815942.42    | 0.03%             | 2033-02-17      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.42% 04-09-31                                             | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       330000 | PA      | $327206.88     | 0.00%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.516% 01-21-32/31                                          | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8900000 | PA      | $8772382.90    | 0.03%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5139 09-01-53                                                                | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2301059 | PA      | $2356537.78    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7331 10-01-53                                                                | CUSIP: 3140QTED7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30238732 | PA      | $30543810.95   | 0.09%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.065% 01-21-37/36                                          | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     11230000 | PA      | $10983007.38   | 0.03%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA SA ESP                                                      | GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 4.875% 05-15-30                               | CUSIP: 40053XAA7<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |      3590000 | PA      | $3520587.35    | 0.01%             | 2030-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT                                                    | INDONESIA ASAHAN ALUMINIUM PT 144A LIFE SR UNSEC 5.45% 05-15-30                              | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      1580000 | PA      | $1608430.52    | 0.00%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.898% 01-22-37/36                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4525000 | PA      | $4412730.23    | 0.01%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.5 UMBS TBA 05-01-56                                                                   | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    138649570 | PA      | $126222547.69  | 0.39%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 05-01-56                                                                   | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1110000 | PA      | $1151764.86    | 0.00%             | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK (THE)                                                     | KOREA DEVELOPMENT BANK 6.75% 07-01-30                                                        | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | USGA              | KR        |    549000000 | PA      | $5536513.63    | 0.02%             | 2030-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | KREDITANSTALT FUER WIEDERAUFBAU EUR REG S SR UNSEC (B) 2.375% 06-29-29                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       125000 | PA      | $144902.64     | 0.00%             | 2029-06-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT IMPORT BANK ZRT                                                    | MAGYAR EXPORT-IMPORT BAN EUR REG S SR UNSEC 6.0% 05-16-29                                    | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | USGA              | HU        |      3665000 | PA      | $4573423.71    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.493% 01-16-32/31                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2380000 | PA      | $2342379.34    | 0.01%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL HOLDINGS INC EUR SR UNSEC 2.989% 02-10-30                             | CUSIP: 65339KDZ0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      2085000 | PA      | $2416530.73    | 0.01%             | 2030-02-10      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL HOLDINGS INC EUR SR UNSEC 3.624% 02-10-34                             | CUSIP: 65339KEA4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      2490000 | PA      | $2885975.55    | 0.01%             | 2034-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                    | OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27                                            | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |      1723000 | PA      | $1705323.74    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.8% 04-15-36                                                     | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      3915000 | PA      | $4019976.81    | 0.01%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                  | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    143205000 | PA      | $145860020.70  | 0.45%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                  | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      5395000 | PA      | $4496462.75    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S REG S 1.5% 10-01-40                                                  | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    119002746 | PA      | $16851004.89   | 0.05%             | 2040-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S REG S 0.5% 10-01-43                                                  | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    146032916 | PA      | $18791862.83   | 0.06%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S REG S 1.0% 10-01-53                                                  | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     44858529 | PA      | $5397973.62    | 0.02%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S REG S 1.0% 10-01-50                                                  | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     43417218 | PA      | $5270816.10    | 0.02%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                    | NYMT 2024-CP1 A1 144A FRN 02-25-68                                                           | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3749684 | PA      | $3486794.12    | 0.01%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NYC 2025-28L                                                                     | NYC 2025-28L A 144A FRN 11-05-38                                                             | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8497000 | PA      | $8478561.51    | 0.03%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8402 02-01-54                                                                | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9960679 | PA      | $10190462.36   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5296 03-01-54                                                                | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        43772 | PA      | $44089.34      | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2026-R1 TRUST                                                                | OBX 2026-R1 A1 144A FRN 01-25-63                                                             | CUSIP: 67124AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16037750 | PA      | $15917578.98   | 0.05%             | 2063-01-25      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                    | OBX 2024-NQM5 A1 144A 5.988% 01-25-64                                                        | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |      4127909 | PA      | $4155458.56    | 0.01%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 05-01-56                                                                   | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4428974 | PA      | $4260850.15    | 0.01%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 05-01-56                                                                   | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2083954 | PA      | $2094646.77    | 0.01%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 06-01-56                                                                   | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28661253 | PA      | $22929317.67   | 0.07%             | 2056-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 06-01-56                                                                   | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    118998971 | PA      | $114379549.94  | 0.35%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 06-01-56                                                                   | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2549046 | PA      | $2559137.67    | 0.01%             | 2056-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 06-01-56                                                                   | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1740 | PA      | $1630.77       | 0.00%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8408 03-01-54                                                                | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1751128 | PA      | $1763157.80    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5271 02-01-54                                                                | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        61133 | PA      | $61567.37      | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                          | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.875% 01-12-36                                | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     10959000 | PA      | $10795349.25   | 0.03%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                        | TYCO ELECTRONICS GROUP SA SR UNSEC 4.875% 02-09-36                                           | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     14180000 | PA      | $13974304.92   | 0.04%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                             | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                                        | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7688332 | PA      | $7757872.72    | 0.02%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                    | OBX 2025-NQM1 A1 144A 5.547% 12-25-64                                                        | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |      5682506 | PA      | $5717021.99    | 0.02%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                    | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                                        | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |      9984682 | PA      | $10070070.53   | 0.03%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX NOK 4.305% 02-16-26/02-16-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-773621.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4191 03-01-53                                                                | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       177620 | PA      | $180214.79     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                           | SUMISHO AIR LEASE CORP 144A SR UNSEC 4.5% 03-24-29                                           | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      6405000 | PA      | $6367120.83    | 0.02%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                           | SUMISHO AIR LEASE CORP 144A SR UNSEC 4.85% 03-24-31                                          | CUSIP: 873923AE6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      7325000 | PA      | $7262363.93    | 0.02%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| TENNET NETHERLANDS BV                                                            | TENNET NETHERLANDS BV EUR REG S SR UNSEC (B) 3.25% 04-01-36                                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      9200000 | PA      | $10742922.68   | 0.03%             | 2036-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERUS 2026-R1                                                                    | VERUS 2026-R1 A1 144A 4.832% 10-25-67                                                        | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-CBDO         | CORP              | US        |      3136087 | PA      | $3109875.20    | 0.01%             | 2067-10-25      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2026-2                                                                     | VERUS 2026-2 A1 144A FRN 02-25-71                                                            | CUSIP: 92490GAF5<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-CBDO         | CORP              | US        |     23983939 | PA      | $23808951.95   | 0.07%             | 2071-02-25      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 2024-4 A2 144A 6.572% 06-25-69                                                         | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |      5039964 | PA      | $5090671.20    | 0.02%             | 2069-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 2024-4 A1 144A 6.218% 06-25-69                                                         | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     11228834 | PA      | $11353249.88   | 0.04%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC                                                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       247297 | NS      | $79271053.35   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY (NEW)                                               | LINDE PUBLIC LIMITED COMPANY (NEW)                                                           | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |       200000 | NS      | $100228000.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY AND CO                                                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       475235 | NS      | $444154631.00  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       726652 | NS      | $138492604.68  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1650355 | NS      | $672981761.90  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                    | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                                | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       169625 | NS      | $101655989.43  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: IRS RECFIX EUR 2.5293% 03-10-26/10-10-30 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3666477.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX SEK 2.417% 02-10-26/02-10-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $659599.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.4712% 02-16-26/02-16-31 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $780462.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW FWD SALE TO USD NDF 5/6/2026                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3091818.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW FWD SALE TO USD NDF 6/8/2026                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-174730.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW FWD PUR FROM USD NDF 5/6/2026                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $51788.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC EUR SR UNSEC 2.2% 06-15-27                                                  | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      6300000 | PA      | $7335589.86    | 0.02%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | ADOBE INC SR UNSEC 2.15% 02-01-27                                                            | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      3585000 | PA      | $3538007.82    | 0.01%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC EUR SR UNSEC 2.05% 05-19-32                                                         | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3440000 | PA      | $3698419.97    | 0.01%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.75% 06-01-31                                                             | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2525000 | PA      | $2305653.25    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45                                               | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       665000 | PA      | $565475.44     | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 3.2% 05-14-26                                                            | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2998977.00    | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | ABBOTT LABORATORIES SR UNSEC 3.75% 11-30-26                                                  | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      1133000 | PA      | $1131998.43    | 0.00%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.3% 06-01-27                                                              | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $978905.00     | 0.00%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 2.5% 06-03-50                                                        | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4165000 | PA      | $2418065.72    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27                                              | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      6520000 | PA      | $7535876.96    | 0.02%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31                                              | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      4757000 | PA      | $4298415.69    | 0.01%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MIDEA GROUP CO LTD                                                               | MIDEA GROUP CO LTD A (SZSE NORTH)                                                            | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     11307578 | NS      | $134493877.06  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG LIFE INSURANCE CO LTD                                                    | SAMSUNG LIFE INSURANCE CO LTD                                                                | CUSIP: N/A<br>LEI: 988400VYE6E0WYSM4S92       | Long             | EC               | CORP              | KR        |       565044 | NS      | $95543144.81   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA GROUP LTD                                                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      5017400 | NS      | $55260932.48   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC PROPERTY & CASUALTY CO LTD                                                  | PICC PROPERTY & CASUALTY CO LTD H                                                            | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |     21396000 | NS      | $38606911.70   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                                    | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     14505200 | NS      | $984736937.10  | 3.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI SANKYO CO LTD                                                            | DAIICHI SANKYO CO LTD                                                                        | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      7500000 | NS      | $124435620.99  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMATSU LTD                                                                      | KOMATSU LTD                                                                                  | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      1366700 | NS      | $57768694.14   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO                                                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1286762 | NS      | $195188927.78  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       963219 | NS      | $124785021.45  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EMAAR DEVELOPMENT PJSC                                                           | EMAAR DEVELOPMENT PJSC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |      6643578 | NS      | $26572091.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 3.5% 09-15-53                                                              | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       652000 | PA      | $422557.29     | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.55% 12-01-33                                                             | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      8900000 | PA      | $7527575.50    | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BPER BANCA SPA                                                                   | BPER BANCA SPA                                                                               | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |      2651638 | NS      | $39120976.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      1125890 | NS      | $37178478.06   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC GBP SR UNSEC 5.2% 11-18-33                                                          | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      6395000 | PA      | $8483680.55    | 0.03%             | 2033-11-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX     | BBVA BANCOMER SA REG S SUB (H) 8.45% 06-29-38/33                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     25343000 | PA      | $27919217.32   | 0.09%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC                                                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1539780 | NS      | $216446874.60  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                                      | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      4583192 | NS      | $101521190.23  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP (NEW)                                                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       470857 | NS      | $48098042.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2                                        | AESOP 2023-2A A 144A 5.2% 10-20-27                                                           | CUSIP: 05377RGJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8068000 | PA      | $8092123.32    | 0.02%             | 2027-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                        | AESOP 2023-6A A 144A 5.81% 12-20-29                                                          | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7122000 | PA      | $7332654.52    | 0.02%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                           | AASET 2025-1A A 144A 5.943% 02-16-50                                                         | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1492540 | PA      | $1507954.88    | 0.00%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-2A                                                                    | AASET 2025-2A A 144A 5.522% 02-16-50                                                         | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4780263 | PA      | $4773904.90    | 0.01%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| APL FINANCE LLC ASHPL_25-1A                                                      | ASHPL 2025-1A A 144A 4.81% 03-20-36                                                          | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |      2083436 | PA      | $2077715.31    | 0.01%             | 2036-03-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX EUR 2.5083% 02-11-26/02-11-31 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-683549.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX SEK 2.432% 02-11-26/02-11-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $631005.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-3                           | AASET 2025-3A A 144A 5.243% 02-16-50                                                         | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21096561 | PA      | $20896629.14   | 0.06%             | 2050-02-16      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                     | BMO 2024-5C8 AS FRN 12-15-57                                                                 | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3360000 | PA      | $3455071.20    | 0.01%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS7031 02-01-54                                                                | CUSIP: 3140XNY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1438304 | PA      | $1482280.43    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS7503 02-01-54                                                                | CUSIP: 3140XPKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1378316 | PA      | $1410224.11    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 2025-1A A 144A 5.783% 02-15-50                                                         | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2074437 | PA      | $2091984.77    | 0.01%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                  | EVGRN 2025-CRT5 B 144A 5.24% 05-15-29                                                        | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |       359000 | PA      | $362012.37     | 0.00%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 2021-1 A 144A 2.38% 06-18-46                                                             | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3428811 | PA      | $3164875.17    | 0.01%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 2025-1A A 144A 4.91% 09-25-29                                                          | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      6128000 | PA      | $6167629.78    | 0.02%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX SEK 2.408% 02-11-26/02-11-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $677505.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX EUR 2.4908% 02-11-26/02-11-31 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-721398.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                            | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       200000 | PA      | $189942.40     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                           | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101424.20     | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29                                        | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |    631090000 | PA      | $37461026.96   | 0.12%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                                    | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2586000 | PA      | $2629524.97    | 0.01%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                           | 200 PARK FUNDING TRUST 144A LIFE SR UNSEC 5.74% 02-15-55                                     | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5805000 | PA      | $5607275.90    | 0.02%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.0% 03-01-32                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       500000 | PA      | $507353.00     | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |     17575000 | PA      | $19532497.45   | 0.06%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | AON CORP SR UNSEC 2.85% 05-28-27                                                             | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       600000 | PA      | $591540.60     | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8447 07-01-54                                                                | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4523803 | PA      | $4618368.46    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5421 07-01-54                                                                | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6921341 | PA      | $7070052.53    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4699 07-01-54                                                                | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3557459 | PA      | $3602350.37    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4700 07-01-54                                                                | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1633171 | PA      | $1679272.31    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QI8872 07-01-54                                                                | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1823263 | PA      | $1846177.99    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI8874 07-01-54                                                                | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2305542 | PA      | $2370214.40    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | ALFA DESARROLLO SPA REG S SR SEC 1ST LIEN SF 4.55% 09-27-51                                  | CUSIP: N/A<br>LEI: 2549006BJAN34R520038       | Long             | DBT              | CORP              | CL        |      7014167 | PA      | $5568252.68    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.2% 03-01-33                                                             | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       800000 | PA      | $772641.60     | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH EUR REG S SR UNSEC (B) 3.97% 09-22-32                                           | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      5400000 | PA      | $6456738.55    | 0.02%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC EUR REG S SR UNSEC (B) 5.75% 02-16-29/28                                       | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      3310000 | PA      | $4052953.70    | 0.01%             | 2029-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.25% 03-02-33                                                            | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10792000 | PA      | $11047155.26   | 0.03%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.65% 03-02-53                                                            | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10895000 | PA      | $10483953.44   | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.95% 02-15-35                                    | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1649981.85    | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                 | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      2693000 | PA      | $2784801.68    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 2.125% 07-12-28                             | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      9491000 | PA      | $9030496.68    | 0.03%             | 2028-07-12      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC EUR SR UNSEC 3.15% 02-11-32                                                 | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       200000 | PA      | $230032.58     | 0.00%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB8872 07-01-54                                                                | CUSIP: 3140QU2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       827888 | PA      | $865044.75     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB8725 06-01-54                                                                | CUSIP: 3140QUVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       531922 | PA      | $555795.19     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC EUR SR UNSEC 4.3% 11-18-34                                                          | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1410000 | PA      | $1695229.72    | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                           | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.5% 01-27-33                           | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      7280000 | PA      | $9078028.98    | 0.03%             | 2033-01-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1964 07-01-54                                                                | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3034832 | PA      | $3159329.94    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8842 07-01-54                                                                | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7860341 | PA      | $7959931.74    | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 4.808% 06-03-30                                               | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      4880000 | PA      | $4922885.44    | 0.02%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                             | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 2.39% 06-03-30                                       | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      3954000 | PA      | $3689259.93    | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD EUR SR UNSEC 0.75% 07-09-27                                     | CUSIP: 874060BA3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      1984000 | PA      | $2270213.10    | 0.01%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                                     | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3546975.90    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX NOK 4.355% 02-13-26/02-13-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-627312.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.4842% 02-13-26/02-13-31 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $743546.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       400000 | PA      | $389560.40     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                                     | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2400560.00    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.15% 04-15-34                                                     | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7926000 | PA      | $7972161.02    | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                              | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3640107.40    | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1963 07-01-54                                                                | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2435369 | PA      | $2465528.52    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8318 07-01-54                                                                | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2821871 | PA      | $2921832.49    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                             | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28                             | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      6200000 | PA      | $7518832.65    | 0.02%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 7.25% 02-13-33                                 | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      6846000 | PA      | $3927892.50    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1975 07-01-54                                                                | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6073200 | PA      | $6260861.92    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8858 07-01-54                                                                | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1198586 | PA      | $1235071.84    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 4.5% 06-01-42                                                              | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      4335000 | PA      | $3844741.85    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 3.25% 01-22-44                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3650000 | PA      | $3672902.37    | 0.01%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8454 08-01-54                                                                | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3591799 | PA      | $3668972.70    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5445 08-01-54                                                                | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7048969 | PA      | $7197687.65    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 4.125% 11-16-28                                                            | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4981095.00    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32                                                    | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       800000 | PA      | $730033.60     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       500000 | PA      | $435302.50     | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 2.0% 11-18-31                                                        | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      8291000 | PA      | $7371022.35    | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                    | MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27                                | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     14783000 | PA      | $14675601.51   | 0.05%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.778% 07-06-29/28                                       | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      7610000 | PA      | $7815888.55    | 0.02%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                            | MINERVA LUXEMBOURG SA REG S SR UNSEC 8.875% 09-13-33                                         | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |     11430000 | PA      | $12197044.44   | 0.04%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                            | NICKEL INDUSTRIES LTD 144A LIFE SR UNSEC 9.0% 09-30-30                                       | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      6590000 | PA      | $6872671.46    | 0.02%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6878 06-01-54                                                                | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2434846 | PA      | $2487160.78    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6901 07-01-54                                                                | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1497955 | PA      | $1530140.42    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S 2.0% 10-01-37                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     11562251 | PA      | $1740568.99    | 0.01%             | 2037-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                                  | NGG FINANCE PLC EUR REG S SUB (H) (B) 2.125% 09-05-82/27                                     | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |     15310000 | PA      | $17666799.23   | 0.05%             | 2082-09-05      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE COMPANY                                                  | NEW YORK LIFE INSURANCE CO 144A LIFE SUB 3.75% 05-15-50                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      1261000 | PA      | $924007.84     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30                     | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      6520000 | PA      | $5709876.96    | 0.02%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC EUR REG S SR UNSEC (B) 0.78% 02-26-30/29                                   | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      8730000 | PA      | $9537927.40    | 0.03%             | 2030-02-26      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC EUR REG S SUB (B) 1.043% 09-14-32/27                                       | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $799220.21     | 0.00%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.0% 01-09-34                     | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       780000 | PA      | $781501.50     | 0.00%             | 2034-01-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE SA GBP REG S SR UNSEC (B) 5.375% 11-22-50                                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2320432.54    | 0.01%             | 2050-11-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | VERALTO CORP EUR SR UNSEC 4.15% 09-19-31                                                     | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |      1850000 | PA      | $2213528.96    | 0.01%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | VERALTO CORP SR UNSEC 5.45% 09-18-33                                                         | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      3620000 | PA      | $3707969.62    | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2314 09-01-54                                                                | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5783781 | PA      | $5943980.20    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2298 09-01-54                                                                | CUSIP: 3142GSRU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2559115 | PA      | $2579277.79    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.2% 09-26-35                                                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       229000 | PA      | $213509.98     | 0.00%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 2.65% 07-15-26                                                          | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      6024000 | PA      | $6002741.30    | 0.02%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2309 09-01-54                                                                | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2405097 | PA      | $2465517.45    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-9                                                                     | VERUS 2024-9 A1 144A FRN 11-25-69                                                            | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |      2030851 | PA      | $2040690.21    | 0.01%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                          | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34                                    | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      8145000 | PA      | $4444115.63    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                          | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.95% 03-05-54                                    | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      1040000 | PA      | $555008.48     | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-7                                                                     | VERUS 2025-7 A1 144A 5.129% 08-25-70                                                         | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-CBDO         | CORP              | US        |      7013596 | PA      | $7028205.09    | 0.02%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                                                               | FRANCO-NEVADA CORP (USD)                                                                     | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |       520741 | NS      | $119947481.94  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                    | REGENERON PHARMACEUTICALS INC SR UNSEC 1.75% 09-15-30                                        | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      3502000 | PA      | $3113540.65    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                            | MALAYSIA GOVERNMENT BOND MYR 4.054% 04-18-39                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     39265000 | PA      | $10093828.79   | 0.03%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICAN UDIBONOS MXN I/L 4.0% 10-29-54                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        25716 | PA      | $138013.45     | 0.00%             | 2054-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       150951 | PA      | $28197639.48   | 0.09%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                               | NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     22864000 | PA      | $14770892.38   | 0.05%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                             | REPUBLIC OF POLAND GOVERNMENT BOND PLN 2.75% 10-25-29                                        | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     16670000 | PA      | $4292460.62    | 0.01%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                           | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 0.475% 10-18-30                        | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     13170000 | PA      | $13976347.34   | 0.04%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                        | PHILIPPINE GOVERNMENT INTERNATIONAL BOND EUR 0.7% 02-03-29                                   | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |      4970000 | PA      | $5429621.60    | 0.02%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                           | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.5% 06-18-38                          | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |       455000 | PA      | $529204.65     | 0.00%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38                                        | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      3332000 | PA      | $3955917.00    | 0.01%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                           | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.625% 06-12-54                        | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      4545000 | PA      | $4959684.99    | 0.02%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERU GOVERNMENT BOND PEN 144A LIFE/REG S 7.6% 08-12-39                                       | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    325591000 | PA      | $97814486.70   | 0.30%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                                                               | FRANCO-NEVADA CORP                                                                           | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |       203004 | NS      | $46834316.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                              | IMPERIAL BRANDS PLC                                                                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      7322616 | NS      | $278717106.14  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| VERALLIA SAS                                                                     | VERALLIA SA EUR REG S SR UNSEC (B) 3.875% 11-04-32                                           | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3933835.39    | 0.01%             | 2032-11-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 4.78% 02-15-35                                           | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5560000 | PA      | $5397119.80    | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC                                                                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       918712 | NS      | $89923530.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC CV PFD EQUITY UNITS 7.234% 11-01-27                                       | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      1842800 | NS      | $99271636.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE OVERSEAS LTD                                                                | VALE OVERSEAS LTD SR UNSEC 3.75% 07-08-30                                                    | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |      3478000 | PA      | $3336581.04    | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC EUR SR UNSEC 0.75% 03-22-32                                       | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      4480000 | PA      | $4486889.13    | 0.01%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | NEWMONT CORP                                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1303355 | NS      | $144789706.95  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                                        | NESTLE SA                                                                                    | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       668117 | NS      | $67766260.65   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV                                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      4794581 | NS      | $139066600.00  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                                                         | ITAU UNIBANCO HOLDING SA PN ADR                                                              | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     11518316 | NS      | $100209349.20  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC EUR SR UNSEC 0.375% 03-22-29                                      | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      9780000 | PA      | $10614291.18   | 0.03%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 01-31-29                                                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3231300 | PA      | $3239125.89    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                           | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.375% 06-15-40                        | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |        40000 | PA      | $45189.61      | 0.00%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                       | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 9.0% 01-31-40                                   | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    313130000 | PA      | $18392287.16   | 0.06%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 03-31-29                                                  | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54850000 | PA      | $55167098.82   | 0.17%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 04-15-27                                                    | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     77457000 | PA      | $77991035.03   | 0.24%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                       | PROVINCE OF SASKATCHEWAN CANADA CAD 3.05% 12-02-28                                           | CUSIP: 803854KF4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      8000000 | PA      | $5889027.13    | 0.02%             | 2028-12-02      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.45% 04-30-29                                     | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      5780000 | PA      | $6534077.32    | 0.02%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 07-31-30                                                  | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39508000 | PA      | $39336697.26   | 0.12%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-35                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     79890000 | PA      | $79200325.61   | 0.24%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.8% 07-30-27                                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     23070000 | PA      | $26476748.91   | 0.08%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.5% 10-31-31                                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     14540000 | PA      | $14936966.96   | 0.05%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       637332 | NS      | $199631502.36  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: IRS RECFIX EUR 2.518% 03-10-26/10-10-30 LCH                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-7805470.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.62% 08-31-27                                                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    337000000 | PA      | $335992268.90  | 1.04%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 08-31-30                                                  | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20029000 | PA      | $19730912.40   | 0.06%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: IRS PAYFIX EUR 2.66127% 06-10-26/04-16-31 LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $3749017.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: IRS PAYFIX EUR 2.71986% 06-10-26/04-16-31 LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1377370.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 09-30-27                                                    | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4170000 | PA      | $4149720.04    | 0.01%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1999000 | PA      | $1969093.16    | 0.01%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 0.0% 01-31-27                                                      | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     20670000 | PA      | $23814938.62   | 0.07%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | SERBIA INTERNATIONAL BOND 144A LIFE 6.25% 05-26-28                                           | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      3915000 | PA      | $4021883.42    | 0.01%             | 2028-05-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC                                                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       614230 | NS      | $57498070.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC                                                                            | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      8500000 | NS      | $152052629.35  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: IRS PAYFIX EUR 2.66317% 06-10-26/04-16-31 LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1858341.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.2577% 03-05-25/03-05-30 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $474659.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | NORTHROP GRUMMAN CORP                                                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        50407 | NS      | $29209848.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA CORP                                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3659895 | NS      | $730405245.15  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                      | TREASURY CORP OF VICTORIA EUR REG S 3.625% 09-29-40                                          | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |      9965000 | PA      | $11457654.35   | 0.04%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 10-31-30                                                  | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20150000 | PA      | $19839091.55   | 0.06%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.15% 04-30-33                                     | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     16027000 | PA      | $18773089.16   | 0.06%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1M2 144A FRN 05-25-44                                                           | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8122000 | PA      | $8150378.27    | 0.03%             | 2044-05-25      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                   | CFMT 2024-HB15 A 144A FRN 08-25-34                                                           | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      3862857 | PA      | $3852840.75    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R01                                                                     | CAS 2025-R01 1A1 144A FRN 01-25-45                                                           | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3474334 | PA      | $3477891.31    | 0.01%             | 2045-01-25      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | OMNICOM GROUP INC                                                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       814397 | NS      | $62480537.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                                       | PACCAR INC                                                                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       298729 | NS      | $35489005.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.2592% 03-05-25/03-05-30 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $473400.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.2562% 03-05-25/03-05-30 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $475919.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP                                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      5334000 | NS      | $88651080.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                                                     | POWER GRID CORP OF INDIA LTD                                                                 | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |     40000000 | NS      | $135015718.65  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.1912% 03-06-25/03-06-30 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $494540.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.8972% 09-11-25/09-11-55 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $712728.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 11-15-35                                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21585000 | PA      | $20950096.65   | 0.06%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-55                                                  | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37575500 | PA      | $35450135.78   | 0.11%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX EUR 2.8698% 01-13-26/01-13-36 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-396384.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX SEK 2.936% 01-13-26/01-13-36 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $137465.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 11-30-27                                                  | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        12700 | PA      | $12603.51      | 0.00%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 4.25% 06-07-32                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     19255000 | PA      | $25734544.67   | 0.08%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1963557 | NS      | $324124353.99  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                       | PINNACLE WEST CAPITAL CORP                                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1072251 | NS      | $111213873.72  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX SEK 2.946% 01-13-26/01-13-36 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $116222.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX EUR 2.8803% 01-13-26/01-13-36 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-373528.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR C USD P FX OPT @ 1.185 06-08-26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    161785000 | PA      | $824879.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR C USD P FX OPT @ 1.21 06-08-26                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    161785000 | PA      | $-168003.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8536 05-01-54                                                                | CUSIP: 3140QUPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1436455 | PA      | $1462684.95    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1413 05-01-54                                                                | CUSIP: 3142GRSB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11260669 | PA      | $11466288.51   | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 2.5% 07-22-65                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     22800000 | PA      | $15813493.43   | 0.05%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 1.25% 07-22-27                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      9740000 | PA      | $12768910.94   | 0.04%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS8131 06-01-54                                                                | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6011390 | PA      | $6106598.26    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 0.375% 10-22-30                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     35395000 | PA      | $40406493.17   | 0.12%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 0.25% 07-31-31                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3715000 | PA      | $4071447.00    | 0.01%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX EUR 2.8878% 01-13-26/01-13-36 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-357004.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX SEK 2.957% 01-13-26/01-13-36 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $92773.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UTD KINGDOM GILT GBP REG S 1.25% 07-31-51                                                    | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     27194796 | PA      | $15067233.53   | 0.05%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UK CONV GILT GBP REG S 1.0% 01-31-32                                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      2920000 | PA      | $3257285.78    | 0.01%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-SCHATZ 2YR FUT DUM6 06-08-26                                                            | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         2345 | NC      | $779724.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BUXL 30YR FUT UBM6 06-08-26                                                             | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          118 | NC      | $7591.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BUND 10YR FUT RXM6 06-08-26                                                             | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          959 | NC      | $221685.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP                                                                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       608354 | NS      | $34469337.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 3.25% 01-31-33                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     38245000 | PA      | $47657667.17   | 0.15%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 05-15-53                                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15654000 | PA      | $12399680.55   | 0.04%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX EUR 2.8663% 01-14-26/01-14-36 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-459920.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX SEK 2.929% 01-14-26/01-14-36 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $173290.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON ADR                                                                               | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      3691051 | NS      | $60385594.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON                                                                                   | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      8221395 | NS      | $134781866.41  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING HOLDINGS LTD                                                              | VIKING HOLDINGS LTD                                                                          | CUSIP: N/A<br>LEI: 52990032GOPN7BVQMN13       | Long             | EC               | CORP              | BM        |       487612 | NS      | $39940298.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                                         | VOLVO AB CL B                                                                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      4760513 | NS      | $166024128.27  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                       | VERTEX PHARMACEUTICALS INC                                                                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       781621 | NS      | $334049182.98  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                          | VERSANT MEDIA GROUP INC CL A                                                                 | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |       111671 | NS      | $4488057.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO                                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       540015 | NS      | $44405433.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | WASTE MANAGEMENT INC                                                                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       510780 | NS      | $118781889.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC                                                                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1266929 | NS      | $105091760.55  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 6/22/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $306214.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX SEK 2.924% 01-14-26/01-14-36 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $185456.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX EUR 2.8563% 01-14-26/01-14-36 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-479173.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 7/7/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $895639.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 7/7/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $39816.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-472585.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD FWD SALE TO EUR 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-491685.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1201590.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                                               | QANTAS AIRWAYS LTD                                                                           | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      6567745 | NS      | $40025722.45   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD                                                                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       240558 | NS      | $63449578.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RHEINMETALL AG                                                                   | RHEINMETALL AG                                                                               | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |        66624 | NS      | $106110043.97  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                                         | ROLLS-ROYCE HOLDINGS PLC                                                                     | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      3104997 | NS      | $50647238.68   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP                                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2478600 | NS      | $436407102.00  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC                                                             | RYANAIR HOLDINGS PLC                                                                         | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |      1300974 | NS      | $34747077.70   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                                                        | SAFRAN SA                                                                                    | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        91352 | NS      | $29127021.44   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| SANOFI                                                                           | SANOFI                                                                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       939489 | NS      | $87767002.34   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP                                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1621811 | NS      | $170825352.63  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | SOUTHERN COPPER CORP                                                                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       268580 | NS      | $46112500.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC (LONDON)                                                                           | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      3116020 | NS      | $141452290.11  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC                                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |      7758076 | NS      | $197176773.37  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                             | SMURFIT WESTROCK PLC                                                                         | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      2707562 | NS      | $103943305.18  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                                                     | STRYKER CORP                                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       231286 | NS      | $72885157.18   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                                       | SYSCO CORP                                                                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       702095 | NS      | $52453517.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC                                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      9498668 | NS      | $248200194.84  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                                                              | TRANSDIGM GROUP INC                                                                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106628 | NS      | $123686347.44  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                                                          | AUS GB 3YR FUT YMM6 06-15-26                                                                 | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |         6991 | NC      | $1412508.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                                                          | AUS GB 10YR FUT XMM6 06-15-26                                                                | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |         4329 | NC      | $-1658917.37   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                    | CORRA 90DAY FUT CORM6 09-15-26                                                               | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |            5 | NC      | $1974.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                    | CORRA 90DAY FUT CORH6 06-16-26                                                               | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          113 | NC      | $1142.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                    | CAN GB 5YR FUT XQM6 06-19-26                                                                 | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          650 | NC      | $-1048972.28   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTERNATIONAL INC EUR SR UNSEC 0.75% 03-10-32                                      | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1067667.48    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30                                                    | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1215831.60    | 0.00%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                                   | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4619000 | PA      | $4480577.81    | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4916 08-01-54                                                                | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1776177 | PA      | $1820796.75    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5813 07-01-54                                                                | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3867790 | PA      | $3967320.03    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8757 08-01-54                                                                | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3991691 | PA      | $4111325.93    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4968 08-01-54                                                                | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       875687 | PA      | $894927.37     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8866 09-01-54                                                                | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3671848 | PA      | $3777449.88    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3163 12-01-54                                                                | CUSIP: 3142GTQR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1583506 | PA      | $1570156.58    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8469 10-01-54                                                                | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       175522 | PA      | $176580.37     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5472 09-01-54                                                                | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        32126 | PA      | $33336.04      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8475 11-01-54                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3403643 | PA      | $3424854.62    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QX1414 12-01-54                                                                | CUSIP: 31425VSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       257630 | PA      | $259186.53     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Z40273 10-01-48                                                                    | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       203668 | PA      | $200049.27     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS9792 12-01-50                                                                | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       127195 | PA      | $124774.93     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8795 08-01-54                                                                | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       236182 | PA      | $241432.52     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BU5361 12-01-54                                                                | CUSIP: 3140M65X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       822576 | PA      | $815641.42     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX1743 12-01-54                                                                | CUSIP: 31425V5D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       707655 | PA      | $701689.55     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX2834 12-01-54                                                                | CUSIP: 31425XEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       240917 | PA      | $238873.40     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV0894 01-01-52                                                                | CUSIP: 3140MD7G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       355739 | PA      | $285710.02     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4769 09-01-52                                                                | CUSIP: 31418EJP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        56171 | PA      | $45164.49      | 0.00%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB7061 12-01-50                                                                | CUSIP: 3133ADZ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       378668 | PA      | $304249.71     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BU8256 02-01-52                                                                | CUSIP: 3140MAE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1090210 | PA      | $875231.31     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD0838 01-01-52                                                                | CUSIP: 3132DM4X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3799873 | PA      | $3045161.18    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB2361 12-01-51                                                                | CUSIP: 3140QMTT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5091783 | PA      | $4080564.73    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5587 01-01-55                                                                | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       390505 | PA      | $398964.70     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8507 02-01-55                                                                | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1087236 | PA      | $1110597.26    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8506 02-01-55                                                                | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1411534 | PA      | $1420040.34    | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5615 02-01-55                                                                | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2926118 | PA      | $2988991.30    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                                                    | CAN GB 10YR FUT CNM6 06-19-26                                                                | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          548 | NC      | $780456.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | AUD FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-29480.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5647 03-01-55                                                                | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1956100 | PA      | $1998130.46    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8491 12-01-54                                                                | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         1143 | PA      | $1127.49       | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-633863.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 5/15/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $497286.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | INR FWD PUR FROM USD NDF 5/6/2026                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-126764.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | INR FWD SALE TO USD NDF 6/4/2026                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $166243.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 5/7/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10321.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BOBL 5YR FUT OEM6 06-08-26                                                              | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         2024 | NC      | $-859700.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | FRA GB 10YR FUT OATM6 06-08-26                                                               | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |           16 | NC      | $73946.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | ITA GB 2YR FUT BTSM6 06-08-26                                                                | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         3813 | NC      | $-4626944.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | ITA GB 10YR FUT IKM6 06-08-26                                                                | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         1937 | NC      | $-1904323.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                         | JPN GB 10YR FUT JBM6 06-15-26                                                                | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |          193 | NC      | $-2799492.01   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT ULTRA UXYM6 06-18-26                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1509 | NC      | $1332884.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 30YR FUT ULTRA WNM6 06-18-26                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1290 | NC      | $-4144020.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT TYM6 06-18-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         2528 | NC      | $-6384543.68   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 20YR FUT USM6 06-18-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          959 | NC      | $-4540544.08   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | UKG 10YR FUT G M6 06-26-26                                                                   | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |          929 | NC      | $-5650991.87   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 2YR FUT TUM6 06-30-26                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         7575 | NC      | $-8228370.45   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 5YR FUT FVM6 06-30-26                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        11070 | NC      | $-12089227.01  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                    | CAN GB 2YR FUT CVM6 06-19-26                                                                 | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         1047 | NC      | $-691481.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC                                                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       418419 | NS      | $155015871.12  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP                                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1194248 | NS      | $321825951.04  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                                               | UNITED RENTALS INC                                                                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        54798 | NS      | $52597312.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WEFUN 2025-1                                                                     | WEFUN 2025-1 A 144A 4.75% 07-16-35                                                           | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1622000 | PA      | $1630145.68    | 0.01%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                  | ONDK 2024-1A B 144A 7.15% 06-17-31                                                           | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3554000 | PA      | $3572008.12    | 0.01%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                  | ONDK 2024-1A A 144A 6.27% 06-17-31                                                           | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13966000 | PA      | $14072700.24   | 0.04%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO ENAP                                               | EMPRESA NACIONAL DEL PETROLEO 144A LIFE SR UNSEC 5.95% 07-30-34                              | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      5855000 | PA      | $6059216.55    | 0.02%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 3.244% 10-05-26                                          | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $7366115.40    | 0.02%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.3% 01-30-34                                          | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |     60460000 | PA      | $3617656.30    | 0.01%             | 2034-01-30      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.35% 03-15-44                                                           | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24350.85      | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.5% 03-15-64                                                            | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        75000 | PA      | $71171.93      | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28                                     | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      3275000 | PA      | $3102656.40    | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                                     | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4850000 | PA      | $4833136.55    | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                                    | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       275000 | PA      | $272241.75     | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                                 | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     20530000 | PA      | $21366618.03   | 0.07%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33                                                     | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     19913000 | PA      | $22132662.28   | 0.07%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA EUR REG S SUB (B) 4.271% 11-14-36/31                                     | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      9650000 | PA      | $11398886.70   | 0.04%             | 2036-11-14      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                                    | INTERSTATE POWER AND LIGHT CO SR UNSEC 2.3% 06-01-30                                         | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2425473.45    | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV EUR REG S SR UNSEC (B) 5.25% 11-14-33/32                                        | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      6400000 | PA      | $8144890.66    | 0.03%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA GBP REG S SR NON PREF (B) 6.5% 03-14-29/28                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2945000 | PA      | $4102059.73    | 0.01%             | 2029-03-14      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4512186.00    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8030000 | PA      | $8263416.04    | 0.03%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                            | HUNGARY GOVERNMENT BOND HUF 3.0% 08-21-30                                                    | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  36548270000 | PA      | $105304603.78  | 0.33%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                            | HUNGARY GOVT BOND HUF 3.0% 04-25-41                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   6735430000 | PA      | $15407740.00   | 0.05%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 1.35% 04-01-30                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     15565000 | PA      | $17136698.01   | 0.05%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5614 02-01-55                                                                | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       854531 | PA      | $859724.05     | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.81% 10-22-36/35                                               | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       355000 | PA      | $344979.77     | 0.00%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.0% 03-20-42                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1097231.01    | 0.00%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.299% 07-24-29/28                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5320000 | PA      | $5409407.92    | 0.02%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                        | KOREA ELECTRIC POWER CORP 144A LIFE SR UNSEC 4.75% 02-13-28                                  | CUSIP: 500631BD7<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | USGA              | KR        |       605000 | PA      | $609774.66     | 0.00%             | 2028-02-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SL0799 03-01-55                                                                | CUSIP: 31427M3H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1908052 | PA      | $1882507.13    | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8534 05-01-55                                                                | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       559597 | PA      | $571621.36     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM6556 03-01-51                                                                | CUSIP: 3140XAJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       215286 | PA      | $172534.86     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5762 07-01-55                                                                | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1577676 | PA      | $1637096.36    | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5761 07-01-55                                                                | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4437906 | PA      | $4533267.79    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY7483 07-01-55                                                                | CUSIP: 31426SJ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       689276 | PA      | $704745.46     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FA1162 04-01-55                                                                | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       800450 | PA      | $817650.51     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD4459 04-01-55                                                                | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       730133 | PA      | $746061.33     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6499 12-01-51                                                                | CUSIP: 3133KNGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       445912 | PA      | $357614.20     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5792 08-01-55                                                                | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7025105 | PA      | $7067437.98    | 0.02%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RQ0027 07-01-55                                                                | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2191487 | PA      | $2204692.59    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FA2843 03-01-55                                                                | CUSIP: 3140W3ER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        81746 | PA      | $84885.96      | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                     | KBC GROUP NV EUR REG S SUB 4.75% 04-17-35/30                                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      9500000 | PA      | $11502651.45   | 0.04%             | 2035-04-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC EUR REG S SR UNSEC (B) 3.875% 05-14-32/31                           | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      1472000 | PA      | $1748938.46    | 0.01%             | 2032-05-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC EUR REG S SUB (B) 4.0% 05-09-35/30                                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     11690000 | PA      | $13754968.18   | 0.04%             | 2035-05-09      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12080000 | PA      | $12411281.92   | 0.04%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                             | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |       164000 | PA      | $165759.39     | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 SL2928 01-01-55                                                                | CUSIP: 31427QHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1912207 | PA      | $2018804.71    | 0.01%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BV6044 09-01-55                                                                | CUSIP: 3140MKWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       992915 | PA      | $904967.01     | 0.00%             | 2055-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 190445 03-01-55                                                                | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1730279 | PA      | $1795443.05    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RQ0051 09-01-55                                                                | CUSIP: 3142J6BV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       409703 | PA      | $425134.00     | 0.00%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BV6163 08-01-55                                                                | CUSIP: 3140MKZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       646941 | PA      | $589631.03     | 0.00%             | 2055-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SL1959 07-01-55                                                                | CUSIP: 31427PE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       960604 | PA      | $997361.50     | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 RQ0052 09-01-55                                                                | CUSIP: 3142J6BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       171074 | PA      | $180867.90     | 0.00%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 13.995% 04-04-25/01-02-29                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $151386.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.115% 04-08-25/01-02-29                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $143166.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.05% 04-15-25/01-02-29                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $61578.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO | MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO             | CUSIP: 61747C707<br>LEI: N/A                  | Long             | EC               | RF                | US        |        28071 | PA      | $28071.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US GOVERNMENT MONEY MARKET FUND                                                  | US GOVERNMENT MONEY MARKET FUND                                                              | CUSIP: 74926P696<br>LEI: N/A                  | Long             | EC               | RF                | US        |         3303 | PA      | $3303.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO         | INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO                     | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |         3676 | PA      | $3675.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK FEDFUND                                                                | BLACKROCK FEDFUND                                                                            | CUSIP: 09248U700<br>LEI: N/A                  | Long             | EC               | RF                | US        |        28071 | PA      | $28071.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT      | DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT                  | CUSIP: 261908107<br>LEI: N/A                  | Long             | EC               | RF                | US        |        13210 | PA      | $13210.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                 | FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                             | CUSIP: 316175108<br>LEI: N/A                  | Long             | EC               | RF                | US        |         9908 | PA      | $9908.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                   | GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                               | CUSIP: 38141W273<br>LEI: N/A                  | Long             | EC               | RF                | US        |         9908 | PA      | $9908.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                       | STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                                   | CUSIP: 857492706<br>LEI: N/A                  | Long             | EC               | RF                | US        |         9908 | PA      | $9908.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                              | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |        59070 | PA      | $59070.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-22

**Name of Applicant:** American Funds Global Balanced Fund

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior