# EDGAR Filing Document

**Accession Number:** 0000777535
**File Stem:** 0000777535-25-000039
**Filing Date:** 2025-11
**Character Count:** 1525561
**Document Hash:** 43233763d914a8047590f90a8c5aed12
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000777535-25-000039.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000777535-25-000039

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLLEGE RETIREMENT EQUITIES FUND
- **CENTRAL INDEX KEY:** 0000777535

**ORGANIZATION NAME:**
- **EIN:** 136022042
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04415
- **FILM NUMBER:** 251525434

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129164905

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## Series and Classes Contracts Data

### Core Bond Account (Series ID: S000005084)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000154485 | Class R1     | QCBMRX          |
| C000154486 | Class R2     | QCBMPX          |
| C000154487 | Class R3     | QCBMIX          |
| C000234675 | Class R4     | QCBMFX          |

## Nport-Ex

Portfolio of Investments September 30, 2025

Stock

(Unaudited)

SHARES

DESCRIPTION

VALUE (000)

LONG-TERM INVESTMENTS - 99.2%

COMMON STOCKS - 99.0%

AUTOMOBILES & COMPONENTS - 1.7%

14,608

(a) AB Dynamics plc

$

414,470

(a) Adient plc

9,980

28,500

(a) Aisan Industry Co Ltd

737,700

(a) American Axle & Manufacturing Holdings, Inc

4,434

109,284

(a) Amotiv Ltd

643

98,700

(a) Anhui Jianghuai Automobile Group Corp Ltd

748

245,601

(a) Apollo Tyres Ltd

1,309

91,351

(a) Aptiv plc

7,876

60,216

(a),(b)

ARB Corp Ltd

1,537

59,946

(a) Asahi India Glass Ltd

578

11,826

(a) ASK Automotive Ltd

154,802

(a),(b),(c)

Aston Martin Lagonda Global Holdings plc

33,352

(a) Aumovio SE

1,375

2,392

(a),(b)

Autoneum Holding AG.

227,000

(a) BAIC BluePark New Energy Technology Co Ltd

1,474,000

(a),(c)

BAIC Motor Corp Ltd

46,767

(a) Bajaj Auto Ltd

4,572

54,235

(a) Balkrishna Industries Ltd

1,401

41,237

(a) Banco Products India Ltd

167,592

Bayerische Motoren Werke AG.

16,891

34,008

Bayerische Motoren Werke AG. (Preference)

3,168

165,966

(a) Belrise Industries Ltd

29,080

(a) Bethel Automotive Safety Systems Co Ltd

184,921

(a) Bharat Forge Ltd

2,528

218,656

(a) BorgWarner, Inc

9,612

5,124

(a) Bosch Ltd

2,202

118,981

(a),(b)

Brembo NV

1,259

2,396,000

(a) Brilliance China Automotive Holdings Ltd

1,267

2,282,939

BYD Co Ltd

35,208

4,588,885

BYD Co Ltd (H shares)

64,862

16,678

(a) Ceat Ltd

636

11,039

(a) Changzhou Xingyu Automotive Lighting Systems Co Ltd

1,255,885

(a) Cheng Shin Rubber Industry Co Ltd

1,554

146,000

(a) China Motor Corp

329,608

(a) Chongqing Changan Automobile Co Ltd

567

103,508

(a) CIE Automotive India Ltd

32,030

(a) CIE Automotive S.A.

1,003

403,995

Cie Generale des Etablissements Michelin S.C.A

14,549

38,869

(a) Cie Plastic Omnium SA

627

374,863

(a) Cofide S.p.A.

66,703

(a) Continental AG.

4,413

432,147

Daimler AG. (Registered)

27,238

67,000

(a) Depo Auto Parts Ind Co Ltd

21,472

(a) DN Automotive Corp

240,312

(a),(b),(c)

Dometic Group AB

1,259

1,061,582

Dowlais Group plc

1,145

145,016

(a),(b)

Dr ING hc F Porsche AG.

7,031

2,122

(a) Dynamatic Technologies Ltd

9,600

(a) Eagle Industry Co Ltd

940

(a) EGE Endustri VE Ticaret AS.

95,101

Eicher Motors Ltd

7,509

26,260

(a),(c)

Endurance Technologies Ltd

811

80,182

(a) Exedy Corp

2,816

320,675

(a) Exide Industries Ltd

1,411

119,586

(a) Faurecia

1,619

26,400

(a) FCC Co Ltd

573

160,857

(a) Ferrari NV

77,971

2,656,188

Ford Motor Co

31,768

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

AUTOMOBILES & COMPONENTS

(continued)

462,601

(a) Ford Otomotiv Sanayi AS

$

1,103

61,400

(a) Fras-Le S.A.

88,063

(a) Fuyao Glass Industry Group Co Ltd - A

909

425,362

(a),(c)

Fuyao Glass Industry Group Co Ltd - H

4,285

51,518

(a) Gabriel India Ltd

686

834,010

(a) Garrett Motion, Inc

11,359

4,203,302

(a) Geely Automobile Holdings Ltd

10,560

889,023

General Motors Co

54,204

95,685

Gentex Corp

2,708

81,630

(a) Gentherm, Inc

2,780

108,502

(a),(c)

Gestamp Automocion S.A.

66,767

(a) Goodyear Tire & Rubber Co

1,595,746

Great Wall Motor Co Ltd

3,445

116,259

Great Wall Motor Co Ltd

59,754

(a) GS Yuasa Corp

1,412

251,200

(a) Guangzhou Automobile Group Co Ltd

51,904

(a) Hankook Tire & Technology Co Ltd

1,419

20,592

(a) Hankook Tire Worldwide Co Ltd

105,191

(a) Hanon Systems

46,052

Harley-Davidson, Inc

1,285

617,407

Hero Honda Motors Ltd

38,071

26,244

(a) HL Mando Co Ltd

629

154,000

(a) Hota Industrial Manufacturing Co Ltd

32,970

(a) Hu Lane Associate, Inc

133,715

(a) Huayu Automotive Systems Co Ltd

19,776

(a) Huizhou Desay Sv Automotive Co Ltd

40,926

(a) Hyundai Mobis

8,707

91,316

Hyundai Motor Co

13,999

23,516

(a) Hyundai Motor Co Ltd (2nd Preference)

2,792

264,604

Hyundai Motor Co Ltd (Preference)

30,766

59,996

(a) Hyundai Motor India Ltd

1,745

13,291

(a) Hyundai Wia Corp

38,840

(a) JBM Auto Ltd

67,689

(a) JK Tyre & Industries Ltd

255,842

(a) Johnson Electric Holdings Ltd

1,339

143,500

(a) JTEKT Corp

1,424

26,492

(a),(b)

Kayaba Industry Co Ltd

702

501,904

(a) Kenda Rubber Industrial Co Ltd

164,214

(a) Kia Motors Corp

11,787

138,800

(a) Koito Manufacturing Co Ltd

2,100

62,505

(a) Kumho Tire Co, Inc

128,500

(a),(b)

Launch Tech Co Ltd

22,471

Lear Corp

2,261

863,000

(a) Li Auto, Inc

11,049

104,343

(a) Li Auto, Inc (ADR)

2,644

29,101

(a) Linamar Corp

1,561

52,323

(a),(b)

Lucid Group, Inc

1,245

22,431

(a) Lumax Auto Technologies Ltd

187,041

(a) Magna International, Inc

8,862

642,605

Mahindra & Mahindra Ltd

24,801

27,500

(a) Mahle Metal Leve S.A.

139,557

(a) Maruti Suzuki India Ltd

25,206

450,100

(a),(b)

Mazda Motor Corp

3,277

81,462

(a) Minda Corp Ltd

522

572,000

(a) Minth Group Ltd

2,477

496,300

(a),(b)

Mitsubishi Motors Corp

1,343

16,410

(a) Modine Manufacturing Co

2,333

2,259,036

(a) Motherson Sumi Wiring India Ltd

1,162

1,682

(a) MRF Ltd

2,763

31,938

(a),(b)

Musashi Seimitsu Industry Co Ltd

744

381,957

(a) Nan Kang Rubber Tire Co Ltd

590,000

(a) Nexteer Automotive Group Ltd

647

SHARES

DESCRIPTION

VALUE (000)

AUTOMOBILES & COMPONENTS

(continued)

112,400

(a) NGK Spark Plug Co Ltd

$

4,336

134,315

(a) NHK Spring Co Ltd

2,017

56,312

(a) Nifco, Inc

1,698

75,478

(a) Ningbo Tuopu Group Co Ltd

862

1,269,210

(a),(b)

NIO, Inc

9,599

47,610

(a),(b)

Nissan Shatai Co Ltd

58,588

(a),(b)

NOK Corp

1,029

99,156

(a),(b)

Nokian Renkaat Oyj

898

570,846

(a) Ola Electric Mobility Ltd

29,100

(a) Pacific Industrial Co Ltd

522

219,376

(b) Patrick Industries, Inc

22,690

133,362

(a),(b)

Piaggio & C S.p.A.

13,194

(a) Piolax, Inc

299,677

(a),(c)

Pirelli & C S.p.A

2,045

236,100

(a),(b)

Polestar Automotive Holding UK plc (ADR)

89,760

(a) Porsche AG.

3,537

43,747

(a) Pricol Ltd

1,339,100

(a) PT Selamat Sempurna Tbk

72,205

(a),(b)

PWR Holdings Ltd

173,598

(a),(b)

QuantumScape Corp

2,139

116,859

(a) Renault S.A.

4,805

326,455

(a),(b)

Rivian Automotive, Inc

4,792

36,708

(a) SAF-Holland SE

639

320,723

(a) SAIC Motor Corp Ltd

773

139,100

(a) Sailun Group Co Ltd

3,290,506

(a) Samvardhana Motherson International Ltd

3,919

24,460

(a),(c)

Sansera Engineering Ltd

376,000

(a) Sanyang Motor Co Ltd

769

161,302

(a) Schaeffler AG.

1,079

4,049

(a) Sebang Global Battery Co Ltd

37,893

(a) Seiren Co Ltd

782

68,241

(a) Seres Group Co Ltd

1,650

13,886

(a) Sharda Motor Industries Ltd

395,900

(a),(b)

Shoei Co Ltd

4,703

9,858

(a) Shriram Pistons & Rings Ltd

12,221

(a) SL Corp

11,828

(a) SNT Motiv Co Ltd

124,250

(a),(b)

Solid Power, Inc

292,773

(a),(c)

Sona Blw Precision Forgings Ltd

1,358

707,700

(a) Sri Trang Agro-Industry PCL

80,000

(a) Stanley Electric Co Ltd

1,614

1,272,556

(a) Stellantis NV

11,811

301,900

(a) Sumitomo Electric Industries Ltd

8,590

134,900

(a) Sumitomo Rubber Industries, Inc

1,636

62,969

(a) Sundaram Finance Holdings Ltd

1,609

(a) Sundaram-Clayton DCD Pvt Ltd

4,258

(a) Sundaram-Clayton Ltd

612

89,899

(a) Sundram Fasteners Ltd

1,011

67,753

(a) Suprajit Engineering Ltd

2,094,200

(a) Tata Motors Ltd

16,047

2,705,665

(a) Tesla, Inc

1,203,263

21,522

Thor Industries, Inc

2,232

548,000

(a),(b)

Tianneng Power International Ltd

687

80,911

(a) Tofas Turk Otomobil Fabrik

506

39,447

(a) Tokai Rika Co Ltd

712

176,817

(a) Tokai Rubber Industries, Inc

2,633

304,000

(a) Tong Yang Industry Co Ltd

934

17,568

(a) Topre Corp

81,425

(a) Toyo Tire & Rubber Co Ltd

2,162

44,200

(a) Toyoda Gosei Co Ltd

1,098

65,595

(a) Toyota Boshoku Corp

1,086

10,490,219

(a) Toyota Motor Corp

201,480

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

AUTOMOBILES & COMPONENTS

(continued)

6,550

(a) Trigano S.A.

$

1,147

62,900

(a),(b)

TS Tech Co Ltd

790

73,700

(a) Tube Investments of India Ltd

2,572

165,134

(a) TVS Motor Co Ltd

6,395

62,000

(a) TYC Brother Industrial Co Ltd

150,739

(a) UNO Minda Ltd

2,206

165,517

(a) Valeo

2,087

44,391

(a),(c)

Varroc Engineering Ltd

22,560

(a) Visteon Corp

2,704

123,588

(a) Volkswagen AG. (Preference)

13,396

34,500

(a) Weifu High-Technology Co Ltd

3,988,300

(a) XPeng, Inc

46,862

893,031

(a),(c)

Yadea Group Holdings Ltd

1,590

95,300

(a) Yokohama Rubber Co Ltd

3,525

364,480

(a) Yulon Motor Co Ltd

4,738

(a) ZF Commercial Vehicle Control Systems India Ltd

689

347,700

(a),(c)

Zhejiang Leapmotor Technologies Ltd

2,966

87,600

(a) Zhejiang Wanfeng Auto Wheel Co Ltd

TOTAL AUTOMOBILES & COMPONENTS

2,299,477

BANKS - 8.3%

67,744

(a) 1st Source Corp

4,170

46,403

(a) 77 Bank Ltd

1,931

282,611

(a),(c)

ABN AMRO Bank NV

9,066

584,614

(a) Absa Group Ltd

6,135

2,031,689

Abu Dhabi Commercial Bank PJSC

8,074

999,877

Abu Dhabi Islamic Bank PJSC

5,935

559,424

(a) AFFIN Holdings Bhd

19,158,383

Agricultural Bank of China Ltd

12,895

3,557,362

Agricultural Bank of China Ltd (Class A)

3,333

9,053,663

AIB Group plc

82,540

25,600

(a) Aichi Financial Group, Inc

538

903,605

(a) Ajman Bank PJSC

2,142,249

(a) Akbank TAS

3,237

999,080

(a) Al Ahli Bank of Kuwait KSCP

941

3,383,893

Al Rajhi Bank

96,695

832,635

(a) Alinma Bank

5,942

67,973

(a) Alior Bank S.A.

1,924

759,011

(a) Alliance Financial Group BHD

789

1,514,912

(a) Alpha Bank S.A.

6,443

390,354

Ameris Bancorp

28,617

1,703,434

(a) AMMB Holdings BHD

2,287

79,200

(a),(b)

Aozora Bank Ltd

1,238

611,675

(a) Arab National Bank

4,032

559,343

(a) Atlantic Union Bankshares Corp

19,739

251,026

(a),(c)

AU Small Finance Bank Ltd

2,069

3,479,842

Australia and New Zealand Banking Group

76,412

20,244

(a) Awa Bank Ltd

507

5,586,188

Axis Bank Ltd

71,165

160,287

(a) Axos Financial, Inc

13,568

2,406,219

(a) Banca Monte dei Paschi di Siena S.p.A

21,411

68,034

(a) Banca Popolare di Sondrio SPA

1,065

39,914

(a) Banco ABC Brasil S.A.

17,501,998

Banco Bilbao Vizcaya Argentaria S.A.

337,257

681,143

(a) Banco BPM S.p.A.

10,223

1,096,156

(a) Banco Bradesco S.A.

3,137

3,635,730

(a) Banco Bradesco S.A. (Preference)

12,084

5,044,236

Banco Comercial Portugues S.A.

4,478

31,497,169

(a) Banco de Chile

4,783

60,018

(a) Banco de Credito e Inversiones

2,652

628,500

(a),(b),(c)

Banco del Bajio S.A.

1,583

14,747

(a) Banco di Desio e della Brianza S.p.A.

13,200,202

Banco do Brasil S.A.

54,787

SHARES

DESCRIPTION

VALUE (000)

BANKS

(continued)

156,600

(a) Banco do Estado do Rio Grande do Sul

$

52,467

(a) Banco Itau Chile S.A.

808

209,600

(a) Banco Pan S.A.

45,599,035

(a) Banco Santander Chile S.A.

3,023

38,269,075

Banco Santander S.A.

401,608

577,745

(a),(c)

Bandhan Bank Ltd

1,056

5,584,900

(a) Bank Aladin Syariah Tbk PT

505,053

(a) Bank AlBilad

3,882

427,575

(a) Bank Al-Jazira

1,462

48,523,370

(a) Bank Central Asia Tbk PT

22,222

22,066

(a) Bank Handlowy w Warszawie S.A.

633

561,100

(a) Bank Islam Malaysia Bhd

3,767,000

(a) Bank Jago Tbk PT

424,601

(a) Bank Millennium S.A.

1,692

10,309,006

(a) Bank Negara Indonesia Persero Tbk PT

2,543

6,656,540

Bank of America Corp

343,411

725,250

(a) Bank of Baroda

2,112

857,262

(a) Bank of Beijing Co Ltd

664

145,800

(a) Bank of Changsha Co Ltd

181,720

(a) Bank of Chengdu Co Ltd

1,642,144

(a) Bank of China Ltd - A

1,195

49,049,912

Bank of China Ltd - H

26,811

2,204,812

(a) Bank of Communications Co Ltd - A

2,082

6,103,319

(a) Bank of Communications Co Ltd - H

5,114

719,050

(a) Bank of East Asia Ltd

1,118

26,491

(a) Bank of Georgia Group plc

2,732

257,795

(a) Bank of Hangzhou Co Ltd

553

746,918

(a) Bank of Jiangsu Co Ltd

1,053

617,937

(a) Bank of Kaohsiung Co Ltd

501,333

(a),(b)

Bank of Montreal

65,328

24,300

(a) Bank of Nagoya Ltd

582

466,790

(a) Bank of Nanjing Co Ltd

717

274,174

(a) Bank of Ningbo Co Ltd

1,019

869,274

(a),(b)

Bank of Nova Scotia

56,209

388,215

Bank of NT Butterfield & Son Ltd

16,662

501,431

(a) Bank of Queensland Ltd

2,404

631,973

(a) Bank of Shanghai Co Ltd

795

796,638

(a) Bank of Sharjah

158,500

(a) Bank of Suzhou Co Ltd

1,438,908

(a) Bank of the Philippine Islands

2,843

126,661

(a) Bank Pekao S.A.

6,104

221,128,572

Bank Rakyat Indonesia

51,829

4,944,462

(a) Bank Tabungan Negara Persero Tbk PT

27,946

(a) Bank Zachodni WBK S.A.

3,634

133,520

(a) BankUnited, Inc

5,095

14,150

(a) Bankwell Financial Group, Inc

626

358,324

Banner Corp

23,470

22,952

Banque Cantonale Vaudoise

2,720

838,028

(a) Banque Saudi Fransi

3,989

46,361,608

Barclays plc

238,545

88,927

(c) BAWAG Group AG.

11,724

53,820

(a) BCB Bancorp, Inc

10,157,659

(a) BDO Unibank, Inc

23,195

428,980

(a) Bendigo Bank Ltd

3,707

139,025

Berkshire Hills Bancorp, Inc

3,296

494,656

(a) BNK Financial Group, Inc

5,148

2,652,500

BOC Hong Kong Holdings Ltd

12,426

1,051,340

(a) Boubyan Bank KSCP

2,433

876,362

(a) BPER Banca

9,747

10,195

(a) BRE Bank S.A.

2,530

5,530,299

(a) Bumiputra-Commerce Holdings BHD

9,663

866,361

(a) Burgan Bank SAK

680

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

BANKS

(continued)

398,365

(a) Byline Bancorp, Inc

$

11,047

6,570,696

(a) CaixaBank S.A.

69,399

1,250,764

(a),(b)

Canadian Imperial Bank of Commerce

99,948

1,305,978

(a) Canara Bank

1,820

50,963

(a),(b)

Capital Bancorp, Inc

1,626

85,571

Capitec Bank Holdings Ltd

17,267

320,530

(a) Capitol Federal Financial, Inc

2,035

68,218

Cathay General Bancorp

3,275

89,991

Central Pacific Financial Corp

2,730

4,275,428

(a) Chang Hwa Commercial Bank

2,760

865,000

(a),(c)

China Bohai Bank Co Ltd

5,745,490

(a) China Citic Bank

4,933

510,300

(a) China CITIC Bank Corp Ltd

516

879,907

China Construction Bank Corp - A

1,065

66,216,546

China Construction Bank Corp - H

63,513

1,981,304

(a) China Everbright Bank Co Ltd - A

936

2,351,845

(a) China Everbright Bank Co Ltd - H

979

2,698,481

China Merchants Bank Co Ltd

16,150

7,533,726

China Merchants Bank Co Ltd (Class A)

42,841

1,417,748

China Minsheng Banking Corp Ltd - A

793

4,791,491

(a) China Minsheng Banking Corp Ltd - H

2,529

793,937

(a) China Zheshang Bank Co Ltd

20,679,388

Chinatrust Financial Holding Co

29,165

1,689,000

(a) Chongqing Rural Commercial Bank

1,303

452,900

(a) Chongqing Rural Commercial Bank Co Ltd

111,900

(a) Chugin Financial Group, Inc

1,643

3,532,366

Citigroup, Inc

358,535

278,078

(a) City Union Bank Ltd

669

56,591

(a) Civista Bancshares, Inc

1,149

104,766

(a) Close Brothers Group plc

699

376,200

(a) CNPC Capital Co Ltd

558

45,544

(a) Coastal Financial Corp

4,926

40,731

(a) Collector Bank AB

248,152

(a) Columbia Banking System, Inc

6,387

2,176,246

(a) Commercial Bank PSQC

2,741

1,556,326

Commercial International Bank

3,285

1,001,970

(a) Commerzbank AG.

37,937

2,308,608

Commonwealth Bank of Australia

254,948

50,884

(a) Community Trust Bancorp, Inc

2,847

246,095

Credicorp Ltd

65,530

58,772

(a) Credito Emiliano S.p.A.

949

79,350

(a) Customers Bancorp, Inc

5,187

5,646,074

(a),(d)

Cyprus Popular Bank PCL

314,827

(a) Dah Sing Banking Group Ltd

140,708

(a) Dah Sing Financial Holdings Ltd

613

155,016

(a) Daishi Hokuetsu Financial Group, Inc

1,500

940,415

(a) Danske Bank AS

40,169

3,622,563

(a) DBS Group Holdings Ltd

143,663

1,298,578

(a) DGB Financial Group, Inc

12,751

1,881,040

(a) Doha Bank QPSC

1,315

2,006,535

(a) Dubai Islamic Bank PJSC

5,233

1,122,521

(a) Dukhan Bank

1,092

9,966,288

(a) E.Sun Financial Holding Co Ltd

10,922

33,680

East West Bancorp, Inc

3,585

1,298,966

(a) Emirates NBD Bank PJSC

8,594

168,647

Enterprise Financial Services Corp

9,778

21,618

(a),(b)

Equitable Group, Inc

1,445

439,174

(a),(c)

Equitas Small Finance Bank Ltd

7,960

(a) Equity Bancshares, Inc

1,165,601

Erste Bank der Oesterreichischen Sparkassen AG.

114,582

4,820,809

(a) Eurobank Ergasias Services and Holdings S.A.

18,649

2,135,969

(a) Far Eastern International Bank

874

SHARES

DESCRIPTION

VALUE (000)

BANKS

(continued)

86,647

(a) FB Financial Corp

$

4,830

1,358,460

(a) Federal Bank Ltd

2,952

11,847

(a) FIBI Holdings Ltd

900

4,275,668

Fifth Third Bancorp

190,481

401,238

(a) FinecoBank Banca Fineco S.p.A

8,708

3,054,547

(a) First Abu Dhabi Bank PJSC

13,006

286,730

First BanCorp

6,322

480,727

(a) First Busey Corp

11,129

3,863

First Citizens Bancshares, Inc (Class A)

6,912

377,988

(a) First Financial Bankshares, Inc

12,719

23,342

(a) First Financial Corp

1,317

7,827,864

First Financial Holding Co Ltd

7,680

211,240

(a) First Hawaiian, Inc

5,245

611,656

First Horizon National Corp

13,830

41,589

(a) First International Bank Of Israel Ltd

2,976

17,798

(a) First Internet Bancorp

360,592

First Merchants Corp

13,594

5,510

(a) First United Corp

19,050

(a) Five Star Bancorp

613

31,740

(a) Flushing Financial Corp

242,900

(a) FNB Corp

3,913

2,890

(a),(b)

Franklin Financial Services Corp

204,300

(a) Fukuoka Financial Group, Inc

6,110

135,153

Glacier Bancorp, Inc

6,578

173,524

(a) Grupo Cibest S.A.

2,678

310,248

(a) Grupo Cibest S.A.

4,041

5,557,498

Grupo Financiero Banorte S.A. de C.V.

55,983

1,257,177

(a) Grupo Financiero Inbursa S.A.

3,457

1,402,823

(a) Gulf Bank KSCP

1,607

230,900

(a),(b)

Gunma Bank Ltd

2,567

261,500

(a) Hachijuni Bank Ltd

2,727

793,265

(a) Haci Omer Sabanci Holding AS

1,659

195,463

(a) Hana Financial Group, Inc

12,153

102,140

Hancock Whitney Corp

6,395

539,700

(a) Hang Seng Bank Ltd

8,213

19,303,031

HDFC Bank Ltd

206,865

1,067,770

HDFC Bank Ltd (ADR)

36,475

180,370

(a) Heritage Commerce Corp

1,791

84,790

(a) Hilltop Holdings, Inc

2,834

185,202

(a) Hirogin Holdings, Inc

1,802

137,000

(a),(b)

Hokkoku Financial Holdings, Inc

635

78,260

(a) Hokuhoku Financial Group, Inc

2,044

1,461,563

Home Bancshares, Inc

41,362

37,092

(a) HomeTrust Bancshares, Inc

1,519

437,212

(a) Hong Leong Bank BHD

2,132

25,580

(a) Horizon Bancorp, Inc

4,288,568

(a) HSBC Holdings plc

60,525

6,164,015

(a) Hua Nan Financial Holdings Co Ltd

5,993

544,586

(a) Huaxia Bank Co Ltd

504

156,474

(a) Hyakugo Bank Ltd

963

10,200

(a) Hyakujushi Bank Ltd

9,576,734

(a) ICICI Bank Ltd

145,138

2,461,215

(a) IDFC First Bank Ltd

1,934

121,235

Independent Bank Corp

3,755

395,604

(a) IndusInd Bank Ltd

3,277

2,647,339

Industrial & Commercial Bank of China Ltd - A

2,716

44,909,914

Industrial & Commercial Bank of China Ltd - H

33,069

866,805

Industrial Bank Co Ltd

2,419

192,434

(a) Industrial Bank of Korea

2,670

14,222,046

ING Groep NV

372,842

189,700

(a) Inter & Co, Inc

1,751

25,222

(a) Intercorp Financial Services, Inc

1,017

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

BANKS

(continued)

5,202,552

Intesa Sanpaolo S.p.A.

$

34,437

3,996,043

(a) Investimentos Itau S.A. - PR

8,612

28,176,863

Itau Unibanco Holding S.A.

206,843

177,754

(a) Iyogin Holdings, Inc

2,684

312,641

(a) Jammu & Kashmir Bank Ltd

88,415

(a) JB Financial Group Co Ltd

1,450

4,268,543

JPMorgan Chase & Co

1,346,427

576,184

(a) Judo Capital Holdings Ltd

669

23,140

(a) Juroku Financial Group, Inc

861

33,799

(a) Jyske Bank

3,774

113,906

(a) KakaoBank Corp

1,929

96,536

(a) Karnataka Bank Ltd

399,298

(a) Karur Vysya Bank Ltd

947

4,433,700

(a) Kasikornbank PCL

22,933

405,300

(a) Kasikornbank PCL (Foreign)

2,089

249,241

KB Financial Group, Inc

20,571

122,777

(a) KBC Ancora

9,758

563,456

KBC Groep NV

67,524

136,648

(a) Keiyo Bank Ltd

1,169

1,705,600

(a) Kiatnakin Phatra Bank PCL

3,095

522,000

(a),(d)

King's Town Bank Co Ltd

969

44,119

(a) Kiyo Bank Ltd

872

52,404

(a) Komercni Banka AS

2,630

755,015

Kotak Mahindra Bank Ltd

16,928

2,677,796

(a) Krung Thai Bank PCL

2,049

9,531,968

(a) Kuwait Finance House KSCP

24,803

679,995

(a) Kuwait International Bank KSCP

594

1,653,792

(a) Kuwait Projects Co Holding KSCP

170,600

(a) Kyoto Financial Group, Inc

3,615

244,700

(a) Kyushu Financial Group, Inc

1,502

29,060

(a) Lakeland Financial Corp

1,866

30,010

(a),(b)

Laurentian Bank of Canada

711

226,413

(a) Live Oak Bancshares, Inc

7,974

39,933,320

Lloyds TSB Group plc

45,188

722,085

M&T Bank Corp

142,698

11,323,230

Malayan Banking BHD

26,660

2,393,100

(a) Malaysia Building Society Bhd

4,132,892

(a) Masraf Al Rayan QSC

2,700

669,200

(a) Mebuki Financial Group, Inc

4,263

8,125,731

(a) Mega Financial Holding Co Ltd

11,330

24,273

Mercantile Bank Corp

1,092

95,820

(a) Meridian Corp

1,513

264,167

(a) Metro Bank Holdings plc

1,248,904

(a) Metropolitan Bank & Trust

1,460

48,470

(a) Mid Penn Bancorp, Inc

1,388

191,175

(a) Midland States Bancorp, Inc

3,277

32,250,326

Mitsubishi UFJ Financial Group, Inc

520,242

3,600,994

Mizuho Financial Group, Inc

121,050

183,471

(a),(c)

Moneta Money Bank AS

1,464

15,068

(a) Musashino Bank Ltd

73,349

(a) Nanto Bank Ltd

2,519

2,196,119

(a) National Australia Bank Ltd

64,065

309,720

(a) National Bank Holdings Corp

11,968

405,148

(a),(b)

National Bank of Canada

43,036

1,097,168

(a) National Bank of Greece S.A.

15,976

5,719,207

(a) National Bank of Kuwait SAKP

19,851

24,278,879

(a) NatWest Group plc

171,490

58,564

(a) NB Bancorp, Inc

1,034

318,893

(a) Nedbank Group Ltd

3,942

22,710

(a) New York Community Bancorp, Inc

88,364

(a) Nishi-Nippon Financial Holdings, Inc

1,495

200,000

(a) NOBA Bank Group AB

1,997

SHARES

DESCRIPTION

VALUE (000)

BANKS

(continued)

7,135,524

Nordea Bank AB publ

$

117,478

184,697

(a) North Pacific Bank Ltd

928

44,704

(a) Northeast Bank

4,478

14,560

(a) Northeast Community Bancorp, Inc

13,320

(a),(b)

Northpointe Bancshares, Inc

4,004,594

(a) NU Holdings Ltd

64,114

942,000

(a) O-Bank Co Ltd

381,442

(a) OFG Bancorp

16,589

23,407

(a),(b)

Ogaki Kyoritsu Bank Ltd

548

720,947

Old National Bancorp

15,825

6,915

(a),(b)

OP Bancorp

150,972

(a) Optima bank S.A.

1,496

15,760

(a) Orange County Bancorp, Inc

55,044

(a) Origin Bancorp, Inc

1,900

154,087

(a) OTP Bank Rt

13,329

8,135,044

Oversea-Chinese Banking Corp

103,719

94,592

Pathward Financial, Inc

7,001

126,620

(a) Patriot National Bancorp, Inc

35,130

(a) Peapack Gladstone Financial Corp

970

48,003

Peoples Bancorp, Inc

1,440

240,740

(a) Philippine National Bank

804,284

(a) Ping An Bank Co Ltd

1,282

768,731

(a) Piraeus Financial Holdings S.A.

6,530

364,001

PNC Financial Services Group, Inc

73,139

1,210,637

Postal Savings Bank of China Co Ltd - A

979

6,270,972

(c) Postal Savings Bank of China Co Ltd - H

4,393

598,711

Powszechna Kasa Oszczednosci Bank Polski S.A.

11,633

171,292

Preferred Bank

15,483

109,200

(a) Primis Financial Corp

1,148

79,592

Prosperity Bancshares, Inc

5,281

25,700,370

(a) PT Bank Mandiri Persero Tbk

6,792

9,994,380

Public Bank Bhd

10,296

1,585,563

(a) Punjab National Bank

2,015

676,513

(a) Qatar International Islamic Bank QSC

2,014

1,226,035

(a) Qatar Islamic Bank SAQ

8,049

3,162,927

(a) Qatar National Bank QPSC

16,140

110,387

(a) QCR Holdings, Inc

8,350

98,501

(a) Raiffeisen International Bank Holding AG.

3,411

72,100

(a) Rakuten Bank Ltd

4,025

334,810

(a),(c)

RBL Bank Ltd

1,046

11,150

(a) Red River Bancshares, Inc

723

185,600

(a) Regional SAB de C.V.

1,671

2,839,900

(a) Resona Holdings, Inc

28,959

1,169,374

(a) RHB Capital BHD

1,833

19,000

(a) Ringkjoebing Landbobank A.S.

4,415

67,500

(a) Riverview Bancorp, Inc

1,012,229

(a) Riyad Bank

7,339

983,762

Royal Bank of Canada

144,995

101,064

(a),(b)

San-In Godo Bank Ltd

937

693,919

(a) Saudi Awwal Bank

5,938

384,962

(a) Saudi Investment Bank

1,464

2,022,144

(a) Saudi National Bank

21,126

612,461

(a) SCB X PCL

2,410

264,396

Seacoast Banking Corp of Florida

8,046

187,900

(a),(b)

Senshu Ikeda Holdings, Inc

822

453,700

(a),(b)

Seven Bank Ltd

895

2,661,331

(a) Shanghai Commercial & Savings Bank Ltd

3,674

1,216,514

(a) Shanghai Pudong Development Bank Co Ltd

2,037

381,400

(a) Shanghai Rural Commercial Bank Co Ltd

97,125

(a),(b)

Shiga Bank Ltd

4,442

300,745

Shinhan Financial Group Co Ltd

15,163

331,900

(a) Shizuoka Financial Group, Inc

4,540

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

BANKS

(continued)

259,657

(a) Shore Bancshares, Inc

$

4,261

8,468,721

(a) SinoPac Financial Holdings Co Ltd

6,959

66,298

(a) Skandinaviska Enskilda Banken AB (Class A)

1,300

63,426

(a) SmartFinancial, Inc

2,266

3,863,410

Societe Generale

257,212

912,307

(a) South Indian Bank Ltd

21,525

(a) Southside Bancshares, Inc

608

67,450

(a) SOUTHSTATE BANK CORP

6,669

36,272

(a) Sparebank Oestlandet

685

157,571

(a) SpareBank SR-Bank ASA

2,812

99,601

(a) Sparebanken Midt-Norge

1,935

73,586

(a) Sparebanken Nord-Norge

1,039

10,020

(a),(b)

SR Bancorp, Inc

3,983,707

Standard Bank Group Ltd

54,501

5,867,643

Standard Chartered plc

113,877

7,332,989

(a) State Bank of India

71,986

8,876,700

Sumitomo Mitsui Financial Group, Inc

249,727

2,728,824

Sumitomo Mitsui Trust Holdings, Inc

79,201

94,864

(a),(b)

Suruga Bank Ltd

986

38,844

(a) Sydbank AS

3,123

2,925,370

(a) Taichung Commercial Bank Co Ltd

2,181

14,427,868

(a) Taishin Financial Holdings Co Ltd

8,534

4,873,374

(a) Taiwan Business Bank

2,523

7,443,720

(a) Taiwan Cooperative Financial Holding Co Ltd

6,021

31,123

(a) Tamilnad Mercantile Bank Ltd

31,692

(a) TBC Bank Group plc

1,940

69,141

(a) Texas Capital Bancshares, Inc

5,844

129,700

(a) Thanachart Capital PCL

12,168

(a) Third Coast Bancshares, Inc

3,440,300

(a) Tisco Bank PCL

10,830

18,013,800

(a) TMB Bank PCL (Foreign)

1,056

116,343

(a),(b)

Toho Bank Ltd

134,100

(a) Tokyo Kiraboshi Financial Group, Inc

6,517

112,664

(a) TOMONY Holdings, Inc

511

1,200,703

(a) Toronto-Dominion Bank

96,008

44,100

(a) Trustmark Corp

1,746

6,014,543

(a) Turkiye Is Bankasi (Series C)

2,052

752,521

(a),(c)

Ujjivan Small Finance Bank Ltd

255,272

UMB Financial Corp

30,211

7,301,990

(a),(c)

Unicaja Banco S.A.

20,093

2,518,745

(a) UniCredit S.p.A

191,664

1,046,103

Union Bank of India

1,631

848,314

(a) Union Bank Of Taiwan

500

163,050

(a) United Community Banks, Inc

5,112

904,169

(a) United Overseas Bank Ltd

24,282

95,317

(a) Univest Financial Corp

2,861

11,916

(a) Valiant Holding AG.

1,933

569,471

Valley National Bancorp

6,036

635,093

(a),(d)

VTB Bank PJSC (GDR) Equiduct

664,707

(a),(d)

VTB Bank PJSC (GDR) Tradegate

1,565,031

(a) Warba Bank KSCP

1,454

19,800

(a) Washington Trust Bancorp, Inc

572

10,114,563

Wells Fargo & Co

847,803

360,559

(a) WesBanco, Inc

11,513

68,670

(a) Westamerica Bancorporation

3,433

159,952

Western Alliance Bancorp

13,871

2,453,521

(a) Westpac Banking Corp

63,215

98,759

Wintrust Financial Corp

13,080

459,948

(a) Woori Financial Group, Inc

8,518

138,699

(a) Yamaguchi Financial Group, Inc

1,684

2,323,235

Yapi ve Kredi Bankasi

1,901

SHARES

DESCRIPTION

VALUE (000)

BANKS

(continued)

9,872,467

(a) Yes Bank Ltd

$

2,361

TOTAL BANKS

11,263,258

CAPITAL GOODS - 9.9%

147,540

3M Co

22,895

7,499

(a) 3M India Ltd

2,490

47,778

A.O. Smith Corp

3,507

490,339

(a) Aalberts Industries NV

16,166

28,602

(b) Aaon, Inc

2,673

3,003,990

ABB Ltd

217,379

37,546

ABB Ltd India

2,192

850,000

(a) Aboitiz Equity Ventures, Inc

580,749

(a) AcBel Polytech, Inc

583

330,784

(a) Accelleron Industries AG.

28,012

17,624

(a) Ackermans & Van Haaren

4,529

111,428

ACS Actividades de Construccion y Servicios S.A.

8,932

74,000

(a) Acter Co Ltd

1,891

28,149

(a) Action Construction Equipment Ltd

13,700

Acuity Brands, Inc

4,718

113,492

(a) Adani Enterprises Ltd

3,205

158,080

(a) AddTech AB

5,142

13,533

(a) ADENTRA, Inc

24,000

(a) Advanced Energy Solution Holding Co Ltd

920

100,352

(a) AECC Aviation Power Co Ltd

596

150,290

Aecom Technology Corp

19,608

49,782

(a) Aecon Group, Inc

852

114,692

AerCap Holdings NV

13,878

112,781

(a) Aerovironment, Inc

35,514

89,730

(a) AerSale Corp

735

49,408

(a) Afcons Infrastructure Ltd

42,115

(a) AFG Arbonia-Forster Hldg

18,108

(a) Ahluwalia Contracts India Ltd

34,797

(a) AIA Engineering Ltd

1,197

290,700

(a) Aichi Corp

2,682

44,132

Air Lease Corp

2,809

1,518,436

Airbus SE

354,594

96,226

(a) Airtac International Group

2,390

17,224

(a) Aker ASA (A Shares)

1,351

26,348

(a) Al Babtain Power & Telecommunication Co

143,284

(a) Alarko Holding AS.

61,890

(a) Albany International Corp (Class A)

3,299

175,574

(a) Alfa Laval AB

8,018

54,828

(a),(c)

Alimak Group AB

903

81,947

(a) Allegheny Technologies, Inc

6,666

61,400

Allegion plc

10,889

2,357,300

(a) Alliance Global Group, Inc

157,718

(a) Allis Electric Co Ltd

533

70,531

Allison Transmission Holdings, Inc

5,987

2,356,139

Alstom RGPT

61,652

235,700

(b) Amada Co Ltd

2,897

89,962

(a) Amara Raja Batteries Ltd

1,002

242,207

(a) American Superconductor Corp

14,385

27,970

(a),(b)

Amprius Technologies, Inc

50,655

(a) Andritz AG.

3,574

6,694

(a) Anveshan Heavy Engineering Ltd

13,387

(a) Apar Industries Ltd

1,234

10,000

(a) Apex Dynamics, Inc

414,424

(a) API Group Corp

14,244

46,438

Applied Industrial Technologies, Inc

12,123

47,869

(a) AQ Group AB

917

319,462

(a),(d)

Arabi Group Holding KSC

396,025

(a),(b)

Archer Aviation, Inc

3,794

241,569

Arcosa, Inc

22,637

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

57,630

(a) Ariston Holding NV

$

55,509

(a) Armstrong World Industries, Inc

10,880

5,691,773

(a) Aselsan Elektronik Sanayi Ve Ticaret AS

29,493

2,030,762

(a) Ashok Leyland Ltd

3,266

102,741

(a) Ashoka Buildcon Ltd

1,075,362

Ashtead Group plc

72,115

68,862

(a),(b)

Ashtead Technology Holdings plc

37,919

(a) Ashtrom Group Ltd

797

2,374,944

(a) Assa Abloy AB

82,667

499,235

(a) Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS.

1,173

31,150

(a) Astra Industrial Group

1,155

133,462,807

Astra International Tbk PT

46,285

86,760

(a) Astral Ltd

1,335

71,355

(a) Astronics Corp

3,255

115,804

(a) AtkinsRealis Group, Inc

8,358

53,892

Atkore, Inc

3,381

978,508

(a) Atlas Copco AB

14,724

1,628,442

(a) Atlas Copco AB

27,615

660,910

Atmus Filtration Technologies, Inc

29,800

62,584

(a),(b)

ATS Corp

1,637

810,228

(a) Austal Ltd

4,141

1,021,391

(a),(c)

AutoStore Holdings Ltd

938

1,988,037

(a) AviChina Industry & Technology Co Ltd

1,116

21,359

(a) AVICOPTER plc

18,750

(a) Avon Protection plc

536

31,419

(a) Axon Enterprise, Inc

22,548

168,671

Ayala Corp

1,399

2,215

(a),(d)

Ayala Corp Preferred

0^

20,279

(a) Azad Engineering Ltd

127,341

(a) Azelis Group NV

1,733

191,712

(a) Babcock International Group

3,449

132,780

(a) Badger Infrastructure Solutions Ltd

5,856

1,518,869

BAE Systems plc

42,280

377,274

(a) Balfour Beatty plc

3,294

34,021

(a) Balu Forge Industries Ltd

112,130

(a) Barloworld Ltd

765

25,444

(a) Bawan Co

234,287

(a),(b)

Beijer Ref AB

3,662

78,812

(a) Beijing New Building Materials plc

5,894

(a) Belimo Holding AG.

6,199

14,130

(a) BEML Ltd

665

1,053,000

(a) BES Engineering Corp

5,811

(a) Bet Shemesh Engines Holdings 1997 Ltd

1,194

2,543,322

Bharat Electronics Ltd

11,577

752,477

(a) Bharat Heavy Electricals Ltd

2,021

13,593

(a) BHI Co Ltd

225,943

(b) Bidvest Group Ltd

2,771

43,297

(a),(b)

Bird Construction Income Fund

939

129,201

(a) Bizlink Holding, Inc

4,406

280,090

(a),(b)

Bloom Energy Corp

23,687

181,301

(a) Blue Bird Corp

10,434

100,278

(a) Blue Star Ltd

2,125

146,006

(a),(c)

BOC Aviation Ltd

1,305

134,203

Bodycote plc

1,162

1,825,672

(a) Boeing Co

394,035

61,325

(a),(b)

Bombardier, Inc

8,594

28,000

(a) Bondada Engineering Ltd

4,391

(a) Bossard Holding AG.

932

114,910

Bouygues S.A.

5,183

17,771

(a) Brenntag SE

1,065

244,000

(a) Brighton-Best International Taiwan, Inc

19,762

(a) Brookfield Business Corp

663

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

5,053

(a) Bucher Industries AG.

$

2,410

8,927

(a) Budimex S.A.

1,251

104,870

(a) Bufab AB

987

26,639

(a) Builders FirstSource, Inc

3,230

40,200

(a) Bunka Shutter Co Ltd

620

204,689

Bunzl plc

6,470

2,475

Burckhardt Compression Holding AG.

1,928

36,395

(a) Burkhalter Holding AG.

6,203

32,400

BWX Technologies, Inc

5,974

1,170

(a) Bystronic AG.

80,000

(a) C Sun Manufacturing Ltd

506

185,595

(a) Cadeler A.S.

948

212,662

(a) CAE, Inc

6,297

15,797

(a) Carbone Lorraine

37,988

(a),(b),(c)

Carel Industries S.p.A

998

28,900

(a) Cargotec Oyj

1,689

9,097

Carlisle Cos, Inc

2,993

3,136,710

Carrier Global Corp

187,262

429,167

Caterpillar, Inc

204,777

2,124

(a) Cembre S.p.A

192,700

(a) Central Glass Co Ltd

4,260

363,900

(a) Centuri Holdings, Inc

7,704

5,180

(a) Cera Sanitaryware Ltd

186,914

(a) CG Power & Industrial Solutions Ltd

1,560

1,049,700

(a) CH Karnchang PCL

500

633,603

(a) Chemring Group plc

5,032

135,000

(a) Chicony Power Technology Co Ltd

907,000

(a) Chin Hin Group Bhd

1,756,000

(a) China Communications Services Corp Ltd

1,037

1,085,500

(a) China Conch Venture Holdings Ltd

1,529

312,400

(a) China CSSC Holdings Ltd

1,521

1,338,300

(a) China Energy Engineering Corp Ltd

7,649,000

(a) China Lesso Group Holdings Ltd

4,793

59,500

(a) China National Chemical Engineering Co Ltd

810,718

(a) China Railway Group Ltd - A

628

2,933,000

(a) China Railway Group Ltd - H

1,480

653,300

(a) China State Construction Engineering Corp Ltd

501

926,000

(a) China State Construction International Holdings Ltd

1,179

246,500

(a) China XD Electric Co Ltd

89,445

(a) Chiyoda Corp

164,000

(a) Chudenko Corp

4,363

304,000

(a) Chung-Hsin Electric & Machinery Manufacturing Corp

1,555

522,000

(a) CIMC Enric Holdings Ltd

539

2,876,517

(a) Citic Pacific Ltd

4,213

9,546

(a) CJ Corp

1,250

1,922,053

(a) CK Hutchison Holdings Ltd

12,628

41,593

(a) CKD Corp

772

34,220

(a) CNGR Advanced Material Co Ltd

369,440

CNH Industrial NV

4,008

26,226

(a),(b)

Cohort plc

509

6,123

(a) Colt CZ Group SE

259,590

Columbus McKinnon Corp

3,723

42,981

Comfort Systems USA, Inc

35,467

1,662,477

Compagnie de Saint-Gobain

180,132

84,217

(a) COMSYS Holdings Corp

2,098

14,661

(a) Construcciones y Auxiliar de Ferrocarriles S.A.

909

49,300

(a),(b)

Contemporary Amperex Technology Co Ltd

3,629

865,857

Contemporary Amperex Technology Co Ltd

49,106

345,000

(a) Continental Holdings Corp

168,999

(a) Core & Main, Inc

9,097

8,328

(a) Craftsman Automation Ltd

637

90,416

Crane Co

16,649

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

3,029,000

(a) CRRC Corp Ltd

$

2,334

1,058,200

(a) CRRC Corp Ltd (Class A)

1,112

252,594

(a) CS Wind Corp

7,556

563,010

(a) CSBC Corp Taiwan

565,496

(a) CTCI Corp

588

97,452

(a) Cummins India Ltd

4,313

144,829

Cummins, Inc

61,171

64,003

Curtiss-Wright Corp

34,750

31,000

(a) CyberPower Systems, Inc

5,921

(a) Daetwyler Holding AG.

1,041

125,833

(a) Daewoo Engineering & Construction Co Ltd

36,265

(a) Daewoo International Corp

1,254

84,339

(a) Daewoo Shipbuilding & Marine Engineering Co Ltd

6,630

298,800

(a) Dai-Dan Co Ltd

12,502

14,548

(a) Daihen Corp

808

288,916

(a) Daimler Truck Holding AG.

11,947

23,900

(a) Daiwa Industries Ltd

9,046

(a),(b)

Danieli & Co S.p.A.

27,822

(a) Danieli & Co S.p.A. (RSP)

1,007

15,291

(a) Dassault Aviation S.A.

5,151

374,694

(a) Data Patterns India Ltd

10,756

59,985

(b) DCC plc

3,861

227,137

Deere & Co

103,861

91,965

(a) Deutz AG.

973

17,853

(a),(c)

Dilip Buildcon Ltd

100,780

(a) Diploma plc

7,213

70,263

(a) DiscoverIE Group plc

561

58,211

(a) DKSH Holding AG.

3,961

22,517

(a) DL E&C Co Ltd

674

5,837,700

(a) DMCI Holdings, Inc

1,133

257,710

(a) DNOW, Inc

3,930

141,329

(a) Dongfang Electric Corp Ltd

37,562

Doosan Bobcat, Inc

1,486

5,174

(a) Doosan Corp

1,995

33,160

(a) Doosan Fuel Cell Co Ltd

676

631,620

(a) Doosan Heavy Industries and Construction Co Ltd

28,225

95,669

(a) Doosan Infracore Co Ltd

1,032

15,535

(a) Doosan Robotics, Inc

732

971,716

Dover Corp

162,111

5,769

(a) Dredging Environmental & Marine Engineering NV

844

600,549

(a) DroneShield Ltd

1,864

1,610,936

(a) Dubai Investments PJSC

1,327

3,200

(a) Ducommun, Inc

39,709

(a) Duerr AG.

935

78,858

(a) Dycom Industries, Inc

23,008

1,735,000

Eaton Corp plc

649,324

345,800

(a) Ebara Corp

7,882

33,655

(a) Ecopro BM Co Ltd

2,716

69,508

(a) Ecopro Co Ltd

2,356

17,831

(a) Ecopro Materials Co Ltd

602

41,610

Eiffage S.A.

5,331

16,665

(a) Elbit Systems Ltd

8,478

6,785

(a) Elco Ltd

66,996

(a) Elecon Engineering Co Ltd

1,657

(a) Electra Israel Ltd

966

5,531,197

(a) Electrical Industries Co

16,148

354,383

Electrocomponents plc

2,716

174,740

(a) Electrolux Professional AB

1,127

227,212

(a) Electrosteel Castings Ltd

157,618

(a) Elgi Equipments Ltd

856

486,200

(a) Embraer S.A.

7,335

42,636

EMCOR Group, Inc

27,694

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

2,637,324

Emerson Electric Co

$

345,964

657,890

(a) Empresa Brasileira de Aeronautica S.A. (ADR)

39,769

5,558

(a) Energiekontor AG.

48,800

EnerSys

5,512

26,392

(a) Engcon AB

185,693

(a) Engineers India Ltd

104,745

EnPro Industries, Inc

23,672

1,070,000

(a),(b)

Envision Greenwise Holdings Ltd

516

20,315

(a) Eos Energy Enterprises, Inc

236,958

(a) Epiroc AB

4,483

400,145

(a) Epiroc AB

8,471

60,128

Esab Corp

6,719

22,492

(a) ESAB India Ltd

1,250

158,475

ESCO Technologies, Inc

33,456

805,589

(a) Estithmar Holding QPSC

962

262,266

(a) Europower Enerji VE Otomasyon Teknolojileri Sanayi Ticaret AS.

83,377

(a) Eve Energy Co Ltd

1,070

90,000

(a) Evergreen Aviation Technologies Corp

21,486

(a) Everus Construction Group, Inc

1,842

7,453

(a),(b)

Exail Technologies S.A.

893

23,081

(a) Exosens SAS

1,172

2,060,631

(a) Far Eastern Textile Co Ltd

1,882

483,522

(a) Fastenal Co

23,712

193,531

(a) Federal Signal Corp

23,028

81,574

Ferguson Enterprises, Inc

18,320

328,236

Ferrovial SE

18,854

1,010,963

(a) Fincantieri S.p.A

26,578

100,745

(a) Finning International, Inc

4,680

377,109

(a) Finolex Cables Ltd

3,473

334,000

(a),(b)

First Tractor Co Ltd

816,284

(a) Fletcher Building Ltd

1,596

1,120,601

Flowserve Corp

59,549

32,454

(a) FLSmidth & Co AS

2,285

72,200

(a) Fluidra S.A.

1,964

748

(a) Forbo Holding AG.

685

3,229

(a) Force Motors Ltd

610

59,088

Fortive Corp

2,895

69,594

Fortune Brands Innovations, Inc

3,716

106,330

(a) Fortune Electric Co Ltd

2,039

1,781,008

(a),(b)

Fosun International

1,260

60,300

(a) Franklin Electric Co, Inc

5,741

42,903

(a) FTAI Aviation Ltd

7,159

239,249

(a) Fugro NV

2,562

578,205

(a) Fuji Machine Manufacturing Co Ltd

10,531

173,700

(a) Fujikura Ltd

16,991

48,039

(a) Fujitec Co Ltd

1,832

16,678

(a) Fukushima Galilei Co Ltd

50,444

(a) Furukawa Electric Co Ltd

3,109

17,934

(a) G R Infraprojects Ltd

114,000

(a) G Shank Enterprise Co Ltd

3,173,912

(a) Gamuda BHD

4,180

22,447

(a) Garden Reach Shipbuilders & Engineers Ltd

641

106,827

(a) Gates Industrial Corp plc

2,651

681,765

(a) GE T&D India Ltd

22,732

212,514

GE Vernova, Inc

130,675

88,602

(a) GEA Group AG.

6,551

20,280

(a) Geberit AG.

15,315

44,148

(a) GEK Group of Cos S.A.

1,159

245,379

(a) GEM Co Ltd

24,389

(a) Generac Holdings, Inc

4,083

186,041

General Dynamics Corp

63,440

1,176,867

General Electric Co

354,025

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

187,385

(a) Genuit Group plc

$

929

58,672

(a) Georg Fischer AG.

4,611

136,000

(a) GFC Ltd

592

61,993

(a) Gibraltar Industries, Inc

3,893

85,280

(a) Girisim Elektrik Taahhut Ticaret Ve Sanayi AS.

118,162

(a) Global Industrial Co

4,333

126,456

(a),(b)

Glory Ltd

3,128

25,752

(a) GMM Pfaudler Ltd

130,903

(a) GMR Power and Urban Infra Ltd

43,736

(a) Gongniu Group Co Ltd

48,178

(a) Gorman-Rupp Co

2,236

83,330

(a) Gotion High-tech Co Ltd

548

132,586

Grafton Group plc

1,631

274,021

(a) Granite Construction, Inc

30,046

49,541

(a) Graphite India Ltd

34,486

(a) Greaves Cotton Ltd

39,442

(a) Greenlam Industries Ltd

442,000

(a),(b),(c)

Greentown Management Holdings Co Ltd

36,423

(a) Grindwell Norton Ltd

652

383,293

(a),(b)

Grupo Carso S.A. de C.V. (Series A1)

2,737

47,189

(a) GS Engineering & Construction Corp

620

33,082

(a) GS Holdings Corp

1,084

62,490

(a) GT Capital Holdings, Inc

618

63,065

(a) Gulf Cables & Electrical Industries Group Co. KSCP

454,497

(a) Haitian International Holdings Ltd

1,251

6,005

(a),(b)

Hammond Power Solutions, Inc

533

265,768

(a) Hangzhou Steam Turbine Power Group Co Ltd

26,479

(a),(b)

Hanwa Co Ltd

1,126

13,757

(a) Hanwha Corp

19,555

(a) Hanwha Corp

1,181

52,622

(a) Hanwha Systems Co Ltd

2,237

300,500

(a) HAP Seng Consolidated BHD

7,540

(a) Happy Forgings Ltd

1,690,000

(a) Harbin Power Equipment

2,551

46,200

(a) Harmonic Drive Systems, Inc

825

163,826

Havells India Ltd

2,771

254,791

(a) Hayward Holdings, Inc

3,852

110,036

(a) Hazama Ando Corp

1,245

86,703

(a) HBL Power Systems Ltd

794

8,490

(a) HD Hyundai Construction Equipment Co Ltd

563

16,096

HD Hyundai Electric Co Ltd

6,695

15,373

(a) HD Hyundai Heavy Industries Co Ltd

5,647

28,827

(a) HDC Hyundai Development Co-Engineering & Construction

47,465

(a) HEG Ltd

139,219

HEICO Corp

44,943

31,587

HEICO Corp (Class A)

8,026

17,876

(a) Heijmans NV (ADR)

1,245

119,700

(a) Helios Technologies, Inc

6,240

218,931

(a) Hensoldt AG.

28,514

135,269

(a),(b)

Hexatronic Group AB

33,695

Hexcel Corp

2,113

10,368

(a) HG Infra Engineering Ltd

74,900

Hillenbrand, Inc

2,025

139,996

(a) Hindustan Aeronautics Ltd

7,481

1,164,050

(a) Hindustan Construction Co

229,700

(a) Hino Motors Ltd

600

72,100

(a),(b)

Hitachi Construction Machinery Co Ltd

2,304

4,705

(a) Hitachi Energy India Ltd

954

17,130,255

(a) Hitachi Ltd

453,833

122,620

(a) Hitachi Zosen Corp

848

213,643

(a) Hiwin Technologies Corp

1,520

2,098,336

Honeywell International, Inc

441,700

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

75,900

(a) Hoshizaki Corp

$

2,848

33,074

(a) Hosken Consolidated Investments Ltd

412,085

(a) Howden Joinery Group plc

4,688

886,021

Howmet Aerospace, Inc

173,864

95,770

(a) HSD Engine Co Ltd

3,068

2,285,000

(a),(d)

Hsin Chong Group Holdings Ltd

211,000

(a) HUA ENG Wire & Cable

201,760

Hubbell, Inc

86,819

29,845

(a) Huber & Suhner AG.

5,130

278,964

(a) Husqvarna AB (B Shares)

1,491

163,444

(a) Hwang Chang General Contractor Co Ltd

6,055

(a) Hyosung Corp

3,867

(a) Hyosung Heavy Industries Corp

3,710

20,050

(a) Hyundai Development Co

17,195

(a) Hyundai Elevator Co Ltd

982

58,859

(a) Hyundai Engineering & Construction Co Ltd

2,283

31,347

(a) Hyundai Greenfood Co Ltd

29,210

(a) Hyundai Heavy Industries

8,559

115,658

(a) Hyundai Mipo Dockyard

16,794

52,545

(a) Hyundai Rotem Co Ltd

8,214

23,077

(a) Idec Corp

4,150

(a),(b)

IES Holdings, Inc

1,650

1,657,900

(a) IJM Corp BHD

1,113

15,421

(a) Iljin Electric Co Ltd

44,287

Illinois Tool Works, Inc

11,548

16,958

(a) IMCD NV

1,758

189,719

IMI plc

5,860

9,952

(a) Implenia AG.

839

236,336

(a) Inaba Denki Sangyo Co Ltd

6,713

31,698

(a) Inabata & Co Ltd

747

24,348

(a),(c)

IndiaMart InterMesh Ltd

646

25,964

(a) Industrie De Nora S.p.A

1,033,197

(a) Industries Qatar QSC

3,547

166,499

(a) Indutrade AB

3,831

144,625

(a),(b)

INFRONEER Holdings, Inc

1,504

28,106

(a) Ingersoll Rand India Ltd

1,245

323,917

Ingersoll Rand, Inc

26,762

2,803,600

(a),(d)

Inovisi Infracom Tbk PT

0^

71,547

(a) Inox Green Energy Services Ltd

14,456

(a) INOX India Ltd

547,950

(a) Inox Wind Ltd

865

138,001

(a) InPost S.A.

1,699

62,581

(a) Inrom Construction Industries Ltd

169,087

(a) Instalco AB

57,013

(a) Interpump Group S.p.A.

2,621

555

(a) Interroll Holding AG.

1,739

40,189

(a) Intracom S.A. Technical & Steel Constructions

90,763

(a) Investment AB Latour

2,155

28,888

(a) INVISIO AB

970

40,113

(a) Inwido AB

760

1,354,991

(a) IRB Infrastructure Developers Ltd

629

247,396

(a),(c)

IRCON International Ltd

24,857

(a) ISGEC Heavy Engineering Ltd

1,242,700

(a) Ishikawajima-Harima Heavy Industries Co Ltd

23,144

59,183

(a) ITD Cementation India Ltd

540

839,600

Itochu Corp

47,772

423,878

ITT, Inc

75,772

132,402

(a) Iveco Group NV

2,869

21,570

(a) J Kumar Infraprojects Ltd

70,220

(a) Japan Pulp & Paper Co Ltd

47,661

(a) Japan Steel Works Ltd

2,891

116,077

(a) Jardine Matheson Holdings Ltd

7,325

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

1,632,900

(a) JG Summit Holdings (Series B)

$

645

166,200

(a) JGC Corp

1,697

54,904

(a) Jiangsu Hengli Hydraulic Co Ltd

741

149,018

(a) Jiangsu Zhongtian Technology Co Ltd

67,400

(a),(b)

JL Mag Rare-Earth Co Ltd

121,053

John Bean Technologies Corp

17,002

580,009

Johnson Controls International plc

63,772

9,102

(a),(c)

JOST Werke SE

532

3,864

(a),(b)

Judges Scientific plc

36,039

(a) Jungheinrich AG.

1,257

102,820

(a) Jupiter Wagons Ltd

50,941

(a) Jyoti CNC Automation Ltd

14,113

(a) Kaba Holding AG.

13,003

65,457

(a) Kajaria Ceramics Ltd

860

52,181

(a) Kalmar Oyj

2,072

76,047

(a) Kalpataru Projects International Ltd

1,074

178,100

(a) Kanamoto Co Ltd

4,332

190,101

(a),(b)

Kandenko Co Ltd

5,212

57,500

(a) Kanematsu Corp

1,211

200,000

(a) Kaori Heat Treatment Co Ltd

2,182

23,160

(a) Karat Packaging, Inc

584

4,746

Kardex Holding AG.

1,854

11,136

(a) Karman Holdings, Inc

804

99,827

(a) KEC International Ltd

983

46,563

(a) KEI Industries Ltd

2,129

68,500

(a) Keihan Electric Railway Co Ltd

1,556

54,049

(a) Keller Group plc

1,100

18,482

(a),(b)

Kempower Oyj

126,594

(a) Kenmec Mechanical Engineering Co Ltd

6,320

(a) Kennametal India Ltd

11,670

(a) KEPCO Engineering & Construction Co, Inc

697

1,044,200

Keppel Corp Ltd

7,228

356,466

(a) Kier Group plc

1,059

216,674

(a) Kiler Holding AS.

578

91,171

(a) Kinden Corp

3,118

92,126

(a) Kingspan Group plc

7,703

83,000

(a) Kinik Co

921

54,744

(a) KION Group AG.

3,714

18,681

(a) Kirloskar Brothers Ltd

61,202

(a) Kirloskar Oil Engines Ltd

633

22,735

(a) Kirloskar Pneumatic Co Ltd

46,900

(a) Kitz Corp

535

47,409

(a) Kloeckner & Co AG.

42,835

(a) Knorr-Bremse AG.

4,030

134,623

(a) KNR Constructions Ltd

528,743

(a) KOC Holding AS

2,203

1,068,241

Komatsu Ltd

37,215

3,231

(a),(b)

Komax Holding AG

202,016

Kone Oyj (Class B)

13,779

50,232

Konecranes Oyj

4,159

266,787

(a) Kongsberg Gruppen ASA

8,526

203,488

(a) Koninklijke BAM Groep NV

1,927

50,050

(a) Korea Aerospace Industries Ltd

3,865

4,002

(a) Korea Electric Terminal Co Ltd

34,101

(a) Kornit Digital Ltd

326,688

(a) Kratos Defense & Security Solutions, Inc

29,849

10,568

(a) Krones AG.

1,544

48,435

(a) KSB Ltd

88,276

Kuang-Chi Technologies Co Ltd

623

104,416

(a),(b)

Kumagai Gumi Co Ltd

884

78,600

(a) Kurita Water Industries Ltd

2,676

25,016

(a) Kvutzat Acro Ltd

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

24,454

(a) Kyokuto Kaihatsu Kogyo Co Ltd

$

142,410

(a) Kyowa Exeo Corp

2,061

32,222

(a) Kyudenko Corp

1,558

3,627

(a) Kyung Dong Navien Co Ltd

17,880

(a) L&F Co Ltd

950

705,834

L3Harris Technologies, Inc

215,569

3,506

(a) Lakshmi Machine Works Ltd

570

697,140

(a) Larsen & Toubro Ltd

28,739

242,440

(a) Legrand S.A.

40,284

310,505

(a) Leonardo DRS, Inc

14,097

241,793

(a) Leonardo S.p.A.

15,472

59,427

(a) LG Corp

3,053

32,210

(a) LG Energy Solution Ltd

7,992

141,859

(a) Lifco AB

4,803

48,041

(a) LIG Nex1 Co Ltd

17,642

14,000

Lincoln Electric Holdings, Inc

3,302

55,177

(a),(b)

Lindab International AB

1,165

12,448

(a) LISI

677

213,400

(a),(b)

LIXIL Group Corp

2,625

427,500

(a),(b)

LK Technology Holdings Ltd

80,399

(a) Lloyds Engineering Works Ltd

186,226

(a) Lloyds Enterprises Ltd

303,733

(a) Lloyds Steels Industries Ltd

17,814

(a) Loar Holdings, Inc

1,425

38,880

Lockheed Martin Corp

19,409

26,368,000

(a) Lonking Holdings Ltd

10,086

28,013

(a) Lotte Corp

579

13,388

(a) LS Cable Ltd

1,598

7,609

(a) LS Eco Energy Ltd

10,232

(a) LS Electric Co Ltd

2,081

9,933

(a) LS Marine Solution Co Ltd

26,512

(a) LS Materials Ltd

6,887,500

(a) LT Group, Inc

1,804

8,582

(a) LU-VE S.p.A

97,614

(a) Luxfer Holdings plc

1,357

20,292

(a) LX INTERNATIONAL CORP

124,312

(a),(b)

Maas Group Holdings Ltd

1,838,864

Mabuchi Motor Co Ltd

32,167

111,995

(a) Maire Tecnimont S.p.A

1,661

16,139

(a) Makino Milling Machine Co Ltd

1,250

2,025,200

(a) Malaysian Resources Corp Bhd

1,704,877

(a) Man Infraconstruction Ltd

2,814

7,731

(a),(b)

Manitou BF S.A.

8,164,700

(a) Marcopolo S.A.

13,669

53,280

(a) Marcopolo S.A.

694,793

Masco Corp

48,906

49,199

(a) Mastec, Inc

10,470

17,300

(a) Max Co Ltd

658

1,194

(a) MBB SE

603,279

(a) MDA Ltd

15,025

30,000

(a) Mega Union Technology, Inc

520

25,471

(a) Meidensha Corp

1,011

7,190,561

Melrose Industries plc

59,199

847,603

(a) Metallurgical Corp of China Ltd

18,900

(a) METAWATER Co Ltd

69,089

(a) Metlen Energy & Metals plc

3,869

400,050

(a),(b)

Metso Outotec Oyj

5,514

29,705

(a) Middleby Corp

3,949

250,538

(a),(b)

Mildef Group AB

5,425

4,400

(a),(b)

Mirai Industry Co Ltd

63,762

(a) MIRAIT ONE corp

1,243

214,000

(a) MISUMI Group, Inc

3,333

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

14,311,200

Mitsubishi Electric Corp

$

367,565

6,646,710

(a) Mitsubishi Heavy Industries Ltd

173,938

22,200

(a),(b)

Mitsubishi Logisnext Co Ltd

19,250

(a),(b)

Mitsuboshi Belting Co Ltd

6,099,300

Mitsui & Co Ltd

151,453

70,000

(a),(b)

Mitsui Engineering & Shipbuilding Co Ltd

2,112

286,800

(a) Miura Co Ltd

5,634

2,077

(a) MNC Solution Co Ltd

71,786

(a) Monadelphous Group Ltd

1,066

834,300

(a) MonotaRO Co Ltd

12,113

21,527

(a),(c)

Montana Aerospace AG.

754

213,724

(a) Morgan Crucible Co plc

632

50,336

(a) Morgan Sindall plc

3,006

102,144

(a) Mori Seiki Co Ltd

2,052

161,300

(a) Morita Holdings Corp

2,530

73,724

(a) Mota Engil SGPS S.A.

318,294

(a) MRC Global, Inc

4,590

18,506

(a) MSC Industrial Direct Co (Class A)

1,705

13,325

(a) MTAR Technologies Ltd

62,812

MTU Aero Engines Holding AG.

28,978

106,776

(a) Mueller Industries, Inc

10,796

709,223

Mueller Water Products, Inc (Class A)

18,099

2,311,494

(a) Multiply Group PJSC

1,825

94,210

(a),(c)

Munters Group AB

1,128

38,086

(a) MYR Group, Inc

7,923

82,400

Nabtesco Corp

1,863

6,733

(a) Nachi-Fujikoshi Corp

60,400

(a) Nagase & Co Ltd

1,305

682,400

(a),(b)

Namura Shipbuilding Co Ltd

15,732

321,119

(a) NARI Technology Co Ltd

1,038

1,510,243

(a) National Industries Group Holding SAK

1,382

97,670

(a) Nava Ltd

716

705,199

(a) NBCC India Ltd

851

64,816

(a) NCC AB (B Shares)

1,490

296,220

(a) NCC Ltd

692

296,660

(a) Newpark Resources, Inc

3,355

24,638

(a) Nexans S.A.

3,669

216,612

(a) NEXTracker, Inc

16,027

67,488

(a) NFI Group, Inc

715

166,000

(a) NGK Insulators Ltd

2,775

895,535

Nibe Industrier AB

3,540

41,040

Nichias Corp

1,542

10,000

(a) Nichiden Corp

12,445

(a) Nichiha Corp

36,909

(a) Ningbo Deye Technology Co Ltd

29,500

(a) Ningbo Orient Wires & Cables Co Ltd

45,900

(a) Ningbo Sanxing Medical Electric Co Ltd

94,959

(a) Nippon Densetsu Kogyo Co Ltd

1,833

22,365

(a) Nishimatsu Construction Co Ltd

792

99,800

(a) Nishio Rent All Co Ltd

2,893

109,431

(a) Nisshinbo Industries, Inc

842

9,300

(a) Nitta Corp

15,800

(a),(b)

Nitto Boseki Co Ltd

704

19,835

(a),(b)

Nitto Kogyo Corp

40,370

(a) NKT Holding AS

3,926

538,291

(a) Nolato AB

3,376

20,600

(a),(b)

Nomura Micro Science Co Ltd

378,500

(a) Norconsult Norge AS.

1,802

517,862

(a) Nordex AG.

13,301

22,699

(a) Nordson Corp

5,152

14,266

(a) Noritake Co Ltd

24,405

(a) Norma Group SE

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

204,013

Northrop Grumman Corp

$

124,309

312,773

(a) NRW Holdings Ltd

957

1,387,600

(a) NSK Ltd

7,158

357,361

(a),(b)

NTN Corp

821

114,370

(a) NuScale Power Corp

4,117

1,492,936

nVent Electric plc

147,263

840,000

(a) NWS Holdings Ltd

909

7,346

(a) Obara Corp

156,023

(a) OC Oerlikon Corp AG.

533

9,321

(a) Oiles Corp

34,734

(a) Okuma Holdings, Inc

792

25,200

(a),(b)

Okumura Corp

805

23,988

(a) Olectra Greentech Ltd

193,008

(a) Opus Global Rt

19,348

(a) Organo Corp

1,482

9,926

(a) Orion Marine Group, Inc

51,706

(a) OSG Corp

741

41,650

Oshkosh Corp

5,402

(a) OSRAM Licht AG.

34,450

(a) Otokar Otomotiv Ve Savunma Sanayi A.S.

73,264

Owens Corning, Inc

10,364

170,401

PACCAR, Inc

16,754

11,801

(a) Palfinger AG.

19,686

(a) Paras Defence & Space Technologies Ltd

484,320

Parker-Hannifin Corp

367,187

124,351

(a) Peab AB (Series B)

1,013

82,036

Pentair plc

9,086

206,946

(a) Penta-Ocean Construction Co Ltd

1,629

15,169

(a) People & Technology, Inc

13,466

(a) Per Aarsleff Holding A.S.

1,455

2,055

(a) Pfeiffer Vacuum Technology AG.

2,358

(a) Pfisterer Holding SE

4,611

(a),(b)

Plejd AB

3,199,450

(a),(b)

Plug Power, Inc

7,455

93,136

(a) PNC Infratech Ltd

22,080

(a),(b)

PNE AG.

36,342

(a) Polycab India Ltd

2,982

13,743

(a) Porr AG.

23,857

POSCO Future M Co Ltd

2,444

671,269

(a) Power Construction Corp of China Ltd

527

8,572

(a) Power Mech Projects Ltd

1,660

(a) Power Solutions International, Inc

81,990

(a) Praj Industries Ltd

143,640

Primoris Services Corp

19,726

58,288

(a) Proto Labs, Inc

2,916

168,616

(a) Prysmian S.p.A.

16,781

373,147

(a) QinetiQ plc

2,773

92,045

Quanta Services, Inc

38,145

256,911

(a),(b)

QXO, Inc

4,897

18,193

(a) R&S Group Holding AG.

639

370,193

(a) Rail Vikas Nigam Ltd

1,417

6,612

(a) Rainbow Robotics

1,461

353,700

(a) Raito Kogyo Co Ltd

7,711

97,573

(a) Ral Yatirim Holding AS.

440,401

(a) Ras Al Khaimah Ceramics

3,094

(a) Rational AG.

2,364

25,195

(a) Raymond Ltd

13,054

(a) RBC Bearings, Inc

5,095

394,000

(a),(b)

Realord Group Holdings Ltd

612

33,898

(a),(b)

Recticel S.A.

124,392

(a) Redox Ltd

168,671

(a) Reece Ltd

1,260

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

35,522

(a) Refex Industries Ltd

$

486,023

Regal-Beloit Corp

69,715

580,395

(a) Reliance Worldwide Corp Ltd

1,569

64,255

(a) Renew Holdings plc

700

56,353

(a) RENK Group AG.

5,834

174,800

(a) REPT BATTERO Energy Co Ltd

340,596

(a) Resideo Technologies, Inc

14,707

144,953

(a) Reunert Ltd

120,105

(a) REV Group, Inc

6,806

135,787

Rexel S.A.

4,471

140,824

(a) Rheinmetall AG.

329,412

41,591

(a) Richelieu Hardware Ltd

1,022

173,995

(a) Rocket Lab Corp

8,336

57,010

(a) ROCKWOOL A.S.

2,125

19,273

(a) Rolex Rings Ltd

7,609,778

(a) Rolls-Royce Holdings plc

122,321

3,821,145

(a) Rotork plc

17,470

405,543

(a) RR Kabel Ltd

5,761

2,874,603

RTX Corp

481,007

64,800

(a) Ruentex Engineering & Construction Co

283,690

(a) Run Long Construction Co Ltd

44,144

Russel Metals, Inc

1,322

6,214

(a) S&T Dynamics Co Ltd

191,065

(a),(b)

Saab AB

11,739

413,886

(a) Sacyr Vallehermoso S.A.

1,737

353,758

(a) Safran S.A.

125,538

227,125

(a) Sam Engineering & Equipment M Bhd

58,616

(a) Samsung C&T Corp

7,719

318,538

(a) Samsung Engineering Co Ltd

6,089

486,493

(a) Samsung Heavy Industries Co Ltd

7,598

94,551

(a) Samsung Techwin Co Ltd

74,774

1,178,176

(a) Sandvik AB

32,913

7,776

(a) Sanil Electric Co Ltd

612

253,000

(a),(b)

Sanki Engineering Co Ltd

8,436

136,341

(a) Sanwa Shutter Corp

3,898

863,000

(a) Sany Heavy Equipment International Holdings Co Ltd

900

381,657

(a) Sany Heavy Industry Co Ltd

1,248

18,900

(a),(b)

Sanyo Denki Co Ltd

39,691

(a) Saudi Ceramic Co

227,152

(a),(b)

Savaria Corp

3,290

26,256

(a) Schindler Holding AG.

9,985

14,061

(a) Schindler Holding AG. (Registered)

5,088

33,190

(a) Schneider Electric Infrastructure Ltd

995,920

Schneider Electric S.A.

280,324

883

(a) Schweiter Technologies AG.

1,665,900

(a) Seatrium Ltd

3,067

202,152

(a) Senior plc

541

28,246

(a) Sensata Technologies Holding plc

863

9,800

(a) Senshu Electric Co Ltd

232,188

(a) Service Stream Ltd

12,236

(a) SFA Engineering Corp

13,288

(a) SFS Group AG.

1,794

145,904

(a) SGH Ltd

4,816

37,129

(a) SGL Carbon AG.

15,442

(a) Shaily Engineering Plastics Ltd

40,791

(a) Shakti Pumps India Ltd

39,000

(a) Shandong Himile Mechanical Science & Technology Co Ltd

580,303

(a) Shanghai Electric Group Co Ltd

773

276,000

(a) Shanghai Industrial Holdings Ltd

227,994

(a) Shanghai Mechanical and Electrical Industry Co Ltd

120,052

(a) Shapir Engineering and Industry Ltd

981

62,740

Shenzhen Inovance Technology Co Ltd

741

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

17,936

(a) Shibaura Machine Co Ltd

$

510

7,400

(a) Shibuya Corp

194,000

(a) Shihlin Electric & Engineering Corp

1,164

247,775

(a) Shikun & Binui Ltd

1,129

378,400

(a) Shimizu Corp

5,316

19,900

(a),(b)

Shin Nippon Air Technologies Co Ltd

119,026

(a) Shin Zu Shing Co Ltd

1,023

16,600

(a) Shinko Electric Co Ltd

1,021

115,984

(a) Shinko Plantech Co Ltd

1,498

442,700

(a) Shinmaywa Industries Ltd

5,536

244,900

(a) Shinnihon Corp

3,050

11,654

(a) Shinsung Delta Tech Co Ltd

28,808

(a) SHO-BOND Holdings Co Ltd

947

235,760

(a) Sichuan Road and Bridge Group Co Ltd

1,749,036

Siemens AG.

472,201

697,834

(a) Siemens Energy AG.

82,051

62,716

(a) Siemens India Ltd

2,211

95,742

(c) Signify NV

2,518

149,896

(a),(b)

Silex Systems Ltd

655

1,548,500

(a) Sime Darby BHD

839

17,642

Simpson Manufacturing Co, Inc

2,954

1,119,300

(a) Singapore Technologies Engineering Ltd

7,474

28,200

(a) Sinko Industries Ltd

1,167,500

(a) Sinopec Engineering Group Co Ltd

1,013

485,000

(a) Sinotruk Hong Kong Ltd

1,430

18,870

(a) SiteOne Landscape Supply, Inc

2,430

19,393

(a),(c)

SK IE Technology Co Ltd

61,603

(a) SK Networks Co Ltd

21,677

(a) SK oceanplant Co Ltd

63,333

(a) SK Square Co Ltd

9,122

24,868

(a) SK, Inc

3,724

207,309

(a) Skanska AB (B Shares)

5,381

207,447

(a) SKF AB (B Shares)

5,159

20,347

(a) SKF India Ltd

1,081

154,318

SM Investments Corp

1,949

137,800

(a) SMC Corp

42,593

192,357

Smiths Group plc

6,099

21,584

(a) Snap-On, Inc

7,480

168,702

(a),(b)

Sojitz Holdings Corp

4,462

44,664

(a) Spirax-Sarco Engineering plc

4,113

167,885

(a) Spirit Aerosystems Holdings, Inc (Class A)

6,480

268,097

(a) SPX Technologies, Inc

50,075

23,764

(a) Stabilus SE

691

42,246

(a) Stadler Rail AG.

1,036

247,868

(a) StandardAero, Inc

6,764

65,042

Stanley Black & Decker, Inc

4,835

79,786

(a) Stantec, Inc

8,605

16,766

(a) Star Micronics Co Ltd

5,480,900

(a),(d)

STARK Corp PCL

96,315

(a) Sterling and Wilson Renewable

2,974,987

(a) Storskogen Group AB

3,039

14,804

(a) STX Enpaco Co Ltd

876

14,246

(a) Sulzer AG.

2,428

65,797

(a) Sumitomo Densetsu Co Ltd

2,838

148,400

(a) Sumitomo Heavy Industries Ltd

3,566

87,798

(a) Sungrow Power Supply Co Ltd

2,004

183,000

(a) Sunonwealth Electric Machine Industry Co Ltd

764

105,190

(a) Sunrun, Inc

1,819

1,739,100

(a) Sunway BHD

2,337

342,900

(a) Sunway Construction Group BHD

78,663

(a) Sunwoda Electronic Co Ltd

2,444,500

(a),(b),(d)

Superb Summit International Group Ltd

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

6,612,229

(a) Suzlon Energy Ltd

$

4,095

22,300

(a) SWCC Showa Holdings Co Ltd

1,171

573,522

(a) Sweco AB

9,580

251,000

Swire Pacific Ltd (Class A)

2,127

573,785

(a) Ta Ya Electric Wire & Cable

759

77,022

(a) Tadano Ltd

542

57,955

(a) Taihan Electric Wire Co Ltd

642

30,429

(a) Taihei Dengyo Kaisha Ltd

38,006

(a) Taikisha Ltd

733

614,441

(a) Taisei Corp

42,223

787,000

(a) Taiwan Glass Industrial Corp

711

11,439

(a) Takamatsu Corp

30,464

(a) Takara Standard Co Ltd

538

64,082

(a) Takasago Thermal Engineering Co Ltd

1,784

66,700

(a) Takeuchi Manufacturing Co Ltd

2,332

47,400

(a),(b)

Takuma Co Ltd

720

1,555,920

(a) Tanco Holdings Bhd

1,010,600

(a) Tatung Co Ltd

1,290

209,175

(a) TBEA Co Ltd

524

1,079,820

(a) TD Power Systems Ltd

7,184

37,693

(a) Techno Electric & Engineering Co Ltd

566

3,679,000

(a) Techtronic Industries Co

47,029

891,000

(a) Teco Electric and Machinery Co Ltd

2,789

9,186

(a) Tega Industries Ltd

87,996

(a) Tekfen Holding AS

34,910

(a) Tennant Co

2,830

142,738

(a) Texmaco Rail & Engineering Ltd

245,499

Thales S.A.

77,606

4,210,000

(a) Theme International Holdings Ltd

28,259

(a) Thermax Ltd

1,009

78,800

(a) THK Co Ltd

2,175

20,342

(a),(b)

Thyssenkrupp Nucera AG. & Co KGaa

464,000

(a) Time Interconnect Technology Ltd

931

27,401

(a) Timken India Ltd

929

50,954

(a) Titagarh Rail System Ltd

501

28,659

(a),(b)

TKH Group NV

1,240

42,700

(a) Toa Corp/Tokyo

603

34,311

(a) Tocalo Co Ltd

504

156,056

(a) Toda Corp

1,074

330,875

(a) Toenec Corp

3,126

67,000

(a) TOKAI Holdings Corp

61,602

(a) Tokyu Construction Co Ltd

166,707

(a) TOMRA Systems ASA

2,499

43,100

Toro Co

3,284

56,868

Toromont Industries Ltd

6,314

19,700

(a) Totech Corp

16,977

(a) Totetsu Kogyo Co Ltd

99,600

(a) Toto Ltd

2,619

39,003

(a) Toyo Construction Co Ltd

11,100

(a) Toyo Tanso Co Ltd

63,900

(a) Toyota Industries Corp

7,187

743,133

Trane Technologies plc

313,572

14,963

TransDigm Group, Inc

19,722

80,278

(a) Transformers & Rectifiers India Ltd

11,909

(a) Transrail Lighting Ltd

162,235

(a) Travis Perkins plc

1,335

123,082

Trelleborg AB (B Shares)

4,602

264,859

(a) Trex Co, Inc

13,685

113,100

Trinity Industries, Inc

3,171

1,480,361

(a) Triveni Turbine Ltd

8,658

31,567

(a) Troax Group AB

37,510

(a) Trusco Nakayama Corp

605

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

53,170

(a) Tsubakimoto Chain Co

$

772

24,000

(a) Tsugami Corp

20,600

(a) Tsurumi Manufacturing Co Ltd

48,600

(a) Tupy S.A.

12,483

(a) Turk Traktor ve Ziraat Makineleri AS

508,416

(a) Turkiye Sise ve Cam Fabrikalari AS

65,000

(a) Tutor Perini Corp

4,263

98,750

(a) UBTech Robotics Corp Ltd

1,955

7,200

(a),(b)

Union Tool Co

592,000

(a) United Integrated Services Co Ltd

17,487

78,598

United Rentals, Inc

75,034

56,200

(a) Ushio, Inc

884

118,537

(a) V2X, Inc

6,886

109,846

(a),(b)

Valmet Oyj

3,660

5,325

Valmont Industries, Inc

2,065

16,403

(a),(c)

VAT Group AG.

6,548

14,052

(a) VBG Group AB

4,010,251

(a) Ventia Services Group Pty Ltd

13,553

902,695

Vertiv Holdings Co

136,181

603,682

(a) Vestas Wind Systems A.S.

11,484

56,140

(a) Vesuvius India Ltd

145,821

(a) Vesuvius plc

733

139,495

(a) V-Guard Industries Ltd

590

89,978

(a) Vicor Corp

4,474

687,516

Vinci S.A.

95,545

87,374

(a) Volex plc

4,815

(a) Voltamp Transformers Ltd

90,786

(a) Voltas Ltd

1,385

48,000

Voltronic Power Technology Corp

1,466

147,218

(a) Volution Group plc

1,253

989,483

(a) Volvo AB (B Shares)

28,455

5,902

(a) Vossloh AG.

629

38,039

W.W. Grainger, Inc

36,250

19,991

(a) Waaree Renewable Technologies Ltd

23,162

(a) Wacker Construction Equipment AG.

600

250,000

(a) Wakita & Co Ltd

3,134

1,999,008

(a) Walsin Lihwa Corp

1,708

305,262

(a) Wartsila Oyj (B Shares)

9,156

9,448,700

(a),(d)

Waskita Karya Persero Tbk PT

0^

14,657

Watsco, Inc

5,926

71,826

(a) Watts Water Technologies, Inc (Class A)

20,060

375,343

(a),(b)

Webuild SpA

1,563

11,580,850

(a) WEG S.A.

79,617

1,357,709

Weichai Power Co Ltd

2,429

305,586

Weichai Power Co Ltd (Class A)

603

194,121

(a) Weir Group plc

7,161

24,600

(a) Welspun Enterprises Ltd

35,325

WESCO International, Inc

7,471

17,430

(a),(b)

West Holdings Corp

287,807

Westinghouse Air Brake Technologies Corp

57,697

14,466,600

(a),(d)

Wijaya Karya Persero Tbk PT

75,987

(a) WillScot Mobile Mini Holdings Corp

1,604

43,540

(a) Wilson Bayly Holmes-Ovcon Ltd

24,175

Woodward Inc

6,109

1,076,517

(a) Worley Ltd

10,001

43,740

(a) Worthington Enterprises, Inc

2,427

91,095

(a) WSP Global, Inc

17,902

518,038

(a) XCMG Construction Machinery Co Ltd

838

85,511

(a) Xiamen C & D, Inc

135,767

(a) Xinjiang Goldwind Science & Technology Co Ltd - A

267,200

(a),(b)

Xinte Energy Co Ltd

1,396,589

(a),(b)

Xinyi Glass Holdings Co Ltd

1,618

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

9,429

(a),(b)

Xometry, Inc

$

514

56,980

Xylem, Inc

8,405

18,080

(a) YAMABIKO Corp

38,370

(a) Yamazen Corp

6,936,700

(a) Yangzijiang Shipbuilding Holdings Ltd

18,148

282,534

(a) Yankey Engineering Co Ltd

4,119

167,700

(a) Yaskawa Electric Corp

3,570

323,430

(a) Yazicilar Holding AS

25,179

(a) Yokogawa Bridge Holdings Corp

9,852

(a) Yuasa Trading Co Ltd

343,000

(a) Yurtec Corp

6,253

6,265

(a) Zehnder Group AG.

545

35,071

(a) Zen Technologies Ltd

566

80,663

(a) Zhejiang Chint Electrics Co Ltd

66,538

(a) Zhejiang Huayou Cobalt Co Ltd

618

90,200

(a) Zhejiang Sanhua Intelligent Controls Co Ltd

616

96,900

(a) Zhengzhou Yutong Bus Co Ltd

36,233

(a) Zhuzhou CRRC Times Electric Co Ltd

310,100

(a) Zhuzhou CSR Times Electric Co Ltd

1,704

343,339

(a) Zoomlion Heavy Industry Science and Technology Co Ltd - A

TOTAL CAPITAL GOODS

13,318,620

COMMERCIAL & PROFESSIONAL SERVICES - 0.9%

257,180

(a) ACV Auctions, Inc

2,549

128,298

Adecco S.A.

3,614

75,929

(a) AFRY AB

1,309

450,760

(a) ALS Ltd

5,938

231,585

(a),(b)

Amentum Holdings, Inc

5,546

185,175

Arcadis NV

9,350

5,442

(a) Assystem

253,954

Automatic Data Processing, Inc

74,536

137,850

Barrett Business Services, Inc

6,110

104,400

(a) BayCurrent Consulting, Inc

6,135

25,786

(a),(c)

Befesa S.A.

875

26,500

(a) Bell System24 Holdings, Inc

2,318

(a) Benefit Systems S.A.

1,938

141,914

(a) Bilfinger Berger AG.

15,675

61,500

(a) Binjiang Service Group Co Ltd

94,170

(a) BLS International Services Ltd

51,117

Booz Allen Hamilton Holding Corp

5,109

16,161

(a) Boyd Group Services, Inc

2,726

980,101

Brambles Ltd

16,081

157,955

(a),(c)

Bravida Holding AB

1,542

22,180

Brink's Co

2,592

49,078

Broadridge Financial Solutions, Inc

11,689

16,445

(a),(b)

Brunel International NV

434,780

(a) Bureau Veritas S.A.

13,637

9,145

(a) CACI International, Inc (Class A)

4,561

167,001

(a) Casella Waste Systems, Inc (Class A)

15,845

10,341

(a) Cewe Stiftung & Co KGAA

1,215

2,785,000

(a) China Everbright Environment Group Ltd

1,589

51,100

(a) Cimpress plc

3,221

218,898

Cintas Corp

44,931

149,107

(a) Clarivate plc

571

8,762

(a) Clean Harbors, Inc

2,035

52,000

(a) Cleanaway Co Ltd

1,685,074

Cleanaway Waste Management Ltd

3,085

115,211

(a) CMS Info Systems Ltd

35,168

(a) Computer Age Management Services Ltd

1,489

373,220

Computershare Ltd

8,967

72,700

(a),(b)

Concentrix Corp

3,355

372,477

(a) Copart, Inc

16,750

507,653

(a) CoreCivic, Inc

10,331

SHARES

DESCRIPTION

VALUE (000)

COMMERCIAL & PROFESSIONAL SERVICES

(continued)

1,320,000

(a),(b),(d)

CT Environmental Group Ltd

$

1,417,700

(a) CTOS Digital Bhd

32,000

(a) Daiei Kankyo Co Ltd

723

32,465

(a) Daiseki Co Ltd

750

3,699

(a) Danel Adir Yeoshua Ltd

567

71,718

(a) Derichebourg

21,164

(a) dip Corp

6,028

(a) DO & CO AG.

1,574

14,291

(a) Doms Industries Ltd

502,550

(a) Downer EDI Ltd

2,448

226,547

(a) Driven Brands Holdings, Inc

3,650

31,198

(a) Duskin Co Ltd

812

18,137

(a) eClerx Services Ltd

820

31,000

(a) ECOVE Environment Corp

280,321

(a) Element Fleet Management Corp

7,259

123,999

(a),(b)

Elis S.A.

3,579

19,309

(a) eMudhra Ltd

24,520

(a) en-japan, Inc

29,242

Equifax, Inc

7,501

274,604

(a) ExlService Holdings, Inc

12,091

768,381

Experian Group Ltd

38,594

19,850

(a) Fila S.p.A

271,322

(a) Firstsource Solutions Ltd

1,005

19,891

(a) Fiverr International Ltd

1,105,700

(a) Frontken Corp Bhd

1,093

13,274

(a) FTI Consulting, Inc

2,146

27,554

(a) Funai Soken Holdings, Inc

11,303

(a) GDI Integrated Facility Services, Inc

67,792

(a) Genpact Ltd

2,840

172,337

(a) GFL Environmental, Inc

8,168

4,868

(a) GL Events

152,096

(a) GlobalData plc

315,900

(a),(c)

GPS Participacoes e Empreendimentos S.A.

1,122

1,206,273

(a) Hays plc

913

554,247

(a) Healthcare Services Group

9,328

12,126

(a) Hilan Ltd

936

176,982

(a) Indian Railway Catering & Tourism Corp Ltd

1,394

6,497,000

Infomart Corp

14,651

95,771

(a),(b)

Innodata, Inc

7,381

56,512

(a) Insource Co Ltd

86,600

(a) Insperity, Inc

4,261

205,567

Interface, Inc

5,949

78,081

(a) International Gemmological Institute India Ltd

56,160

(a),(b)

Intrum Justitia AB

54,454

(a) ION Exchange India Ltd

174,585

(a) IPH Ltd

111,474

(a) ISS A.S.

3,532

32,200

(a) Itoki Corp

534

445,600

(a) JAC Recruitment Co Ltd

3,260

108,200

(a) Japan Elevator Service Holdings Co Ltd

1,373

922,787

(a) Johnson Service Group plc

1,867

254,400

(a) Kanzhun Ltd (ADR)

5,943

54,100

KBR, Inc

2,558

17,336

(a) Kelly Services, Inc (Class A)

321,511

(a) KEPCO Plant Service & Engineering Co Ltd

10,928

236,032

(a) Kokuyo Co Ltd

1,406

118,550

(a) L&K Engineering Co Ltd

1,405

162,792

(a) Latent View Analytics Ltd

749

546,910

(a) Legalzoom.com, Inc

5,677

53,706

Leidos Holdings, Inc

10,148

298,180

(a) Loomis AB

12,743

57,257

(a),(b)

Mader Group Ltd

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

COMMERCIAL & PROFESSIONAL SERVICES

(continued)

198,690

(a) Maharah Human Resources Co

$

19,510

Manpower, Inc

739

12,162

(a) Matsuda Sangyo Co Ltd

191,600

(a) MAXIMUS, Inc

17,507

39,042

(a) McMillan Shakespeare Ltd

54,384

(a) Meitec Corp

1,173

222,932

(a) Michael Page International plc

686

936,950

(a) Mitie Group

1,760

21,644

(a) Mitsubishi Pencil Co Ltd

196,129

(a) Montrose Environmental Group, Inc

5,386

15,661

MSA Safety, Inc

2,695

4,425,966

(a) My EG Services Bhd

896

27,312

(a) NICE Information Service Co Ltd

13,700

(a) Nippon Kanzai Holdings Co Ltd

634,748

(a) Nomura Co Ltd

4,541

43,728

(a) Okamura Corp

694

43,647

(a) Open Up Group, Inc

535

144,400

(a) OPENLANE, Inc

4,156

40,700

(a) Orizon Valorizacao de Residuos S.A.

92,600

Park24 Co Ltd

1,183

539,319

(a) Parkin Co PJSC

808

22,219

(a) Parsons Corp

1,842

14,100

(a) Pasona Group, Inc

34,198

Paychex, Inc

4,335

1,277,100

(a) Persol Holdings Co Ltd

2,326

20,642

(a) Pilot Corp

669

580,890

(a) Planet Labs PBC

7,540

71,827

(a),(b)

Prestige International, Inc

1,639,900

(a),(c)

Prosegur Cash S.A.

1,467

745,082

(a) Prosegur Cia de Seguridad S.A.

2,557

51,175

(a),(c)

Quess Corp Ltd

1,570,500

(a) Raksul, Inc

12,647

65,919

(a) Randstad Holdings NV

2,811

78,071

RB Global, Inc

8,460

129,352

(a) RB Global, Inc

14,011

296,400

Recruit Holdings Co Ltd

15,936

1,771,139

RELX plc

84,623

2,689,925

(a) Rentokil Initial plc

13,626

179,519

Republic Services, Inc

41,196

34,100

(a) Resources Connection, Inc

77,422

(a) RITES Ltd

41,654

Robert Half International, Inc

1,415

118,260

Rollins, Inc

6,947

13,785

(a) S1 Corp (Korea)

826

1,229,861

(a) Sagility Ltd

591

32,110

(a) Saudi Airlines Catering Co

852

103,613

(a) Saudi Manpower Solutions Co

19,797

Science Applications International Corp

1,967

22,214

(a),(b)

Sdiptech AB

1,845

(a) Seche Environnement S.A.

299,108

(a) Securitas AB (B Shares)

4,508

4,527,062

(a) Serco Group plc

14,417

19,874

SGS S.A.

2,065

34,894

(a) SIS Ltd

93,051

(a) SmartGroup Corp Ltd

57,187

(a) SMS Co Ltd

603

15,604

(a) Societe BIC S.A.

975

270,700

(a) Sohgo Security Services Co Ltd

2,043

428,969

SPIE S.A.

23,191

59,000

(a) Sporton International, Inc

23,100

(a) Synspective, Inc

188,000

(a) Taiwan Secom Co Ltd

689

SHARES

DESCRIPTION

VALUE (000)

COMMERCIAL & PROFESSIONAL SERVICES

(continued)

140,000

(a) Taiwan-Sogo Shinkong Security Corp

$

59,590

(a) TELUS International CDA, Inc

110,414

Tetra Tech, Inc

3,686

110,035

(a) Thomson Reuters Corp

17,086

30,800

(a),(b)

Timee, Inc

166,440

(a) TKC

4,754

16,461

(a) Trans Cosmos, Inc/Japan

256,658

TransUnion

21,503

32,200

(a) TRE Holdings Corp

73,030

TriNet Group, Inc

4,885

126,900

(a),(c)

Tuhu Car, Inc

19,520

(a) Unifirst Corp

3,264

350,400

(a) Upwork, Inc

6,507

21,199

(a) UT Group Co Ltd

477,117

Veralto Corp

50,865

58,951

Verisk Analytics, Inc

14,827

757,185

(a) Verra Mobility Corp

18,702

43,900

(a) Visional, Inc

3,359

248,039

Waste Connections, Inc

43,605

292,500

Waste Management, Inc

64,593

58,587

(a) Willdan Group, Inc

5,665

196,693

(a) WNS Holdings Ltd

15,002

333,190

Wolters Kluwer NV

45,480

231,000

(a),(b),(d)

Youyuan International Holdings Ltd

0^

78,360

(a) Zhejiang Weiming Environment Protection Co Ltd

146,000

(a),(b)

Zonqing Environmental Ltd

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

1,166,231

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 5.3%

75,100

(a) ABC-Mart, Inc

1,490

2,134,582

(a) Abu Dhabi National Oil Co for Distribution PJSC

2,208

88,115

Academy Sports & Outdoors, Inc

4,408

353,816

(a) Accent Group Ltd

6,071,700

(a) ACE Hardware Indonesia Tbk PT

20,230

(b) Adastria Holdings Co Ltd

273,352

(a) Aditya Birla Fashion and Retail Ltd

273,352

(a) Aditya Birla Lifestyle Brands Ltd

25,878

(a),(c)

Aditya Vision Ltd

6,884

(a) Al Majed for Oud Co

38,912

(a) Aldrees Petroleum and Transport Services Co

1,301

120,881

(a) Ali Alghanim Sons Automotive Co KSCC

24,409,544

Alibaba Group Holding Ltd

545,898

346,907

(b) Alibaba Group Holding Ltd (ADR)

62,003

2,227,615

(a),(c)

Allegro.eu S.A.

21,857

11,290

(a),(b)

Alpen Co Ltd

127,682

(a) AlSaif Stores For Development & Investment Co

14,755,992

(a) Amazon.com, Inc

3,239,973

555,490

American Eagle Outfitters, Inc

9,504

237,703

(a) AO World plc

18,600

(a) AOKI Holdings, Inc

34,000

(a) Aoyama Trading Co Ltd

561

21,044

(a) Arata Corp

37,376

(a) Arc Land Sakamoto Co Ltd

63,892

(a) Aritzia, Inc

3,865

57,317

(a) Arvind Fashions Ltd

14,700

(a) Asbury Automotive Group, Inc

3,593

34,628

(a) ASKUL Corp

15,223

(a),(b)

ASOS plc

64,182

(a) Auto Partner S.A.

98,848

(a),(c)

Auto1 Group SE

3,382

47,488

(a) Autobacs Seven Co Ltd

518

14,190

(a) Autohellas Tourist and Trading S.A.

11,575

(a) Autonation, Inc

2,532

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

(continued)

37,233

(a) Autozone, Inc

$

159,739

4,266,738

(a) B&M European Value Retail S.A.

15,052

236,658

(a) Bapcor Ltd

302,262

Bath & Body Works, Inc

7,786

35,205

(a),(b)

Belluna Co Ltd

81,410

Best Buy Co, Inc

6,156

75,400

(a),(b)

BIC CAMERA, Inc

833

47,594

(a) Bilia AB

581

138,394

(a) Boot Barn Holdings, Inc

22,935

37,956

(a),(b),(c)

Boozt AB

537,000

(a),(b),(d)

Boshiwa International Holding Ltd

65,149

(a) BrainBees Solutions Ltd

171,780

(a) Buckle, Inc

10,077

74,960

(a),(b)

Build-A-Bear Workshop, Inc

4,888

39,762,900

(a) Bukalapak.com PT Tbk

110,800

(a) C&A Modas Ltd

108,920

Camping World Holdings, Inc

1,720

35,115

(a),(b)

Canadian Tire Corp Ltd

4,180

63,017

(a) Carmax, Inc

2,828

29,000

(a) Cartrade Tech Ltd

800

55,510

(a) Carvana Co

20,941

37,538

(a) CCC S.A.

1,880

966,600

(a) CCOOP Group Co Ltd

110,602

(a) Ceconomy AG

570

14,700

(a) Central Automotive Products Ltd

89,569

(a) Chewy, Inc

3,623

161,000

(a) China Tobacco International HK Co Ltd

930

84,241

China Tourism Group Duty Free Corp Ltd

849

1,415,200

(b) Chow Tai Fook Jewellery Group Ltd

2,828

42,320

(a) Citi Trends, Inc

1,313

28,236

(a) Clas Ohlson AB (B Shares)

1,110

712,200

(a) Com7 PCL (Foreign)

567

522,946

(a) Coupang, Inc

16,839

1,777,189

(a) Currys plc

3,339

70,546

(a) DCM Holdings Co Ltd

764

35,834

(a) Delek Automotive Systems Ltd

14,967

Dieteren S.A.

2,809

1,300

(b) Dillard's, Inc (Class A)

799

805,494

(a) Dogan Sirketler Grubu Holdings

62,622

(a) Dogus Otomotiv Servis ve Ticaret AS

843,372

(a) Dollarama, Inc

111,225

1,342,240

(a) Don Quijote Co Ltd

8,837

188,300

(a) Doshisha Co Ltd

3,594

27,697

(a) Douglas AG.

98,347

(a) Dunelm Group plc

1,487

107,972

(a),(b)

Eagers Automotive Ltd

2,092

194,000

eBay, Inc

17,644

60,678

(a),(b)

EDION Corp

888

265,998

Empresas COPEC S.A.

1,948

7,370

(a) Ethos Ltd

138,657

(a) Etsy, Inc

9,205

114,689

(a),(c)

Europris ASA

1,164

634,000

(a) Far Eastern Department Stores Co Ltd

59,546

(a) Fawaz Abdulaziz Al Hokair & Co

19,072

(a) Fielmann AG.

1,152

9,035

(a),(b)

Fnac Darty SA

249,846

(a) Foschini Ltd

1,579

6,386

(a) Fox Wizel Ltd

676

89,063

(a) Frasers Group plc

895

358,619

(a) FSN E-Commerce Ventures Ltd

938

172,587

(a) GameStop Corp (Class A)

4,708

51,253

Genuine Parts Co

7,104

SHARES

DESCRIPTION

VALUE (000)

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

(continued)

82,739

(a) Global-e Online Ltd

$

2,959

21,560

(a) Go Fashion India Ltd

626,158,600

(a) GoTo Gojek Tokopedia Tbk PT

2,035

11,377

(a) Groupe Dynamite, Inc

38,100

(a) Gulliver International Co Ltd

141,900

(a) Happinet Corp

6,611

422,766

(a) Harvey Norman Holdings Ltd

2,062

182,800

(a) HLA Corp Ltd

1,638,602

Home Depot, Inc

663,945

3,395,300

(a) Home Product Center PCL

781

28,492

(a) Hornbach Holding AG. & Co KGaA

3,286

207,591

Hotai Motor Co Ltd

4,053

24,557

(a) Hotel Shilla Co Ltd

900

10,775

(a) Hyundai Department Store Co Ltd

680

246,756

Inchcape plc

2,299

189,569

Industria de Diseno Textil S.A.

10,491

242,700

(a),(b)

Isetan Mitsukoshi Holdings Ltd

4,476

27,200

(a),(b)

Izumi Co Ltd

600

183,700

J Front Retailing Co Ltd

3,063

426,417

(a) Jarir Marketing Co

1,586

82,150

(a) JB Hi-Fi Ltd

6,305

5,482,810

JD.com, Inc

96,062

8,942

(a) JINS Holdings, Inc

554

38,274

(a) Joyful Honda Co Ltd

563

80,133

(a) JUMBO S.A.

2,749

14,205

(a) Kohnan Shoji Co Ltd

15,752

(a),(b)

Komeri Co Ltd

96,428

(a) K's Holdings Corp

1,042

19,418

(a) Leon's Furniture Ltd

33,476

Lithia Motors, Inc (Class A)

10,578

107,995

LKQ Corp

3,298

798,760

(a) Lojas Renner S.A.

2,271

9,738

(a) Lotte Shopping Co Ltd

48,832

(a),(b)

Lovisa Holdings Ltd

1,208

553,527

Lowe's Cos, Inc

139,107

222,561

(a) Luk Fook Holdings International Ltd

713

171,000

Macy's, Inc

3,066

275,500

(a) Magazine Luiza S.A.

9,142,100

(a) Map Aktif Adiperkasa PT

25,803

(a) Matas A.S.

528

32,832

(a) Mekonomen AB

29,842

(a) Mercadolibre, Inc

69,739

87,100

(a) Mercari, Inc

1,340

337,000

(a) MINISO Group Holding Ltd

1,899

6,772,200

(a) Mitra Adiperkasa Tbk PT

30,299

(a) Mobilezone Holding AG.

58,800

(a) momo.com, Inc

220,431

(a) Moonpig Group plc

673

704,314

(a),(b)

Motus Holdings Ltd

4,241

2,380,700

(a),(c)

MR DIY Group M Bhd

929

196,143

(a) Mr Price Group Ltd

2,313

7,575

Murphy USA, Inc

2,941

845,630

(a) Myer Holdings Ltd

386,443

Naspers Ltd

140,422

37,720

(a) Nextage Co Ltd

602

24,379

(a) Nice One Beauty Digital Marketing Co

61,868

(a),(b)

Nick Scali Ltd

957

25,035

(a) Nishimatsuya Chain Co Ltd

48,824

(a) Nojima Corp

1,338

133,512

(a) North-Star International Co Ltd

25,796

(a) Ollie's Bargain Outlet Holdings, Inc

3,312

4,082,796

(a) O'Reilly Automotive, Inc

440,166

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

(continued)

50,100

(a) Oriental Holdings BHD

$

625,370

(a),(b)

Overstock.com, Inc

6,122

59,677

(a),(b),(d)

Ozon Holdings plc (ADR)

66,512

(a) Pal Co Ltd

1,130

85,915

PALTAC Corp

2,688

15,000

(a) Pan German Universal Motors Ltd

1,291,610

(a) PC Jeweller Ltd

790,228

(a) PDD Holdings, Inc (ADR)

104,444

7,807

(a) Penske Auto Group, Inc

1,358

132,839

(a),(c)

Pepco Group NV

949

2,460,291

(a),(c)

Pepkor Holdings Ltd

3,465

44,161

(a) Pet Valu Holdings Ltd

1,142

347,405

(a) Pets at Home Group PLC

959

15,133

Pool Corp

4,692

371,600

(a),(c)

Pop Mart International Group Ltd

12,728

48,930

(a) Poya International Co Ltd

754

72,693

(a) Premier Investments Ltd

924

1,810,331

Prosus NV

128,018

59,602

(a) Puuilo Oyj

1,040

301,230

(a) RattanIndia Enterprises Ltd

787,820

(a) RealReal, Inc

8,375

78,140

(a) Redtape Ltd

15,735

(a) Retailors Ltd

120,300

(a) Revolve Group, Inc

2,562

623,918

(a) Ripley Corp S.A.

613,196

Ross Stores, Inc

93,445

32,028

(a),(b)

Rusta AB

221,800

(a) Ryohin Keikaku Co Ltd

4,413

440,605

(a) SACI Falabella

2,612

27,800

(a) Saudi Automotive Services Co

51,664

(a) Senco Gold Ltd

36,781

(a) Seria Co Ltd

773

198,600

(a) Shimamura Co Ltd

13,279

4,528

(a) Shinsegae Co Ltd

603

31,534

(a) Shoppers Stop Ltd

969,508

(a) Siam Global House PCL

251,189

Signet Jewelers Ltd

24,094

25,667

(a) Silicon2 Co Ltd

838

177,240

(a) Sonic Automotive, Inc (Class A)

13,486

118,687

(a) Super Retail Group Ltd

1,277

3,556

(a) Supply Network Ltd

78,125

(a) Synsam AB

221,302

(a) Takashimaya Co Ltd

2,531

62,757

(a) Temple & Webster Group Ltd

953

5,988

(a) Thanga Mayil Jewellery Ltd

483,439

(a),(b)

THG plc

466,570

(a) ThredUp, Inc

4,409

3,293,400

TJX Cos, Inc

476,028

36,740

(a),(b)

Tokmanni Group Corp

1,805,000

(a),(c)

Topsports International Holdings Ltd

732

125,548

Trent Ltd

6,609

292,553

(a),(b)

Truworths International Ltd

927

41,028

(a) Ulta Beauty, Inc

22,432

31,690

(a) United Electronics Co

758

390,000

(a) Upbound Group, Inc

9,216

310,700

(a) USS Co Ltd

3,567

8,915

(a) V2 Retail Ltd

120,620

(a) Valvoline, Inc

4,331

694,372

(a) Vibra Energia S.A.

3,208

38,930

(a) Victoria's Secret & Co

1,057

227,880

Vipshop Holdings Ltd (ADR)

4,476

714,861

(a) Vishal Mega Mart Ltd

1,200

SHARES

DESCRIPTION

VALUE (000)

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

(continued)

37,260

(a) V-Mart Retail Ltd

$

518,064

(a) Warby Parker, Inc

14,288

168,512

(a),(c)

Watches of Switzerland Group plc

834

39,476

(a) Wayfair, Inc

3,526

183,581

(a) We Buy Cars Holdings Ltd

589

813,609

(a) Wesfarmers Ltd

49,495

359,724

WH Smith plc

3,281

309,816

Williams-Sonoma, Inc

60,554

604,643

(a),(b)

Woolworths Holdings Ltd

1,761

14,400

(a) Workman Co Ltd

608

635,000

(a),(b)

XXF Group Holdings Ltd

894

383,200

(a) Yamada Denki Co Ltd

1,258

51,066

(a) Yellow Hat Ltd

583

789,835

(a),(c)

Zalando SE

24,239

86,700

(a) Zhejiang China Commodities City Group Co Ltd

480,500

(a) Zhongsheng Group Holdings Ltd

898

10,091

(a),(b)

Zinzino AB

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

7,186,936

CONSUMER DURABLES & APPAREL - 1.9%

756,000

(a) 361 Degrees International Ltd

608

102,541

(a) Adidas-Salomon AG.

21,727

1,281,452

(a) Aksa Akrilik Kimya Sanayii AS.

974,579

(a) Alok Industries Ltd

165,700

(a) Alpargatas S.A.

15,247

(a) Amber Enterprises India Ltd

1,391

229,229

(a) Amer Sports, Inc

7,966

100,790

(a),(b)

AMMO, Inc

3,103,355

(a) Anta Sports Products Ltd

37,173

50,591

(a) Arcelik AS

100,047

(a) Arvind Ltd

1,546,000

Asics Corp

40,455

99,664

(a) Asmodee Group AB

1,279

41,457

(a) Azorim-Investment Development & Construction Co Ltd

103,457

(a) Azzas 2154 S.A.

586

136,062

(a) Bajaj Electricals Ltd

835

39,861

(a) Bata India Ltd

523

2,939

(a) Beijing Roborock Technology Co Ltd

89,245

(a) Bellway plc

2,957

26,884

(a),(b)

Beneteau S.A.

74,605

(a) Berkeley Group Holdings plc

3,856

406,218

(a) BK LC Lux Finco 2 Sarl

18,381

3,244,472

(a) Bosideng International Holdings Ltd

1,935

251,200

(a) Bovis Homes Group plc

2,193

75,702

(a),(b)

Breville Group Ltd

1,501

26,026

(a),(b)

BRP, Inc

1,582

25,542

(a),(b)

Brunello Cucinelli S.p.A

2,798

27,837

Brunswick Corp

1,760

268,586

(a) Burberry Group plc

4,243

4,274,229

(a) Cairn Homes plc

9,615

58,262

(a) Campus Activewear Ltd

33,662

(a) Canada Goose Holdings, Inc

142,500

(a) Casio Computer Co Ltd

1,171

30,229

(a) Cello World Pvt Ltd

78,500

(a) Chervon Holdings Ltd

481,000

(a) China Lilang Ltd

780,486

Cie Financiere Richemont S.A.

149,827

11,067,638

(a) Coats Group plc

12,416

37,456

(a) Coway Co Ltd

2,629

187,033

(a) Crest Nicholson Holdings plc

67,825

(a) Crocs, Inc

5,667

1,345,358

(a) Crompton Greaves Consumer Electricals Ltd

4,414

319,000

(a),(c)

Crystal International Group Ltd

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CONSUMER DURABLES & APPAREL

(continued)

117,400

(a) Cury Construtora e Incorporadora S.A.

$

763

208,500

(a) Cyrela Brazil Realty S.A.

1,203

7,630

(a) Danya Cebus Ltd

57,984

(a) De'Longhi S.p.A.

2,103

7,212

(a) Delta Galil Ltd

11,420

(a) DI Dong Il Corp

278,100

(a) Direcional Engenharia S.A.

845

25,020

(a) Dixon Technologies India Ltd

4,599

111,986

DR Horton, Inc

18,978

457,878

(a) Dr. Martens PLC

612

74,000

(a) Dream International Ltd

1,327,869

(a) Eclat Textile Co Ltd

19,195

27,300

(a) Ecovacs Robotics Co Ltd

10,436

(a) Electra Consumer Products 1970 Ltd

158,512

(a) Electrolux AB

868

37,257

(a) ES-Con Japan Ltd

45,462

(a) Eureka Forbes Ltd

11,739

(a) F&F Co Ltd

525

334,755

(a) Feng TAY Enterprise Co Ltd

1,356

117,726

(a),(b)

Ferretti S.p.A

24,654

(a),(d)

FF Group

0^

457,700

(a),(b)

Fields Corp

7,007

27,792

(a) Fila Holdings Corp

764

721,000

(a) Formosa Taffeta Co Ltd

339,999

(a),(d)

Fuguiniao Co Ltd

0^

98,334

(a) Fulgent Sun International Holding Co Ltd

185,000

(a) Fusheng Precision Co Ltd

1,588

24,715

(a) Games Workshop Group plc

4,844

8,335

(a) Ganesha Ecosphere Ltd

31,855

(a) Garmin Ltd

7,843

44,685

(a) Garware Technical Fibres Ltd

223,000

(a) Giant Manufacturing Co Ltd

697

99,391

(a) Gildan Activewear, Inc

5,742

410,735

(a),(c)

Glenveagh Properties plc (London)

920

101,784

GN Store Nord

1,724

45,438

(a) Gokaldas Exports Ltd

43,341

(a),(b)

Goldwin, Inc

737

121,400

(a) Gree Electric Appliances, Inc of Zhuhai

678

9,680

(a) Green Brick Partners, Inc

715

241,300

(a) Grendene S.A.

22,136

(a) Gunze Ltd

565

1,699,801

Haier Smart Home Co Ltd

5,514

259,807

(a) Haier Smart Home Co Ltd

927

5,846

(a) Hanssem Co Ltd

13,063

(a),(b)

Harvia Oyj

529

162,069

Hasbro, Inc

12,293

181,972

(a) Haseko Corp

3,107

12,384

Hermes International

30,453

466,000

(a),(d)

HOSA International Ltd

34,331

(a) Hugo Boss AG.

1,637

116,200

(a) Iida Group Holdings Co Ltd

1,853

75,375

(a) Indo Count Industries Ltd

25,510

(a) Japan Wool Textile Co Ltd

48,066

(a),(b)

JM AB

719

1,457,000

(a) JNBY Design Ltd

3,431

57,000

(a) Johnson Health Tech Co Ltd

708,000

(a),(c)

JS Global Lifestyle Co Ltd

116,400

JVC KENWOOD Holdings, Inc

906

289,635

(a) Kalyan Jewellers India Ltd

1,482

8,660

(a) Kaufman & Broad S.A.

389,512

Kering

130,524

71,830

Kontoor Brands, Inc

5,730

SHARES

DESCRIPTION

VALUE (000)

CONSUMER DURABLES & APPAREL

(continued)

83,835

(a) KPR Mill Ltd

$

1,005

4,600

(a) Kurabo Industries Ltd

46,000

(a) Lai Yih Footwear Co Ltd

19,200

(a),(b)

Laopu Gold Co Ltd

1,755

160,719

(a) Lennar Corp (Class A)

20,257

4,023

(a),(b)

Lennar Corp (Class B)

760,332

LG Electronics, Inc

41,013

1,607,121

(a) Li Ning Co Ltd

3,634

768

LPP S.A.

3,740

34,503

(a) Lululemon Athletica, Inc

6,139

548,193

LVMH Moet Hennessy Louis Vuitton S.A.

337,348

173,560

(a) Makalot Industrial Co Ltd

1,657

1,290,984

(a) Man Wah Holdings Ltd

714

6,442

(a),(d)

Mariella Burani S.p.A.

0^

28,747

(a) Marimekko Oyj

135,244

(a) Mattel, Inc

2,276

7,068,567

(a),(c)

Mavi Giyim Sanayi Ve Ticaret AS.

6,361

140,000

(a) Merida Industry Co Ltd

110,175

Meritage Homes Corp

7,980

174,112

(a) Merry Electronics Co Ltd

582

144,300

(a) Midea Group Co Ltd

1,476

250,400

(a) Midea Group Co Ltd

2,643

19,681

(a) MIPS AB

716

42,300

(a),(b)

Mizuno Corp

763

21,603

(a) Mohawk Industries, Inc

2,785

1,605,912

Moncler S.p.A

94,513

325,700

(a) MRV Engenharia e Participacoes S.A.

7,600

(a) Nagawa Co Ltd

19,486

(a),(c)

Neinor Homes S.A.

71,678

(a) New Wave Group AB

840

119,448

(a) Nien Made Enterprise Co Ltd

1,670

1,961,464

Nike, Inc (Class B)

136,773

188,800

(a),(b)

Nikon Corp

2,195

650,253

(a) Noritsu Koki Co Ltd

7,744

18,631

(a) Noritz Corp

25,223

(a) NVR, Inc

202,658

412,257

(a) On Holding AG.

17,459

85,300

(a) Onward Kashiyama Co Ltd

54,600

(a) Open House Group Co Ltd

2,825

19,432

(a) Oppein Home Group, Inc

126,391

(a) Orient Electric Ltd

119,320

(a),(c)

OVS S.p.A

589

3,936

(a) Page Industries Ltd

1,803

17,691

(a) PDS Ltd

402,000

(a),(d)

Peace Mark Holdings Ltd

12,202

(a) Pearl Global Industries Ltd

1,417,375

(a),(b)

Peloton Interactive, Inc

12,756

1,216,973

(a) Persimmon plc

19,012

20,656

(a),(d)

PIK Group (GDR)

0^

1,415,000

(a) Pou Chen Corp

1,343

4,280,929

(a) PRADA S.p.A

25,774

252,585

Pulte Homes, Inc

33,374

77,644

(a) Puma AG. Rudolf Dassler Sport

1,936

50,297

(a) Rajesh Exports Ltd

59,471

Ralph Lauren Corp

18,648

20,156

(a) Raymond Lifestyle Ltd

43,517

(a) Relaxo Footwears Ltd

76,500

(a) Rinnai Corp

1,812

35,370

(a) Rocky Brands, Inc

1,054

9,500

(a) Roland Corp

455,027

(a) Ruentex Industries Ltd

784

16,656

(a) Safari Industries India Ltd

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CONSUMER DURABLES & APPAREL

(continued)

29,853

(a),(b)

Salvatore Ferragamo S.p.A

$

261,224

(a) Sangetsu Co Ltd

5,478

137,800

(a) Sankyo Co Ltd

2,394

12,839

(a),(b)

Sanlorenzo S.p.A

531

16,687

(a),(b)

SEB S.A.

1,232

642,400

(a) Sega Sammy Holdings, Inc

13,535

20,900

(a) Seiko Holdings Corp

923

117,600

Sekisui House Ltd

2,675

34,826

(a) SharkNinja Global SPV Ltd

3,592

183,200

(a) Sharp Corp

1,026

30,636

(a) Sheela Foam Ltd

577,938

(a) Shenzhou International Group Holdings Ltd

4,575

415,199

(a) Shimano, Inc

46,402

181,400

(a) Sichuan Changhong Electric Co Ltd

57,500

(a) Skyline Champion Corp

4,391

568,000

(a),(b)

Skyworth Group Ltd

135,855

(a) Sonos, Inc

2,147

22,089,830

Sony Corp

635,010

25,381

(a),(c)

Spin Master Corp

47,000

(a) Sports Gear Co Ltd

407,000

(a) Stella International Holdings Ltd

803

636,496

(b) Steven Madden Ltd

21,310

347,691

(a) Sumitomo Forestry Co Ltd

4,148

71,586

(a) Swan Energy Ltd

329,104

(a) Symphony Ltd

3,357

1,003,000

(a) Tainan Spinning Co Ltd

152,000

(a) Taiwan Paiho Ltd

74,000

(a) Taiwan Sakura Corp

13,700

(a),(b)

Tama Home Co Ltd

102,400

(a) Tamron Co Ltd

715

181,388

Tapestry, Inc

20,537

231,254

(a) Taylor Morrison Home Corp

15,265

21,943,520

Taylor Wimpey plc

30,485

767,000

(a) TCL Electronics Holdings Ltd

1,032

539,650

(a),(c)

Technogym S.p.A

9,164

102,347

Tempur Sealy International, Inc

8,631

82,560

(a),(c)

Thule Group AB

2,031

245,543

(a) Titan Co Ltd

9,309

3,990

(a) Token Corp

342,170

Toll Brothers, Inc

47,267

64,001

(a) Tomy Co Ltd

1,384

11,985

(a) TopBuild Corp

4,684

36,000

(a) Topkey Corp

471,513

(a) Tri Pointe Homes, Inc

16,017

1,051,807

(a) Trident Ltd

44,648

(a) TTK Prestige Ltd

47,259

(a) Vaibhav Global Ltd

82,419

(a) Vardhman Textiles Ltd

37,252

(a) Vedant Fashions Ltd

52,655

(a) VIP Industries Ltd

3,168,000

(a) Viva Goods Company Ltd

100,900

(a) Vivara Participacoes S.A.

541

56,700

(a) Vulcabras Azaleia S.A.

27,713

(a),(b)

Wacoal Holdings Corp

1,055

170,540

(a) Welspun India Ltd

22,389

(b) Whirlpool Corp

1,760

49,893

(a) Whirlpool of India Ltd

669

102,993

(a) Wiselink Co Ltd

693

1,187,500

(a) Xtep International Holdings Ltd

891

279,200

(b) Yamaha Corp

1,854

147,704

(a) YETI Holdings, Inc

4,901

107,409

(a),(b)

YIT Oyj

SHARES

DESCRIPTION

VALUE (000)

CONSUMER DURABLES & APPAREL

(continued)

45,500

(a) Yonex Co Ltd

$

1,166

16,819

(a) Youngone Corp

778

2,511

(a) Youngone Holdings Co Ltd

3,737,000

(a) Yue Yuen Industrial Holdings

6,356

26,900

(a) Zojirushi Corp

TOTAL CONSUMER DURABLES & APPAREL

2,615,280

CONSUMER SERVICES - 1.8%

5,473,630

(a) Abu Dhabi National Hotels

659

354,730

(a),(c)

AcadeMedia AB

3,684

716,146

Accor S.A.

34,024

928,638

ADT, Inc

8,088

14,518

(a),(d)

Advent Hotels International Pvt Ltd

12,629

(a) Afya Ltd

108,071

(a) Airbnb, Inc

13,122

1,263,243

(a) Alef Education Holding plc

391,000

(a) Alsea SAB de C.V.

1,300

503,435

Amadeus IT Holding S.A.

40,018

109,000

(a) Ambassador Hotel

2,117,648

(a) Americana Restaurants International plc

1,136

67,715

(a) AmRest Holdings SE

299,967

Aramark

11,519

402,505

(a) Aristocrat Leisure Ltd

18,633

5,111,400

(a) Asset World Corp PCL

17,479

(a) Ataa Educational Co

91,600

(a),(b)

Atom Corp

25,000

(a) Atour Lifestyle Holdings Ltd (ADR)

940

63,349

(a) Auction Technology Group plc

35,610

(a),(b),(c)

Basic-Fit NV

1,084

523,832

(a) Betsson AB

8,670

61,971

Booking Holdings, Inc

334,598

615,333

Boyd Gaming Corp

53,196

49,441

(a) Bright Horizons Family Solutions, Inc

5,368

3,662,000

(a) Cafe de Coral Holdings Ltd

3,040

3,771,293

(a) Carnival Corp

109,028

618,891

(a) Carnival plc

16,451

42,028

(a),(b)

Cava Group, Inc

2,539

377,500

(a) Central Plaza Hotel PCL

65,027

(a) Chalet Hotels Ltd

697

491,000

(a),(c)

China East Education Holdings Ltd

849,000

(a),(b)

China Education Group Holdings Ltd

1,836,000

(a),(b)

China Travel International Inv HK

2,931,570

(a) Chipotle Mexican Grill, Inc (Class A)

114,888

10,514

(a) Cie des Alpes

1,379,800

(a) Cogna Educacao S.A.

866

76,553

Collins Foods Ltd

548

70,400

(a),(b)

Colowide Co Ltd

869

1,975,201

Compass Group plc

67,326

86,723

(a),(b),(d)

Corporate Travel Management Ltd

100,200

(a) Coursera, Inc

1,173

29,000

(b) Cracker Barrel Old Country Store, Inc

1,278

183,200

(a) Create Restaurants Holdings, Inc

957

141,347

(a) Dalata Hotel Group plc

1,062

734,530

(a),(c)

Deliveroo plc

1,778

115,949

(a),(c)

Delivery Hero SE

3,329

292,520

(a) Devyani International Ltd

553

950,480

(a) DigiPlus Interactive Corp

7,590

Dine Brands Global Inc.

50,142

(a) Domino's Pizza Enterprises Ltd

245,609

(a) Domino's Pizza Group plc

658

133,249

(a) DoorDash, Inc

36,242

125,500

(a) DoubleUGames Co Ltd

4,652

23,118

(a) Doutor Nichires Holdings Co Ltd

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CONSUMER SERVICES

(continued)

61,700

(a) DPC Dash Ltd

$

688

373,428

(a) DraftKings, Inc

13,966

15,779

(a) Duolingo, Inc

5,078

48,709

(a) Dutch Bros, Inc

2,549

69,714

(a) eDreams ODIGEO S.A.

670

157,036

(a) EIH Ltd

637

59,506

(a),(b),(c)

Elior Group S.A.

630,115

(a) Entain plc

7,447

81,711

(a),(c)

Evolution AB

6,727

224,800

(a) Expedia Group, Inc

48,051

5,728

(a) Fattal Holdings 1998 Ltd

957

901,000

(a),(b)

Fenbi Ltd

134,321

(a),(b)

Flight Centre Travel Group Ltd

1,027

146,686

(a) Flutter Entertainment plc

37,258

107,051

(a) Flutter Entertainment plc

27,923

82,993

(a) Food & Life Cos Ltd

4,333

32,000

(a) Formosa International Hotels Corp

181,432

(a) Frontdoor, Inc

12,209

1,149,000

(a),(b)

Fu Shou Yuan International Group Ltd

18,499

(a) Fuji Kyuko Co Ltd

4,700

(a) Fujita Kanko, Inc

1,322,095

(a) G8 Education Ltd

740

4,588,000

(a) Galaxy Entertainment Group Ltd

25,226

63,200

(a),(b)

GENDA,Inc

88,050

(a) Genius Sports Ltd

1,090

1,071,400

(a) Genting BHD

744

1,507,600

(a) Genting Malaysia BHD

752

4,377,800

(a) Genting Singapore Ltd

2,496

71,000

(a) Gourmet Master Co Ltd

11,722

(a) Grand Canyon Education, Inc

2,573

28,765

(a) Grand Korea Leisure Co Ltd

77,251

Greggs plc

1,672

23,886

(a),(b)

Guzman y Gomez Ltd

133,755

H&R Block, Inc

6,764

2,837,000

(a),(b),(c)

Haichang Ocean Park Holdings Ltd

1,158,776

(a),(b),(c)

Haidilao International Holding Ltd

1,993

10,172

(a) Hana Tour Service, Inc

16,123

(a) Hanjin Kal Corp

1,155

54,719

(a) HBX Group International plc

503,089

(a),(b)

Heiwa Corp

7,149

19,537

(a) Hiday Hidaka Corp

476,670

Hilton Worldwide Holdings, Inc

123,667

42,628

(a),(b)

HIS Co Ltd

149,434

(a) Hollywood Bowl Group plc

507

2,087,009

Huazhu Group Ltd (ADR)

81,623

1,199,653

(a) Humansoft Holding Co KSC

9,754

59,500

(a),(b)

Ichibanya Co Ltd

163,025

(a),(b)

IDP Education Ltd

709

16,900

(a) Imperial Hotel Ltd

588,021

Indian Hotels Co Ltd

4,773

120,415

(a) InterContinental Hotels Group plc

14,559

244,480

(a),(b)

International Game Technology plc

4,217

249,085

(a) Intralot S.A.-Integrated Lottery Systems & Services

538,273

(a) ITC Hotels Ltd

1,378

384,283

(a) Jabal Omar Development Co

1,990

74,972

(a) Jahez International Co

724,000

(a),(b),(c)

Jiumaojiu International Holdings Ltd

344,733

(a) Jollibee Foods Corp

1,268

251,632

(a) Jubilant Foodworks Ltd

1,750

34,833

(a) Juniper Hotels Ltd

133,340

(a),(c)

Just Eat Takeaway.com NV

3,165

70,598

(a) Kangwon Land, Inc

923

SHARES

DESCRIPTION

VALUE (000)

CONSUMER SERVICES

(continued)

33,600

(a) KOMEDA Holdings Co Ltd

$

706

41,094

(a),(b)

Koshidaka Holdings Co Ltd

17,804

(a),(b)

Kura Sushi, Inc

47,966

(a),(b)

Kyoritsu Maintenance Co Ltd

1,037

384,690

Las Vegas Sands Corp

20,692

654,817

(a) Laureate Education, Inc

20,653

82,670

(a) Le Travenues Technology Ltd

20,329

(a) Leejam Sports Co JSC

773

279,607

(a),(c)

Lemon Tree Hotels Ltd

523

100,674

(a) Life Time Group Holdings, Inc

2,779

35,006

(a) Light & Wonder, Inc

2,938

119,915

(a) Lindblad Expeditions Holdings, Inc

1,535

33,808

(a) Lotte Tour Development Co Ltd

1,595,824

(a) Lottery Corp Ltd

6,197

189,881

Lottomatica Group Spa

5,110

94,000

(a) Lung Yen Life Service Corp

68,987

(a) Mahindra Holidays & Resorts India Ltd

60,906

Marriott International, Inc (Class A)

15,862

6,600

(a) Matsuyafoods Holdings Co Ltd

565,216

McDonald's Corp

171,764

121,900

(a) McDonald's Holdings Co Japan Ltd

5,112

161,422

(a) Me Group International plc

5,631,433

(a),(c)

Meituan

75,229

133,800

(a) Melco Crown Entertainment Ltd (ADR)

1,227

537,817

(a) Melco International Development

356,000

(a) Metaplanet, Inc

1,399

2,349,500

(a) Minor International PCL

1,671

185,501

(a) Mitchells & Butlers plc

616

25,002

(a) Monogatari Corp

721

18,800

(a) MOS Food Services, Inc

502

15,215

(a) MTY Food Group, Inc

14,061

(a) National Co for Learning & Education

596

72,306

(a),(b)

Nerdy, Inc

848,440

(a) New Oriental Education & Technology Group, Inc

4,529

61,234

(a) NIIT Learning Systems Ltd

174,900

(a) Ohsho Food Service Corp

4,371

173,100

(a) OneSpaWorld Holdings Ltd

3,659

126,623

(a) OPAP S.A.

2,954

41,856

(a) Paradise Co Ltd

630

443,370

Perdoceo Education Corp

16,697

125,019

(a) Pierre & Vacances

35,344

(a) Planet Fitness, Inc

3,669

170,751

(a) Playtech PLC

847

141,870

(a) Potbelly Corp

2,417

12,850

(a),(b)

PPHE Hotel Group Ltd

138,292

(a) Rank Group plc

111,260

Red Rock Resorts, Inc

6,794

131,100

Resorttrust, Inc

1,663

276,062

(a) Restaurant Brands Asia Ltd

217,040

(b) Restaurant Brands International, Inc

13,924

130,883

(a) Round One Corp

1,158

97,914

Royal Caribbean Cruises Ltd

31,683

25,700

(a),(b)

Royal Holdings Co Ltd

937,540

(a) Rush Street Interactive, Inc

19,201

23,200

(a) Saizeriya Co Ltd

779

1,740,759

(a) Sands China Ltd

4,837

163,818

(a) Sapphire Foods India Ltd

541

993,396

(a),(c)

Scandic Hotels Group AB

9,396

118,740

(a) Seera Group Holding

917

58,591

Service Corp International

4,876

61,443

(a) Shake Shack, Inc

5,752

2,345,000

(a),(b)

SJM Holdings Ltd

1,000

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CONSUMER SERVICES

(continued)

30,584

(a),(b)

SkiStar AB

$

512

171,582

(a) Skylark Holdings Co Ltd

3,548

246,300

(a) Smartfit Escola de Ginastica e Danca S.A.

1,235

120,047

Sodexho Alliance S.A.

7,574

87,043

(a) Sol Melia S.A.

759

595,683

(a) SSP Group PLC

1,377

2,922,293

Starbucks Corp

247,226

145,096

(a) Strategic Education, Inc

12,480

9,900

(a) Stride, Inc

1,475

924,038

(a) Super Group SGHC Ltd

12,197

417,750

(a),(b)

Super Hi International Holding Ltd

774

352,044

(a) Swiggy Ltd

1,676

163,253

(a) Taaleem Holdings PJSC

32,117

(a) TAB Gida Sanayi Ve Ticaret AS.

2,281,233

(a) TABCORP Holdings Ltd

1,549

285,683

(a) TAL Education Group (ADR)

3,200

25,366

(a) Tbo Tek Ltd

216,436

Texas Roadhouse, Inc (Class A)

35,961

100,588

(a) Thomas Cook India Ltd

976,000

(a),(b)

Tianli Education International Holdings Ltd

10,885

(a) Tokyotokeiba Co Ltd

887,220

(a) Tongcheng Travel Holdings Ltd

2,621

38,159

(a),(b)

Toridoll Holdings Corp

1,237

308,650

(a),(c)

Trainline plc

1,155

267,064

Travel & Leisure Co

15,888

629,219

(a) Travelsky Technology Ltd

859

829,350

(a) Trip.com Group Ltd

62,896

1,585,209

(a) TUI AG.

14,465

161,800

(a) Udemy, Inc

1,134

91,440

(a) Universal Technical Institute, Inc

2,976

73,301

(a) Viking Holdings Ltd

4,556

298,456

(a) Webjet Ltd

781

269,390

Wendy's Co

2,468

51,621

(a) Westlife Foodworld Ltd

67,280

(a) Wetherspoon (J.D.) plc

620

48,942

(a) Whitbread plc

2,123

154,471

Wingstop, Inc

38,877

7,954

(a) Wonderla Holidays Ltd

90,075

(a) Wowprime Corp

680

336,249

Wyndham Hotels & Resorts, Inc

26,866

1,255,200

(b) Wynn Macau Ltd

1,164

300,695

(a) Wynn Resorts Ltd

38,570

50,619

(a),(b)

Yoshinoya D&C Co Ltd

1,029

25,094

(a),(b)

Young & Co's Brewery plc

107,850

(a) Yum China Holdings, Inc

4,720

97,227

(a) Yum China Holdings, Inc

4,173

3,627,680

(a) Zomato Ltd

13,318

TOTAL CONSUMER SERVICES

2,451,242

CONSUMER STAPLES DISTRIBUTION & RETAIL - 1.6%

285,353

(a) Abdullah Al Othaim Markets Co

590

3,415

(a) Aeon Co Ltd

27,600

(a) Aeon Hokkaido Corp

20,383

(a) Ain Holdings, Inc

962

76,556

(a) Al Meera Consumer Goods Co QSC

63,790

(a) Albertsons Cos, Inc

1,117

23,929

(a) Al-Dawaa Medical Services Co

3,941,829

(a),(b)

Alibaba Health Information Technology Ltd

3,357

644,431

(a) Alimentation Couche-Tard, Inc

34,382

11,070

(a) Almunajem Foods Co

29,749

(a) Apotea AB

21,479

(a) Arcs Co Ltd

112,709

(a),(c)

Avenue Supermarts Ltd

5,680

SHARES

DESCRIPTION

VALUE (000)

CONSUMER STAPLES DISTRIBUTION & RETAIL

(continued)

83,489

(a),(b)

Axfood AB

$

2,593

84,120

(a) Axial Retailing, Inc

666

8,300

(a) Belc Co Ltd

551,600

(a) Berli Jucker PCL

7,127

(a) BGF retail Co Ltd

549

229,855

(a) Bid Corp Ltd

5,753

1,928,808

(a) BIM Birlesik Magazalar AS

25,097

184,333

(a) BinDawood Holding Co

78,631

(a),(b)

Boxer Retail Ltd

41,583

Casey's General Stores, Inc

23,508

895,601

Cencosud S.A.

2,549

83,470

(a) Chefs' Warehouse, Inc

4,869

333,400

(a),(d)

Chongqing Hongjiu Fruit Co Ltd

0^

162,572

(a) Clicks Group Ltd

3,318

961,684

(a) Coles Group Ltd

14,803

110,008

(a) Colruyt S.A.

4,337

30,400

(a) Cosmos Pharmaceutical Corp

1,776

591,711

Costco Wholesale Corp

547,705

3,895,616

(a) CP ALL plc

5,680

1,414,827

(a) CP AXTRA PCL

982

20,900

(a) Create SD Holdings Co Ltd

4,418

(a) Daikokutenbussan Co Ltd

256,400

(a) DFI Retail Group Holdings Ltd

836

335,890

(a),(c)

Dino Polska S.A.

4,049

368,643

(a),(c)

Dis-Chem Pharmacies Ltd

699

10,820

(a) Distribuidora Internacional de Alimentacion S.A.

27,214

(a) Dongsuh Cos, Inc

522

306,000

(a),(b),(c)

East Buy Holding Ltd

1,019

15,202

(a) E-MART, Inc

818

88,518

(a) Empire Co Ltd

3,177

1,738,787

(a) Endeavour Group Ltd

4,175

20,300

(a),(b)

Fuji Co Ltd

13,400

(a) Genky DrugStores Co Ltd

121,216

(a) George Weston Ltd

7,394

169,572

(a) GrainCorp Ltd-A

1,010

24,992

(a) Grainturk Tarim AS.

47,153

(a) Great Tree Pharmacy Co Ltd

231,300

(a),(b)

Grupo Comercial Chedraui S.a. DE C.V.

1,833

421,200

(a) Grupo Mateus S.A.

550

26,349

(a) GS Retail Co Ltd

458,456

(a),(b)

Guardian Pharmacy Services, Inc

12,025

466,800

(a) Guoquan Food Shanghai Co Ltd

6,100

(a) Halows Co Ltd

71,125

(a) Hankyu Department Stores, Inc

1,042

15,958

(a) Heiwado Co Ltd

187,397

(a) HelloFresh SE

1,616

2,770

(a),(b)

Itochu-Shokuhin Co Ltd

779,950

(a),(c)

JD Health International, Inc

6,641

1,100,701

(a) Jeronimo Martins SGPS S.A.

26,797

16,723

(a) Kato Sangyo Co Ltd

658

32,402

(a) Kusuri no Aoki Holdings Co Ltd

877

1,068,761

(a) La Comer SAB de C.V.

2,504

27,292

(a) Life Corp

416,460

(a) Loblaw Cos Ltd

16,108

4,053

(a) M Yochananof & Sons Ltd

72,571

(a) Maplebear, Inc

2,668

4,485,756

(a) Marks & Spencer Group plc

22,008

23,973

(a),(b)

MARR S.p.A.

2,816,100

(a) Matsumotokiyoshi Holdings Co Ltd

57,204

31,900

(a) Maxvalu Tokai Co Ltd

751

40,870

(a) Medplus Health Services Ltd

787,125

(a) Metcash Ltd

1,977

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CONSUMER STAPLES DISTRIBUTION & RETAIL

(continued)

144,581

(a) Metro, Inc

$

9,710

5,014,800

(a) Midi Utama Indonesia Tbk PT

73,969

(a) Migros Ticaret AS

792

26,936

(a) Nahdi Medical Co

855

37,438

(a),(b)

North West Co, Inc

1,286

437,228

(a) Ocado Group plc

1,328

794,744

(a),(b)

Olam Group Ltd

610

799,410

(a) Performance Food Group Co

83,171

449,753

(a),(b)

Pick'n Pay Stores Ltd

661

616,500

(a),(b),(c)

Ping An Healthcare and Technology Co Ltd

1,444

379,195

(a) President Chain Store Corp

3,088

807,200

(a) Puregold Price Club, Inc

583

888,324

Raia Drogasil S.A.

3,074

6,606

(a) Rami Levy Chain Stores Hashikma Marketing 2006 Ltd

609

12,111

(a),(c)

Redcare Pharmacy NV

1,052

117,810

(a) Robinsons Retail Holdings, Inc

30,200

(a) San-A Co Ltd

568

1,026,200

Sendas Distribuidora S.A.

1,834

2,730,697

Seven & I Holdings Co Ltd

36,642

1,572,510

(a) Sheng Siong Group Ltd

2,537

346,711

(a),(b)

Shoprite Holdings Ltd

5,501

149,082

(a) Shufersal Ltd

1,756

11,072

(a) Sligro Food Group NV

2,263,019

(a) SMU S.A.

244,733

(a) Sok Marketler Ticaret AS.

3,500,195

(a) Sonae SPGS S.A.

5,498

154,048

(a) SPAR Group Ltd

880

606,790

(a) Spinneys 1961 Holding plc

95,929

(a) Sprouts Farmers Market, Inc

10,437

79,688

(a) Sugi Pharmacy Co Ltd

1,922

13,420,600

(a) Sumber Alfaria Trijaya Tbk PT

1,556

1,838,000

(a) Sun Art Retail Group Ltd

54,500

Sundrug Co Ltd

1,598

94,725

Target Corp

8,497

20,830,476

Tesco plc

124,851

26,100

(a),(b)

Trial Holdings, Inc

140,500

(a) Tsuruha Holdings, Inc

2,249

248,416

(a) United Natural Foods, Inc

9,345

59,250

(a) United Super Markets Holdings, Inc

65,570

(a) US Foods Holding Corp

5,024

26,194

(a) Valor Co Ltd

515

3,605,533

Wal-Mart de Mexico SAB de C.V.

11,137

8,814,670

Walmart, Inc

908,440

72,900

(a) Welcia Holdings Co Ltd

1,331

875,854

Woolworths Ltd

15,457

13,400

(a),(d)

Yaoko Co Ltd

874

40,830

(a) Yifeng Pharmacy Chain Co Ltd

468,500

(a) Yonghui Superstores Co Ltd

204,644

(a) Zabka Group S.A.

1,323

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

2,148,236

ENERGY - 3.3%

1,150,700

(a) Adaro Andalan Indonesia PT

514

4,645,500

(a) Adaro Energy Indonesia Tbk PT

230,739

(a) Ades Holding Co

1,003

2,225,339

(a) ADNOC Drilling Co PJSC

3,411

22,112,384

(a) Adnoc Gas plc

21,314

127,262

(a) Advantage Energy Ltd

1,043

111,057

(a) Aegis Logistics Ltd

958

222,885

(a) Aker BP ASA

5,657

229,315

(a) Aker Solutions ASA

689

6,220,400

(a) AKR Corporindo Tbk PT

179,721

(a) Ampol Ltd

3,552

SHARES

DESCRIPTION

VALUE (000)

ENERGY

(continued)

275,107

Antero Midstream Corp

$

5,348

157,624

(a) Antero Resources Corp

5,290

492,718

(a) APA Corp

11,963

14,275

(a) Arabian Drilling Co

490,609

(a) ARC Resources Ltd

8,947

405,708

Archrock, Inc

10,674

384,123

(a) Athabasca Oil Corp

1,838

580,229

(b) Atlas Energy Solutions, Inc

6,597

1,545,007

Baker Hughes Co

75,273

488,200

(a) Bangchak Corp PCL

6,647,200

(a) Banpu PCL (Foreign)

932

547,326

(a) Baytex Energy Corp

1,282

1,244,923

(a) Beach Petroleum Ltd

941

1,047,173

(a) Bharat Petroleum Corp Ltd

4,011

206,136

(a) Birchcliff Energy Ltd

849

18,623

(a) BLUENORD ASA

845

315,873

(a),(b)

Boss Energy Ltd

15,644,676

BP plc

89,826

282,352

(a) Brava Energia

954

4,650,000

(a),(d)

Brightoil Petroleum Holdings Ltd

2,542,000

(a) Bumi Armada Bhd

45,529,300

(a) Bumi Resources Minerals Tbk PT

2,293

66,798

(a),(c)

BW LPG Ltd

960

69,135

(a) BW Offshore Ltd

108,588

(a) Cabot Oil & Gas Corp

2,568

216,831

California Resources Corp

11,531

365,736

(a) Cameco Corp

30,695

222,790

(a) Cameco Corp

18,683

1,758,683

(a) Canadian Natural Resources Ltd

56,234

106,618

(a),(b)

Cardinal Energy Ltd

594

1,140,088

(a) Cenovus Energy, Inc (Toronto)

19,358

8,660

(a),(b)

Centrus Energy Corp

2,685

183,331

(a) CES Energy Solutions Corp

1,237

2,145,000

(a) CGN Mining Co Ltd

868

335,421

Cheniere Energy, Inc

78,817

35,868

(a) Chennai Petroleum Corp Ltd

59,890

Chesapeake Energy Corp

6,363

3,002,229

Chevron Corp

466,216

1,287,000

(a) China Coal Energy Co

1,536

349,400

(a) China Merchants Energy Shipping Co Ltd

1,245,122

(a) China Oilfield Services Ltd

1,066

1,338,900

(a) China Petroleum & Chemical Corp

996

15,756,000

(a) China Petroleum & Chemical Corp

8,185

272,276

(a) China Shenhua Energy Co Ltd - A

1,474

2,334,455

(a) China Shenhua Energy Co Ltd - H

11,144

45,900

Chord Energy Corp

4,561

48,800

Civitas Resources, Inc

1,586

79,546

(a) CMB Tech NV

748

235,735

(a) CNX Resources Corp

7,572

1,280,957

(a) Coal India Ltd

5,629

(a),(d),(e)

Cobalt International Energy, Inc

0^

3,039,219

ConocoPhillips

287,480

812,900

(a) Cosan SA Industria e Comercio

942

124,493

COSCO SHIPPING Energy Transportation Co Ltd

79,916

(a) Cosmo Energy Holdings Co Ltd

1,929

242,000

(a),(b)

Dalipal Holdings Ltd

41,843

(a) d'Amico International Shipping S.A.

4,168,980

(a) Dana Gas PJSC

863

702,646

(a),(b)

Deep Yellow Ltd

913

6,869

(a) Delek Group Ltd

1,661

187,450

(a) Delek US Holdings, Inc

6,049

674,581

(a) Denison Mines Corp

1,856

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

ENERGY

(continued)

129,131

Devon Energy Corp

$

4,527

206,400

(a) DHT Holdings, Inc

2,466

2,625,000

(a) Dialog Group Bhd

1,179

29,335

Diamondback Energy, Inc

4,198

41,952

(a) Diversified Energy Co plc

586

188,580

(a),(b)

Diversified Energy Co plc

2,642

58,990

(a) DMC Global, Inc

378,915

(a) DNO International ASA

581

104,218

(a) DOF Group ASA

1,027

1,831,785

Enbridge, Inc

92,412

2,270,601

(a) ENEOS Holdings, Inc

14,380

98,710

(a) Enerflex Ltd

1,065

104,094

(a) Energean plc

1,161

1,168,600

(a),(d)

Energy Earth PCL

0^

167,602

(a),(b)

Energy Fuels, Inc

2,574

Energy Transfer LP

0^

1,585,510

(a) ENI S.p.A.

27,740

686,134

EOG Resources, Inc

76,929

925,678

EQT Corp

50,385

580,864

(a) Equinor ASA

14,165

16,113

(a) Equital Ltd

709

2,085

(a),(b)

Esso SA Francaise

52,644

(a) Etablissements Maurel et Prom

91,122

(a),(b)

Euronav NV

880

153,820

(a),(b)

Exxaro Resources Ltd

1,605

6,246,813

Exxon Mobil Corp

704,328

49,980

(a) Flowco Holdings, Inc

742

97,018

(a),(b)

Freehold Royalties Ltd

961

4,606

(a) Friedrich Vorwerk Group SE

108,993

(a) Frontline plc

2,490

295,998

(a) FutureFuel Corp

1,148

321,035

(a) Galp Energia SGPS S.A.

6,084

26,391

(a) Gaztransport Et Technigaz S.A.

4,901

452,420

(a),(b)

Gevo, Inc

887

121,078

(b) Gibson Energy, Inc

2,251

179,681

Golar LNG Ltd

7,261

539,013

(a),(b)

Granite Ridge Resources, Inc

2,916

74,171

(a) Great Eastern Shipping Co Ltd

830

271,086

(a) Guanghui Energy Co Ltd

42,506

(a) Gujarat Mineral Development Corp Ltd

906,027

(a) Gulf International Services QSC

785

29,397

(a) Gulfport Energy Operating Corp

5,320

232,951

(a) Hafnia Ltd

1,403

230,484

Halliburton Co

5,670

434,582

Harbour Energy plc

1,218

30,028

(a) HD Hyundai Co Ltd

3,332

175,642

(a),(b)

Headwater Exploration, Inc

948

71,944

(a) Hellenic Petroleum S.A.

712

188,773

HF Sinclair Corp

9,880

659,636

(a) Hindustan Petroleum Corp Ltd

3,300

753,593

(a) Hunting plc

3,431

110,000

(a) Idemitsu Kosan Co Ltd

753

149,748

(a) Imperial Oil Ltd

13,578

1,947,352

(a) Indian Oil Corp Ltd

3,289

155,800

(a) Indo Tambangraya Megah Tbk PT

16,850

(a) Infinity Natural Resources, Inc

98,200

(a) Inner Mongolia Dian Tou Energy Corp Ltd

652,400

(a) Inner Mongolia Yitai Coal Co

1,251

142,619

(a) Innovex International, Inc

2,644

734,200

(a) Inpex Holdings, Inc

13,220

59,356

(a) International Petroleum Corp

990

9,554,786

(a) IRPC PCL (Foreign)

SHARES

DESCRIPTION

VALUE (000)

ENERGY

(continued)

35,350

(a) Itochu Enex Co Ltd

$

140,788

(a) Iwatani International Corp

1,538

95,685

(a) Japan Petroleum Exploration Co

834

571,922

(a) Karoon Energy Ltd

622

130,199

(a) Kelt Exploration Ltd

644

192,756

Keyera Corp

6,467

533,762

Kinder Morgan, Inc

15,111

2,352,000

(a) Kinetic Development Group Ltd

44,065

(a) Koninklijke Vopak NV

2,022

27,550

(a),(b)

Lightbridge Corp

584

348,874

Magnolia Oil & Gas Corp

8,328

140,845

Marathon Petroleum Corp

27,146

436,151

Matador Resources Co

19,596

5,448,300

(a) Medco Energi Internasional Tbk PT

195,545

(a) MEG Energy Corp

3,945

341,817

(a) Meren Energy, Inc

19,300

(a) Mitsuuroko Co Ltd

36,130

(a) Modec, Inc

2,016

273,621

(a) MOL Hungarian Oil & Gas plc

2,224

47,615

(a) Motor Oil Hellas Corinth Refineries S.A.

1,436

298,587

Neste Oil Oyj

5,486

383,037

(a) New Hope Corp Ltd

993

406,142

(a),(b)

NexGen Energy Ltd

3,636

258,417

(a) NextDecade Corp

1,755

580,808

(a) NMDC Energy

19,243

(a) North American Construction Group Ltd

749,249

Northern Oil and Gas, Inc

18,581

692,422

NOV, Inc

9,175

121,992

(a) NuVista Energy Ltd

1,410

144,924

(a) Occidental Petroleum Corp

6,848

50,850

(a) Oceaneering International, Inc

1,260

64,758

(a) Odfjell Drilling Ltd

505

2,184,360

(a) Oil & Natural Gas Corp Ltd

5,888

292,445

(a) Oil India Ltd

1,362

1,622,188

(a) Oil Refineries Ltd

103,873

(a) OMV AG.

5,550

175,565

ONEOK, Inc

12,811

301,476

(a),(b)

Paladin Resources Ltd

1,665

258,850

(a) Par Pacific Holdings, Inc

9,168

59,888

(a),(b)

Paramount Resources Ltd (Class A)

967

68,911

(a) Paratus Energy Services Ltd

74,856

(a) Parex Resources, Inc

978

99,289

(a) Parkland Corp

2,747

52,611

(a) Pason Systems, Inc

568,900

(a) Patterson-UTI Energy, Inc

2,947

7,080

(a) Paz Oil Co Ltd

1,451

426,596

PBF Energy, Inc

12,870

306,820

Peabody Energy Corp

8,137

488,055

Pembina Pipeline Corp

19,733

6,108,579

Permian Resources Corp

78,190

15,310,800

(a) Petrindo Jaya Kreasi Tbk PT

1,493

571,200

(a) Petro Rio S.A.

4,092

14,528,000

(a) PetroChina Co Ltd

13,171

891,900

(a) PetroChina Co Ltd

1,010

2,557,195

(a) Petroleo Brasileiro S.A.

16,230

3,181,027

Petroleo Brasileiro S.A. (Preference)

18,803

205,680

(a) Petronas Dagangan BHD

1,121

553,824

(a) Petronet LNG Ltd

1,740

124,500

(a) Petroreconcavo S.A.

150,100

(a),(b)

Peyto Exploration & Development Corp

1,955

406,204

Phillips 66

55,252

399,319

(a) Polski Koncern Naftowy Orlen S.A.

9,515

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

ENERGY

(continued)

100,100

(a),(d)

Poseidon Concepts Corp

$

276,480

(a),(b)

Prairie Operating Co

549

160,311

(a),(b)

PrairieSky Royalty Ltd

2,974

10,446

(a) Precision Drilling Corp

588

164,140

(a) ProFrac Holding Corp

607

91,377,400

(a) PT Bumi Resources Tbk

818

688,600

(a) PT Dian Swastatika Sentosa Tbk

4,388

3,335,400

(a) PT Tambang Batubara Bukit Asam Tbk

994,306

(a) PT United Tractors Tbk

1,599

1,096,348

(a) PTT Exploration & Production PCL

3,882

7,620,609

(a) PTT PCL

7,819

407,466

Qatar Fuel QSC

1,688

1,924,923

(a) Qatar Gas Transport Co Ltd

2,432

437,300

(a) Raharja Energi Cepu PT

29,787

Range Resources Corp

1,121

14,793,117

(a) Reliance Industries Ltd

227,219

827,585

(a) Repsol YPF S.A.

14,716

12,520

(a) Rex American Resources Corp

977,916

(b) Saipem S.p.A

2,831

38,652

(a) San-Ai Oil Co Ltd

545

166,676

(a) SandRidge Energy, Inc

1,880

2,790,629

(a) Santos Ltd

12,393

9,810,700

(a),(c)

Saudi Arabian Oil Co

64,417

105,321

(a) SBM Offshore NV

2,695

823,589

Schlumberger Ltd

28,307

6,768

(a) Schoeller-Bleckmann Oilfield Equipment AG.

2,970

(a) Seadrill Ltd

148,190

(a),(b)

Secure Waste Infrastructure Corp

2,110

2,853,500

(a) Semirara Mining & Power Corp

1,726

198,333

(a) Serica Energy plc

529

(a),(d)

Serval Integrated Energy Services

0^

396,238

(a) Shaanxi Coal Industry Co Ltd

1,115

77,686

(a) Shanxi Lu'an Environmental Energy Development Co Ltd

210,399

(a) Shanxi Xishan Coal & Electricity Power Co Ltd

11,889,732

Shell plc

423,762

949,404

Shell plc (ADR)

67,911

684,000

(a) Sinopec Kantons Holdings Ltd

7,350

(a) SK Discovery Co Ltd

1,551

(a) SK Gas Ltd

46,775

(a) SK Innovation Co Ltd

3,353

222,810

SM Energy Co

5,564

29,283

S-Oil Corp

1,301

155,622

(a),(b)

South Bow Corp

4,404

1,735,500

(a) Star Petroleum Refining PCL

31,948

(a) Strathcona Resources Ltd

827

171,904

(a) Subsea 7 S.A.

3,567

1,031,363

(a) Suncor Energy, Inc

43,161

25,900

(a),(c)

Tamar Petroleum Ltd

386,359

(a) Tamarack Valley Energy Ltd

1,680

158,702

Targa Resources Corp

26,589

873,166

(b) TC Energy Corp

47,476

1,341,555

Technip Energies NV

63,313

515,156

TechnipFMC plc

20,323

34,399

(a) Tecnicas Reunidas S.A.

1,075

282,518

(a) Tenaris S.A.

5,062

12,591

(a),(b)

TerraVest Industries, Inc

1,260

971,020

(a) Tetra Technologies, Inc

5,583

8,099

Texas Pacific Land Corp

7,562

150,389

(a) TGS Nopec Geophysical Co ASA

1,117

734,300

(a) Thai Oil PCL

793

108,494

(a) Thungela Resources Ltd

550

84,265

(a),(b)

Topaz Energy Corp

1,564

SHARES

DESCRIPTION

VALUE (000)

ENERGY

(continued)

46,727

(a),(b)

TORM plc

$

960

2,307,881

Total S.A.

140,570

308,749

(a),(b)

Tourmaline Oil Corp

13,315

374,520

(a) Transocean Ltd

1,169

123,730

(a),(b)

Trican Well Service Ltd

549

655,872

Turkiye Petrol Rafinerileri AS

2,946

504,961

Ultrapar Participacoes S.A.

2,084

7,398,000

(a),(b)

United Energy Group Ltd

503

315,870

(a) Uranium Energy Corp

4,214

849,838

Valero Energy Corp

144,693

123,389

(a) Vallourec S.A.

2,355

15,626

(a) VERBIO Vereinigte BioEnergie AG.

121,343

(a),(b)

Vermilion Energy, Inc

948

861,188

(a),(c)

Viva Energy Group Ltd

1,033

79,653

Weatherford International plc

5,451

1,034,114

(a) Whitecap Resources, Inc

7,891

630,240

(a) Whitehaven Coal Ltd

2,751

1,541,790

Williams Cos, Inc

97,672

1,631,488

(a) Woodside Energy Group Ltd

24,637

73,150

World Fuel Services Corp

1,898

284,481

(a),(b)

Yancoal Australia Ltd

998

46,033

(a) Yantai Jereh Oilfield Services Group Co Ltd

2,253,502

(a),(b)

Yanzhou Coal Mining Co Ltd

2,946

235,088

(a) Yanzhou Coal Mining Co Ltd (Class A)

164,935

(a),(c)

Yellow Cake plc

1,274

891,060

(a) Yinson Holdings BHD

512

TOTAL ENERGY

4,451,275

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.8%

2,524,486

(a),(b)

Abacus Property Group

2,062

429,379

(a) Abacus Storage King

2,409

(a) Activia Properties, Inc

2,193

2,159

(a) Advance Residence Investment Corp

2,425

36,065

Aedifica S.A.

2,678

1,244

(a) AEON REIT Investment Corp

1,091

136,507

Agree Realty Corp

9,697

414,922

(a) AIMS AMP Capital Industrial REIT

132,094

(a) Al Rajhi REIT

770,049

(a) Alexander & Baldwin, Inc

14,007

76,479

Alexandria Real Estate Equities, Inc

6,374

501,567

(a) Allied Properties Real Estate Investment Trust

7,475

44,703

(a) Alpine Income Property Trust, Inc

633

4,414

(a) Altarea SCA

544

394,498

(a) American Assets Trust, Inc

8,016

26,960

American Healthcare REIT, Inc

1,133

1,270,762

American Homes 4 Rent

42,253

1,038,018

American Tower Corp

199,632

372,915

(b) Americold Realty Trust, Inc

4,565

760,259

(b) Apple Hospitality REIT, Inc

9,131

805,200

(a) AREIT, Inc

594

285,887

(a) Arena REIT

733

98,642

Armada Hoffler Properties, Inc

692

34,977

(a) Artis Real Estate Investment Trust

3,285,630

Ascendas REIT

7,110

259,686

AvalonBay Communities, Inc

50,164

1,297,996

(a) Axis Real Estate Investment Trust

632

248,262

(a) Big Yellow Group plc

3,253

18,178

Boardwalk REIT

903

18,986

Boston Properties, Inc

1,411

4,300,840

British Land Co plc

20,222

260,450

Brixmor Property Group, Inc

7,209

849,500

Broadstone Net Lease, Inc

15,181

232,280

(a),(c)

Brookfield India Real Estate Trust

897

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

(continued)

29,199

(a) BSR Real Estate Investment Trust

$

410,267

(a) Bunnings Warehouse Property Trust

1,009

115,165

Camden Property Trust

12,297

55,320

(a) Canadian Apartment Properties REIT

1,618

2,136,461

(a) CapitaLand Ascott Trust

1,542

4,306,603

CapitaMall Trust

7,648

1,047,787

(a),(b)

CapitaRetail China Trust

642

651,538

CareTrust REIT, Inc

22,595

163,775

(a) Carmila S.A.

3,386

661,068

(a),(b)

CDL Hospitality Trusts

511,921

(a) Centuria Capital Group

747

419,065

(b) Centuria Industrial REIT

967

325,189

(a),(b)

Centuria Office REIT

354,865

Charter Hall Group

5,334

484,730

Charter Hall Long Wale REIT

1,410

226,867

(a) Charter Hall Social Infrastructure REIT

509

42,737

Chatham Lodging Trust

120,288

Choice Properties Real Estate Investment Trust

1,271

28,957

(a) Cofinimmo

2,517

507

(a) Comforia Residential REIT, Inc

1,114

1,017,314

(a) Concentradora Fibra Danhos S.A. de C.V.

1,567

675,875

Corporate Office Properties Trust

19,641

70,256

Cousins Properties, Inc

2,033

(a) CRE Logistics REIT, Inc

41,673

Crombie REIT

1,316,575

(a) Cromwell Group

555,591

Crown Castle, Inc

53,609

41,657

CT Real Estate Investment Trust

182,903

CubeSmart

7,437

188,003

Curbline Properties Corp

4,193

4,020

(a) Daiwa House REIT Investment Corp

3,425

Daiwa Office Investment Corp

893

1,348

Daiwa Securities Living Investments Corp

979

577,524

(a) Derwent London plc

13,582

212,545

(a) Dexus Industria REIT

808,088

Dexus Property Group

3,837

278,552

(a),(b)

DigiCo Infrastructure REIT

726,800

(a) Digital Core REIT Management Pte Ltd

185,031

Digital Realty Trust, Inc

31,988

378,550

Douglas Emmett, Inc

5,894

108,034

(a) Dream Industrial Real Estate Investment Trust

965

437,000

(a),(d)

Eagle Hospitality Trust

197,504

EastGroup Properties, Inc

33,430

685,737

(a) Embassy Office Parks REIT

3,258

1,745,119

(a) Emlak Konut Gayrimenkul Yatirim Ortakligi AS.

836

519,523

(a) Empiric Student Property plc

648

61,487

Equinix, Inc

48,159

664,877

(a) Equites Property Fund Ltd

618

594,035

(b) Equity Lifestyle Properties, Inc

36,058

77,744

Equity Residential

5,032

133,858

(a) ESR Kendall Square REIT Co Ltd

489,396

(a) ESR-REIT

1,064

43,680

Essential Properties Realty Trust, Inc

1,300

13,224

(b) Essex Property Trust, Inc

3,540

30,112

(a) Eurocommercial Properties NV

945

200,441

Extra Space Storage, Inc

28,250

764,905

(a) Far East Hospitality Trust

2,668,201

(a),(c)

FIBRA Macquarie Mexico

4,572

1,913,497

(a) Fibra Uno Administracion S.A. de C.V.

2,820

96,468

First Capital Real Estate Investment Trust

1,370

180,630

First Industrial Realty Trust, Inc

9,297

1,299,000

Fortune Real Estate Investment Trust

843

SHARES

DESCRIPTION

VALUE (000)

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

(continued)

958,519

Frasers Centrepoint Trust

$

1,724

2,147,645

(b) Frasers Logistics & Commercial Trust

1,584

1,787

(a) Frontier Real Estate Investment Corp

1,079

106,060

(a),(b)

FrontView REIT, Inc

1,454

532

(a) Fukuoka REIT Corp

681

248,003

Gaming and Leisure Properties, Inc

11,559

60,589

Gecina S.A.

6,087

63,000

Getty Realty Corp

1,690

1,792

(a) Global One Real Estate Investment Corp

1,733

3,421

GLP J-Reit

3,158

1,456,285

Goodman Group

31,559

767,604

(a) Goodman Property Trust

948

1,468,668

GPT Group

5,215

22,601

(a) Granite Real Estate Investment Trust

1,256

5,049,863

(a) Great Portland Estates plc

21,678

171,928

(a) Growthpoint Properties Australia Ltd

2,628,236

(a) Growthpoint Properties Ltd

2,242

100,651

(a) H&R Real Estate Investment Trust

814

49,040

(a) Hamborner REIT AG.

374,272

Hammerson plc

1,466

(a) Hankyu Reit, Inc

561

137,461

Healthcare Realty Trust, Inc

2,478

476,672

Healthpeak Properties, Inc

9,128

832

(a) Heiwa Real Estate REIT, Inc

855

10,836,300

HomeCo Daily Needs REIT

9,717

(a) Hoshino Resorts REIT, Inc

816

617,713

Host Hotels & Resorts Inc

10,514

228,810

Hudson Pacific Properties, Inc

632

1,571

Hulic Reit, Inc

1,802

314,223

(a) Hyprop Investments Ltd

850

34,416

ICADE

867

778

(a) Ichigo Office REIT Investment Corp

1,081,100

(a) IGB Real Estate Investment Trust

714

46,588

Independence Realty Trust, Inc

764

1,802

(a) Industrial & Infrastructure Fund Investment Corp

1,655

296,630

Ingenia Communities Group

1,067

2,265,854

(a) Inmobiliaria Colonial Socimi S.A.

14,825

10,903

(a) Innovative Industrial Properties, Inc

584

57,096

(a) InterRent Real Estate Investment Trust

549

112,600

InvenTrust Properties Corp

3,223

5,793

Invincible Investment Corp

2,642

43,581

Invitation Homes, Inc

1,278

325,379

(a) Irish Residential Properties REIT plc

123,571

Iron Mountain, Inc

12,597

123,632

(a) Jadwa REIT Saudi Fund

936

(a) Japan Excellent, Inc

919

3,881

(a) Japan Hotel REIT Investment Corp

2,340

1,855

(a) Japan Logistics Fund Inc

1,227

2,552

(a) Japan Prime Realty Investment Corp

1,779

4,813

(a) Japan Real Estate Investment Corp

4,053

5,420

Japan Retail Fund Investment Corp

4,169

3,376

Kenedix Realty Investment Corp

3,846

1,361,828

Keppel DC REIT

2,525

1,999,191

(a) Keppel REIT

1,567

47,321

Killam Apartment REIT

611

16,509

(b) Kilroy Realty Corp

698

573,118

Kimco Realty Corp

12,523

175,280

Kite Realty Group Trust

3,909

1,313,283

(a) Kiwi Property Group Ltd

803

334,797

(a) Klepierre

13,070

36,850

Lamar Advertising Co

4,511

181,559

(a) Land Securities Group plc

1,424

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

(continued)

1,400

LaSalle Logiport REIT

$

1,358

1,331,344

(a),(b)

Lendlease Global Commercial REIT

645

29,744

(b) Lineage, Inc

1,149

2,160,970

Link REIT

11,103

1,735,807

LondonMetric Property plc

4,253

131,886

(a) LOTTE Reit Co Ltd

242,740

(a) LTC Properties, Inc

8,947

312,813

Mack-Cali Realty Corp

4,755

4,027,561

Macquarie CountryWide Trust

10,979

1,613,747

Mapletree Industrial Trust

2,666

2,685,000

(b) Mapletree Logistics Trust

2,607

1,791,500

(a),(b)

Mapletree Pan Asia Commercial Trust

1,987

73,404

(a),(b)

Medical Properties Trust, Inc

70,226

(a) Mercialys S.A

906

1,327,097

Merlin Properties Socimi S.A.

20,097

262,073

Mid-America Apartment Communities, Inc

36,619

191,548

(a) Millrose Properties, Inc

6,438

187,809

(a),(c)

Mindspace Business Parks REIT

962

1,410

(a) Mirai Corp

3,019,576

Mirvac Group

4,534

1,136

(a) Mitsubishi Estate Logistics REIT Investment Corp

935

6,407

(a) Mitsui Fudosan Logistics Park, Inc

4,608

14,294

Montea NV

1,154

1,332

(a) Mori Hills REIT Investment Corp

1,288

1,840

(a) Mori Trust Sogo Reit, Inc

943

243,261

National Storage Affiliates Trust

7,351

926,820

National Storage REIT

1,440

909,799

(b) NETSTREIT Corp

16,431

45,006

(a),(b)

NexPoint Diversified Real Estate Trust

168,268

(a) Nexus Select Trust

1,680

Nippon Accommodations Fund, Inc

1,500

5,130

Nippon ProLogis REIT, Inc

2,998

1,114

(a) NIPPON REIT Investment Corp

729

3,632

(a) Nomura Real Estate Master Fund, Inc

3,940

78,028

(a) NorthWest Healthcare Properties Real Estate Investment Trust

39,953

Omega Healthcare Investors, Inc

1,687

4,845

Orix JREIT, Inc

3,285

55,055

(b) Park Hotels & Resorts, Inc

610

312,524

Parkway Life Real Estate Investment Trust

998

1,288,000

(a) Pavilion Real Estate Investment Trust

557

274,407

(b) Pebblebrook Hotel Trust

3,126

1,058

(a) Premier Investment Co

974

32,230

Primaris REIT

1,597,342

(a) Primary Health Properties plc

1,966

708,598

(a) ProLogis Property Mexico S.A. de C.V.

2,901

3,271,517

Prologis, Inc

374,654

382,062

(a) PRS REIT PLC

578

115,221

Public Storage, Inc

33,282

33,472

(a) Rayonier, Inc

888

146,335

Realty Income Corp

8,896

5,245,015

(a) Redefine Properties Ltd

1,510

577,519

Regency Centers Corp

42,101

879,572

(a) Region RE Ltd

1,389

146,010

(a) Reit Ltd

1,080

230,190

(a),(b)

Resilient REIT Ltd

854

9,260

(a) Retail Estates NV

692

921,559

Rexford Industrial Realty, Inc

37,885

430,449

(a) Reysas Gayrimenkul Yatirim Ortakligi AS.

938,601

RioCan Real Estate Investment Trust

12,780

1,047,220

Sabra Health Care REIT, Inc

19,520

297,092

Safestore Holdings plc

2,629

(a) Samty Residential Investment Corp

SHARES

DESCRIPTION

VALUE (000)

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

(continued)

493,300

(a) Sasseur REIT

$

97,153

SBA Communications Corp

18,785

3,734,484

Scentre Group

10,073

206,314

(a) Segro plc

1,823

3,145

(a) Sekisui House Reit, Inc

1,693

176,095

(a) Sella Capital Real Estate Ltd

574

7,395,099

(a) Shaftesbury Capital plc

14,145

26,379

(a) Shurgard Self Storage Ltd

1,001

1,437,403

Simon Property Group, Inc

269,757

192,300

SITE Centers Corp

1,733

137,842

(a) SK REITs Co Ltd

191,648

(b) SL Green Realty Corp

11,462

370,337

(a) Slate Grocery REIT

3,859

52,996

(a) SmartCentres REIT

1,019

52,055

(a),(b)

Smartstop Self Storage REIT, Inc

1,959

819

(a) SOSiLA Logistics REIT, Inc

657

926,661

STAG Industrial, Inc

32,702

4,829

Star Asia Investment Corp

1,969

1,100,029

(a) Starhill Global REIT

1,720,610

Stockland Trust Group

6,959

239,300

(a) Stoneweg Europe Stapled Trust

16,630

(a) Strawberry Fields REIT, Inc

90,141

Sun Communities, Inc

11,628

1,450,800

(a) Suntec Real Estate Investment Trust

1,440

1,425,600

(a) Sunway Real Estate Investment Trust

712

997,869

(a) Supermarket Income Reit plc

1,054

700

(a),(b)

Takara Leben Real Estate Investment Corp

134,200

Tanger Factory Outlet Centers, Inc

4,541

494,635

(a) Target Healthcare REIT plc

645

41,266

Terreno Realty Corp

2,342

652

(a) Tokyu REIT, Inc

882

817,343

(a) Torunlar Gayrimenkul Yatirim Ortakligi AS

1,469

4,770,483

Tritax Big Box REIT plc

9,299

478,218

Unite Group plc

4,632

2,639

United Urban Investment Corp

3,203

7,716

(a) Vastned NV

914,486

Ventas, Inc

64,005

2,169,128

VICI Properties, Inc

70,735

2,845,924

Vicinity Ltd

4,741

856,393

(a) Vukile Property Fund Ltd

1,030

137,049

Warehouses De Pauw CVA

3,436

281,663

Washington REIT

4,749

487,131

Waypoint REIT Ltd

870

267,522

Welltower, Inc

47,656

29,828

Wereldhave NV

667

311,706

Weyerhaeuser Co

7,727

285,380

(a) Whitestone REIT

3,504

105,139

(a) Workspace Group plc

561

26,448

Xior Student Housing NV

911

1,991,000

(a) Yuexiu Real Estate Investment Trust

751,914

(a) Ziraat Gayrimenkul Yatirim Ortakligi AS.

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

2,418,521

FINANCIAL SERVICES - 5.8%

69,100

(a) 360 Finance, Inc (ADR)

1,989

134,157

(a) 360 ONE WAM Ltd

1,545

57,746

(a) Aadhar Housing Finance Ltd

33,187

(a) Aavas Financiers Ltd

611

1,376,664

(a) Abrdn plc

3,665

293,000

(a),(b)

Acom Co Ltd

953

29,211

(a) Aditya Birla Sun Life Asset Management Co Ltd

23,093

(a),(c)

Adyen NV

37,158

88,000

(a) Aeon Credit Service M BHD

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

FINANCIAL SERVICES

(continued)

553,400

(a) AEON Financial Service Co Ltd

$

5,633

65,800

(a) Aeon Thana Sinsap Thailand PCL

11,772

Affiliated Managers Group, Inc

2,807

197,415

(a) Affirm Holdings, Inc

14,427

437,303

(b) AGNC Investment Corp

4,281

242,100

(a) Aiful Corp

815

244,991

(a) AJ Bell plc

1,799

843,932

(a) Al Waha Capital PJSC

85,604

(a) Alerus Financial Corp

1,895

804,077

(a) Allfunds Group PLC

6,002

116,151

Ally Financial, Inc

4,553

28,456

(a) Alpha Group International plc

1,610

871,018

(a) Amanat Holdings PJSC

1,568,056

American Express Co

520,845

279,481

Ameriprise Financial, Inc

137,295

1,810,559

(a) AMP Ltd

1,987

20,242

(a) Anand Rathi Wealth Ltd

644

33,853

(a) Angel One Ltd

812

91,755

Annaly Capital Management, Inc

1,854

26,492

(a) Antin Infrastructure Partners S.A.

320,960

Apollo Global Management, Inc

42,774

225,103

(a) Aptus Value Housing Finance India Ltd

811

756,612

(a) Ares Management Corp

120,975

378,955

(a) Arzan Financial Group for Financing & Investment KPSC

320,933

(a) Ashmore Group plc

769

139,308

(a) Australian Stock Exchange Ltd

5,399

25,249

(a) Authum Investment & Infrastucture Ltd

875

95,933

(a) Avanza Bank Holding AB

3,562

273,007

(a) Azimut Holding S.p.A.

10,577

26,657,729

B3 SA-Brasil Bolsa Balcao

67,117

6,282,606

(a) Bajaj Finance Ltd

70,689

265,238

(a) Bajaj Finserv Ltd

5,993

18,535

(a) Bajaj Holdings & Investment Ltd

2,557

44,028

(a) Banca Generali SpA

2,461

18,692

(a) Banca IFIS S.p.A.

513,175

Banca Mediolanum S.p.A

10,307

815,536

(a) Banco BTG Pactual S.A. - Unit

7,395

24,970

(a) Banco Latinoamericano de Exportaciones S.A. (Class E)

1,148

1,691,100

(a) Bangkok Commercial Asset Management PCL

3,081,050

Bank of New York Mellon Corp

335,711

348,364

(a),(d)

BBI EPS Ltd

25,000

(a) Beijing Compass Technology Development Co Ltd

589

1,264,393

(a) Berkshire Hathaway, Inc

635,661

135,043

(c) BFF Bank S.p.A

1,735

5,541,800

(a) BFI Finance Indonesia Tbk PT

3,600,774

BGC Group, Inc

34,063

147,304

BlackRock, Inc

171,737

238,866

Blackstone, Inc

40,810

307,386

(a) Block, Inc

22,215

256,949

(a),(b)

Blue Owl Capital, Inc

4,350

141,600

(a) BOC International China Co Ltd

338,400

(a) Bolsa Mexicana de Valores SAB de C.V.

707

301,116

(a) Boursa Kuwait Securities Co KPSC

3,376

187,395

(a) Bridgepoint Group Holdings Ltd

769

634,000

(a),(b)

Bright Smart Securities & Commodities Group Ltd

742

397,758

(a) Brightsphere Investment Group, Inc

19,156

161,065

(a),(b)

Brookfield Asset Management Ltd

9,171

298,106

(a) Brookfield Asset Management Ltd

16,965

1,414,554

(a) Brookfield Corp

97,058

138,601

(a) BSE Ltd

3,179

10,743

(a),(b)

Bullish

683

220,100

(a) Bure Equity AB

6,500

SHARES

DESCRIPTION

VALUE (000)

FINANCIAL SERVICES

(continued)

3,070,800

(a) Bursa Malaysia BHD

$

5,855

254,752

(a) Caitong Securities Co Ltd

65,294

(a) Can Fin Homes Ltd

561

60,295

(a),(b)

Canaccord Financial, Inc

166,497

(a) Cannae Holdings, Inc

3,049

494,242

Capital One Financial Corp

105,066

75,600

(a) Capital Securities Co Ltd

4,126,000

(a) Capital Securities Corp

3,344

78,522

(a) Capri Global Capital Ltd

319,249

(a) Carlyle Group, Inc

20,017

11,087

Cboe Global Markets, Inc

2,719

22,902

(a) Cembra Money Bank AG.

2,636

602,000

(a),(b)

Central China Securities Co Ltd

326,902

(a) Central Depository Services India Ltd

5,368

110,500

Century Leasing System, Inc

1,407

1,037,445

(a) Chailease Holding Co Ltd

3,802

391,455

Challenger Financial Services Group Ltd

2,241

228,564

(a) Changjiang Securities Co Ltd

1,390,850

Charles Schwab Corp

132,784

215,369

(a) Chime Financial, Inc

4,344

512,000

(a) China Bills Finance Corp

772,000

(a),(b)

China Everbright Ltd

1,214

2,472,459

(a) China Galaxy Securities Co Ltd

3,747

309,650

(a) China Galaxy Securities Co Ltd (Class A)

776

129,300

(a) China Great Wall Securities Co Ltd

9,807,000

(a),(c)

China Huarong Asset Management Co Ltd

1,306

1,132,537

(a),(c)

China International Capital Corp Ltd

3,099

119,800

(a) China International Capital Corp Ltd

623

317,936

(a) China Merchants Securities Co Ltd

767

9,355

(a) Choice International Ltd

76,922

(a) Cholamandalam Financial Holdings Ltd

1,633

289,750

(a) Cholamandalam Investment and Finance Co Ltd

5,250

1,099,465

CITIC Securities Co Ltd

4,342

506,816

CITIC Securities Co Ltd (Class A)

2,135

65,882

(a),(c)

CMC Markets plc

70,743

CME Group, Inc

19,114

63,750

(a) Cohen & Steers, Inc

4,183

88,378

(a) Coinbase Global, Inc

29,827

1,633,256

Corebridge Financial, Inc

52,346

292,332

(a) Coronation Fund Managers Ltd

755

159,793

(a) Corpay, Inc

46,030

249,427

(a) Creades AB

1,996

1,878

(a),(b)

Credit Acceptance Corp

877

42,622

(a) Credit Corp Group Ltd

97,800

Credit Saison Co Ltd

2,608

44,826

(a) CreditAccess Grameen Ltd

684

14,441

(a) CRISIL Ltd

722

190,925

(a) CSC Financial Co Ltd

721

1,096,000

(a) CSSC Hong Kong Shipping Co Ltd

600,272

(a) CVC Capital Partners plc

10,481

17,856

(a) Daishin Securities Co Ltd

85,151

(a) Daishin Securities Co Ltd PF

1,243

17,593

(a) Daou Technology, Inc

30,487

(a) Dave, Inc

6,078

243,727

(a),(b)

Defi Technologies, Inc

62,611

(a) Destek Finans Faktoring AS.

1,005

131,475

Deutsche Boerse AG.

35,208

104,653

(a),(c)

Deutsche Pfandbriefbank AG.

617

687,984

DigitalBridge Group, Inc

8,049

165,625

(a) Dongxing Securities Co Ltd

1,675,555

(a) Dubai Financial Market PJSC

734

650,666

(a) East Money Information Co Ltd

2,487

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

FINANCIAL SERVICES

(continued)

25,555,739

(a) Edelweiss Financial Services Ltd

$

30,932

146,456

(a) Edenred

3,488

202,223

(a) EFG International

4,129

748,621

(a) E-Finance for Digital & Financial Investments

25,886

(a) eGuarantee, Inc

768,414

(a) Egyptian Financial Group-Hermes Holding

99,800

(a) Enact Holdings, Inc

3,826

18,200

(a) Enova International, Inc

2,095

219,700

(a),(b)

EQT AB

7,619

1,053,596

Equitable Holdings, Inc

53,502

10,665

(a) Etoro Group Ltd

24,980

Eurazeo

1,652

4,350

(a) Euronet Worldwide, Inc

387,354

(a),(c)

Euronext NV

57,991

163,606

(a) Everbright Securities Co Ltd

22,025

Evercore Partners, Inc (Class A)

7,429

78,660

(a) EVERTEC, Inc

2,657

56,531

(a) EXOR NV

5,533

16,003

Factset Research Systems, Inc

4,585

512,401

(a) Far East Horizon Ltd

1,391,120

(a) Fawry for Banking & Payment Technology Services SAE

7,200

(a) Federal Agricultural Mortgage Corp

1,209

787,270

Fidelity National Information Services, Inc

51,913

439,764

(a) Fiera Capital Corp

2,060

45,000

(a),(b)

Financial Partners Group Co Ltd

722

74,900

(a) FinVolution Group (ADR)

552

11,337

(a),(b)

First National Financial Corp

224,864

FirstCash Holdings, Inc

35,623

3,478,868

FirstRand Ltd

15,642

579,264

(a) Fiserv, Inc

74,684

150,320

(a) Five-Star Business Finance Ltd

908

62,438

(a) flatexDEGIRO AG.

2,051

27,419

(a) Flow Traders

820

279,400

(a) Flywire Corp

3,783

58,606

(a) Foresight Group Holdings Ltd

374,000

(a) Founder Securities Co Ltd

130,245

Franklin Resources, Inc

3,013

7,432

(a),(b)

Freedom Holding Corp

1,279

7,351,660

Fuhwa Financial Holdings Co Ltd

8,422

44,100

(a) Futu Holdings Ltd (ADR)

7,669

37,352

(a) Fuyo General Lease Co Ltd

1,116

413,154

(a),(b)

GCM Grosvenor, Inc

4,987

838,600

(a),(b)

Gentera SAB de C.V.

2,175

21,857

(a) Georgia Capital plc

710

263,608

(a) GF Securities Co Ltd (Class A)

827

25,872

(a) Global Payments, Inc

2,149

445,161

(a),(b)

GMO Financial Holdings, Inc

2,942

31,700

(a) GMO Payment Gateway, Inc

1,778

9,768

(a),(b)

goeasy Ltd

1,217

306,582

Goldman Sachs Group, Inc

244,147

1,771,100

(a) Grab Holdings Ltd

10,662

22,594

(a) GRENKE AG.

93,667

(a) Grupo de Inversiones Suramericana S.A.

1,042

118,104

(a) Guolian Securities Co Ltd

270,549

(a) Guosen Securities Co Ltd

515

2,202,800

(a),(b)

Guotai Junan International Holdings Ltd

1,267

556,609

(a) Guotai Junan Securities Co Ltd

1,479

1,340,351

(a),(c)

Guotai Junan Securities Co Ltd (Hong Kong)

2,757

179,529

(a) Guoyuan Securities Co Ltd

16,832

(a) Hamilton Lane, Inc

2,269

76,270

(a) Hanwha Investment & Securities Co Ltd

67,884

(a),(c)

HDFC Asset Management Co Ltd

4,229

SHARES

DESCRIPTION

VALUE (000)

FINANCIAL SERVICES

(continued)

214,302

(a) Helia Group Ltd

$

818

21,586

(a) Hithink RoyalFlush Information Network Co Ltd

1,133

3,261,460

(a) HMC Capital Ltd

6,873

36,344

(a),(c)

Hoist Finance AB

58,612

(a),(c)

Home First Finance Co India Ltd

803

863,600

(a) Hong Kong Exchanges and Clearing Ltd

49,027

168,500

(a) Hotai Finance Co Ltd

22,779

(a) Houlihan Lokey, Inc

4,677

901,740

(a),(c)

Huatai Securities Co Ltd

2,377

307,034

Huatai Securities Co Ltd (Class A)

942

61,395

(a) HUB24 Ltd

4,094

3,265

(a) Hypoport SE

530

1,116

(a) ICRA Ltd

105,200

(a) iFAST Corp Ltd

724

563,094

(a) IFCI Ltd

1,189,428

IG Group Holdings plc

17,251

58,256

(a) IGM Financial, Inc

2,121

158,497

(a) IIFL Finance Ltd

808

90,138

(a) IIFL Securities Ltd

14,320

(a) India Shelter Finance Corp Ltd

406,577

(a) Indiabulls Housing Finance Ltd

737

288,281

(a),(c)

Indian Energy Exchange Ltd

393,654

(a) Industrial Securities Co Ltd

73,114

(a) Industrivarden AB

2,905

860,724

(a) Infibeam Avenues Ltd

667,225

Infratil Ltd

4,782

1,245,708

(a) IntegraFin Holdings plc

5,838

5,800

(a) Integral Corp

180,352

Interactive Brokers Group, Inc (Class A)

12,410

1,071,365

Intercontinental Exchange, Inc

180,504

360,605

(a) Intermediate Capital Group plc

10,827

37,010

(a) International Money Express, Inc

517

16,793

(a) Inversiones La Construccion S.A.

409,226

Invesco Ltd

9,388

202,924

(a) Investcorp Capital plc

191,954

(a) Investec Ltd

1,424

457,197

(a) Investec plc

3,416

377,606

(a) IOOF Holdings Ltd

1,120

712,556

(a) IP Group plc

515

356,843

(a) Is Yatirim Menkul Degerler AS

146,395

(a) Isracard Ltd

591

16,725

(a) Jaccs Co Ltd

7,700

Jack Henry & Associates, Inc

1,147

745,354

(a),(b)

Jafco Co Ltd

13,030

192,583

(a) Janus Henderson Group plc

8,572

99,400

(a) Japan Securities Finance Co Ltd

1,250

64,483

Jefferies Financial Group, Inc

4,218

87,000

(a) JF SmartInvest Holdings Ltd

832

2,424

(a) Jindal South West Holdings Ltd

301,575

(a) JM Financial Ltd

543

549,200

(a) JMT Network Services PCL

487,820

(a) JSE Ltd

3,607

115,891

(a),(c)

JTC plc

2,065

3,093

(a) Julius Baer Group Ltd

347,318

(a) Jupiter Fund Management plc

673

64,907

(a) Kfin Technologies Ltd

768

190,585

(a) Kinnevik AB

1,697

10,233

(a) KIWOOM Securities Co Ltd

1,789

1,846,835

KKR & Co, Inc

239,996

29,081

(a) Korea Investment Holdings Co Ltd

3,008

13,457

(a) KRUK S.A.

1,698

568,000

(a) Krungthai Card PCL

525

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

FINANCIAL SERVICES

(continued)

533,338

(a) L&T Finance Holdings Ltd

$

1,497

1,079,311

Ladder Capital Corp

11,775

38,687

Lazard, Inc

2,042

1,044,097

(a) LendingClub Corp

15,860

12,575

(a) LendingTree, Inc

814

149,500

(a) Lianlian DigiTech Co Ltd

227,210

(a) LIC Housing Finance Ltd

1,445

571,902

(a) London Stock Exchange Group plc

65,587

33,562

LPL Financial Holdings, Inc

11,166

167,100

(a) Lufax Holding Ltd (ADR)

678

12,300

(a) M&A Capital Partners Co Ltd

22,400

(a),(b)

M&A Research Institute Holdings, Inc

79,232

(a) MA Financial Group Ltd

306,694

Macquarie Group Ltd

44,517

1,885,918

(a) Magellan Financial Group Ltd

11,969

22,496

(a) Maharashtra Scooters Ltd

4,374

385,365

(a) Mahindra & Mahindra Financial Services Ltd

1,195

15,347,163

Man Group plc

36,871

453,779

(a) Manappuram Finance Ltd

1,436

124,325

Marex Group plc

4,180

32,422

MarketAxess Holdings, Inc

5,650

126,500

(a),(b)

Marui Co Ltd

2,708

34,143

(a),(c)

MAS Financial Services Ltd

2,034,733

Mastercard, Inc (Class A)

1,157,376

323,700

(a),(b)

Matsui Securities Co Ltd

1,679

22,945

(a) Meitav Investment House Ltd

651

55,374

(a) Meritz Financial Group, Inc

4,492

126,100

MGIC Investment Corp

3,577

159,618

(a) Mirae Asset Daewoo Co Ltd

2,438

105,900

(a) Mizuho Leasing Co Ltd

932

108,436

(a) Moelis & Co

7,734

106,332

(a) Molten Ventures plc

552

1,553,952

(a) Monex Group, Inc

8,755

16,476

Moody's Corp

7,850

1,142,177

Morgan Stanley

181,560

9,905

Morningstar, Inc

2,298

112,824

(a) Motilal Oswal Financial Services Ltd

1,134

26,430

(a) Mr Cooper Group, Inc

5,571

7,989

MSCI, Inc (Class A)

4,533

493,600

(a) Muangthai Capital PCL

618

18,765

(a) Multi Commodity Exchange of India Ltd

1,646

11,832

(a) Mutares SE & Co KGaA

82,889

(a) Muthoot Finance Ltd

2,866

138,400

(a) Nanjing Securities Co Ltd

1,283,305

Nasdaq Stock Market, Inc

113,508

367,093

(a) National Investments Co KSCP

187,315

(a) NCR Corp ATM

7,363

460,582

(a) Netwealth Group Ltd

8,961

99,217

(a) NewtekOne, Inc

1,136

216,100

(a) Nihon M&A Center Holdings, Inc

1,102

176,850

(a) Ninety One Ltd

181,241

(a) Ninety One plc

120,074

(a),(c)

Nippon Life India Asset Management Ltd

1,175

427,076

(a) NMI Holdings, Inc

16,374

229,934

(a) Noah Holdings Ltd (ADR)

2,665

106,032

(a) Nordnet AB publ

3,082

11,293

(a) Nuvama Wealth Management Ltd

802

119,593

(a) Okasan Holdings, Inc

552

233,806

(a) One 97 Communications Ltd

2,961

291,060

OneMain Holdings, Inc

16,433

45,575

(a) Onex Corp

4,044

64,640

(a),(b)

OppFi, Inc

732

SHARES

DESCRIPTION

VALUE (000)

FINANCIAL SERVICES

(continued)

442,590

(a) Orient Corp

$

3,024

271,591

(a) Orient Securities Co Ltd

1,956,670

ORIX Corp

51,355

277,986

(a) OSB Group plc

2,126

340,500

(a),(b)

OSL Group Ltd

656

6,068,800

(a) Pacific Strategic Financial Tbk PT

1,072,130

(a) Pagseguro Digital Ltd

10,721

152,271

(a) Paragon Group of Cos plc

1,777

16,316

(a) Partners Group

21,348

582,280

(a),(b)

Patria Investments Ltd

8,501

663,452

(a) Payoneer Global, Inc

4,014

517,941

(a) PayPal Holdings, Inc

34,733

29,156

PennyMac Financial Services, Inc

3,612

994,098

(a) Pensionbee Group plc

2,139

981,854

(a) Perella Weinberg Partners

20,933

83,885

(a) Perpetual Trustees Australia Ltd

1,037

284,240

(a) Pinnacle Investment Management Group Ltd

3,380

71,742

Piper Jaffray Cos

24,894

79,588

(a),(d)

Piramal Enterprises Ltd

1,008

199,591

(a) Plus500 Ltd

8,650

66,554

(a),(b)

Pluxee France S.A.

1,186

146,336

(a),(c)

PNB Housing Finance Ltd

1,420

64,698

(a) Polar Capital Holdings plc

173,536

(a) Poonawalla Fincorp Ltd

971

1,029,270

(a) Power Finance Corp Ltd

4,753

735,900

(a) President Securities Corp

565

99,200

PROG Holdings, Inc

3,210

17,350

(a),(b)

Propel Holdings, Inc

9,988

(a) Prudent Corporate Advisory Services Ltd

4,588,253

(a),(c)

Quilter plc

10,256

64,376

(a) Rathbone Brothers

1,585

156,156

(a) Ratos AB (B Shares)

613

77,012

Raymond James Financial, Inc

13,292

923,653

(a) REC Ltd

3,875

91,958

(a) Reinet Investments S.C.A

2,689

22,024,894

(a) Reliance Strategic Investments Ltd

72,617

346,561

(a) Remgro Ltd

3,366

728,033

(a) Remitly Global, Inc

11,867

8,461

(a),(b)

Ricoh Leasing Co Ltd

762,948

(a) Rithm Capital Corp

8,690

355,824

(a) Robinhood Markets, Inc

50,947

3,217,282

(a),(b)

Rocket Cos, Inc

62,351

486,439

S&P Global, Inc

236,755

166,965

(a) Samsung Securities Co Ltd

8,543

400,945

(a) Saudi Advanced Industries Co

2,670

32,748

(a) Saudi Tadawul Group Holding Co

1,799

128,132

(a) SBFC Finance Ltd

197,039

(a) SBI Cards & Payment Services Ltd

1,946

502,650

SBI Holdings, Inc

21,884

309,600

(a) SDIC Capital Co Ltd

63,825

SEI Investments Co

5,416

22,140

(a),(b)

Sezzle, Inc

1,761

977,144

(a) Shenwan Hongyuan Group Co Ltd

733

27,459

(a),(b)

Shift4 Payments, Inc

2,125

2,574

(a) Shinyoung Securities Co Ltd

972,805

(a) Shriram Finance Ltd

6,745

1,238,900

(a) Singapore Exchange Ltd

15,904

140,500

(a) Sinolink Securities Co Ltd

88,098

SLM Corp

2,439

3,695

(a) Societe Fonciere Financiere et de Participations FFP

1,256,789

(a) SoFi Technologies, Inc

33,204

8,958

(a),(b)

Sofina S.A.

2,649

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

FINANCIAL SERVICES

(continued)

238,635

(a) SooChow Securities Co Ltd

$

311,673

(a) Southwest Securities Co Ltd

16,820

(a) Sprott, Inc

1,398

559,262

(a) Srisawad Corp PCL

517

402,293

(a) St. James's Place plc

6,885

887,676

(b) Starwood Property Trust, Inc

17,194

143,313

State Street Corp

16,626

61,420

(a) StepStone Group, Inc

4,011

42,008

Stifel Financial Corp

4,767

1,394,090

(a) StoneCo Ltd

26,362

65,720

(a) StoneX Group, Inc

6,632

46,280

(a) Sundaram Finance Ltd

2,294

89,729

(a) Svolder AB

517

8,105

(a) Swissquote Group Holding S.A.

5,701

290,000

(a),(b)

SY Holdings Group Ltd

542,583

Synchrony Financial

38,551

92,147

T Rowe Price Group, Inc

9,458

84,186

(a) Tamburi Investment Partners S.p.A.

827

39,653

(a) Tata Investment Corp Ltd

4,618

71,399

(a) Tel Aviv Stock Exchange Ltd

1,641

29,289

(a) Tera Yatirim Menkul Degerler AS.

337,900

(a) Tianfeng Securities Co Ltd

1,092,000

(a) TIDLOR Holdings PCL

664

359,456

(a) TMX Group Ltd

13,751

107,026

(a) Toast, Inc

3,908

1,310,480

(a) Tokai Tokyo Securities Co Ltd

5,213

2,143,992

(a) TP ICAP Group plc

7,966

55,623

(a) TPG, Inc

3,196

12,348

Tradeweb Markets, Inc

1,370

1,058,597

(a) Turkiye Sinai Kalkinma Bankasi AS

1,239,309

UBS Group AG

50,952

1,999,471

UBS Group AG

81,978

5,084

(a) United International Holding Co

77,100

(a) Up Fintech Holding Ltd (ADR)

823

120,790

(a),(b)

Upstart Holdings, Inc

6,136

43,062

(a) UTI Asset Management Co Ltd

632

66,097

(a) UWM Holdings Corp

105,307

(a) Van Lanschot Kempen NV

6,295

35,405

(a) Velocity Financial, Inc

642

18,722

(a) Verusa Holding AS.

71,780

(b) Victory Capital Holdings, Inc

4,648

16,066

(a),(b)

Vinci Partners Investments Ltd

153,150

Virtu Financial, Inc

5,437

1,328,025

Visa, Inc (Class A)

453,361

21,524

(a) Vontobel Holding AG.

1,624

93,000

Voya Financial, Inc

6,956

259,896

(a),(b)

Washington H Soul Pattinson & Co Ltd

6,617

1,961,642

(a) Waterland Financial Holdings

993

17,992

(a) Wendel

1,727

219,303

(a) Western Securities Co Ltd

35,753

(a) Western Union Co

3,595

(a) WEX, Inc

566

815,289

(b) WisdomTree, Inc

11,333

404,420

(a) Wise plc

5,638

101,451

(a) Woori Investment & Securities Co Ltd

1,405

152,699

(a),(b),(c)

Worldline S.A.

417,550

(a) XP, Inc

7,846

147,480

(a) XPS Pensions Group plc

672

56,552

(a),(c)

XTB S.A.

1,117

12,896,300

(a) Yangzijiang Financial Holding Ltd

12,005

126,400

(a) Yeahka Ltd

11,188,750

(a),(b),(c)

Yixin Group Ltd

3,936

SHARES

DESCRIPTION

VALUE (000)

FINANCIAL SERVICES

(continued)

21,655

(a) Yuanta Futures Co Ltd

$

227,985

(a) Yulon Finance Corp

761

584,430

(a) Zenkoku Hosho Co Ltd

13,242

200,191

(a) Zheshang Securities Co Ltd

265,600

(a) Zhongtai Securities Co Ltd

882,749

(a) Zip Co Ltd

2,594

TOTAL FINANCIAL SERVICES

7,858,065

FOOD, BEVERAGE & TOBACCO - 2.4%

138,531

(a) AAK AB

3,605

87,271

(a) AG. Barr plc

786

221,470

(a) Agthia Group PJSC

1,523,246

Ajinomoto Co, Inc

43,670

2,544,600

(a) Alfa S.A. de C.V. (Class A)

2,040

27,194

(a) Allied Blenders & Distillers Ltd

339,185

(a) Almarai Co JSC

4,550

834,807

Altria Group, Inc

55,147

3,253,939

(a) Ambev S.A.

7,392

1,545,620

(a) Anadolu Efes Biracilik Ve Malt Sanayii AS

515

27,011

(a) Angel Yeast Co Ltd

858,648

(a) Anheuser-Busch InBev S.A.

51,327

83,728

(a) Anhui Gujing Distillery Co Ltd

1,164

15,514

(a) Anhui Gujing Distillery Co Ltd (Class A)

354,626

(a) Arca Continental SAB de C.V.

3,718

137,719

Archer-Daniels-Midland Co

8,227

14,672

(a) Ariake Japan Co Ltd

589

17,056

(a) Aryzta AG.

1,400

60,698

(a) Austevoll Seafood ASA

579

32,322

(a) Avanti Feeds Ltd

244,523

(a) AVI Ltd

1,401

245,218

(a) AWL Agri Business Ltd

722

37,954

(a) Bakkafrost P

1,743

102,146

(a),(c)

Bakkavor Group plc

606,556

(a) Baladna

99,297

(a) Balrampur Chini Mills Ltd

510

24,364

(b) Barry Callebaut AG.

33,554

222,442

(a) Bega Cheese Ltd

763

111,200

(a) Beijing Yanjing Brewery Co Ltd

650,100

(a) Betagro PCL

53,080

(a) Bikaji Foods International Ltd

3,081

(a) Binggrae Co Ltd

17,447

(a) Bombay Burmah Trading Co

3,439

(a) Boston Beer Co, Inc (Class A)

727

133,910

(a),(b)

BRC, Inc

75,552

(a) Britannia Industries Ltd

5,098

4,989,096

(a) British American Tobacco plc

265,356

96,263

Bunge Global S.A.

7,821

318,269

(a) C&C Group plc

591

26,980

(a) Calavo Growers, Inc

694

60,600

(a) Calbee, Inc

1,171

83,490

Cal-Maine Foods, Inc

7,856

208,100

(a) Carabao Group PCL

106,650

(a) Carlsberg AS (Class B)

12,414

118,200

(a) Carlsberg Brewery Malaysia Bhd

59,493

(a) CCL Products India Ltd

566

69,242

(a) Celsius Holdings, Inc

3,981

1,040,300

(a) Century Pacific Food, Inc

673

132,800

(a) Charoen Pokphand Enterprise

613

2,621,831

(a) Charoen Pokphand Foods PCL

1,804

5,006,318

(a) Charoen Pokphand Indonesia Tbk PT

1,401

2,546,021

(a),(c)

China Feihe Ltd

1,307

3,972,000

(a) China Foods Ltd

2,254

4,375,889

(a),(d)

China Huishan Dairy Holdings Co Ltd

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

FOOD, BEVERAGE & TOBACCO

(continued)

370,000

(a),(d)

China Huiyuan Juice Group Ltd

$0^

2,160,227

(a) China Mengniu Dairy Co Ltd

4,154

2,404,000

(a),(b)

China Modern Dairy Holdings Ltd

1,122,357

(a) China Resources Beer Holdings Company Ltd

3,949

613,000

(a),(c)

China Youran Dairy Group Ltd

105,958

(a) Cia Cervecerias Unidas S.A.

651

2,369,800

(a) Cisarua Mountain Dairy PT TBK

654

4,914

(a) CJ CheilJedang Corp

808

147,520

(a) Cloetta AB

532

5,322,124

Coca-Cola Co

352,963

21,801

Coca-Cola Consolidated Inc

2,554

292,767

(a) Coca-Cola Europacific Partners plc

26,469

363,083

(a) Coca-Cola Femsa SAB de C.V.

3,013

97,200

(a) Coca-Cola West Japan Co Ltd

1,734

2,280,000

(a),(b)

COFCO Joycome Foods Ltd

528

40,804

(a) Cranswick plc

2,758

17,278

(a) Daesang Corp

65,867

(a) Darling International, Inc

2,033

1,105,031

(a),(b)

Davide Campari-Milano NV

6,988

2,179,279

Diageo plc

52,145

10,370

(a) Dodla Dairy Ltd

773,768

(a) Dole plc

10,399

10,900

(a),(b)

Dydo Drinco, Inc

946,754

(a) Eastern Tobacco

843

21,500

(a) Eastroc Beverage Group Co Ltd

919

77,493

(a) Efor Cay Sanayi Ticaret AS.

292,115

(a) Embotelladora Andina S.A.

1,151

1,638

(a) Emmi AG.

1,417

36,315

(a) Ezaki Glico Co Ltd

1,243

591,100

(a) Farm Fresh Bhd

1,182,523

(a) Fevertree Drinks plc

13,942

5,736

(a) First Milling Co

1,790,000

(a) First Pacific Co

1,501

339,900

(a) First Resources Ltd

1,474,883

(a),(b)

Fomento Economico Mexicano S.A. de C.V.

14,544

1,966,800

Fomento Economico Mexicano SAB de C.V. (ADR)

193,985

26,600

(a) Food Empire Holdings Ltd

191,561

(a) Foshan Haitian Flavouring & Food Co Ltd

1,051

96,600

(a) Fraser & Neave Holdings Bhd

625

19,698

(a),(b)

Freshpet, Inc

1,086

34,727

(a) Fuji Oil Co Ltd

842

143,049

(a) Futuris Corp Ltd

705

79,100

(a) Genting Plantations BHD

660,573

(a) Glanbia plc

10,886

28,701

(a) Godfrey Phillips India Ltd

1,095

15,265

(a),(c)

Godrej Agrovet Ltd

5,288,625

(a) Golden Agri-Resources Ltd

1,208

492,500

(a) Great Wall Enterprise Co Ltd

838

315,016

(a) Greencore Group plc

968

43,975

(a) Grieg Seafood ASA

109,716

(a) Gruma SAB de C.V.

2,037

882,441

(a),(b)

Grupo Bimbo S.A. de C.V. (Series A)

3,134

632,100

(a) Guan Chong Bhd

70,145

(a) Guangdong Haid Group Co Ltd

628

112,464

(a) Gujarat Ambuja Exports Ltd

28,045

(a) Harim Holdings Co Ltd

172,314

(a),(b)

Health & Happiness H&H International Holdings Ltd

108,200

(a) Heineken Malaysia Bhd

548

2,261,247

Heineken NV

177,076

131,323

(a) Henan Shuanghui Investment & Development Co Ltd

28,689

(a) Heritage Foods Ltd

366,844

(a) Hilton Food Group plc

3,296

SHARES

DESCRIPTION

VALUE (000)

FOOD, BEVERAGE & TOBACCO

(continued)

33,088

(a) Hindustan Foods Ltd

$

22,675

(a) Hite Jinro Co Ltd

40,462

(a) House Foods Corp

793

1,555,009

(a) Indofood CBP Sukses Makmur Tbk PT

885

850,207

(a) Inghams Group Ltd

1,422

256,953

(a) Inner Mongolia Yili Industrial Group Co Ltd

986

9,135,000

(a),(d)

Inti Agri Resources Tbk PT

0^

1,702,706

(a) IOI Corp BHD

1,598

424,500

(a) I-TAIL Corp PCL

2,077,037

(a) ITC Ltd

9,389

38,700

(a) Ito En Ltd

911

19,240

(a) Itoham Yonekyu Holdings, Inc

740

2,609,400

(a) Japan Tobacco, Inc

85,581

4,685,000

(a) Japfa Comfeed Indonesia Tbk PT

552

251,533

(a) JBS NV

3,755

35,526

(a) Jiangsu King's Luck Brewery JSC Ltd

59,281

(a) Jiangsu Yanghe Brewery Joint-Stock Co Ltd

566

8,350

(a) John B Sanfilippo & Son, Inc

537

60,646

(a) Kagome Co Ltd

1,180

5,700

(a),(b)

Kameda Seika Co Ltd

23,394

(a) Kaveri Seed Co Ltd

57,505

Kerry Group plc (Class A)

5,191

1,353,792

Keurig Dr Pepper, Inc

34,535

75,097

(a) Kewpie Corp

2,050

80,800

(a) Kotobuki Spirits Co Ltd

990

42,521

(a) KRBL Ltd

67,467

(a) KT&G Corp

6,427

336,395

(a) Kuala Lumpur Kepong BHD

1,647

178,133

(a) Kweichow Moutai Co Ltd

36,203

2,383

(a) Lassonde Industries, Inc

189,607

(a) Leroy Seafood Group ASA

939

94,965

(a) Lian HWA Food Corp

757,164

(a) Lien Hwa Industrial Corp

1,213

21,700

(a) Lifedrink Co, Inc

32,780

(a) Lifeway Foods, Inc

910

2,910

(a) Lotte Chilsung Beverage Co Ltd

2,162

(a) Lotte Wellfood Co Ltd

(a) Lotus Bakeries NV

2,321

718,861

(a) LT Foods Ltd

3,284

56,923

(a) Luzhou Laojiao Co Ltd

1,057

(a) Lydia Yesil Enerji Kaynaklari Anonimsirketi

30,500

(a) M Dias Branco S.A.

13,126

(a) Manorama Industries Ltd

537,227

(a) Maple Leaf Foods, Inc

13,901

324,199

(a) Marfrig Global Foods S.A.

1,183

362,395

(a) Marico Ltd

2,848

29,100

(a) Maruha Nichiro Corp

674

397,964

McCormick & Co, Inc

26,628

36,187

(a) Megmilk Snow Brand Co Ltd

724

74,407

(a) Mezzan Holding Co KSCC

255,300

(a) Minerva S.A.

11,700

(a) Mitsui Sugar Co Ltd

19,103

(a) Modern Mills Co

2,006,400

(a),(c)

Monde Nissin Corp

4,446,653

Mondelez International, Inc

277,782

2,768,571

(a) Monster Beverage Corp

186,352

49,358

(a) Morinaga & Co Ltd

875

53,026

Morinaga Milk Industry Co Ltd

1,242

Mowi ASA

19,551

(a) Mrs Bectors Food Specialities Ltd

220,538

(a) Muyuan Foods Co Ltd

1,644

116,992

(a) National Agriculture Development Co

681

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

FOOD, BEVERAGE & TOBACCO

(continued)

467,478

(a) Nestle India Ltd

$

6,069

49,514

(a) Nestle Malaysia Bhd

1,133

2,115,262

Nestle S.A.

194,256

132,605

(a) New Hope Liuhe Co Ltd

13,521

(a) Newlat Food S.p.A

155,384

Nichirei Corp

1,824

35,197

(a) Nippon Flour Mills Co Ltd

551

63,700

(a) Nippon Meat Packers, Inc

2,524

204,759

(a) Nippon Suisan Kaisha Ltd

1,443

21,222

(a) Nisshin Oillio Group Ltd

746

152,700

(a) Nisshin Seifun Group, Inc

1,875

1,392,800

(c) Nongfu Spring Co Ltd

9,625

2,592

(a) NongShim Co Ltd

799

165,794

(a) OBA Makarnacilik Sanayi VE Ticaret AS.

15,884

(a) Orion Corp/Republic of Korea

1,173

19,727

(a) Orion Holdings Corp

513

Orkla ASA

706,100

(a) Osotspa PCL

1,332

(a) Ottogi Corp

1,070,170

PepsiCo, Inc

150,295

1,443

(a) Philip Morris CR AS.

1,253

3,537,603

Philip Morris International, Inc

573,799

17,385

(a) Piccadily Agro Industries Ltd

322,300

(a) PPB Group BHD

782

467,194

(a) Premier Foods plc

1,206

33,888

(a),(b)

Premium Brands Holdings Corp

2,275

112,338

(a) Prima Meat Packers Ltd

1,788

937,819

Primo Brands Corp

20,726

409,800

(a) PT Astra Agro Lestari Tbk

282,700

(a) PT Gudang Garam Tbk

2,975,809

(a) PT Indofood Sukses Makmur Tbk

1,291

1,122,900

(a) QL Resources Bhd

1,158

60,269

(a) Radico Khaitan Ltd

1,960

17,713

(a),(b)

Remy Cointreau S.A.

961

13,700

(a) Riken Vitamin Co Ltd

208,700

(a) RLX Technology, Inc (ADR)

549

55,395

(a),(b)

Rogers Sugar, Inc

37,631

(a) Royal Unibrew A.S.

2,874

14,294

(a) S Foods, Inc

19,255

(a) Sakata Seed Corp

40,300

(a) Salmar ASA

2,155

2,877

(a) Samyang Foods Co Ltd

3,136

124,300

(a) Sao Martinho S.A.

47,686

(a) Sapporo Holdings Ltd

2,382

173,254

(a) Saputo, Inc

4,208

2,949,400

(a) Sariguna Primatirta Tbk PT

11,288

(a) Saudia Dairy & Foodstuff Co

813

100,482

(a) Savola Group

664

2,975,600

(a) Sawit Sumbermas Sarana Tbk PT

290,747

(a),(c)

Scandinavian Tobacco Group A.S.

4,013

9,571

(a) Schouw & Co

889

(a) Seaboard Corp

48,442

(a) Shanxi Xinghuacun Fen Wine Factory Co Ltd

1,323

10,387

(a) Showa Sangyo Co Ltd

529,285

(a) Shree Renuka Sugars Ltd

1,400,978

(a) Sime Darby Plantation Bhd

1,738

326,468

(a) Simply Good Foods Co

8,103

136,154

(a) SLC Agricola S.A.

197,089

(a) Smithfield Foods, Inc

4,628

1,286,171

(a),(b),(c)

Smoore International Holdings Ltd

2,910

263,000

(a) Standard Foods Corp

160,000

(a),(b)

Star Plus Legend Holdings Ltd

SHARES

DESCRIPTION

VALUE (000)

FOOD, BEVERAGE & TOBACCO

(continued)

39,521

(a) Strauss Group Ltd

$

1,116

45,349

(a) Suedzucker AG.

321,780

(a) SunOpta, Inc

1,886

60,641

(a) SunOpta, Inc

100,303

(a) Takara Holdings, Inc

1,184

413,140

Tata Consumer Products Ltd

5,256

1,287,785

(a) Tate & Lyle plc

7,792

2,271,800

(a) Thai Union Group PCL

898

399,230

(a) Thai Vegetable Oil PCL (Foreign)

121,990

(a) Tiger Brands Ltd

2,181

87,716

(a) Tilaknagar Industries Ltd

1,393,301

(a) Tingyi Cayman Islands Holding Corp

1,861

66,600

(a) Toyo Suisan Kaisha Ltd

4,758

614,454

(a) Treasury Wine Estates Ltd

2,873

80,900

(a) Tres Tentos Agroindustrial S.A.

1,155,800

(a) Triputra Agro Persada PT

52,366

(a) Triveni Engineering & Industries Ltd

431,471

(a) Tsingtao Brewery Co Ltd

2,936

31,093

(a) Tsingtao Brewery Co Ltd (Class A)

18,000

(a) Ttet Union Corp

157,689

(a) Ulker Biskuvi Sanayi AS

1,872,600

(a) Ultrajaya Milk Industry & Trading Co Tbk PT

3,328,934

Uni-President Enterprises Corp

8,583

523,100

(a) United Plantations BHD

2,857

206,255

(a) United Spirits Ltd

3,076

600,790

(a) Universal Robina Corp

732

936,451

(a) Varun Beverages Ltd

4,678

394,738

(a) Vina Concha y Toro S.A.

29,516

(a) Viscofan S.A.

2,014

91,982

(a) Vital Farms, Inc

3,785

462,000

(a) Vitasoy International Holdings Ltd

501

3,384,694

(a) Want Want China Holdings Ltd

2,296

267,570

(a) Wens Foodstuffs Group Co Ltd

701

5,979,500

(a),(c)

WH Group Ltd

6,475

1,390,700

Wilmar International Ltd

3,076

160,821

(a) Wuliangye Yibin Co Ltd

2,750

91,500

(a) Yamazaki Baking Co Ltd

2,037

390,000

(a),(b)

Yihai International Holding Ltd

630

74,200

(a) Yihai Kerry Arawana Holdings Co Ltd

903,000

(a),(c)

Zhou Hei Ya International Holdings Co Ltd

65,760

(a) Zydus Wellness Ltd

TOTAL FOOD, BEVERAGE & TOBACCO

3,286,681

HEALTH CARE EQUIPMENT & SERVICES - 3.1%

4,276,317

Abbott Laboratories

572,770

51,244

(a) Acadia Healthcare Co, Inc

1,269

810,480

(a) Accuray, Inc

1,353

33,677

(a) Addus HomeCare Corp

3,974

198,500

(a),(b)

Adicon Holdings Ltd

180,716

(a) Advanced Medical Solutions Group plc

546

1,003,600

(a) agilon health, Inc

1,034

109,949

Aier Eye Hospital Group Co Ltd

444,000

(a),(b),(c)

AK Medical Holdings Ltd

65,666

(a) Al Hammadi Holding

602

349,874

(a) Alcon, Inc

26,316

122,200

(a) Alfresa Holdings Corp

1,749

60,107

(a) Align Technology, Inc

7,527

667,060

(a) Alignment Healthcare, Inc

11,640

7,838

(a) Almoosa Health Co

1,828,143

(a) Alphatec Holdings, Inc

26,581

464,125

(a),(c)

Ambea AB

6,693

140,553

Ambu A.S.

2,068

139,698

AmerisourceBergen Corp

43,660

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

HEALTH CARE EQUIPMENT & SERVICES

(continued)

87,816

(a),(b)

Amplifon S.p.A.

$

1,432

14,515

(a),(b)

Andlauer Healthcare Group, Inc

550

30,800

(a),(b),(c)

Angelalign Technology, Inc

422,297

(a) Angiodynamics, Inc

4,717

108,985

Ansell Ltd

2,299

97,343

(a) Apollo Hospitals Enterprise Ltd

8,129

6,577

(a) APT Medical, Inc

294,793

(a) Ardent Health Partners, Inc

3,906

1,431,522

(a) Arjo AB

5,029

43,088

(a) As One Corp

716

376,000

(a) Asahi Intecc Co Ltd

6,110

104,323

(a) Asker Healthcare Group AB

950

151,239

(a),(c)

Aster DM Healthcare Ltd

1,069

140,607

(a) AtriCure, Inc

4,956

728,030

(a),(c)

Attendo AB

5,475

438,720

(a) Aveanna Healthcare Holdings, Inc

3,891

1,076,200

(a) Bangkok Chain Hospital PCL

2,930,471

(a) Bangkok Dusit Medical Services PCL

1,836

25,035

(a) BioMerieux

3,360

20,345

(a) BML, Inc

508

3,517,184

(a) Boston Scientific Corp

343,383

674,135

(a),(b)

BrightSpring Health Services, Inc

19,927

157,138

(a) Bumrungrad Hospital PCL

850

217,088

Cardinal Health, Inc

34,074

26,592

(a) Carl Zeiss Meditec AG.

1,327

22,550

(a) Carlsmed, Inc

392,189

(a) Castle Biosciences, Inc

8,930

154,898

(a) Centene Corp

5,527

50,895

(a) Certara, Inc

622

380,240

(a) Cerus Corp

605

42,707

(a) Chabiotech Co Ltd

4,515

Chemed Corp

2,022

723,500

(a),(b)

China Resources Medical Holdings Co Ltd

4,203,000

(a) Chularat Hospital PCL

632,467

Cigna Group

182,309

14,752

(a) Classys, Inc

532

81,599

(a) Coloplast A.S.

7,033

1,228,041

(a),(c)

ConvaTec Group plc

3,834

13,860

(a) Corvel Corp

1,073

21,586

(a) Craneware plc

694

26,960

(a),(b)

CVRx, Inc

50,388

(a) CVS Group plc

848

1,340,054

CVS Health Corp

101,027

7,708

(a) Dallah Healthcare Co

12,030

(a) DaVita, Inc

1,598

52,187

(a) Demant A.S.

1,817

92,578

(a) dentalcorp Holdings Ltd

723

5,873

(a) Dentium Co Ltd

1,387,833

(a) DexCom, Inc

93,387

8,810

(a) Diagnostyka S.A.

11,973

(a) DiaSorin S.p.A.

1,064

154,144

(a) Doximity, Inc

11,276

41,800

(a) Dr Agarwal's Health Care Ltd

30,870

(a),(c)

Dr Lal PathLabs Ltd

1,087

31,751

(a) Dr Soliman Abdel Kader Fakeeh Hospital Co

23,056

Dr Sulaiman Al Habib Medical Services Group Co

1,660

6,027

(a) Draegerwerk AG.

463,508

(a) EBOS Group Ltd

8,002

33,810

(a) Eckert & Ziegler Strahlen- und Medizintechnik AG.

710

1,242,353

(a) Edwards Lifesciences Corp

96,618

20,000

(a),(b)

Eiken Chemical Co Ltd

30,887

(a) El.En. S.p.A

SHARES

DESCRIPTION

VALUE (000)

HEALTH CARE EQUIPMENT & SERVICES

(continued)

1,709,504

(a),(b)

Elekta AB (B Shares)

$

8,659

753,767

Elevance Health, Inc

243,557

44,630

Embecta Corp

630

68,334

Encompass Health Corp

8,680

142,530

(a) Enhabit, Inc

1,142

410,670

(a) Enovis Corp

12,460

5,401

(a) Entero Healthcare Solutions Ltd

5,186

(a) Equasens

499,276

Essilor International S.A.

162,641

213,299

(a),(b)

Establishment Labs Holdings, Inc

8,743

55,736

(a),(b)

Extendicare, Inc

596

184,073

(a) Fagron NV

4,296

451,036

(a) Fisher & Paykel Healthcare Corp

9,688

4,525,741

(a) Fleury S.A.

13,725

371,872

(a) Fortis Healthcare Ltd

4,066

779,025

Fresenius Medical Care AG.

41,162

11,400

(a) Fukuda Denshi Co Ltd

519

37,840

(a),(c)

Galenica AG.

4,119

10,640

(a) GeneDx Holdings Corp

1,146

635,000

(a),(c)

Genertec Universal Medical Group Co Ltd

174,541

(a) Getinge AB (B Shares)

3,762

66,947

(a) Global Health Ltd

990

33,812

(a) Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd

95,500

(a) Gushengtang Holdings Ltd

48,989

(a),(b),(c)

GVS S.p.A

16,712

(a) Hanmi Science Co Ltd

242,500

(a),(c)

Hapvida Participacoes e Investimentos S.A.

1,633

1,346,900

(a) Hartalega Holdings Bhd

300,691

HCA, Inc

128,154

6,142

(a) HealthCare Global Enterprises Ltd

206,304

(a) HealthEquity, Inc

19,551

34,465

(a) Henry Schein, Inc

2,287

68,450

(a),(b)

Hims & Hers Health, Inc

3,882

100,860

(a) HLB Life Science CO Ltd

80,789

(a) HLB, Inc

2,178

13,000

(a) Hogy Medical Co Ltd

1,338,300

(a) Hoya Corp

185,047

36,278

(a) Huadong Medicine Co Ltd

51,652

Humana, Inc

13,438

268,000

(a),(b),(c)

Hygeia Healthcare Holdings Co Ltd

41,080

(a) ICU Medical, Inc

4,928

30,757

(a) IDEXX Laboratories, Inc

19,650

580,889

IHH Healthcare Bhd

1,042

42,752

(a) Inmode Ltd

637

384,370

(a) Inogen, Inc

3,140

2,700

(a) Integer Holdings Corp

715,911

(a) Intuitive Surgical, Inc

320,177

27,157

(a) Inventurus Knowledge Solutions Ltd

48,460

(a) iRhythm Technologies, Inc

8,335

41,600

(a),(b)

Japan Lifeline Co Ltd

25,350

(a) Jiangsu Yuyue Medical Equipment & Supply Co Ltd

1,497,500

(a),(b),(c)

Jinxin Fertility Group Ltd

549

20,000

(a),(b)

JMDC, Inc

606

10,848

(a) Jupiter Life Line Hospitals Ltd

244,000

(a) Kangji Medical Holdings Ltd

458,176

Koninklijke Philips Electronics NV

12,551

68,038

(a) Korian-Medica

1,189,600

(a) Kossan Rubber Industries Bhd

2,926

(a) Kovai Medical Center and Hospital Ltd

1,458,800

(a) KPJ Healthcare Bhd

953

178,930

(a),(c)

Krishna Institute of Medical Sciences Ltd

1,411

26,398

Labcorp Holdings, Inc

7,578

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

HEALTH CARE EQUIPMENT & SERVICES

(continued)

9,756,540

(a),(b)

Life Healthcare Group Holdings Ltd

$

6,548

265,400

(a),(b)

LifeMD, Inc

1,802

1,197,080

(a) LifeStance Health Group, Inc

6,584

2,538,000

(a),(b)

Lifetech Scientific Corp

614

324,111

(a) LivaNova plc

16,977

16,854

(a) Lunit, Inc

1,470,400

(a) M3, Inc

23,803

60,663

(a) Mani, Inc

522

118,795

(a) Masimo Corp

17,528

695,477

(a) Max Healthcare Institute Ltd

8,731

127,047

McKesson Corp

98,149

5,388

(a),(c)

Medacta Group S.A.

997

139,700

(a) Mediceo Paltac Holdings Co Ltd

2,404

52,529

(a) Medicover AB

1,450

7,239,500

(a) Medikaloka Hermina Tbk PT

731

17,400

(a),(b)

Medley, Inc

197,000

(a),(b),(c)

Medlive Technology Co Ltd

21,357

(a),(c)

Medmix AG.

44,084

(a) Menicon Co Ltd

217,421

(a) Merit Medical Systems, Inc

18,096

(a) Metall Zug AG.(B Shares)

24,367

(a),(c)

Metropolis Healthcare Ltd

561

147,000

(a),(b)

MicroPort NeuroTech Ltd

692,100

(a),(b)

Microport Scientific Corp

1,226

34,426

(a) Middle East Healthcare Co

526

43,600

(a),(b)

Miraca Holdings, Inc

1,009

4,158,100

(a) Mitra Keluarga Karyasehat Tbk PT

614

64,461

(a),(c)

MLP Saglik Hizmetleri AS.

517

16,861

(a) Molina Healthcare, Inc

3,227

25,822

(a) Mouwasat Medical Services Co

508

180,030

(a),(b)

Myomo, Inc

52,122

(a) Nakanishi, Inc

722

173,601

(a) Nanosonics Ltd

53,796

(a) Narayana Hrudayalaya Ltd

1,052

17,080

(a) National Healthcare Corp

2,075

17,144

(a) National Medical Care Co

805

285,500

(a) NeoGenomics, Inc

2,204

1,030,394

(a) Network Healthcare Holdings Ltd

847

220,500

(a),(b),(c),(d)

New Horizon Health Ltd

0^

122,254

(a) Nihon Kohden Corp

1,398

109,152

(a) Nipro Corp

1,111

159,379

(a),(d)

NMC Health plc

0^

705,625

(a) Novocure Ltd

9,117

1,559,586

(a) Odontoprev S.A.

3,880

615,300

(a) Olympus Corp

7,779

524,721

(a) Option Care Health, Inc

14,566

55,766

(a) Orpea S.A.

972

458,040

(a) Orthofix Medical, Inc

6,706

44,730

(a) PACS Group, Inc

614

132,944

(a) Paramount Bed Holdings Co Ltd

3,258

347,653

(a) Pediatrix Medical Group, Inc

5,823

33,885

(a) Pegavision Corp

338,178

(a) Pennant Group, Inc

8,529

5,900

(a) Penumbra, Inc

1,495

20,700

(a) PHC Holdings Corp

919,473

(a) Phreesia, Inc

21,626

79,000

(a),(d)

Pihsiang Machinery Manufacturing Co Ltd

0^

23,620

(a) Poly Medicure Ltd

518

547,475

(a),(b)

PolyNovo Ltd

516

287,536

(a) Privia Health Group, Inc

7,160

41,193

(a) Pro Medicus Ltd

8,387

288,991

(a),(b)

PROCEPT BioRobotics Corp

10,314

SHARES

DESCRIPTION

VALUE (000)

HEALTH CARE EQUIPMENT & SERVICES

(continued)

172,800

(a) Progyny, Inc

$

3,719

35,219

Quest Diagnostics, Inc

6,712

225,705

(a) RadNet, Inc

17,201

580,299

(a) Raffles Medical Group Ltd

41,762

(a) Rainbow Children's Medicare Ltd

638

149,149

(a) Ramsay Health Care Ltd

3,129

23,387

(a) RaySearch Laboratories AB

628

540,876

(a),(c)

Rede D'Or Sao Luiz S.A.

4,276

545,733

(a) Regis Healthcare Ltd

2,181

16,325

(a) Revenio Group Oyj

4,330,540

(a),(b)

Riverstone Holdings Ltd

2,400

713,408

(a) Ryman Healthcare Ltd

1,069

15,215

(a) Sanara Medtech, Inc

291,840

(a) Saudi Chemical Co Holding

566

26,826

(a) SD Biosensor, Inc

103,364

(a) Sectra AB

3,434

102,883

(a) Selcuk Ecza Deposu Ticaret ve Sanayi A.S.

655,482

(a) Shandong Weigao Group Medical Polymer Co Ltd

133,000

(a) Shanghai Conant Optical Co Ltd

708

234,000

(a) Shanghai MicroPort MedBot Group Co Ltd

867

58,532

(a) Shanghai Pharmaceuticals Holding Co Ltd - A

13,030

(a) Shanghai United Imaging Healthcare Co Ltd

19,122

Shenzhen Mindray Bio-Medical Electronics Co Ltd

662

15,100

(a) Shenzhen New Industries Biomedical Engineering Co Ltd

57,836

Ship Healthcare Holdings, Inc

894

900,340

(a) SI-BONE, Inc

13,253

621,281

(a),(c)

Siemens Healthineers AG.

33,652

70,001

(b) Sienna Senior Living, Inc

938

3,310,621

(a) Sigma Healthcare Ltd

6,501

353,387

(a) Sinopharm Group Co Ltd

831

504,424

(a) Smith & Nephew plc

9,149

30,730

(a) Sonova Holdings AG

8,429

222,121

(a),(c)

Spire Healthcare Group plc

744

1,145,900

(a) Sri Trang Gloves Thailand PCL

67,747

(a) Straumann Holding AG.

7,263

405,222

Stryker Corp

149,798

1,829,641

(a) Supermax Corp Bhd

29,166

(a),(b)

Surgical Science Sweden AB

57,510

(a) SurModics, Inc

1,719

120,200

(a) Suzuken Co Ltd

4,724

515,300

(a) Sysmex Corp

6,370

209,700

(a) Teladoc Health, Inc

1,621

370,688

(a) Tenet Healthcare Corp

75,264

1,628,300

(a) Terumo Corp

26,861

38,830

(a),(b)

Toho Pharmaceutical Co Ltd

1,433

9,909

(a) Tokai Corp (GIFU)

4,061,700

(a) Top Glove Corp Bhd

560

179,950

(a) Uniphar plc

836

1,023,828

UnitedHealth Group, Inc

353,528

17,168

(a) Universal Health Services, Inc (Class B)

3,510

22,425

(a) Universal Vision Biotechnology Co Ltd

132,140

(a) Varex Imaging Corp

1,639

422,810

(a) Veeva Systems, Inc

125,959

38,093

(a) Vijaya Diagnostic Centre Pvt Ltd

125,248

(a),(b)

Vimian Group AB

125,833

(a) Waystar Holding Corp

4,772

174,279

(a) Well Health Technologies Corp

644

36,711

(a) Won Tech Co Ltd

20,342

(a),(b)

Xvivo Perfusion AB

14,946

(a) Yatharth Hospital & Trauma Care Services Ltd

523,300

(a),(c)

Yidu Tech, Inc

3,125

(a) Ypsomed Holding AG.

1,240

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

HEALTH CARE EQUIPMENT & SERVICES

(continued)

156,000

(a) YSB, Inc

$

377,648

Zimmer Biomet Holdings, Inc

37,198

122,000

(a),(c)

Zylox-Tonbridge Medical Technology Co Ltd

TOTAL HEALTH CARE EQUIPMENT & SERVICES

4,248,032

HOUSEHOLD & PERSONAL PRODUCTS - 0.9%

20,253

(a) Amorepacific Corp

1,768

21,325

(a) AMOREPACIFIC Group

18,401

(a) APR Corp

3,287

159,762

(a) BellRing Brands, Inc

5,807

892,500

(a),(b),(c)

Blue Moon Group Holdings Ltd

95,845

(a) Colgate-Palmolive India Ltd

2,398

6,462

(a) Cosmax, Inc

989

372,821

(a) Dabur India Ltd

2,063

2,336

(a) D'Alba Global Co Ltd

10,830

(a) Earth Chemical Co Ltd

22,775

(a) elf Beauty, Inc

3,017

596,672

(a) Emami Ltd

3,616

98,581

Estee Lauder Cos (Class A)

8,687

261,000

(a),(b),(c)

Giant Biogene Holding Co ltd

1,893

4,058

(a) Gillette India Ltd

291,089

(a) Godrej Consumer Products Ltd

3,825

95,000

(a) Grape King Bio Ltd

460,636

(a) Hengan International Group Co Ltd

1,502

567,361

Hindustan Lever Ltd

16,070

74,570

(a) Honasa Consumer Ltd

36,393,500

(a) Industri Jamu Dan Farmasi Sido Muncul Tbk PT

1,168

18,356

(a) Inter Parfums S.A.

607

41,420

(a) Intercos S.p.A

587

33,398

(a),(c)

Jamieson Wellness, Inc

869

126,668

(a) Jyothy Labs Ltd

1,618,588

Kao Corp

70,540

5,453,469

Kenvue, Inc

88,510

303,599

Kimberly-Clark Corp

37,750

1,036,418

(a) Kimberly-Clark de Mexico S.A. de C.V. (Class A)

2,192

35,000

(a) Kobayashi Pharmaceutical Co Ltd

1,269

12,403

(a) Kolmar Korea Co Ltd

687

25,100

(a) Kose Corp

1,006

6,421

(a) LG Household & Health Care Ltd

1,311

192,200

(a) Lion Corp

2,008

547,775

(a) L'Oreal S.A.

238,001

334,880

(a) Microbio Co Ltd

15,398

(a) Milbon Co Ltd

7,900

(a),(b)

MTG Co Ltd

666,700

(a) Natura Cosmeticos S.A.

1,171

86,420

(a) Nature's Sunshine Products, Inc

1,341

94,500

(a),(b)

Noevir Holdings Co Ltd

2,852

29,930

(a),(b)

Oddity Tech Ltd

1,865

47,070

(a),(b)

Ontex Group NV

3,381

(a),(b)

Pharmanutra S.p.A

1,018,200

(a) Pigeon Corp

12,226

60,400

Pola Orbis Holdings, Inc

545

2,921,251

Procter & Gamble Co

448,850

1,220,936

Reckitt Benckiser Group plc

94,014

202,900

(a) Reynolds Consumer Products, Inc

4,965

141,890

(a) Rohto Pharmaceutical Co Ltd

2,389

23,816

(a) Sarantis S.A.

50,500

(a),(b)

Shanghai Chicmax Cosmetic Co Ltd

626

35,900

(a) Spectrum Brands Holdings, Inc

1,886

3,159,655

Unilever plc

186,763

SHARES

DESCRIPTION

VALUE (000)

HOUSEHOLD & PERSONAL PRODUCTS

(continued)

17,612

(a) VT Co Ltd

$

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

1,265,887

INSURANCE - 2.7%

156,976

(a) Admiral Group plc

7,085

820,612

(a) Aegon NV

6,616

9,623,789

AIA Group Ltd

92,234

27,167

(a) Al Rajhi Co for Co-operative Insurance

879

301,633

Allianz AG.

126,905

514,597

Allstate Corp

110,458

3,647,215

(a) Alm Brand AS

10,176

963,190

(a) AMBAC Financial Group, Inc

8,033

1,929,638

American International Group, Inc

151,554

79,517

(a) Amerisafe, Inc

3,486

43,558

(a) Anadolu Hayat Emeklilik AS

544,956

(a) Anadolu Sigorta

371,598

Aon plc

132,504

1,018,387

Arch Capital Group Ltd

92,398

105,282

(a) ASR Nederland NV

7,164

92,872

Assicurazioni Generali S.p.A.

3,650

21,378

Assurant, Inc

4,630

19,871

(a) Assured Guaranty Ltd

1,682

491,821

(a) Ategrity Specialty Holdings LLC

9,723

88,947

(a) AUB Group Ltd

1,925

3,919,483

(a) Aviva plc

36,258

2,308,040

AXA S.A.

110,682

758,804

Axis Capital Holdings Ltd

72,693

242,500

(a) Bangkok Life Assurance PCL

4,685,200

(a) Bangkok Life Assurance PCL

2,721

206,700

(a) Bangkok Life Assurance PCL

480,746

(a) BB Seguridade Participacoes S.A.

3,004

3,013,847

(a) Beazley plc

36,859

311,198

(a) Brighthouse Financial, Inc

16,518

14,708

(a) Brookfield Wealth Solutions Ltd

1,008

56,782

(a) Bupa Arabia for Cooperative Insurance Co

2,497

420,700

(a) Caixa Seguridade Participacoes S

1,194

6,527,215

Cathay Financial Holding Co Ltd

14,100

225,000

(a) Central Reinsurance Co Ltd

55,170

(a) Chesnara plc

11,060,951

(a) China Development Financial Holding Corp

5,447

1,017,132

(a) China Insurance International Holdings Co Ltd

1,988

5,147,790

(a) China Life Insurance Co Ltd

14,578

118,775

(a) China Life Insurance Co Ltd (Class A)

663

283,700

(a) China Pacific Insurance Group Co Ltd - A

1,403

1,829,009

(a) China Pacific Insurance Group Co Ltd - H

7,267

301,080

Chubb Ltd

84,980

54,265

(a) Clal Insurance Enterprises Holdings Ltd

2,779

148,900

(a) CNO Financial Group, Inc

5,889

49,997

(a) Co for Cooperative Insurance

1,813

78,162

(a) Coface S.A.

1,461

127,847

(a) Conduit Holdings Ltd

588

3,630,000

(a),(d)

Convoy Global Holdings Ltd

123,800

(a) Definity Financial Corp

6,363

377,161

(a) Discovery Ltd

4,302

31,890

(a) Dongbu Insurance Co Ltd

3,152

60,507

Everest Re Group Ltd

21,191

73,070

(a) F&G Annuities & Life, Inc

2,285

13,802

(a) Fairfax Financial Holdings Ltd

24,147

803,389

Fidelity National Financial, Inc

48,597

11,330,965

Fubon Financial Holding Co Ltd

32,900

146,481

Gallagher (Arthur J.) & Co

45,371

188,785

(a) Generation Development Group Ltd

870

4,649,090

(a) Genworth Financial, Inc (Class A)

41,377

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

INSURANCE

(continued)

624,115

(a) Globe Life, Inc

$

89,230

159,385

(a) Go Digit General Insurance Ltd

621

194,188

(a) Great-West Lifeco Inc

7,881

1,180,172

(a) Hamilton Insurance Group Ltd

29,268

105,553

(a) Hannover Rueckversicherung AG.

31,852

2,222,326

(a) Hanwha Life Insurance Co Ltd

4,983

85,467

(a) Harel Insurance Investments & Financial Services Ltd

2,878

673,729

(a),(c)

HDFC Life Insurance Co Ltd

5,737

1,136,292

(a) Hiscox Ltd

20,973

564,009

(a) Hyundai Marine & Fire Insurance Co Ltd

11,333

64,761

(a) iA Financial Corp, Inc

7,363

161,860

(a),(c)

ICICI Lombard General Insurance Co Ltd

3,442

252,942

(c) ICICI Prudential Life Insurance Co Ltd

1,696

1,695,849

(a) Insurance Australia Group Ltd

9,189

124,464

(a) Intact Financial Corp

24,216

33,053

(a) IRB-Brasil Resseguros S.A.

1,259,100

(a) Japan Post Holdings Co Ltd

12,497

776,529

Just Group plc

2,215

59,487

Kemper Corp

3,067

14,475

(a) Kingstone Cos, Inc

109,168

(a) Korean Reinsurance Co

849

865,487

(a) Lancashire Holdings Ltd

7,867

4,820,270

(a) Legal & General Group plc

15,482

18,250

(a),(b)

Lemonade, Inc

977

46,600

(a),(b)

Lifenet Insurance Co

653

402,371

(a),(b)

Linea Directa Aseguradora S.A. Cia de Seguros y Reaseguros

609

319,873

(a) Mandatum Holding Oy

2,147

1,192,013

(a) Manulife Financial Corp

37,139

1,078,582

Marsh & McLennan Cos, Inc

217,367

199,885

(a) Max Financial Services Ltd

3,548

1,974,551

(a) Medibank Pvt Ltd

6,291

32,656

(a) Mediterranean and Gulf Cooperative Insurance and Reinsurance Co

17,156

(a) Menora Mivtachim Holdings Ltd

1,684

385,933

(a) Mercuries & Associates Holding Ltd

2,560,187

(a) Mercuries Life Insurance Co Ltd

150,960

(a) Mercury General Corp

12,798

1,371,181

Metlife, Inc

112,944

415,109

(a) Migdal Insurance & Financial Holdings Ltd

1,439

7,583,518

(a) Momentum Metropolitan Holdings

14,399

117,724

(a) Muenchener Rueckver AG.

75,164

200,000

(a) Neptune Insurance Holdings, Inc

4,000

86,965

(a) New China Life Insurance Co Ltd - A

750

655,765

(a) New China Life insurance Co Ltd - H

3,884

380,094

(a) nib holdings Ltd

1,862

884,591

NN Group NV

62,379

2,880,645

(a),(b)

Old Mutual Ltd

2,226

197,190

Old Republic International Corp

8,375

235,067

(a),(b)

Oscar Health, Inc

4,450

589,738

(a) OUTsurance Group Ltd

2,448

236,328

(a) PB Fintech Ltd

4,533

6,082,388

(a) People's Insurance Co Group of China Ltd

5,321

429,815

(a) People's Insurance Co Group of China Ltd (Class A)

135,644

(a) Phoenix Holdings Ltd

5,079

4,793,556

(a) PICC Property & Casualty Co Ltd

10,814

4,629,476

(a) Ping An Insurance Group Co of China Ltd

31,495

5,470,545

Ping An Insurance Group Co of China Ltd (Class A)

42,459

136,200

(a) Porto Seguro S.A.

1,276

303,698

(a),(c)

Poste Italiane S.p.A

7,219

389,220

(a),(b)

Power Corp of Canada

16,842

418,810

(a) Powszechny Zaklad Ubezpieczen S.A.

6,272

62,965

Primerica, Inc

17,478

93,686

Principal Financial Group

7,768

SHARES

DESCRIPTION

VALUE (000)

INSURANCE

(continued)

1,165,195

Progressive Corp

$

287,745

40,877

(a) Protector Forsikring ASA

2,016

10,311,406

Prudential plc

144,357

1,082,644

(a) QBE Insurance Group Ltd

14,733

138,200

(a),(b)

Qualitas Controladora SAB de C.V.

1,264

29,944

(a) Rasan Information Technology Co

818

45,052

Reinsurance Group of America, Inc (Class A)

8,656

81,993

(a) Religare Enterprises Ltd

63,840

RenaissanceRe Holdings Ltd

16,211

5,230

(a) Root, Inc

44,287

Ryan Specialty Holdings, Inc

2,496

20,567

(a) Samsung Fire & Marine Insurance Co Ltd

6,620

55,114

Samsung Life Insurance Co Ltd

6,159

1,215,324

Sanlam Ltd

5,882

195,280

(a) Santam Ltd

4,273

37,552

(a) Saudi Reinsurance Co

314,989

(a),(c)

SBI Life Insurance Co Ltd

6,356

113,851

(a) SCOR SE

4,026

145,027

(b) Selective Insurance Group, Inc

11,757

120,000

(a) Shinkong Insurance Co Ltd

1,516,312

Sompo Holdings, Inc

46,878

22,420,230

(a) Sony Financial Holdings, Inc

24,863

159,099

(a) Star Health & Allied Insurance Co Ltd

801

808,739

(a) Steadfast Group Ltd

3,169

1,337,046

Storebrand ASA

20,435

393,339

(a) Sun Life Financial, Inc

23,620

776,389

(a) Suncorp-Metway Ltd

10,410

19,197

(a) Swiss Life Holding

20,725

248,500

(a) Syarikat Takaful Malaysia Keluarga Bhd

38,923

(a) Talanx AG.

5,190

13,125,100

(a) Thai Life Insurance PCL

4,298

138,827

(a) Tiptree, Inc

2,661

2,789,900

Tokio Marine Holdings, Inc

118,077

30,538

(a) Tongyang Life Insurance Co Ltd

137,942

(a) Trisura Group Ltd

3,803

870,981

(a) Tryg A.S.

22,114

17,101,597

(a) Turkiye Sigorta AS

3,817

495,092

(a) TWFG, Inc

13,585

219,229

(a) Unipol Gruppo S.p.A

4,713

468,018

(a) Uniqa Versicherungen AG.

6,959

161,749

(a) United Insurance Holdings Corp

1,842

438,944

Unum Group

34,141

28,809

(a) Vienna Insurance Group AG Wiener Versicherung Gruppe

1,588

58,797

(a) Walaa Cooperative Insurance Co

164,316

Willis Towers Watson plc

56,763

16,546

(a) Wuestenrot & Wuerttembergische AG.

736,500

(a),(b),(c)

ZhongAn Online P&C Insurance Co Ltd

1,661

278,225

Zurich Insurance Group AG

198,870

TOTAL INSURANCE

3,614,417

MATERIALS - 4.4%

140,525

(a) Aarti Industries Ltd

594

241,659

(a) Abou Kir Fertilizers & Chemical Industries

139,727

(a) Acerinox S.A.

1,835

58,038

(a) ADEKA Corp

1,293

7,131

(a) Advanced Nano Products Co Ltd

86,030

(a) Advanced Petrochemical Co

814

86,117

(a) AECI Ltd

79,540

(a),(b)

African Rainbow Minerals Ltd

855

15,643

(a) AGI Greenpac Ltd

524,111

Agnico Eagle Mines Ltd

88,344

422,823

(a) Agnico-Eagle Mines Ltd

71,215

41,552

(a) Aica Kogyo Co Ltd

1,045

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

15,200

(a) Aichi Steel Corp

$

1,129,337

(a) Air Liquide

235,305

374,725

Air Products & Chemicals, Inc

102,195

136,600

(a) Air Water, Inc

2,346

8,983

(a) Akcansa Cimento AS

7,443

(a) Akzo Nobel India Ltd

24,297

(a) Akzo Nobel NV

1,734

276,463

(a) Al Masane Al Kobra Mining Co

5,422

352,351

Alamos Gold, Inc

12,282

69,751

(a),(b)

Algoma Steel Group, Inc

14,012

(a) Alkyl Amines Chemicals

149,780

(a) Alleima AB

1,138

1,048,818

(a) Allied Gold Corp

18,328

33,000

(a) Allied Supreme Corp

292,100

(a),(b)

Alpek SAB de C.V.

722,256

(a) Alpha HPA Ltd

29,886

(a) Altius Minerals Corp

719

55,470

(a),(b)

Altri SGPS S.A.

28,136

(a) Alujain Corp

2,715,964

(a) Aluminum Corp of China Ltd

2,809

545,587

(a) Aluminum Corp of China Ltd (Class A)

633

4,473

(a) AlzChem Group AG.

792

437,930

(a) Ambuja Cements Ltd

2,812

646,242

Amcor plc

5,286

25,196

(a) AMG Advanced Metallurgical Group NV

852

9,926,700

(a) Amman Mineral Internasional PT

4,303

269,453

(a) Amrize Ltd

13,175

182,047

Anglo American Platinum Ltd

12,992

2,069,756

(a) Anglo American plc

78,045

212,152

(a) AngloGold Ashanti PLC

14,921

346,475

(a) AngloGold Ashanti UK Ltd

24,192

875,565

(a) Anhui Conch Cement Co Ltd

2,637

150,945

(a) Anhui Conch Cement Co Ltd (Class A)

319,811

Antofagasta plc

11,894

18,784

(a) Anupam Rasayan India Ltd

32,941

(a) APERAM S.A.

1,075

480,633

(a) Apex Investment Co PSC

528

124,650

APL Apollo Tubes Ltd

2,367

411,867

(a) Arabian Cement Co

2,419

269,882

(a) ArcelorMittal S.A.

9,736

29,351

(a) Archean Chemical Industries Ltd

58,034

(a) ARE Holdings, Inc

843

114,487

(a) Aris Mining Corp

1,122

217,399

Arkema

13,785

174,900

(a) Asahi Kasei Corp

1,375

8,700

(a),(b)

Asahi Organic Chemicals Industry Co Ltd

(a) Ashland, Inc

1,526,044

(a) Asia Cement Corp

1,914

12,981

(a),(d)

Asia Pacific Investment Partners Limited

0^

245,557

Asian Paints Ltd

6,499

89,948

(a) Atalaya Mining plc

758

12,057

(a) Atul Ltd

823

23,852

(a) Aura Minerals, Inc

888

23,582

(a) Aurubis AG.

2,958

11,122

Avery Dennison Corp

1,804

12,371,000

(a) Avia Avian Tbk PT

519,208

Avient Corp

17,108

586,690

(a) Axalta Coating Systems Ltd

16,791

89,270

(a) Aya Gold & Silver, Inc

1,033

4,079,280

(a) B2Gold Corp

20,166

11,265

(a) Balaji Amines Ltd

126,876

(a) Balchem Corp

19,039

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

84,953

Ball Corp

$

4,283

904,767

(a) Baoshan Iron & Steel Co Ltd

900

16,742,238

(a) Barito Pacific Tbk PT

3,774

1,433,306

(a) Barrick Mining Corp

47,077

9,291

(a) BASF India Ltd

1,331,673

(a) BASF SE

66,536

1,980,869

(a) Baticim Bati Anadolu Cimento Sanayii AS

11,343

(a) Bayer CropScience Ltd

615

1,506,000

(a) BBMG Corp (Class H)

26,513

(a) Bekaert S.A.

1,218

1,074,275

(a) Bellevue Gold Ltd

809

7,325,457

BHP Billiton Ltd

204,638

148,199

(a),(b)

BHP Group Ltd

4,106

165,179

(a) Billerud AB

1,487

4,000

(a),(b),(d)

Bio On Spa

0^

28,588

(a) Birla Corp Ltd

376,873

(a) BlueScope Steel Ltd

5,661

87,493

Boliden AB

3,571

17,127

(a) Borusan Mannesmann Boru Sanayi ve Ticaret AS.

1,697,109

(a) Boubyan Petrochemicals Co KSCP

3,484

786,100

(a) Bradespar S.A.

2,501

167,200

(a) Braskem S.A.

432,682

(a) Breedon Group plc

2,090

64,932

(a) Buzzi Unicem S.p.A.

3,578

19,800

(a) C Uyemura & Co Ltd

1,564

7,040

(a),(b)

Caledonia Mining Corp plc

41,161

(a) Canfor Corp

45,797

(a) CAP S.A.

269,906

(a) Capricorn Metals Ltd

2,350

427,850

(a) Capstone Copper Corp

3,634

85,783

(a) Carborundum Universal Ltd

893

57,477

Carpenter Technology Corp

14,113

56,800

(a) Cascades, Inc

312,328

(a) Castrol India Ltd

703

179,840

(a) Catalyst Metals Ltd

937

123,260

(a) CCL Industries

6,947

45,392

(a) Celanese Corp (Series A)

1,910

33,242

(a) Cementir Holding NV

555

467,157

(a) Cementos Argos S.A.

1,263

10,478,730

Cemex S.A. de C.V.

9,384

1,933,023

(a) Centerra Gold, Inc

20,709

132,000

(a) Century Iron & Steel Industrial Co Ltd

761

45,282

(a) Century Plyboards India Ltd

41,481

(a) Century Textiles & Industries Ltd

790

23,049

CF Industries Holdings, Inc

2,067

395,586

(a) Chambal Fertilisers and Chemicals Ltd

2,276

295,381

(a) Champion Iron Ltd

913

5,991,300

(a) Chandra Asri Pacific Tbk PT

2,781

59,219

(a) Chemplast Sanmar Ltd

632,000

(a) Cheng Loong Corp

25,500

(a) Chifeng Jilong Gold Mining Co Ltd

1,448,000

(a) China BlueChemical Ltd

1,927,605

(a) China Hongqiao Group Ltd

6,528

202,329

China Jushi Co Ltd

2,573,614

(a) China Molybdenum Co Ltd

5,188

708,544

(a) China Molybdenum Co Ltd (Class A)

1,570

2,647,635

(a) China National Building Material Co Ltd

1,876

1,100,000

(a) China Nonferrous Mining Corp Ltd

2,113

146,529

(a) China Northern Rare Earth Group High-Tech Co Ltd

996

2,924,000

(a) China Petrochemical Development Corp

701

45,000

(a) China Rare Earth Resources And Technology Co Ltd

1,758,000

(a) China Resources Cement Holdings Ltd

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

1,067,000

(a),(b)

China Risun Group Ltd

$

118,000

(a) China Steel Chemical Corp

8,121,568

(a) China Steel Corp

5,182

4,016,251

(a) China XLX Fertiliser Ltd

4,093

4,462,240

(a),(b),(d)

China Zhongwang Holdings Ltd

28,078

(a),(b)

Chugoku Marine Paints Ltd

680

712,000

(a) Chung Hung Steel Corp

73,800

(a) Cia de Ferro Ligas da Bahia FERBASA

110,960

(a) Cia de Minas Buenaventura S.A. (ADR) (Series B)

2,700

336,300

(a) Cia Siderurgica Nacional S.A.

300,439

(a) Cimsa Cimento Sanayi VE Ticaret AS.

124,200

(a) Citic Pacific Special Steel Group Co Ltd

317,134

(a) City Cement Co

1,333

158,664

Clariant AG.

1,476

20,523

(a) Clean Science & Technology Ltd

2,152,564

(a) Coeur Mining, Inc

40,382

34,896

(a),(b)

Collective Mining Ltd

507

320,764

Commercial Metals Co

18,373

86,132

(a) Companhia Vale do Rio Doce

1,421,505

Companhia Vale do Rio Doce (ADR)

15,438

1,177,557

(a) Constellium SE

17,522

2,882,100

(a) Controladora Alpek SAB de C.V.

36,423

(a) Corbion NV

702

36,260

(a) Coromandel International Ltd

919

433,495

Corteva, Inc

29,317

27,315

(a) Corticeira Amorim SGPS S.A.

132,761

(a) Covestro AG.

9,087

2,392,607

CRH plc

286,874

82,915

Croda International plc

3,022

111,825

Crown Holdings, Inc

10,801

220,100

(a) CSG Holding Co Ltd

9,018

(a) Daelim Industrial Co

163,200

(a) Daicel Chemical Industries Ltd

1,486

93,955

(a) Daido Steel Co Ltd

811

60,601

Dainippon Ink and Chemicals, Inc

1,494

46,399

(a) Daio Paper Corp

40,000

(a) Daxin Materials Corp

518

13,186

(a) DCM Shriram Ltd

52,261

(a) Deepak Fertilisers & Petrochemicals Corp Ltd

884

43,916

(a) Deepak Nitrite Ltd

907

62,349

(a),(b)

Denki Kagaku Kogyo KK

960

516,233

(a) Deterra Royalties Ltd

1,358

155,003

(a) Develop Global Ltd

335,310

(a) Dexco S.A.

6,060

(a) Dhanuka Agritech Ltd

487,627

(a) Discovery Silver Corp

1,808

27,682

(a) Dongjin Semichem Co Ltd

814

993,000

(a) Dongyue Group Ltd

1,550

240,304

Dow, Inc

5,510

40,379

(a) DOWA HOLDINGS CO Ltd

1,471

334,880

(a) DRDGOLD Ltd

930

654,398

DSM-Firmenich AG.

55,832

154,810

(a) Dundee Precious Metals, Inc

3,432

4,421,239

DuPont de Nemours, Inc

344,415

1,601,841

(a) Dyno Nobel Ltd

3,282

(a) Eagle Materials, Inc

10,598

(a) East Pipes Integrated Co for Industry

149,568

(a) Eastern Province Cement Co

1,076

63,498

Eastman Chemical Co

4,004

59,235

Ecolab, Inc

16,222

65,163

(a) EID Parry India Ltd

753

152,917

(a) Eldorado Gold Corp

4,416

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

302,222

Element Solutions, Inc

$

7,607

419,410

(a) Elementis plc

918

191,319

(a),(c)

Elkem ASA

504

48,446

(a) Elopak ASA

403,358

(a) Emerald Resources NL

1,332

764,585

(a) Empresas CMPC S.A.

1,127

999

(a) EMS-Chemie Holding AG.

710

76,101

(a),(b)

Ence Energia y Celulosa S.A.

10,747

(a) Enchem Co Ltd

549

144,608

Endeavour Mining plc

6,047

208,072

(a) Endeavour Silver Corp

1,630

122,091

(a) EPL Ltd

2,319,332

(a) Equinox Gold Corp

25,981

6,620

(a),(b)

Eramet

2,378,884

(a) Eregli Demir ve Celik Fabrikalari TAS

1,684

73,525

(a),(b)

ERO Copper Corp

1,489

638,850

(a) Eternal Chemical Co Ltd

854

124,000

(a) EVERGREEN Steel Corp

1,720,529

(a) Evolution Mining Ltd

12,265

36,463

(a) Evonik Industries AG.

634

323,000

(a) Feng Hsin Iron & Steel Co

692

7,567

(a) Fine Organic Industries Ltd

220,875

(a) Finolex Industries Ltd

1,286,478

(a),(b),(d)

Firefinch Ltd

1,140,046

(a),(b)

First Majestic Silver Corp

14,000

593,270

(a) First Quantum Minerals Ltd

13,420

236,094

(a),(b)

Flotek Industries, Inc

3,447

202,040

(a) Foran Mining Corp

565

2,402,139

(a) Formosa Chemicals & Fibre Corp

2,352

2,634,019

(a) Formosa Plastics Corp

3,339

1,455,070

Fortescue Metals Group Ltd

18,020

2,030,162

(a) Fortuna Silver Mines, Inc

18,176

37,420

(a) FP Corp

636

161,855

(a) Franco-Nevada Corp

36,026

3,745,063

Freeport-McMoRan, Inc (Class B)

146,881

164,014

(a) Fresnillo plc

5,232

49,179

(a),(b)

FUCHS SE

2,205

1,200,000

(a) Fufeng Group Ltd

1,349

30,877

(a) Fuji Seal International, Inc

593

35,325

(a) Fujimi, Inc

516

43,720

(a) Fujimori Kogyo Co Ltd

15,900

(a) Fuso Chemical Co Ltd

526

121,786

(a) G Mining Ventures Corp

2,420

11,151

(a) Galaxy Surfactants Ltd

57,880

(a) Ganfeng Lithium Group Co Ltd

5,606

(a) Garware Hi-Tech Films Ltd

127,000

(a) GCC SAB de C.V.

1,203

771,424

(a) Genesis Minerals Ltd

2,984

896,280

Gerdau S.A. (Preference)

2,797

62,969

(a) GHCL Ltd

12,455

Givaudan S.A.

50,804

27,991,378

Glencore plc

128,918

579,000

(a),(b)

Global New Material International Holdings Ltd

369,000

(a) Gloria Material Technology Corp

197,705

(a) Godawari Power and Ispat Ltd

545

742,894

Gold Fields Ltd

31,109

665,000

(a) Goldsun Development & Construction Co Ltd

795

77,561

(a) Granges AB

964

61,958

Graphic Packaging Holding Co

1,213

191,385

(a) Grasim Industries Ltd

5,944

23,172

(a) Gravita India Ltd

605,755

(a),(d)

Great Basin Gold Ltd

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

376,441

(a) Greatland Resources Ltd

$

1,797

30,707

(a) Grupa Azoty S.A.

7,469

(a) Grupa Kety S.A.

1,899

243,491

(a) Grupo Argos S.A.

1,102

6,356,338

(a) Grupo Mexico S.A. de C.V. (Series B)

55,436

63,524

(a) Guangzhou Tinci Materials Technology Co Ltd

57,705

(a) Gubre Fabrikalari TAS

21,772

(a) Gujarat Fluorochemicals Ltd

909

65,223

(a) Gujarat Narmada Valley Fertilizers & Chemicals Ltd

152,884

(a) Gujarat State Fertilizers & Chemicals Ltd

8,530

(a) Gulf Oil Lubricants India Ltd

58,695

H.B. Fuller Co

3,479

25,192

(a) Han Kuk Carbon Co Ltd

588

15,363

(a) Hanil Cement Co Ltd

6,935

(a) Hansol Chemical Co Ltd

1,035

84,376

(a) Hanwha Chemical Corp

1,721

393,179

(a) Harmony Gold Mining Co Ltd

7,104

1,105,180

Hecla Mining Co

13,373

737,737

HeidelbergCement AG.

166,762

2,810,871

(a) Hektas Ticaret TAS

81,000

(a) Henan Shenhuo Coal & Power Co Ltd

292,569

(a) Hengli Petrochemical Co Ltd

705

208,719

(a) Hexpol AB

1,877

1,115,700

(a) Hextar Global Bhd

60,406

(a) Hill & Smith Holdings plc

1,671

121,598

(a) Himadri Speciality Chemical Ltd

603

935,538

(a) Hindalco Industries Ltd

8,029

215,472

(a) Hindustan Copper Ltd

800

274,116

(a) Hochschild Mining plc

1,315

65,629

(a),(b)

Hokuetsu Paper Mills Ltd

228,811

(a) Holcim Ltd

19,523

10,844

(a) Holmen AB

11,994

(a) Honam Petrochemical Corp

580

33,700

(a) Hoshine Silicon Industry Co Ltd

103,000

(a) Hsin Kuang Steel Co Ltd

700,000

(a),(b)

Huabao International Holdings Ltd

227,000

(a) Huafon Chemical Co Ltd

98,800

(a) Huaibei Mining Holdings Co Ltd

295,655

HudBay Minerals, Inc

4,478

71,690

(a) Huhtamaki Oyj

2,488

247,011

(a) Hunan Valin Steel Co Ltd

136,600

(a) Huntsman Corp

1,227

1,566

(a) Hyosung Advanced Materials Corp

2,114

(a) Hyosung TNC Corp

66,251

(a) Hyundai Steel Co

1,603

1,533,419

(a) Iamgold Corp

19,811

319,111

(a),(c)

Ibstock plc

597

322,120

(a) Iluka Resources Ltd

1,350

407,832

(a) Imdex Ltd

907

25,500

(a) Imerys S.A.

675

622,414

(a) Impala Platinum Holdings Ltd

7,938

1,043,300

(a) Indah Kiat Pulp & Paper Tbk PT

515,349

(a) Independence Group NL

1,769

58,819

(a) India Cements Ltd

9,255

(a) India Glycols Ltd

9,864

(a) Indigo Paints Ltd

136,721

(a),(b)

Industrias Penoles S.A. de C.V.

6,111

1,873,018

(a) Inner Mongolia BaoTou Steel Union Co Ltd

628

366,388

(a) Inner Mongolia Junzheng Energy & Chemical Industry Group Co Ltd

151,446

Innospec, Inc

11,686

29,212

(a) Interfor Corp

100,851

International Flavors & Fragrances, Inc

6,206

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

164,448

International Paper Co

$

7,630

201,589

(a) IperionX Ltd

1,009

1,100

(a),(b)

Ise Chemicals Corp

112,887

(a) Israel Chemicals Ltd

705

2,657

(a) Israel Corp Ltd

829

15,735

(a) ISU Specialty Chemical

522

626,952

(a),(b)

Ivanhoe Mines Ltd

6,649

115,890

(a) Jai Balaji Industries Ltd

414,876

(a) James Hardie Industries plc

7,700

61,482

(a) James Hardie Industries plc

1,181

34,353

(a) Jastrzebska Spolka Weglowa S.A.

12,500

(a) JCU Corp

81,900

(a),(b)

JFE Holdings, Inc

1,005

221,100

(a) Jiangsu Eastern Shenghong Co Ltd

746,115

(a) Jiangxi Copper Co Ltd

2,922

98,809

(a) Jiangxi Copper Co Ltd (Class A)

430,270

(a) Jinan Acetate Chemical Co Ltd

893

184,680

(a) Jindal Saw Ltd

232,616

(a) Jindal Stainless Ltd

1,934

266,291

(a) Jindal Steel & Power Ltd

3,195

138,900

(a) Jinduicheng Molybdenum Co Ltd

179,600

(a) Jinshan Gold Mines, Inc

3,199

28,600

(a) JK Cement Ltd

2,029

45,172

(a) JK Lakshmi Cement Ltd

60,349

(a) JK Paper Ltd

120,025

(a) Johnson Matthey plc

3,252

426,814

(a) JSW Steel Ltd

5,496

60,729

(a) Jubilant Ingrevia Ltd

130,346

(a) K&S AG.

1,770

179,584

(a) K92 Mining, Inc

2,170

28,515

(a) Kaneka Corp

811

192,368

(a) Kansai Nerolac Paints Ltd

536

107,000

(a),(b)

Kansai Paint Co Ltd

1,744

94,288

(a) Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (Class A)

707,162

(a) Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS.

3,191

(a) KCC Corp

874

11,200

(a),(b)

KeePer Technical Laboratory Co Ltd

86,951

(a) Kemira Oyj

1,952

3,507,215

Keppel Infrastructure Trust

1,264

95,342

(a) KGHM Polska Miedz S.A.

4,205

25,100

(a) KH Neochem Co Ltd

1,030,697

(a) Kinross Gold Corp

25,580

48,552

(a) Kirloskar Ferrous Industries Ltd

548,551

Klabin S.A.

1,859

207,615

(a) Knife River Corp

15,959

267,900

(a),(b)

Kobe Steel Ltd

3,166

346,413

(a) Kocaer Celik Sanayi Ve Ticaret AS.

13,947

(a) Kolon Industries, Inc

40,316

(a) Konishi Co Ltd

2,757

Korea Zinc Co Ltd

1,810

838,418

(a) Koza Altin Isletmeleri AS

510

110,771

(a) Koza Anadolu Metal Madencilik Isletmeleri AS

92,996

(a) Kronos Worldwide, Inc

534

13,600

(a) Krosaki Harima Corp

36,510

(a),(d)

Kum Yang Co Ltd

10,868

(a) Kumho Petrochemical Co Ltd

810

49,548

(a) Kumiai Chemical Industry Co Ltd

220,000

(a) Kuraray Co Ltd

2,529

26,600

(a),(b)

KUREHA CORP

687

10,716

(a) Kyoei Steel Ltd

46,173

(b) Labrador Iron Ore Royalty Corp

932

203,500

(a) Lafarge Malayan Cement BHD

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

33,409

(a) Lake Materials Co Ltd

$

61,672

(a) Lanxess AG.

1,536

63,295

(a) Laxmi Organic Industries Ltd

93,054

(a) LB Group Co Ltd

1,196,000

(a) Lee & Man Paper Manufacturing Ltd

15,343

(a) Lenzing AG.

816,893

(a),(b),(d)

Leo Lithium Ltd

197,971

(a) LG Chem Ltd

39,301

1,338,615

(a) Linde plc

635,842

385,000

(a) Lingbao Gold Co Ltd

910

28,500

(a) Lintec Corp

701

1,303,493

(a),(b)

Liontown Resources Ltd

848

157,284

(a),(b)

Lithium Americas Corp

898

12,252

(a) LOTTE Fine Chemical Co Ltd

34,857

Louisiana-Pacific Corp

3,097

91,274

(a) Lundin Gold, Inc

5,914

602,793

(a) Lundin Mining Corp

8,992

635,499

(a) Lynas Corp Ltd

7,060

99,796

LyondellBasell Industries NV

4,894

1,166,000

(a) Maanshan Iron & Steel Co Ltd

44,849

(a) MAC Copper Ltd

548

299,466

(a) Maeda Kosen Co Ltd

3,927

314,930

(a) Maharashtra Seamless Ltd

2,122

50,257

(a) Major Drilling Group International

168,448

(a) Marshalls plc

21,795

Martin Marietta Materials, Inc

13,737

134,700

(a) Maruichi Steel Tube Ltd

1,172

31,040

Materion Corp

3,750

12,421

(a) Meghmani Finechem Ltd

135,000

(a) Meihua Holdings Group Co Ltd

6,804,600

(a) Merdeka Copper Gold Tbk PT

861

3,912,055

(a) Mesaieed Petrochemical Holding Co

1,395

1,444,300

(a) Metalurgica Gerdau S.A.

2,583

50,459

(a),(b)

Methanex Corp

2,006

39,208

(a) Middle East Paper Co

133,756

Mineral Resources Ltd

3,648

106,724

Minerals Technologies, Inc

6,630

27,572

(a),(c)

Mishra Dhatu Nigam Ltd

7,500

(a) Mitani Sekisan Co Ltd

182,200

Mitsubishi Chemical Holdings Corp

1,047

111,300

Mitsubishi Gas Chemical Co, Inc

1,986

858,200

(a),(b)

Mitsubishi Materials Corp

16,096

136,900

(a) Mitsui Chemicals, Inc

3,422

59,664

(a) Mitsui Mining & Smelting Co Ltd

4,635

2,964,000

(a) MMG Ltd

2,567

41,763

(a) MOIL Ltd

62,799

(a) Mondi plc

869

178,991

(a) Montage Gold Corp

871

248,654

Mosaic Co

8,623

70,713

(a),(b)

MP Materials Corp

4,743

131,866

(a),(b)

M-real Oyj (B Shares)

366,358

(b) Myers Industries, Inc

6,206

36,000

(a) Nan Pao Resins Chemical Co Ltd

3,530,887

(a) Nan Ya Plastics Corp

4,584

1,216,387

(a) National Aluminium Co Ltd

2,930

221,707

(a) National Industrialization Co

663

26,332

(a) Navin Fluorine International Ltd

1,370

11,762

(a) Neogen Chemicals Ltd

593,004

(a) New Gold, Inc

4,248

2,492

NewMarket Corp

2,064

1,050,207

Newmont Goldcorp Corp

88,543

102,239

(a) NGEx Minerals Ltd

1,906

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

1,438,513

(a) Nickel Industries Ltd

$

676

54,381

(a) Nihon Parkerizing Co Ltd

503

1,368,000

(a) Nine Dragons Paper Holdings Ltd

964

308,506

(a) Ningxia Baofeng Energy Group Co Ltd

771

102,966

(a) Nippon Kayaku Co Ltd

966

253,203

Nippon Light Metal Holdings Co Ltd

3,592

394,400

(a) Nippon Mining Holdings, Inc

5,228

134,900

(a) Nippon Paint Co Ltd

920

77,980

(a) Nippon Paper Industries Co Ltd

642

13,700

(a),(b)

Nippon Pillar Packing Co Ltd

79,312

(a) Nippon Shokubai Co Ltd

977

30,368

(a),(b)

Nippon Soda Co Ltd

708

688,000

(a),(b)

Nippon Steel Corp

2,834

92,400

(a) Nissan Chemical Industries Ltd

3,347

41,570

(a),(b)

Nittetsu Mining Co Ltd

560

100,600

(a) Nitto Denko Corp

2,385

2,207,064

(a) NMDC Ltd

1,899

623,733

(a) NMDC Steel Ltd

151,446

(a) NOF Corp

2,643

687,631

Norsk Hydro ASA

4,675

268,835

(a) Northam Platinum Holdings Ltd

4,362

1,375,724

(a),(b)

Northern Star Resources Ltd

21,482

225,612

(a) Novagold Resources, Inc

1,994

212,165

(a) Novagold Resources, Inc

1,867

185,538

(a) Novozymes A.S.

11,419

99,886

Nucor Corp

13,528

224,442

(a) Nufarm Ltd

37,940

(a) Nuh Cimento Sanayi AS.

1,038,402

Nutrien Ltd

60,982

109,674

(a) Nuvoco Vistas Corp Ltd

519

174,880

(a) OceanaGold Corp

3,733

11,051

(a) OCI Co Ltd

698

75,534

(a) OCI NV

572,900

(a) OJI Paper Co Ltd

3,135

7,200

(a),(b)

Okamoto Industries, Inc

7,885

Olympic Steel, Inc

125,954

(a) Omnia Holdings Ltd

523

139,944

(a),(b)

OR Royalties, Inc

5,609

762,836

(a) Ora Banda Mining Ltd

593

739,000

(a) Orbia Advance Corp SAB de C.V.

715

369,423

(a) Orica Ltd

5,159

57,863

(a) Orient Cement Ltd

226,059

(a) Orla Mining Ltd

2,438

979,625

(a) Orora Ltd

1,348

49,700

(a) Osaka Soda Co Ltd

556

7,500

(a),(b)

Osaka Steel Co Ltd

257,173

(a),(b)

Outokumpu Oyj

1,176

863,601

(a) Oyak Cimento Fabrikalari AS

1,064,800

(a) Pabrik Kertas Tjiwi Kimia Tbk PT

59,063

Packaging Corp of America

12,872

1,522,670

(a) Pan African Resources plc

1,794

356,455

Pan American Silver Corp (Toronto)

13,813

249,472

(a) Pantoro Gold Ltd

994

5,324,302

(a),(c)

Paradeep Phosphates Ltd

11,759

136,840

(a) PCBL Ltd

576

3,813,771

(a) Perenti Ltd

7,090

5,014,035

(a) Perseus Mining Ltd

16,131

979,003

(a) Petkim Petrokimya Holding

1,665,415

(a) Petronas Chemicals Group Bhd

1,677

1,930,800

(a) Petrosea Tbk PT

787

54,580

PI Industries Ltd

2,158

218,898

Pidilite Industries Ltd

3,618

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

2,321,319

(a),(b)

Pilbara Minerals Ltd

$

3,876

12,773

(a) Poongsan Corp

1,138

138,360

(a),(b)

Portucel Empresa Produtora de Pasta e Papel S.A.

532

50,021

POSCO

9,832

110,800

PPG Industries, Inc

11,646

2,551,768

Press Metal Aluminium Holdings Bhd

3,585

126,676

(a) Prism Johnson Ltd

2,798

(a) Privi Speciality Chemicals Ltd

32,090,800

(a) PT Aneka Tambang Tbk

6,071

984,500

(a) PT Indocement Tunggal Prakarsa Tbk

2,808,900

(a) PT Semen Gresik Persero Tbk

1,724,100

(a) PT Vale Indonesia Tbk

3,411

(a) PTC Industries Ltd

597

1,486,500

(a) PTT Global Chemical PCL

1,144

40,284

(a) Qassim Cement Co

2,214,542

(a) Qatar Aluminum Manufacturing Co

902

229,100

(a) Qinghai Salt Lake Industry Co Ltd

672

1,854,049

(a) Rain Industries Ltd

2,678

69,861

(a) Rallis India Ltd

87,191

(a) Ramco Cements Ltd

968

1,383,074

(a) Ramelius Resources Ltd

3,523

54,395

(a) Ramkrishna Forgings Ltd

42,885

(a) Rashtriya Chemicals & Fertilizers Ltd

23,009

(a) Ratnamani Metals & Tubes Ltd

625

90,870

(a) Rayonier Advanced Materials, Inc

656

558,639

(a) Regis Resources Ltd

2,207

226,430

Reliance Steel & Aluminum Co

63,588

143,383

(a) Rengo Co Ltd

906

24,771,298

(a) Resolute Mining Ltd

16,829

50,762

(a) Rhi Magnesita India Ltd

13,206

(a) RHI Magnesita NV

318,965

(a) Rio Tinto Ltd

25,729

562,257

(a) Rio Tinto plc

37,054

419,908

(a) Riyadh Cement Co

3,196

399,224

(a) Rongsheng Petrochemical Co Ltd

542

40,842

(b) Royal Gold, Inc

8,192

71,160

RPM International, Inc

8,388

159,442

SABIC Agri-Nutrients Co

5,071

249,963

(a) Sahara International Petrochemical Co

1,360

24,500

(a),(b)

Sakata INX Corp

19,720

(a) Salzgitter AG.

598

344,189

(a) Sandfire Resources Ltd

3,247

198,370

(a) Sandstorm Gold Ltd

2,483

85,398

(a) Sandur Manganese & Iron Ores Ltd

93,411

(a) Sanyo Chemical Industries Ltd

2,601

418,546

(a) Sappi Ltd

560

67,474

(a) Sarda Energy & Minerals Ltd

403,473

(a) Sasol Ltd

2,511

134,520

(a) Satellite Chemical Co Ltd

1,134,013

(a) Saudi Arabian Mining Co

19,355

34,962

(a) Saudi Aramco Base Oil Co

833

619,170

Saudi Basic Industries Corp

10,162

321,485

(a) Saudi Cement Co

3,483

220,241

(a) Saudi Industrial Investment Group

1,126

413,458

(a) Saudi Kayan Petrochemical Co

623

11,216

(a) Saudi Paper Manufacturing Co

17,510

(a) Saudi Steel Pipe Co

726,100

(a) SCG Packaging PCL

825,998

(a) Schweitzer-Mauduit International, Inc

9,342

577,500

(a) Scientex BHD

17,972

Scotts Miracle-Gro Co (Class A)

1,024

59,493

(a),(b)

Seabridge Gold, Inc

1,435

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

11,934

(a) SeAH Besteel Holdings Corp

$

1,348

(a) SeAH Steel Holdings Corp

79,205

Sealed Air Corp

2,800

8,218,300

(a),(d)

Sekawan Intipratama Tbk PT

0^

11,148

(a) Semapa-Sociedade de Investimento e Gestao

17,491

Sensient Technologies Corp

1,642

142,348

(a) Shandong Gold Mining Co Ltd - A

784

554,755

(a),(b),(c)

Shandong Gold Mining Co Ltd - H

2,623

83,707

(a) Shandong Hualu Hengsheng Chemical Co Ltd

479,566

(a) Shandong Nanshan Aluminum Co Ltd

120,511

(a) Shandong Sun Paper Industry JSC Ltd

344,170

(a) Shanghai Chlor-Alkali Chemical Co Ltd

88,277

(a) Shanghai Putailai New Energy Technology Co Ltd

111,991

Sherwin-Williams Co

38,778

22,800

(a) Shikoku Kasei Holdings Corp

16,500

(a) Shinagawa Refractories Co Ltd

240,000

(a) Shin-Etsu Chemical Co Ltd

7,858

29,903

(a) Shin-Etsu Polymer Co Ltd

900,000

(a) Shinkong Synthetic Fibers Corp

97,200

(a) Shiny Chemical Industrial Co Ltd

21,108,000

(a) Shougang Fushan Resources Group Ltd

7,701

131,400

(a) Showa Denko KK

4,450

6,198

(a) Shree Cement Ltd

2,044

545,883

(a) Siam Cement PCL

3,874

10,600

(a) Siam City Cement PCL

1,945,186

(a),(b)

Sibanye Stillwater Ltd

5,502

43,508

SIG Group AG.

52,879

(a),(b)

Sigma Lithium Corp

719,662

(a) SigmaRoc plc

1,171

75,758

Sika AG.

17,012

162,896

(a),(b)

Silvercorp Metals, Inc

1,028

124,641

(a) Sims Ltd

1,101

1,490,000

(a) Sinofert Holdings Ltd

279,000

(a) Sinon Corp

8,054

(a) SK Chemicals Co Ltd

12,756

(a) SKC Co Ltd

922

55,628

(a) Skeena Resources Ltd

1,024

10,869,806

Smurfit WestRock plc

462,728

98,090

Sociedad Quimica y Minera de Chile S.A. (Class B)

4,234

30,924

(a) SOL S.p.A.

1,841

388,000

(a) Solar Applied Materials Technology Corp

797

19,033

(a) Solar Industries India Ltd

2,859

64,050

(a) Solaris Resources, Inc

55,802

(a) Solvay S.A.

1,777

2,946

(a) Soulbrain Co Ltd

606

3,869,721

(a) South32 Ltd

7,015

106,851

Southern Copper Corp

12,967

163,479

(a) Southern Cross Gold Consolidated Ltd

869

56,825

(a) Southern Province Cement Co

94,146

(a) SRF Ltd

2,993

175,479

(a) Ssab Svenskt Stal AB (Series A)

1,054

877,163

(a),(b)

Ssab Svenskt Stal AB (Series B)

5,115

609,119

(a) SSR Mining, Inc

14,875

151,290

(a) SSR Mining, Inc

3,694

310,956

(a) Stanmore Resources Ltd

28,639

(a) Star Cement Ltd

205,507

Steel Dynamics, Inc

28,654

37,767

(a) Stella-Jones, Inc

2,155

1,513

(a) STO AG.

82,859

(a),(b)

Stora Enso Oyj (R Shares)

912

17,420

(a) Sudarshan Chemical Industries Ltd

56,624

(a) Sumitomo Bakelite Co Ltd

1,896

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

1,113,700

(a) Sumitomo Chemical Co Ltd

$

3,506

94,336

(a) Sumitomo Chemical India Ltd

567

206,900

Sumitomo Metal Mining Co Ltd

6,661

336,121

Sumitomo Osaka Cement Co Ltd

8,830

44,532

Supreme Industries Ltd

2,118

64,386

(a) Supreme Petrochem Ltd

603

4,993,000

(a) Surya Esa Perkasa Tbk PT

34,554

(a) Surya Roshni Ltd

474,117

(a) Suzano SA

4,445

369,120

(a) Svenska Cellulosa AB (B Shares)

4,886

54,598

Syensqo S.A.

4,433

77,721

(a) Symrise AG.

6,759

25,600

(a) T Hasegawa Co Ltd

504

1,422,166

(a) TA Chen Stainless Pipe

1,799

(a) Taekwang Industrial Co Ltd

83,700

(a) Taiheiyo Cement Corp

2,173

4,665,145

(a) Taiwan Cement Corp

3,680

490,000

(a) Taiwan Fertilizer Co Ltd

793

223,514

(a) Taiwan Hon Chuan Enterprise Co Ltd

937

54,000

(a) Taiwan Speciality Chemicals Corp

561

28,900

(a) Taiyo Ink Manufacturing Co Ltd

1,577

24,600

(a) Taiyo Nippon Sanso Corp

871

49,275

(a) Takasago International Corp

538

231,114

(a) Taseko Mines Ltd

980

101,928

(a) Tata Chemicals Ltd

1,056

5,162,070

(a) Tata Steel Ltd

9,817

391,413

(a) Teck Cominco Ltd (Class B)

17,170

124,700

(a) Teijin Ltd

1,060

16,397

(a),(b)

Tessenderlo Chemie NV

374,563

(a) ThyssenKrupp AG.

5,168

1,306,000

(a),(b)

Tiangong International Co Ltd

55,800

(a) Tianqi Lithium Corp

183,600

(a) Tianshan Aluminum Group Co Ltd

131,554

(a) Time Technoplast Ltd

525,000

(a) Tipco Asphalt PCL

239,114

(a),(b)

Titan America S.A.

3,572

28,487

(a) Titan Cement International S.A.

1,167

12,591

(a) TKG Huchems Co Ltd

582,400

(a) TOA Paint Thailand PCL

53,503

(a) Toagosei Co Ltd

545

153,029

(a) Tokai Carbon Co Ltd

1,066

49,041

(a),(b)

Tokuyama Corp

1,217

72,142

(a) Tokyo Ohka Kogyo Co Ltd

2,357

42,204

(a) Tokyo Steel Manufacturing Co Ltd

564,000

(a) Ton Yi Industrial Corp

1,402,000

(a) Tongguan Gold Group Ltd

560,200

(a) Tongling Nonferrous Metals Group Co Ltd

197,300

(a) Toray Industries, Inc

1,259

64,357

(a) Torex Gold Resources, Inc

2,675

207,300

Tosoh Corp

3,067

27,800

(a) Toyo Ink Manufacturing Co Ltd

587

80,800

(a) Toyo Seikan Kaisha Ltd

1,843

44,748

(a) Toyobo Co Ltd

47,774

(a) Transcontinental, Inc

675

380,020

(a) Trimas Corp

14,684

577,203

(a) Triple Flag Precious Metals Corp

16,897

506,000

(a) TSRC Corp

381,000

(a) Tung Ho Steel Enterprise Corp

760

32,709

(a) Turpaz Industries Ltd

1,209,372

UACJ Corp

13,123

72,226

(a),(b)

UBE Industries Ltd

1,114

81,839

(a) Ultra Tech Cement Ltd

11,269

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

148,371

(a) Umicore S.A.

$

2,649

42,086

(a) Uniao de Industrias Petroquimicas S.A.

560

343,546

(a) Universal Cement Corp

318,509

(a) UPL Ltd

2,351

75,080

(a),(b)

UPM-Kymmene Oyj

2,056

129,890

(a) Usha Martin Ltd

672

385,300

(a) Usinas Siderurgicas de Minas Gerais S.A. (Preference)

10,181,683

Vale S.A.

110,153

129,384

(a) Valterra Platinum Ltd

9,222

32,945,092

(a) Vault Minerals Ltd

14,295

946,573

(a) Vedanta Ltd

4,968

11,215

(a) Vetropack Holding AG.

51,447

(a) Vicat S.A.

3,621

60,012

(a) Victrex plc

582

16,215

(a) Vidrala S.A.

1,717

20,806

(a) Vinati Organics Ltd

22,484

(a) Visne Madencilik Uretim Sanayi VE Ticaret AS.

234,879

(a) Vizsla Silver Corp

1,014

81,104

(a) Voestalpine AG.

2,905

88,251

(a),(b)

Vulcan Energy Resources Ltd

79,332

Vulcan Materials Co

24,404

67,256

(a) Vulcan Steel Ltd

26,898

(a) WA1 Resources Ltd

14,247

(a),(b)

Wacker Chemie AG.

1,078

204,000

(a) Wanguo International Mining Group Ltd

1,016

124,196

(a) Wanhua Chemical Group Co Ltd

1,164

63,753

(a) Welspun Corp Ltd

615

111,580

(a) Wesdome Gold Mines Ltd

1,738

813,992

(a),(d)

West African Resources Ltd

1,637

1,702,000

(a) West China Cement Ltd

719

34,428

(a),(b)

West Fraser Timber Co Ltd

2,340

39,500

Western Mining Co Ltd

15,841

(a) Western Superconducting Technologies Co Ltd

8,092,938

(a) Westgold Resources Ltd

23,858

274,019

Westlake Chemical Corp

21,116

381,293

(a) Wheaton Precious Metals Corp

42,669

81,646

(a) Wienerberger AG.

2,643

21,295

(a),(b)

Winpak Ltd

624

151,552

Worthington Steel, Inc

4,606

70,115

(a) Xiamen Tungsten Co Ltd

80,971

(a) Yamama Cement Co

685

29,505

(a) Yamato Kogyo Co Ltd

1,813

52,086

(a) Yanbu Cement Co

192,822

(a) Yanbu National Petrochemical Co

1,797

23,556

(a) Yara International ASA

863

702,913

(a) Yieh Phui Enterprise Co Ltd

101,223

(a) Yintai Gold Co Ltd

324,375

(a) Yodogawa Steel Works Ltd

2,847

9,285

(a) Youlchon Chemical Co Ltd

733,000

(a) Yuen Foong Yu Paper Manufacturing Co Ltd

614

147,500

(a) Yunnan Aluminium Co Ltd

65,100

(a) Yunnan Yuntianhua Co Ltd

22,027

(a) Zamil Industrial Investment Co

66,200

(a) Zangge Mining Co Ltd

544

96,716

(a) Zeon Corp

1,075

1,204,500

(a) Zhaojin Mining Industry Co Ltd

4,818

124,536

(a) Zhejiang Juhua Co Ltd

702

153,800

(a) Zhejiang Longsheng Group Co Ltd

46,599

(a) Zhejiang NHU Co Ltd

200,100

(a) Zhongjin Gold Corp Ltd

614

25,147

(a),(b)

Zignago Vetro S.p.A.

3,915,232

(a),(b)

Zijin Mining Group Co Ltd

16,370

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

12,766,468

(a) Zijin Mining Group Co Ltd (Class A)

$

52,822

TOTAL MATERIALS

5,944,299

MEDIA & ENTERTAINMENT - 6.8%

113,523

(a) 37 Interactive Entertainment Network Technology Group Co Ltd

22,317

(a) 4imprint Group plc

972

582,813

(a) Affle India Ltd

12,792

49,289

(a) AfreecaTV Co Ltd

2,639

9,160,000

(a),(b)

Alibaba Pictures Group Ltd

1,258

6,404,759

Alphabet, Inc

1,559,879

7,276,523

Alphabet, Inc (Class A)

1,768,923

404,375

(a) AMC Entertainment Holdings, Inc

1,173

22,900

(a) Anycolor, Inc

872

13,704

(a) Arabian Contracting Services Co

91,510

(a) Arnoldo Mondadori Editore S.p.A.

38,930

(a) Atlanta Braves Holdings, Inc

1,619

67,023

(a),(b)

Atresmedia Corp de Medios de Comunicacion S.A.

1,971,959

(a),(c)

Auto Trader Group plc

20,949

46,323

Autohome, Inc (ADR)

1,323

7,205,068

(a) Baidu, Inc

119,132

300,874

(a) Baltic Classifieds Group plc

1,254

134,600

(a) Beijing Enlight Media Co Ltd

31,388

(a),(b)

Better Collective A.S.

162,088

(a) Bilibili, Inc

4,583

270,000

(a),(b)

Boyaa Interactive International Ltd

524,607

(a) Canal& S.A.

1,735

82,200

(a) Cargurus, Inc

3,060

270,919

carsales.com Ltd

6,589

44,598

CD Projekt S.A.

3,325

99,013

(a) Charter Communications, Inc

27,239

56,488

(a) Cheil Worldwide, Inc

817

161,865

(a),(d)

Chennai Super Kings Cricket Ltd

282,758

(a),(b),(c)

China Literature Ltd

1,429

6,068,000

(a),(b)

China Ruyi Holdings Ltd

2,316

80,018

(a) CJ CGV Co Ltd

8,936

(a) CJ ENM Co Ltd

61,050

(a),(c)

Cloud Music, Inc

2,032

5,727,846

Comcast Corp (Class A)

179,969

22,900

(a),(b)

Cover Corp

37,852

(a) CTS Eventim AG.

3,716

48,080

(a),(b)

CuriosityStream, Inc

325,200

(a) CyberAgent, Inc

3,904

185,241

(a) Cyfrowy Polsat S.A.

709

55,162

(a) Daiichikosho Co Ltd

624

5,935

(a) Dear U Co Ltd

58,211

(a),(b)

Dena Co Ltd

914

148,800

(a) Dentsu, Inc

3,248

145,417

(a) E Media Holdings Ltd

67,090

(a) EchoStar Corp (Class A)

5,123

11,611,500

(a) Elang Mahkota Teknologi Tbk PT

876

453,316

Electronic Arts, Inc

91,434

1,366,031

(a) Embracer Group AB

15,159

125,559

(a),(b)

Eutelsat Communications

506

304,920

(a) Eventbrite, Inc

768

102,500

(a) EverQuote, Inc

2,344

73,032

(a) EVT Ltd

631

705,103

(a) Focus Media Information Technology Co Ltd

800

875,915

(a),(b)

fuboTV, Inc

3,635

37,300

(a) Fuji Television Network, Inc

884

72,948

(a) Future plc

648

40,630

(a) Gambling.com Group Ltd

516,871

(a) Gannett Co, Inc

2,135

83,200

(a) Giant Network Group Co Ltd

529

SHARES

DESCRIPTION

VALUE (000)

MEDIA & ENTERTAINMENT

(continued)

277,050

(a) Gree, Inc

$

821

307,890

(a) Grindr, Inc

4,625

1,809,300

(a),(b)

Grupo Televisa S.A.

975

624,943

(a) GungHo Online Entertainment, Inc

11,431

160,900

(a),(b)

Hakuhodo DY Holdings, Inc

1,292

488,871

(a) Havas NV

901

100,219

(a) Hello Group, Inc (ADR)

744

64,551

(a) Hemnet Group AB

1,628

15,624

(a) HYBE Co Ltd

2,968

28,291

(a) IAC, Inc

964

572,435

(a) iHeartMedia, Inc

1,643

250,352

(a) Info Edge India Ltd

3,693

1,212,547

(a) Informa plc

15,019

13,384

(a) Innocean Worldwide, Inc

194,200

(a) Integral Ad Science Holding Corp

1,975

154,000

International Games System Co Ltd

3,988

26,023

(a) IPSOS

1,163

1,209,539

(a),(b)

iQIYI, Inc (ADR)

3,096

2,522,404

(a) ITV plc

2,722

51,382

(a) JC Decaux S.A.

925

89,800

(a) Jiangsu Phoenix Publishing & Media Corp Ltd

285,625

(a) JOYY, Inc (ADR)

16,740

23,699

(a) Just Dial Ltd

88,611

(a),(b)

Juventus Football Club S.p.A

21,742

(a) JYP Entertainment Corp

1,160

62,124

(a) Kadokawa Corp

1,514

100,600

(a) Kakaku.com, Inc

1,728

213,949

Kakao Corp

9,110

39,599

(a) Kakao Games Corp

10,900

(a),(b)

Kinepolis Group NV

664,910

Kingsoft Corp Ltd

2,950

947,200

(a) Koei Tecmo Holdings Co Ltd

12,328

19,459

(a),(c)

Krafton, Inc

4,063

8,346,400

(a),(c)

Kuaishou Technology

90,273

47,700

(a) Kunlun Tech Co Ltd

9,816

(a) Liberty Media Corp-Liberty Formula One (Class A)

935

373,254

(a) Liberty Media Corp-Liberty Formula One (Class C)

38,986

8,301

(a) Liberty Media Corp-Liberty Live (Class A)

783

19,647

(a) Liberty Media Corp-Liberty Live (Class C)

1,905

771,470

(a) Lionsgate Studios Corp

5,323

551,035

(a) Louis Hachette Group

1,002

215,616

(a) M6-Metropole Television

3,240

43,800

(a) Madison Square Garden Entertainment Corp

1,982

6,784

(a) Madison Square Garden Sports Corp

1,540

1,144,747

(a),(b)

Magnite, Inc

24,933

62,222

(a) Mango Excellent Media Co Ltd

356,600

(a),(b),(c)

Maoyan Entertainment

102,946

(a) Match Group, Inc

3,636

2,137,350

(a) MD Entertainment Tbk PT

680

295,425

(a) MediaAlpha, Inc

3,362

353,400

(a) Megacable Holdings SAB de C.V.

1,139

2,371,500

(a),(c)

Meitu, Inc

2,821

3,090,809

Meta Platforms, Inc

2,269,828

1,097,717

(a),(b)

MFE-MediaForEurope NV

4,104

30,142

(a),(b)

MFE-MediaForEurope NV

126,851

(a) MFE-MediaForEurope NV

434,990

(a) Mixi Inc

9,355

428,000

(a),(c)

Mobvista, Inc

1,152

429,778

(a) Modern Times Group MTG AB

5,037

400,551

(a) Moneysupermarket.com Group plc

1,071

185,976

(a) MultiChoice Group

1,349

137,554

(a) Naver Corp

26,395

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

MEDIA & ENTERTAINMENT

(continued)

106,120

(a) Nazara Technologies Ltd

$

9,045

(a) NCSoft Corp

1,394

149,000

(a) NetDragon Websoft Holdings Ltd

1,438,430

NetEase, Inc

43,688

427,695

(a) Netflix, Inc

512,772

314,655

(a),(c)

Netmarble Corp

13,853

577,190

(a) Network18 Media & Investments Ltd

101,633

New York Times Co (Class A)

5,834

3,762,000

(a) Newborn Town, Inc

6,302

298,242

News Corp (Class A)

9,159

52,980

News Corp (Class B)

1,830

235,700

(a) Nexon Co Ltd

5,173

21,265

(a) Nexon Games Co Ltd

11,871

(a) Nexstar Media Group, Inc

2,347

5,080

(a) NHN Corp

4,378,712

(a) Nine Entertainment Co Holdings Ltd

3,499

3,456,810

Nintendo Co Ltd

299,081

43,200

(a) Nippon Television Holdings, Inc

1,151

20,018

(a) NIQ Global Intelligence PLC

32,832

Omnicom Group, Inc

2,677

104,150

(a) Paradox Interactive AB

1,940

27,607

(a) Pearl Abyss Corp

698

248,722

(a) Pinterest, Inc

8,001

1,584,400

(a) Plan B Media Pcl

485,729

Publicis Groupe S.A.

46,743

58,139

(a) PVR Ltd

704

226,603

(a) QuinStreet, Inc

3,506

37,890

(a) REA Group Ltd

5,794

50,008

(a) Reddit, Inc

11,501

2,260,620

(a) Rightmove plc

21,589

418,053

(a) ROBLOX Corp

57,909

144,385

(a) Roku, Inc

14,457

27,254

(a) RTL Group

1,119

64,820

(a) Saregama India Ltd

25,186

(a) Saudi Research & Media Group

1,226

52,207

(a) Schibsted ASA

1,861

75,825

(a) Schibsted ASA (B Shares)

2,548

168,536

(a),(c)

Scout24 SE

21,144

321,604

(a) Sea Ltd (ADR)

57,480

444,950

(a) Seek Ltd

8,384

61,300

(a) Septeni Holdings Co Ltd

503,850

(a),(b)

SES S.A.

3,854

6,392

(a) SHIFT UP Corp

6,901

(a),(b)

Shochiku Co Ltd

574

14,855

(a) Shutterstock, Inc

20,000

(a) Sinclair, Inc

119,800

(a) Sky Perfect Jsat Corp

1,128

8,952

(a) SM Entertainment Co Ltd

830

617,600

(a),(b),(d)

SMI Holdings Group Ltd

283,755

(a) Societe Television Francaise 1

2,893

131,000

(a) Soft-World International Corp

26,530

(a),(b)

Sphere Entertainment Co

1,648

175,453

(a) Spotify Technology S.A.

122,466

930,900

(a) Square Enix Co Ltd

20,033

56,730

(a) Starz Entertainment Corp

836

40,120

(a) Storytel AB

25,235

(a) Stroeer SE & Co KGaA

1,125

8,878

(a) Studio Dragon Corp

67,014

(a) Sun TV Network Ltd

76,172

(a) Take-Two Interactive Software, Inc

19,680

8,729,854

Tencent Holdings Ltd

743,867

1,636,216

Tencent Music Entertainment Group (ADR)

38,189

SHARES

DESCRIPTION

VALUE (000)

MEDIA & ENTERTAINMENT

(continued)

380,306

(a) Tips Industries Ltd

$

2,519

28,952

(a) TKO Group Holdings, Inc

5,847

45,500

(a) Toei Animation Co Ltd

939

23,020

(a) Toei Co Ltd

836

23,900

(a) Tokyo Broadcasting System, Inc

906

859,969

(a) TripAdvisor, Inc

13,983

67,452

(a) Trump Media & Technology Group Corp

1,108

2,601,104

(a),(c)

Trustpilot Group plc

7,938

17,851

(a) TV Asahi Corp

2,450

(a) TX Group AG.

621

1,229,793

(a) Ubisoft Entertainment

14,126

709,442

Universal Music Group NV

20,501

8,538,100

(a) VGI PCL

166,068

(a) Vimeo, Inc

1,287

4,210,429

(a) Vivendi Universal S.A.

14,865

4,208,510

Walt Disney Co

481,874

1,508,806

(a) Warner Bros Discovery, Inc

29,467

39,870

(a),(b)

Webtoon Entertainment, Inc

774

1,140,300

(a),(b)

Weibo Corp (ADR)

14,140

13,027

(a) Wemade Co Ltd

956,459

WPP plc

4,768

213,000

(a) XD, Inc

2,221

198,000

(a) Xinhua Winshare Publishing and Media Co Ltd

10,159

(a) YG Entertainment, Inc

709

90,177

(a) YouGov plc

577,644

(a) ZEE Telefilms Ltd

732

395,464

(a) Ziff Davis, Inc

15,067

TOTAL MEDIA & ENTERTAINMENT

9,256,956

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 5.5%

473,000

(a),(b),(c)

3SBio, Inc

1,839

39,449

(a) Aarti Pharmalabs Ltd

341,000

(a) Abbisko Cayman Ltd

788

2,161,184

AbbVie, Inc

500,401

25,635

(a) ABLBio, Inc

1,715

401,740

(a),(b)

Absci Corp

1,221

356,183

(a) Acadia Pharmaceuticals, Inc

7,601

119,810

(a) Aclaris Therapeutics, Inc

38,550

(a) Acutaas Chemicals Ltd

573

52,315

(a) ADC Therapeutics S.A.

85,886

(a) AddLife AB

1,626

2,218,527

(a) ADMA Biologics, Inc

32,524

16,998

(a) Aether Industries Ltd

77,369

Agilent Technologies, Inc

9,930

35,351

(a) Ajanta Pharma Ltd

959

424,000

(a),(c)

Akeso, Inc

7,703

6,949

(a) Akums Drugs & Pharmaceuticals Ltd

39,863

(a) Alembic Pharmaceuticals Ltd

98,559

(a) ALK-Abello A.S.

3,264

11,027

(a) Alkem Laboratories Ltd

674

642,484

(a) Alkermes plc

19,275

57,999

(a) Almirall S.A.

786

196,637

(a) Alnylam Pharmaceuticals, Inc

89,666

380,000

(a),(c)

Alphamab Oncology

669

22,986

(a) Alteogen, Inc

7,565

133,001

Amgen, Inc

37,533

1,679,519

(a) Amicus Therapeutics, Inc

13,235

1,239,910

(a) Amneal Pharmaceuticals, Inc

12,411

247,463

(a) ANI Pharmaceuticals, Inc

22,668

426,640

(a) Annexon, Inc

1,301

248,992

(a) Apellis Pharmaceuticals, Inc

5,635

343,200

(a),(b)

Aquestive Therapeutics, Inc

1,918

413,114

(a) Arcutis Biotherapeutics, Inc

7,787

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

(continued)

2,035,630

(a) Ardelyx, Inc

$

11,216

81,400

(a) Argenx SE

60,037

118,454

(a) Argenx SE

87,520

196,200

(a),(c)

Ascentage Pharma Group International

1,952

262,852

(b) Aspen Pharmacare Holdings Ltd

1,475

1,164,800

Astellas Pharma, Inc

12,696

5,453

(a) AstraZeneca Pharma India Ltd

560

2,008,978

AstraZeneca plc

307,777

197,503

AstraZeneca plc (ADR)

15,152

266,070

(a) Astria Therapeutics, Inc

1,937

68,866

(a) Aurobindo Pharma Ltd

843

135,724

(a) Axsome Therapeutics, Inc

16,484

25,394

(a) Bachem Holding AG.

1,890

9,860

(a) Basilea Pharmaceutica

590

205,770

(a) Bausch Health Cos, Inc

1,325

58,783

(a) Bavarian Nordic AS

2,120

150,839

(a),(b)

BeiGene Ltd (ADR)

51,391

16,480

(a) Beijing Tiantan Biological Products Corp Ltd

106,000

(a) Beijing Tong Ren Tang Chinese Medicine Co Ltd

12,300

Beijing Tongrentang Co Ltd

21,758

(a) Beijing Wantai Biological Pharmacy Enterprise Co Ltd

1,125,400

(a) BeOne Medicines Ltd

30,029

29,262

(a),(b),(c)

BioArctic AB

933

399,152

(a) Biocon Ltd

1,535

1,314,770

(a) BioCryst Pharmaceuticals, Inc

9,979

401,904

(a) BioGaia AB

4,591

89,802

(a) Biohaven Ltd

1,348

96,681

(a) BioMarin Pharmaceutical, Inc

5,236

625,513

Bio-Techne Corp

34,797

44,115

(a),(c)

BoneSupport Holding AB

1,369

52,267

(a) Bora Pharmaceuticals Co Ltd

1,191

22,082

(a) Boryung

76,406

(a) Bridgebio Pharma, Inc

3,969

6,500

(a),(b)

Bright Minds Biosciences, Inc

308,029

Bristol-Myers Squibb Co

13,892

138,100

(a) Brooks Automation, Inc

3,966

548,614

Bruker BioSciences Corp

17,824

66,283

(a) Cadila Healthcare Ltd

735

693,000

(a) Caliway Biopharmaceuticals Co Ltd

4,186

27,631

(a) Camurus AB

2,018

117,180

(a),(b)

Candel Therapeutics, Inc

598

50,600

(a),(b),(c)

CanSino Biologics, Inc

18,186

(a) Caplin Point Laboratories Ltd

114,090

(a),(b)

Cardiff Oncology, Inc

13,770

(a) Caregen Co Ltd

614

9,412

(a) Caris Life Sciences, Inc

260,500

(a),(c)

CARsgen Therapeutics Holdings Ltd

644

124,938

(a) Catalyst Pharmaceuticals, Inc

2,461

110,770

(a),(b)

Celcuity, Inc

5,472

47,423

(a) Celldex Therapeutics, Inc

1,227

16,722

(a) Celltrion Pharm Inc

640

736,782

(a) Celltrion, Inc

91,160

472,385

(a) Center Laboratories, Inc

605

3,614

(a) Changchun High & New Technology Industry Group, Inc

15,351

(a) Charles River Laboratories International, Inc

2,402

12,314

(a) Chemometec A.S.

1,215

1,011,000

(a) China Medical System Holdings Ltd

1,818

496,500

(a),(b),(c)

China Resources Pharmaceutical Group Ltd

21,080

(a) China Resources Sanjiu Medical & Pharmaceutical Co Ltd

250,000

(a) China Shineway Pharmaceutical Group Ltd

(a),(d)

Chinook Therapeutics, Inc

0^

5,171

(a) Chong Kun Dang Pharmaceutical Corp

SHARES

DESCRIPTION

VALUE (000)

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

(continued)

37,870

Chongqing Zhifei Biological Products Co Ltd

$

345,530

(a) ChromaDex Corp

3,224

253,700

(a) Chugai Pharmaceutical Co Ltd

11,248

15,550

(a) Cidara Therapeutics, Inc

1,489

412,738

Cipla Ltd

7,003

619,270

(a) Codexis, Inc

1,511

323,880

(a) Cogent Biosciences, Inc

4,651

19,523

(a) Concord Biotech Ltd

1,335,000

(a) Consun Pharmaceutical Group Ltd

2,926

39,583

(a) Corcept Therapeutics, Inc

3,290

99,700

(a),(b)

CorMedix, Inc

1,160

51,846

(a) COSMO Pharmaceuticals NV

4,236

174,975

(a) Crinetics Pharmaceuticals, Inc

7,288

189,422

(a),(b)

Cronos Group, Inc

524

396,575

(a) CryoPort, Inc

3,760

190,899

CSL Ltd

25,112

22,780

(a) CSPC Innovation Pharmaceutical Co Ltd

4,768,054

(a) CSPC Pharmaceutical Group Ltd

5,743

686,500

(a),(c)

CStone Pharmaceuticals

674

34,910

(a) Cullinan Oncology, Inc

61,831

(a) CureVac NV

10,250

(a) Cytokinetics, Inc

563

3,667

(a) D&D PharmaTech, Inc

531

14,189

(a) Daewoong Co Ltd

4,004

(a) Daewoong Pharmaceutical Co Ltd

7,431,400

Daiichi Sankyo Co Ltd

167,208

1,670,657

Danaher Corp

331,224

11,871

(a) Dermapharm Holding SE

40,320

(a),(b)

DiaMedica Therapeutics, Inc

104,997

(a) Divi's Laboratories Ltd

6,750

13,571

(a) Dong-E-E-Jiao Co Ltd

13,689

(a) DongKook Pharmaceutical Co Ltd

2,402

(a),(b)

Dottikon Es Holding AG.

914

153,911

(a) Dr Reddy's Laboratories Ltd

2,135

12,400

(a),(b)

Duality Biotherapeutics, Inc

579

128,690

(a) Dyne Therapeutics, Inc

1,628

141,000

(a) EirGenix, Inc

2,666,568

(a) Elanco Animal Health, Inc

53,705

1,191,585

Eli Lilly & Co

909,179

119,875

(a) Enanta Pharmaceuticals, Inc

1,435

34,908

(a),(c)

Eris Lifesciences Ltd

626

71,809

(a) Eurofins Scientific SE

5,237

178,500

(a),(c)

Everest Medicines Ltd

1,294

331,958

(a) Evolus, Inc

2,038

99,443

(a) Evotec SE

728

296,993

(a) Exact Sciences Corp

16,248

593,858

(a) Exelixis, Inc

24,526

49,876

(a) FDC Ltd

13,503

(a) Financiere de Tubize S.A.

3,125

3,938

(a) Formycon AG.

361,200

(a) Fortrea Holdings, Inc

3,041

262,747

(a),(b)

Galapagos NV

9,114

816,682

(a) Galderma Group AG.

144,390

61,300

(a) GEN Ilac VE Saglik Urunleri Sanayi VE Ticaret AS.

452,100

(a),(b)

Genomma Lab Internacional SAB de C.V.

301,386

(a),(b)

Genscript Biotech Corp

650

49,454

(a) Genus plc

1,584

26,533

Gerresheimer AG.

1,105

35,376

(a) GI Innovation, Inc

1,419,318

Gilead Sciences, Inc

157,544

205,458

(a),(c)

Gland Pharma Ltd

4,624

114,758

(a) GlaxoSmithKline Pharmaceuticals Ltd

3,441

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

(continued)

17,535

(a) Glenmark Life Sciences Ltd

$

184,950

(a) Glenmark Pharmaceuticals Ltd

4,070

36,501

(a),(b)

GNI Group Ltd

604

760,120

(a) Gossamer Bio, Inc

1,999

927,000

(a),(b)

Grand Pharmaceutical Group Ltd

1,015

105,799

(a) Granules India Ltd

618

4,743

(a) Green Cross Corp

18,966

(a) Green Cross Holdings Corp

1,657,013

GSK plc

35,579

3,870

(a) Gubra A.S.

1,055,812

(a) H Lundbeck A.S.

7,680

47,800

(a) Haisco Pharmaceutical Group Co Ltd

45,344,619

Haleon plc

204,059

2,289,158

(b) Haleon plc (ADR)

20,534

181,335

(a) Halozyme Therapeutics, Inc

13,299

25,227

(a) Hanall Biopharma Co Ltd

594

6,521

(a) Hangzhou Tigermed Consulting Co Ltd - A

4,345

(a) Hanmi Pharm Co Ltd

1,140

311,839

(a),(c)

Hansoh Pharmaceutical Group Co Ltd

1,447

476,000

(a),(b),(c)

HBM Holdings Ltd

960

38,100

(a) Hisamitsu Pharmaceutical Co, Inc

1,062

10,878

(a) HK inno N Corp

18,206

(a) Hlb Pharma Ceutical Co Ltd

2,548,684

(a),(b),(d)

Hua Han Health Industry Holdings Ltd

23,820

(a) Hualan Biological Engineering, Inc

4,291

(a) Hugel, Inc

922

24,154

(a) Humanwell Healthcare Group Co Ltd

427,000

(a),(b)

HUTCHMED China Ltd

1,380

216,600

(a) Hypera S.A.

925

38,201

(a) Illumina, Inc

3,628

2,840

(a) Imeik Technology Development Co Ltd

76,860

(a),(b)

ImmunityBio, Inc

50,023

(a) Incyte Corp

4,242

63,046

(a) Indegene Ltd

334,760

(a) Indivior plc

8,071

613,000

(a),(b),(c)

InnoCare Pharma Ltd

1,475

1,197,073

(a),(c)

Innovent Biologics, Inc

14,905

569,740

(a) Innoviva, Inc

10,398

134,811

(a) Insmed, Inc

19,414

521,100

(a),(b)

Iovance Biotherapeutics, Inc

1,131

114,682

(a) Ipca Laboratories Ltd

1,732

79,127

(a) IQVIA Holdings, Inc

15,029

16,856

(a) Jamjoom Pharmaceuticals Factory Co

708

42,616

(a) Jazz Pharmaceuticals plc

5,617

353,295

(a) JB Chemicals & Pharmaceuticals Ltd

6,805

101,811

Jiangsu Hengrui Pharmaceuticals Co Ltd

1,024

2,574,895

Johnson & Johnson

477,437

60,300

(a),(c)

Joinn Laboratories China Co Ltd

49,061

(a) Jubilant Pharmova Ltd

597

221,679

(a) Kaken Pharmaceutical Co Ltd

5,478

5,346,006

(a) Kalbe Farma Tbk PT

4,044

(a) Kangmei Pharmaceutical Co Ltd

148,000

(a),(c)

Keymed Biosciences, Inc

1,414

22,500

(a) Kissei Pharmaceutical Co Ltd

655

94,373

(a) Krystal Biotech, Inc

16,660

248,719

(a) Kura Oncology, Inc

2,201

17,986

(a) Kuros Biosciences AG.

582

18,481

(a) Kyorin Co Ltd

16,102

(a) Laboratorios Farmaceuticos Rovi S.A

1,105

146,000

(a),(b)

Laekna, Inc

264,635

(a),(c)

Laurus Labs Ltd

2,516

17,277

(a) Legend Biotech Corp (ADR)

563

SHARES

DESCRIPTION

VALUE (000)

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

(continued)

19,243

(a) LegoChem Biosciences, Inc

$

1,938

109,821

(a),(b)

LENZ Therapeutics, Inc

5,115

572,000

(a),(c)

Lepu Biopharma Co Ltd

585

360,109

Lonza Group AG.

240,783

115,000

(a) Lotus Pharmaceutical Co Ltd

982

75,319

(a) Lumosa Therapeutics Co Ltd

713

60,151

(a) Lupin Ltd

1,300

1,615,000

(a),(b),(c)

Luye Pharma Group Ltd

707

27,020

(a) Madrigal Pharmaceuticals, Inc

12,393

83,518

(a) Mankind Pharma Ltd

2,293

397,535

(a) MannKind Corp

2,135

123,332

(a) Marksans Pharma Ltd

6,785

(a) Medcap AB

196,466

(a) Medigen Vaccine Biologics Corp

15,788

(a) Medpace Holdings, Inc

8,118

4,079

(a) Medytox, Inc

287,900

(a) Mega Lifesciences PCL

1,151,192

Merck & Co, Inc

96,620

693,498

(a),(b)

Mesoblast Ltd

1,089

6,700

(a) Metsera, Inc

5,342

(a) Mettler-Toledo International, Inc

6,558

18,208

(a) Mezzion Pharma Co Ltd

843

5,196

(a) Middle East Pharmaceutical Co

11,780

(a) Mineralys Therapeutics, Inc

215,570

(a) Mirum Pharmaceuticals, Inc

15,803

10,775

(a) Mochida Pharmaceutical Co Ltd

381,450

(a) MoonLake Immunotherapeutics

2,735

16,495

(a) Myriad Genetics, Inc

63,593

(a) Natco Pharma Ltd

569

361,614

(a) Natera, Inc

58,209

45,799

(a) Naturecell Co Ltd

669

5,645

(a) Neuland Laboratories Ltd

930

83,566

(a) Neuren Pharmaceuticals Ltd

1,092

30,621

(a) Neurocrine Biosciences, Inc

4,299

38,500

(a) Nippon Shinyaku Co Ltd

870

55,518

(a),(d)

NKMax Co Ltd

0^

1,240,733

Novartis AG.

159,531

3,557,704

Novo Nordisk A.S.

198,099

1,610,840

(a),(b)

Nuvation Bio, Inc

5,960

224,000

(a),(b),(c)

Ocumension Therapeutics

12,122

(a) OliX Pharmaceuticals, Inc

827

3,120

(a),(d)

OmniAb Operations, Inc

0^

3,120

(a),(d)

OmniAb Operations, Inc

0^

688,720

(a) OmniAb, Inc

1,102

222,605

(a) Oneness Biotech Co Ltd

503

32,611

(a) Onesource Specialty Pharma Ltd

677

279,300

(a),(b)

Ono Pharmaceutical Co Ltd

3,235

81,710

Organon & Co

873

27,159

(a) Oscotec, Inc

907

422,500

(a) Otsuka Holdings Co Ltd

22,532

361,903

(a),(b)

Oxford Nanopore Technologies plc

748

77,000

(a) PeptiDream, Inc

824

16,611

(a) Peptron, Inc

3,571

1,517,474

Pfizer, Inc

38,665

10,322

(a) Pharma Mar S.A.

1,105

75,461

(a) PharmaEssentia Corp

1,279

69,951

(a),(d)

Pharmally International Holding Co Ltd

0^

5,427

(a) PharmaResearch Co Ltd

2,333

20,825

(a) Pharmaron Beijing Co Ltd - A

530,257

(a) Pharming Group NV

780

17,007

(a),(b)

Pharvaris NV

220,157

Phibro Animal Health Corp

8,908

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

(continued)

496,634

(a) Piramal Pharma Ltd

$

1,071

174,458

(a) Polaris Group

9,179

(a),(c)

PolyPeptide Group AG.

303,280

(a),(b)

Precigen, Inc

998

40,017

(a) Prestige Consumer Healthcare, Inc.

2,497

19,929

(a) Procter & Gamble Health Ltd

1,416

241,400

(a) Protara Therapeutics, Inc

1,050

126,580

(a) PTC Therapeutics, Inc

7,768

154,866

(a),(b)

QIAGEN NV

6,919

462,800

(a),(b)

Recursion Pharmaceuticals, Inc

2,258

434,546

(a) Regeneron Pharmaceuticals, Inc

244,332

136,500

(a),(b),(c)

Remegen Co Ltd

2,059

21,992

(a) Repligen Corp

2,940

73,001

(a) REVOLUTION Medicines, Inc

3,409

210,650

(a) Rezolute, Inc

1,980

96,751

Richter Gedeon Rt

2,945

65,070

(a) Rigel Pharmaceuticals, Inc

1,843

1,388,108

Roche Holding AG.

462,217

1,033,428

(a) Roivant Sciences Ltd

15,636

159,441

Royalty Pharma plc

5,625

70,398

(a),(c)

SAI Life Sciences Ltd

684

11,480

(a) Sam Chun Dang Pharm Co Ltd

1,775

11,748

(a),(c)

Samsung Biologics Co Ltd

8,372

41,200

(a) SanBio Co Ltd

699

1,122,567

Sanofi (ADR)

52,985

4,157

(a) Sanofi Consumer Healthcare India Ltd

7,152

(a) Sanofi India Ltd

2,118,713

Sanofi-Aventis

200,629

1,148,400

(a) Santen Pharmaceutical Co Ltd

12,749

29,346

(a) Sarepta Therapeutics, Inc

565

15,912

(b) Sartorius AG.

3,720

48,352

(a) Saudi Pharmaceutical Industries & Medical Appliances Corp

74,351

(a),(b)

Sawai Group Holdings Co Ltd

1,010

192,421

(a) Scholar Rock Holding Corp

7,166

27,982

(a) Schott Pharma AG.& Co KGaA

697

24,914

(a) Seegene, Inc

82,400

(a) Shandong BoAn Biotechnology Co Ltd

17,633

(a) Shanghai Allist Pharmaceuticals Co Ltd

44,388

(a) Shanghai Fosun Pharmaceutical Group Co Ltd - A

60,700

(a),(c)

Shanghai Henlius Biotech, Inc

586

156,737

(a) Shanghai RAAS Blood Products Co Ltd

21,125

(a) Shenzhen Salubris Pharmaceuticals Co Ltd

27,308

(a) Shilpa Medicare Ltd

9,287

(a) Sichuan Biokin Pharmaceutical Co Ltd

23,755

(a) Sichuan Kelun Pharmaceutical Co Ltd

33,900

(a),(b)

Sichuan Kelun-Biotech Biopharmaceutical Co Ltd

2,238

30,555

(a) Siegfried Holding AG.

3,070

3,616,000

(a),(b)

Sihuan Pharmaceutical Holdings Group Ltd

751

(a),(b)

Silence Therapeutics plc (ADR)

0^

477,000

(a),(c)

Simcere Pharmaceutical Group Ltd

775

2,720,236

Sino Biopharmaceutical Ltd

2,835

8,650

(a) SK Biopharmaceuticals Co Ltd

628

21,529

(a) SK Bioscience Co Ltd

722

10,197

(a) SKAN Group AG.

687

53,108

(a),(b)

Sosei Group Corp

1,112,000

(a),(b)

SSY Group Ltd

9,870

(a) ST Pharm Co Ltd

631

44,598

(a) Strides Pharma Science Ltd

124,600

(a) Sumitomo Dainippon Pharma Co Ltd

1,444

49,200

(a),(b)

Summit Therapeutics, Inc

1,016

748,993

(a) Sun Pharmaceutical Industries Ltd

13,483

43,811

(a),(b)

Sunshine Lake Pharma Co Ltd

SHARES

DESCRIPTION

VALUE (000)

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

(continued)

99,100

(a) Supernus Pharmaceuticals, Inc

$

4,736

87,992

(a) Suven Pharmaceuticals Ltd

874

51,858

(a),(b)

SwedenCare AB

439,820

(a) Syndax Pharmaceuticals, Inc

6,767

145,680

(a),(c)

Syngene International Ltd

1,023

140,484

(a) TaiMed Biologics, Inc

39,833

(a) Takara Bio, Inc

1,114,700

(a) Takeda Pharmaceutical Co Ltd

32,739

68,830

(a) Tarsus Pharmaceuticals, Inc

4,091

9,627

(a) Tecan Group AG.

1,744

202,548

(a) Telix Pharmaceuticals Ltd

1,958

34,666

(a),(b)

Tempus AI, Inc

2,798

543,033

(a) Terns Pharmaceuticals, Inc

4,078

84,310

(a) TG Therapeutics, Inc

3,046

386,766

Thermo Fisher Scientific, Inc

187,589

521,000

(a) Tong Ren Tang Technologies Co Ltd

151,481

(a) Torrent Pharmaceuticals Ltd

6,162

20,113

(a),(b)

Towa Pharmaceutical Co Ltd

183,000

(a) Travere Therapeutics, Inc

4,374

43,800

(a) Tsumura & Co

1,075

108,000

(a) TTY Biopharm Co Ltd

53,500

(a) Twist Bioscience Corp

1,505

37,400

(a),(b)

Tyra Biosciences, Inc

523

550,510

UCB S.A.

153,667

312,663

(a) Ultragenyx Pharmaceutical, Inc

9,405

757,562

(a),(b)

United Laboratories Ltd

1,466

88,844

(a) United Therapeutics Corp

37,244

20,250

(a),(b)

UroGen Pharma Ltd

47,690

(a) Vanda Pharmaceuticals, Inc

172,080

(a) Vaxcyte, Inc

6,198

211,370

(a) Vera Therapeutics, Inc

6,142

179,170

(a) Veracyte, Inc

6,151

130,282

(a) Vertex Pharmaceuticals, Inc

51,024

1,255,598

Viatris, Inc

12,430

45,892

(a),(b)

Viking Therapeutics, Inc

1,206

3,130

(a) Virbac S.A.

1,160

58,274

(a) Vitrolife AB

805

9,404

(a) Voronoi, Inc

1,090

24,719

West Pharmaceutical Services, Inc

6,485

2,410,000

(a) Winteam Pharmaceutical Group Ltd

755

54,308

(a) Wockhardt Ltd

929

1,496,467

(a) WuXi AppTec Co Ltd - A

23,692

90,837

(a),(b),(c)

WuXi AppTec Co Ltd - H

1,390

22,399,000

(a),(c)

Wuxi Biologics Cayman, Inc

118,278

209,000

(a) WuXi XDC Cayman, Inc

2,111

635,342

(a) Xeris Biopharma Holdings, Inc

5,172

1,049,000

(a),(b)

XtalPi Holdings Ltd

1,911

14,842

(a) Yuhan Corp

1,265

34,107

(a) Yunnan Baiyao Group Co Ltd

741,900

(a),(b)

Zai Lab Ltd

2,541

482,712

(a) Zealand Pharma AS

35,598

12,600

(a) ZERIA Pharmaceutical Co Ltd

9,900

(a) Zevra Therapeutics, Inc

10,001

Zhangzhou Pientzehuang Pharmaceutical Co Ltd

917,489

Zoetis, Inc

134,247

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

7,372,199

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.5%

152,000

(a) Advancetek Enterprise Co Ltd

5,580

(a),(c)

Aedas Homes SAU

4,045

(a) Africa Israel Residences Ltd

43,948

(a) Airport City Ltd

815

28,636

(a) Alandalus Property Co

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

REAL ESTATE MANAGEMENT & DEVELOPMENT

(continued)

2,641,344

Aldar Properties PJSC

$

6,823

303,541

(a) Aliansce Sonae Shopping Centers sa

1,473

528,250

(a),(b),(c)

A-Living Smart City Services Co Ltd

48,511

(a) Allreal Holding AG.

11,375

121,627

(a) Alony Hetz Properties & Investments Ltd

1,442

34,011

(a),(b)

Altus Group Ltd

1,453

634,500

(a) Amata Corp PCL

186,465

(a) Amot Investments Ltd

1,394

74,005

(a) Anant Raj Industries Ltd

582

2,316,500

(a) AP Thailand PCL

633

2,325,234

(a),(c)

Arabian Centres Co

14,052

1,075,114

(a) Aroundtown S.A.

4,134

72,604

(a) Arriyadh Development Co

572

212,096

(a),(b)

Atrium Ljungberg AB

715

120,445

(a) Aura Investments Ltd

799

4,570,008

(a) Ayala Land, Inc

1,914

1,492,912

(a) Barwa Real Estate Co

1,095

12,210

(a) Big Shopping Centers Ltd

2,508

4,328

(a) Blue Square Real Estate Ltd

94,276

(a) Brigade Enterprises Ltd

952

4,940,100

(a) Bumi Serpong Damai Tbk PT

613,000

(a),(b)

C&D International Investment Group Ltd

1,409

1,030,000

(a) C&D Property Management Group Co Ltd

27,616

(a) CA Immobilien Anlagen AG.

760

679,498

Capitaland India Trust

632

2,240,735

Capitaland Investment Ltd

4,680

268,930

(a),(b)

Castellum AB

3,042

35,827

Catena AB

1,632

490,000

(a) Cathay Real Estate Development Co Ltd

174,334

(a) CBRE Group, Inc

27,468

1,371,782

(a) Central Pattana PCL

2,372

3,182,000

(a) China Jinmao Holdings Group Ltd

632

312,527

(a) China Merchants Shekou Industrial Zone Holdings Co Ltd

1,134,000

(a) China Overseas Grand Oceans Group Ltd

2,623,786

(a) China Overseas Land & Investment Ltd

4,832

895,000

(a) China Overseas Property Holdings Ltd

580

2,232,102

(a) China Resources Land Ltd

8,700

478,000

(a),(c)

China Resources Mixc Lifestyle Services Ltd

2,536

1,609,938

(a),(b)

China Vanke Co Ltd

1,152

393,419

(a) China Vanke Co Ltd (Class A)

115,000

(a) Chong Hong Construction Co Ltd

50,805

(b) Cibus Nordic Real Estate AB

915

12,802,780

(a) Ciputra Development Tbk PT

715

370,300

City Developments Ltd

1,986

60,892

(a),(b)

Citycon Oyj

1,379,769

(a) CK Asset Holdings Ltd

6,682

31,454

(a) Colliers International Group, Inc

4,919

1,250,090

(a) Commercial Real Estate Co KSC

848

1,960,969

(a) Compass, Inc

15,747

1,439,467

(a),(b)

Corem Property Group AB

631

668,200

(a),(b)

Corp Inmobiliaria Vesta SAB de C.V.

1,891

384,319

(a) CoStar Group, Inc

32,425

1,722,000

(a) Country Garden Services Holdings Co Ltd

1,462

107,100

(a) Crowell Development Corp

612,347

(a) Cushman & Wakefield plc

9,749

145,176

(a) D B Realty Ltd

46,070

(a) Daito Trust Construction Co Ltd

1,011

214,966

(a) Da-Li Development Co Ltd

363,768

(a) Dar Al Arkan Real Estate Development Co

1,934

310,000

(a) Delpha Construction Co Ltd

922,284

(a) Deyaar Development PJSC

320,432

(a) Dios Fastigheter AB

2,225

SHARES

DESCRIPTION

VALUE (000)

REAL ESTATE MANAGEMENT & DEVELOPMENT

(continued)

522,599

(a) DLF Ltd

$

4,199

20,353

(a),(b)

DREAM Unlimited Corp

860,800

(a) Eco World Development Group BHD

26,337

(a) Electra Real Estate Ltd

680,617

(a) Emaar Development PJSC

2,494

122,988

(a) Emaar Economic City

11,617,848

(a) Emaar Properties PJSC

41,277

26,853

(a),(c)

Entra ASA

4,118,000

(a),(c)

Evergrande Property Services Group Ltd

625

365,470

(b) eXp World Holdings, Inc

3,896

143,736

(a),(b)

Fabege AB

1,215

208,000

(a) Farglory Land Development Co Ltd

754,081

(a) Fastighets AB Balder

5,403

35,843

(a) FastPartner AB

28,629

(a) FirstService Corp

5,455

17,915

(a) Forestar Group, Inc

961,271

(a) Fortress REIT Ltd

1,284

60,105

(a) Gazit Globe Ltd

6,236,000

(a),(b)

Gemdale Properties & Investment Corp Ltd

103,971

(a) Godrej Properties Ltd

2,307

9,480

(a),(b)

Goldcrest Co Ltd

534,507

(a) Grainger plc

1,399

52,895

(a) Grand City Properties S.A.

699

728,000

(a) Greentown China Holdings Ltd

886

1,186,000

(a) Greentown Service Group Co Ltd

762

1,106,800

(a),(b)

Guangzhou R&F Properties Co Ltd

332,100

(a) Hainan Airport Infrastructure Co Ltd

573,000

(a) Hang Lung Group Ltd

1,080

25,822,479

Hang Lung Properties Ltd

28,925

16,315,400

(a),(d)

Hanson International Tbk PT

0^

30,244

(a) Heiwa Real Estate Co Ltd

1,299,349

(a) Henderson Land Development Co Ltd

4,577

2,723

(a) Hiag Immobilien Holding AG.

1,073,622

(a) Highwealth Construction Corp

1,420

30,114

(a) Hiyes International Co Ltd

280,100

(a),(b)

Hong Fok Corp Ltd

1,196,000

Hongkong Land Holdings Ltd

7,571

1,015,477

(a) Hopson Development Holdings Ltd

13,104

(a) Howard Hughes Holdings, Inc

1,077

210,840

(a) Huaku Development Co Ltd

665

90,141

(a),(b)

Hufvudstaden AB (Series A)

1,215

133,200

(a) Hulic Co Ltd

1,459

419,696

Hysan Development Co Ltd

858

158,925

(a) Ichigo Holdings Co Ltd

185,500

(a) Iguatemi S.A.

853

25,564

(a) IMMOFINANZ AG.

559

406,933

(a) Indiabulls Real Estate Ltd

51,660

(a) Intea Fastigheter AB

14,645

(a) Intershop Holding AG.

2,887

1,162,100

(a) IOI Properties Group Bhd

578

128,855

(a) Israel Canada T.R Ltd

569

2,896

(a) Isras Holdings Ltd

898

(a) Isras Investment Co Ltd

210,417

(a) I-Sunny Construction & Development Co Ltd

567,984

(a) IWG plc

1,712

16,082

(a) Jones Lang LaSalle, Inc

4,797

10,000

(a),(b)

Kasumigaseki Capital Co Ltd

648

41,152

(a) Katitas Co Ltd

779

1,420,300

(a) KE Holdings, Inc

9,258

2,580,097

KE Holdings, Inc (ADR)

49,022

20,900

(a) Keihanshin Building Co Ltd

630,731

Kennedy-Wilson Holdings, Inc

5,248

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

REAL ESTATE MANAGEMENT & DEVELOPMENT

(continued)

435,500

(a) Kerry Properties Ltd

$

1,165

11,807

(a) Keystone Realtors Ltd

222,200

(a) Kindom Development Co Ltd

34,864

(a) Knowledge Economic City Co

103,704

(a),(b)

Kojamo Oyj

1,321

531,195

(a) Kuwait Real Estate Co KSC

675

134,830

(a) Lamda Development S.A.

1,230

5,727,600

(a) Land and Houses PCL

764

11,561

(a) LEG Immobilien SE

921

470,912

(a) Lend Lease Corp Ltd

1,711

109,943

(a) Leopalace21 Corp

531

228,057

(a) Lighthouse Properties plc

1,461,593

(a),(c)

Longfor Group Holdings Ltd

2,227

473,782

(a) Mabanee Co SAK

1,528

208,343

(c) Macrotech Developers Ltd

2,665

1,295,300

(a) Mah Sing Group BHD

63,301

(a) Mahindra Lifespace Developers Ltd

66,508

(a) Makkah Construction & Development Co

1,582

35,779

(a),(b),(d)

Mapeley Ltd

0^

900,750

(a) Matrix Concepts Holdings Bhd

31,680

(a) Max Estates Ltd

833,100

(a) MBK PCL

16,379

(a) Mega Or Holdings Ltd

887

8,221,000

(a) Megaworld Corp

19,846

(a) Melisron Ltd

2,395

51,025

(a) Milpa

313,772

Mitsubishi Estate Co Ltd

7,212

8,662,199

Mitsui Fudosan Co Ltd

94,298

443,460

(a) Mivne Real Estate KD Ltd

1,728

43,625,900

(a) MNC Tourism Indonesia Tbk PT

5,609

(a) Mobimo Holding AG.

2,307

2,178

(a) Morguard Corp

215,300

(a) Multiplan Empreendimentos Imobiliarios S.A.

1,176

920,785

(a) National Real Estate Co KPSC

413,604

(a) NEPI Rockcastle NV

3,312

99,104

(a) NESCO Ltd

1,463

1,435,000

(a),(b)

New World Development Co Ltd

1,439

977,663

(a) Newmark Group, Inc

18,233

25,248

(a),(b)

Nexity

419,100

(a) Nomura Real Estate Holdings, Inc

2,671

25,880

(a),(b)

NP3 Fastigheter AB

693

131,965

(a) Nyfosa AB

1,153

38,902

(a) Oberoi Realty Ltd

693

141,700

(a) Onewo, Inc

269,250

(a) OSK Holdings BHD

13,271,400

(a) Pakuwon Jati Tbk PT

85,592

(a),(b)

Pandox AB

1,638

506,213

(a) Parque Arauco S.A.

1,282

30,375

(a) Patrizia Immobilien AG.

95,539

(a) PEXA Group Ltd

989

139,012

Phoenix Mills Ltd

2,434

38,766

(a) Platzer Fastigheter Holding AB

482,362

(a) Poly Developments and Holdings Group Co Ltd

534

101,600

(a) Poly Property Development Co Ltd

1,773,000

(a) Poly Property Group Co Ltd

3,595

(a) Prashkovsky Investments and Construction Ltd

119,936

(a) Prestige Estates Projects Ltd

2,040

1,075,000

(a) Prince Housing & Development Corp

43,088

(a) PSP Swiss Property AG.

7,413

46,047

(a) Puravankara Ltd

5,632,100

(a) Quality Houses PCL

733,000

(a),(b)

Radiance Holdings Group Co Ltd

SHARES

DESCRIPTION

VALUE (000)

REAL ESTATE MANAGEMENT & DEVELOPMENT

(continued)

1,188,886

(a) RAK Properties PJSC

$

25,195

(a) Raymond Realty Ltd

199,958

(a) Re/Max Holdings, Inc

1,886

788,634

(a) Real Brokerage, Inc

3,297

69,328

(a) Relo Group, Inc

836

205,950

(a) Retal Urban Development Co

659

189,028

(a) RMR Group, Inc

2,973

1,565,100

(a) Robinsons Land Corp

793,000

(a) Ruentex Development Co Ltd

772

133,950

Sagax AB

2,798

255,892

(a) Sakura Development Co Ltd

281,375

(a) Salhia Real Estate Co KSCP

820,698

(a),(b)

Samhallsbyggnadsbolaget i Norden AB

11,623,600

(a) Sansiri PCL

524

118,221

(a) Saudi Real Estate Co

500

104,653

Savills plc

1,343

1,898,000

(a) Seazen Group Ltd

623

293,192

(a) Shanghai Jinqiao Export Processing Zone Development Co Ltd

63,700

(a) Shanghai Zhangjiang High-Tech Park Development Co Ltd

2,584,000

(a),(b)

Shenzhen Investment Ltd

1,520,000

(a),(b)

Shoucheng Holdings Ltd

3,562,500

(a) Shui On Land Ltd

22,816

(a) SignatureGlobal India Ltd

2,414,000

(a) Sime Darby Property Bhd

845

2,609,557

Sino Land Co

3,299

236,000

(a) Sinyi Realty, Inc

1,152,744

Sirius Real Estate Ltd

1,515

6,942,788

(a) SM Prime Holdings

2,678

31,999

(a) Sobha Ltd

555

1,961,500

(a) SP Setia BHD

25,800

(a) Starts Corp, Inc

886

199,916

(a),(b)

StorageVault Canada, Inc

743

Sumitomo Realty & Development Co Ltd

0^

28,261

(a) Summit Real Estate Holdings Ltd

546

15,161

(a) Sumou Real Estate Co

173,280

(a) Sun Frontier Fudousan Co Ltd

2,741

1,286,143

Sun Hung Kai Properties Ltd

15,384

5,574,000

(a),(b)

Sunac China Holdings Ltd

1,217

1,022,000

(a),(c)

Sunac Services Holdings Ltd

58,429

(a) Sunteck Realty Ltd

1,044,600

(a) Supalai PCL

587

61,035

(a) Swiss Prime Site AG.

8,550

133,945

TAG Tegernsee Immobilien und Beteiligungs AG.

2,317

79,917

(a) Taiba Investments Co

884

503,751

(a) Talaat Moustafa Group

599

54,201

(a) TARC Ltd

359,693

Tokyo Tatemono Co Ltd

7,200

434,300

Tokyu Fudosan Holdings Corp

3,590

20,443

(a) Tosei Corp

1,361,200

(a) UEM Sunrise Bhd

1,612,364

(a) Union Properties PJSC

1,446,676

(a) United Development Co QSC

342,100

(a) UOL Group Ltd

2,072

10,646

VGP NV

1,194

363,413

Vonovia SE

11,357

285,255

(a),(b)

Wallenstam AB

1,326

6,704,900

(a) WHA Corp PCL

739

773,000

(a) Wharf Holdings Ltd

2,211

1,417,000

(a) Wharf Real Estate Investment Co Ltd

4,184

218,921

(a) Wihlborgs Fastigheter AB

2,143

580,642

(a),(b)

Yanlord Land Group Ltd

7,581

(a) YH Dimri Construction & Development Ltd

873

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

REAL ESTATE MANAGEMENT & DEVELOPMENT

(continued)

45,500

(a) Youngor Group Co Ltd

$

1,183,000

(a),(b)

Yuexiu Property Co Ltd

791

455,000

(a) Yuexiu Services Group Ltd

36,000

(a) Yungshin Construction & Development Co Ltd

21,011

(a) Zillow Group, Inc (Class A)

1,564

68,489

(a) Zillow Group, Inc (Class C)

5,277

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

699,133

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 10.7%

5,000

(a) ABLEPRINT TECHNOLOGY CO Ltd

11,835

(a) ACM Research Shanghai, Inc

54,260

(a) ACM Research, Inc

2,123

233,656

(a) ADATA Technology Co Ltd

1,209

51,000

(a) Advanced Echem Materials Co Ltd

1,499

315,785

(a) Advanced Micro Devices, Inc

51,091

25,514

(a) Advanced Micro-Fabrication Equipment, Inc China

1,076

65,000

(a) Advanced Wireless Semiconductor Co

2,848,900

Advantest Corp

281,878

26,000

(a) Airoha Technology Corp

85,621

Aixtron AG.

1,493

378,000

(a) Alchip Technologies Ltd

43,423

51,835

(a) Allegro MicroSystems, Inc

1,514

293,204

(a),(b)

Alphawave IP Group plc

738

121,047

(a) Ambarella, Inc

9,989

276,509

(a) Amkor Technology, Inc

7,853

19,951

(a) Amlogic Shanghai Co Ltd

76,201

(a) ams-OSRAM AG.

1,079

325,932

Analog Devices, Inc

80,081

32,000

(a) Andes Technology Corp

81,000

(a) AP Memory Technology Corp

910

1,431,486

Applied Materials, Inc

293,082

319,000

(a) Ardentec Corp

893

123,570

(a),(b)

ARM Holdings plc (ADR)

17,484

2,287,925

(a) ASE Technology Holding Co Ltd

12,493

28,454

(a) ASM International NV

17,162

236,300

(a) ASM Pacific Technology

2,492

27,000

(a) ASMedia Technology, Inc

1,322

697,971

ASML Holding NV

680,652

23,000

(a) ASPEED Technology, Inc

3,825

52,979

(a) Astera Labs, Inc

10,373

44,581

(a) BE Semiconductor Industries NV

6,675

7,921

(a) Bestechnic Shanghai Co Ltd

84,200

(a),(b)

Black Sesame International Holding Ltd

199,569

(a) Borosil Renewables Ltd

1,289

8,964,943

Broadcom, Inc

2,957,624

17,173

(a) Cambricon Technologies Corp Ltd

3,213

22,335

(a) Camtek Ltd

2,348

259,500

(a) Chang Wah Technology Co Ltd

11,538

(a),(d)

China Energy Savings Technology, Inc

0^

61,423

(a) China Resources Microelectronics Ltd

495,000

(a) Chipbond Technology Corp

902

550,000

(a) ChipMOS Technologies, Inc

534

21,492

(a) Cirrus Logic, Inc

2,693

314,978

(a) Credo Technology Group Holding Ltd

45,864

183,580

(a) CSI Solar Co Ltd

38,200

(a),(b)

Daqo New Energy Corp (ADR)

1,075

23,148

(a) DB HiTek Co Ltd

940

10,272

(a) Duk San Neolux Co Ltd

225,000

(a) Elan Microelectronics Corp

964

94,000

(a) Elite Advanced Laser Corp

847

154,000

(a) Elite Semiconductor Microelectronics Technology, Inc

5,450

(a) Elmos Semiconductor SE

527

43,000

(a) eMemory Technology, Inc

2,861

SHARES

DESCRIPTION

VALUE (000)

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

(continued)

462,000

(a) Ennostar, Inc

$

598

53,607

(a) Enphase Energy, Inc

1,897

63,128

Entegris, Inc

5,837

6,091

(a) Eo Technics Co Ltd

1,015

12,098

(a) Eugene Technology Co Ltd

604

280,000

(a) Everlight Electronics Co Ltd

588

184,913

(a) Faraday Technology Corp

968

33,233

(a),(b)

Ferrotec Holdings Corp

897

42,753

(a) First Solar, Inc

9,428

80,550

(a) Fitipower Integrated Technology, Inc

85,700

(a) Flat Glass Group Co Ltd

105,000

(a) FocalTech Systems Co Ltd

25,200

(a) Formosa Sumco Technology Corp

71,000

(a) Foxsemicon Integrated Technology, Inc

707

74,179

(a) GalaxyCore, Inc

15,739,000

(a),(b)

GCL Technology Holdings Ltd

2,650

23,244

(a) GemVax & Kael Co Ltd

835

29,134

(a) GigaDevice Semiconductor, Inc

876

59,000

(a) Global Mixed Mode Technology, Inc

60,000

(a) Global Unichip Corp

2,658

43,275

(a) GLOBALFOUNDRIES, Inc

1,551

178,395

(a) Globalwafers Co Ltd

2,747

14,000

(a) Grand Plastic Technology Corp

723

822,900

(a) Greatech Technology Bhd

2,401,000

(a) Greatek Electronics, Inc

4,984

51,457

(a) Gudeng Precision Industrial Co Ltd

586

37,578

(a) Hana Micron, Inc

595

94,218

(a) Hangzhou First Applied Material Co Ltd

77,944

(a) Hangzhou Silan Microelectronics Co Ltd

29,673

(a) Hanmi Semiconductor Co Ltd

2,046

34,994

(a) HPSP Co Ltd

842

503,531

(a),(b),(c)

Hua Hong Semiconductor Ltd

5,174

15,329

(a) Hwatsing Technology Co Ltd

94,835

(a) Hygon Information Technology Co Ltd

3,386

612,518

Hynix Semiconductor, Inc

151,842

830,049

(a) Ichor Holdings Ltd

14,542

130,081

(a) Impinj, Inc

23,512

1,787,200

(a) Inari Amertron Bhd

883

1,314,456

Infineon Technologies AG.

51,566

19,856

(a) Ingenic Semiconductor Co Ltd

4,835,281

Intel Corp

162,224

8,787

(a) ISC Co Ltd

458,000

(a) ITE Technology, Inc

2,014

125,000

(a) ITH Corp

104,517

(a) JA Solar Technology Co Ltd

219,513

(a) Japan Material Co Ltd

2,706

85,100

(a) JCET Group Co Ltd

528

59,000

(a) Jentech Precision Industrial Co Ltd

4,707

381,314

(a) Jinko Solar Co Ltd

28,100

(a),(b)

JinkoSolar Holding Co Ltd (ADR)

675

21,576

(a) Jusung Engineering Co Ltd

1,800,000

(a) King Yuan Electronics Co Ltd

9,739

244,000

(a) Kinsus Interconnect Technology Corp

865

193,089

KLA Corp

208,266

39,485

(a) Koh Young Technology, Inc

133,700

(a) Kokusai Electric Corp

3,792

3,428,090

Lam Research Corp

459,021

58,000

(a) LandMark Optoelectronics Corp

874

449,400

(a) Lasertec Corp

61,480

57,630

(a) Lattice Semiconductor Corp

4,225

37,626

(a) LEENO Industrial, Inc

1,383

312,666

(a) LONGi Green Energy Technology Co Ltd

792

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

(continued)

15,486

(a) Loongson Technology Corp Ltd

$

7,380

(a) LX Semicon Co Ltd

16,840

(a) M31 Technology Corp

25,000

(a) Machvision, Inc

63,848

(a) MACOM Technology Solutions Holdings, Inc

7,948

1,351,000

(a) Macronix International

1,115

57,600

(a) Malaysian Pacific Industries Bhd

61,000

(a) Marketech International Corp

182,933

Marvell Technology, Inc

15,379

313,719

(a) MaxLinear, Inc

5,045

2,492,865

MediaTek, Inc

108,115

10,689

(a) Megachips Corp

536

15,379

(a) Melexis NV

1,226

1,836,028

Microchip Technology, Inc

117,910

685,532

Micron Technology, Inc

114,703

19,100

(a) Micronics Japan Co Ltd

757

83,030

(a) Mitsui High-Tec, Inc

12,720

(a) MKS Instruments, Inc

1,574

9,297

Monolithic Power Systems, Inc

8,559

47,135

(a) Montage Technology Co Ltd

1,029

64,000

(a) MPI Corp

3,632

913,000

(a) Nanya Technology Corp

2,201

129,845

(a) National Silicon Industry Group Co Ltd

29,178

(a) NAURA Technology Group Co Ltd

1,859

99,763

(a) Nexchip Semiconductor Corp

5,995

(a) NEXTIN, Inc

130,627

(a) Nordic Semiconductor ASA

2,013

67,138

(a) Nova Measuring Instruments Ltd

21,350

399,758

(a) Novatek Microelectronics Corp Ltd

5,612

132,000

(a) Nuvoton Technology Corp

28,558,405

Nvidia Corp

5,328,427

176,910

NXP Semiconductors NV

40,288

84,125

(a) ON Semiconductor Corp

4,148

20,724

(a) Onto Innovation, Inc

2,678

18,752

(a) Optorun Co Ltd

328,000

(a) Orient Semiconductor Electronics Ltd

509

240,000

(a) Pan Jit International, Inc

560

306,000

(a) Parade Technologies Ltd

7,484

156,340

(a) Penguin Solutions, Inc

4,109

124,000

(a) Phison Electronics Corp

2,883

112,000

(a) Phoenix Silicon International Corp

667

12,655

(a) Piotech, Inc

103,000

(a) Pixart Imaging, Inc

825

2,472,000

(a) Powerchip Semiconductor Manufacturing Corp

2,071

513,000

(a) Powertech Technology, Inc

2,471

3,526

(a) PSK, Inc

16,531

(a) Qorvo, Inc

1,506

244,555

QUALCOMM, Inc

40,684

335,000

(a) Radiant Opto-Electronics Corp

1,581

297,883

(a) Rambus, Inc

31,039

53,000

(a) Raydium Semiconductor Corp

337,261

(a) Realtek Semiconductor Corp

6,106

3,074,900

(a) Renesas Electronics Corp

35,377

1,122,921

(a),(b)

Rigetti Computing, Inc

33,452

17,800

(a) Rockchip Electronics Co Ltd

567

257,300

(b) Rohm Co Ltd

3,841

73,270

(a) Rorze Corp

1,099

9,400

(a) RS Technologies Co Ltd

8,142

(a) S&S Tech Corp

213,800

(a) Sanan Optoelectronics Co Ltd

16,113

(a) Sanken Electric Co Ltd

782

519,410

(a) Semtech Corp

37,112

SHARES

DESCRIPTION

VALUE (000)

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

(continued)

22,059

(a) SG Micro Corp

$

25,200

(a) Shenzhen Goodix Technology Co Ltd

9,500

(a) Shibaura Mechatronics Corp

837

34,000

(a) ShunSin Technology Holding Ltd

4,893,000

(a) Sigurd Microelectronics Corp

14,664

226,960

(a) Silergy Corp

1,933

292,200

(a) Silicon Integrated Systems Corp

552

10,575

(a) Siltronic AG.

583

425,000

(a) Sino-American Silicon Products, Inc

1,626

79,000

(a) Sitronix Technology Corp

565

129,069

(a),(b)

SkyWater Technology, Inc

2,408

29,703

Skyworks Solutions, Inc

2,287

13,010

(a) SMA Solar Technology AG.

135,900

(a) Socionext, Inc

2,554

20,307

(a) SOITEC

932

410,861

(a) STMicroelectronics NV

11,613

12,523

(a) SUESS MicroTec SE

264,400

Sumco Corp

2,811

14,813

(a) Taesung Co Ltd

44,557,458

Taiwan Semiconductor Manufacturing Co Ltd

1,935,479

1,218,131

Taiwan Semiconductor Manufacturing Co Ltd (ADR)

340,212

164,081

(a) TCL Zhonghuan Renewable Energy Technology Co Ltd

123,203

(a),(b)

Technoprobe S.p.A

1,217

23,625

(a) TechWing, Inc

994

31,846

Teradyne, Inc

4,383

1,228,387

Texas Instruments, Inc

225,692

147,261

(a),(d)

Tianshui Huatian Technology Co Ltd

4,237

(a) Tokai Carbon Korea Co Ltd

529

319,700

Tokyo Electron Ltd

56,672

30,000

(a) Tokyo Seimitsu Co Ltd

2,030

65,948

(a) TongFu Microelectronics Co Ltd

181,639

(a) Tongwei Co Ltd

570

132,611

(a) Topco Scientific Co Ltd

1,371

48,600

(a) Towa Corp

701

83,165

(a) Tower Semiconductor Ltd (Tel Aviv)

5,932

20,000

(a),(b)

Tri Chemical Laboratories, Inc

98,843

(a) Trina Solar Co Ltd

1,746,000

(a),(d)

Trony Solar Holdings Co Ltd

5,757

(a) u-blox Holding AG.

978

35,244

(a) Ulvac, Inc

1,531

436,300

(a) UMS Holdings Ltd

35,229

(a) Unigroup Guoxin Microelectronics Co Ltd

341,600

(a) Unisem M Bhd

7,774,071

United Microelectronics Corp

11,695

9,143

Universal Display Corp

1,313

54,000

(a) UPI Semiconductor Corp

775,301

(a) Vanguard International Semiconductor Corp

2,610

24,101

(a) Verisilicon Microelectronics Shanghai Co Ltd

622

158,000

(a) Via Technologies, Inc

77,000

(a) VisEra Technologies Co Ltd

712

109,000

(a) Visual Photonics Epitaxy Co Ltd

580

516,400

(a) ViTrox Corp Bhd

54,131

(a) WAAREE Energies Ltd

2,027

23,036

(a) Websol Energy System Ltd

54,334

(a) Will Semiconductor Co Ltd

1,159

268,000

(a) Win Semiconductors Corp

822

2,396,000

(a) Winbond Electronics Corp

2,694

18,000

(a) WinWay Technology Co Ltd

1,349

23,150

(a) WONIK IPS Co Ltd

777

48,550

(a),(c)

X-Fab Silicon Foundries SE

74,243

(a) Xinjiang Daqo New Energy Co Ltd

124,000

(a) XinTec, Inc

589

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

(continued)

3,146,337

(a),(b)

Xinyi Solar Holdings Ltd

$

1,388

19,710

(a) YC Corp

54,906

(a) Zhejiang Jingsheng Mechanical & Electrical Co Ltd

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

14,455,640

SOFTWARE & SERVICES - 8.7%

310,987

(a) 360 Security Technology, Inc

877,265

Accenture plc

216,334

91,200

(a) ACI Worldwide, Inc

4,813

97,208

(a) Addnode Group AB

1,088

239,933

Adeia, Inc

4,031

2,913

(a) Adesso SE

35,689

(a) Adobe, Inc

12,589

124,890

(a),(b)

Airship AI Holdings, Inc

646

12,050

(a) Al Moammar Information Systems Co

105,678

(a),(c)

Alfa Financial Software Holdings plc

155,130

(a),(b)

Alkami Technology, Inc

3,853

23,175

(a) Alten

1,916

118,879

Amdocs Ltd

9,754

1,019,720

(a) Amplitude, Inc

10,931

9,260

(a) Appfolio, Inc

2,553

105,100

(a) Appian Corp

3,213

249,700

(a) Appier Group, Inc

2,622

38,170

(a),(b)

Applied Digital Corp

876

101,028

(a) AppLovin Corp

72,593

16,607

(a) Arabian Internet & Communications Services Co

1,140

49,600

(a) Argo Graphics, Inc

289,600

(a),(b),(c)

AsiaInfo Technologies Ltd

42,270

(a) Asseco Poland S.A.

2,332

64,044

(a) Atea ASA

923

156,235

(a) Atlassian Corp Ltd

24,951

10,672

(a) Atoss Software AG.

1,380

8,094

(a) Aubay

13,574

(a) AurionPro Solutions Ltd

440,348

(a) Aurora Innovation, Inc

2,373

56,872

(a) Bechtle AG.

2,629

91,700

(a) Beijing Fourth Paradigm Technology Co Ltd

817

19,415

(a) Beijing Kingsoft Office Software, Inc

866

113,110

(a),(b)

BigBear.ai Holdings, Inc

737

38,820

(a) BILL Holdings, Inc

2,056

133,351

(a) Birlasoft Ltd

531

115,390

(a),(b)

Bit Digital, Inc

66,141

(a),(b)

Bitdeer Technologies Group

1,130

2,510,058

(a) Bitfarms Ltd

7,088

22,933

(a) Black Box Ltd

124,240

(a) Blackbaud, Inc

7,990

417,110

(a),(b)

BlackBerry Ltd

2,035

159,480

(a) Box, Inc

5,146

419,099

(a) Braze, Inc

11,919

180,668

(a),(b)

Bytes Technology Group plc

968

44,300

(a) Cadence Design Systems, Inc

15,561

131,396

(a) Cafe24 Corp

3,891

22,425

(a) CANCOM SE

690

389,825

(a) Cap Gemini S.A.

56,867

169,423

(a) Catapult Group International Ltd

771

9,668

(a) cBrain A.S.

230,374

(a) CCC Intelligent Solutions Holdings, Inc

2,099

15,363

(a) CE Info Systems Ltd

1,469,837

(a) Cellebrite DI Ltd

27,236

15,499

(a) Cerillion plc

139,152

(a) CGI, Inc

12,394

26,000

(a),(b)

Change Holdings, Inc

51,624

(a) Check Point Software Technologies

10,682

SHARES

DESCRIPTION

VALUE (000)

SOFTWARE & SERVICES

(continued)

39,100

(a) China National Software & Service Co Ltd

$

1,838,000

(a) Chinasoft International Ltd

1,489

119,660

(a) Cipher Mining, Inc

1,506

19,847

(a) Circle Internet Group, Inc

2,631

98,040

(a),(b)

Cleanspark, Inc

1,422

198,530

Clear Secure, Inc

6,627

463,775

(a) Clearwater Analytics Holdings, Inc

8,357

131,673

(a) Cloudflare, Inc

28,256

239,266

(a) Coforge Ltd

4,292

245,018

(a) Commvault Systems, Inc

46,254

49,588

(a) Computacenter plc

1,796

55,082

(a),(b)

Computer Modelling Group Ltd

112,900

(a) Confluent, Inc

2,235

18,932

(a) Constellation Software, Inc

51,394

51,046

(a) Crowdstrike Holdings, Inc

25,032

69,030

(a),(b)

CS Disco, Inc

28,641

(a) CyberArk Software Ltd

13,838

325,100

(a) Cybozu, Inc

7,506

68,430

(a) Cyient Ltd

883

399,418

(a) Dassault Systemes SE

13,437

126,203

(a) Data#3 Ltd

767

192,865

(a) Datadog, Inc

27,464

217,651

(a) Descartes Systems Group, Inc

20,494

7,800

(a),(b)

Digital Arts, Inc

207,013

(a) Digital Garage, Inc

5,060

136,610

(a) Digital Turbine, Inc

874

12,006

(a) Docebo, Inc

11,620

Dolby Laboratories, Inc (Class A)

841

207,375

(a) Domo, Inc

3,285

13,210

(a) Douzone Bizon Co Ltd

839

88,800

(a) DTS Corp

786

172,420

(a),(b)

D-Wave Quantum, Inc

4,260

76,773

(a) DXC Technology Co

1,046

80,100

(a) Elastic NV

6,768

16,618

(a) Elm Co

3,968

19,200

(a) Empyrean Technology Co Ltd

5,621

(a) EMRO, Inc

33,476

(a) Enghouse Systems Ltd

503

8,093

(a) Fair Isaac Corp

12,111

409,900

(a) Fastly, Inc

3,505

99,266

(a),(b)

Figma, Inc

5,149

276,400

(a) Five9, Inc

6,689

31,463

(a) Formula Systems 1985 Ltd

4,374

35,100

(a) Freee KK

834

857,576

(a) Freshworks, Inc

10,094

10,260,100

(a) Fujitsu Ltd

240,685

38,800

(a) Future Architect, Inc

609

31,558

(a) Gartner, Inc

8,296

198,945

(a) GB Group plc

608

725,300

(a) GDS Holdings Ltd

3,541

151,400

(a) GDS Holdings Ltd (ADR)

5,859

3,337,761

Gen Digital, Inc

94,759

12,591

(a) GFT Technologies SE

114,101

(a),(b)

Gitlab, Inc

5,144

366,070

(a),(b)

Globant S.A.

21,005

50,370

(a) GMO internet, Inc

1,232

57,895

(a) GoDaddy, Inc

7,922

290,483

(a) Guidewire Software, Inc

66,770

147,102

(a) Hansen Technologies Ltd

571

52,456

(a) Happiest Minds Technologies Ltd

655,490

HCL Technologies Ltd

10,233

93,193

(a) Hexaware Technologies Ltd

704

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

SOFTWARE & SERVICES

(continued)

2,850,000

(a),(b)

Horizon Robotics, Inc

$

3,500

103,082

(a) HubSpot, Inc

48,222

73,052

(a) Hundsun Technologies, Inc

161,640

(a),(b)

Hut 8 Corp

5,627

4,334

(a) Hyundai Autoever Corp

80,767

(a) IBEX Holdings Ltd

3,273

103,783

(a) Iflytek Co Ltd

820

96,520

(a) Imergent, Inc

627

60,571

(a),(b)

Indra Sistemas S.A.

2,712

281,000

(a) INESA Intelligent Tech, Inc

44,146

(a) Informatica, Inc

1,097

79,620

(a),(b)

Information Services Group, Inc

20,748

(a) Information Services International-Dentsu Ltd

910

2,290,980

Infosys Technologies Ltd

37,262

338,000

(a),(b)

Inspur International Ltd

334,820

(a) Intellect Design Arena Ltd

3,677

18,690

(b) InterDigital, Inc

6,452

217,364

International Business Machines Corp

61,331

445,345

Intuit, Inc

304,131

36,455

(a) Ionos SE

1,706

523,501

(a) Iress Market Technology Ltd

3,055

40,850

(a) Isoftstone Information Technology Group Co Ltd

496,090

(a) Jamf Holding Corp

5,308

34,400

(a) Jiangsu Hoperun Software Co Ltd

226,857

(a) Justsystems Corp

7,347

69,570

(a) Kainos Group plc

884

125,529

(a) Kinaxis, Inc

16,204

13,117,495

(a) Kingdee International Software Group Co Ltd

29,416

1,772,000

(a),(b)

Kingsoft Cloud Holdings Ltd

1,793

30,118

(a) Kontron AG.

973

122,047

(a) KPIT Technologies Ltd

1,510

97,416

(a) Kyndryl Holdings, Inc

2,925

109,340

(a),(b)

Lightspeed Commerce, Inc

1,263

179,406

(a) LINK Mobility Group Holding ASA

533

161,249

(a) LiveRamp Holdings, Inc

4,376

51,885

(a),(c)

LTIMindtree Ltd

3,018

3,479

(a) Macquarie Technology Group Ltd

17,875

(a) Magic Software Enterprises Ltd

30,660

(a) Manhattan Associates, Inc

6,285

45,470

(a),(b)

Marathon Digital Holdings, Inc

830

47,300

(a) Marketingforce Management Ltd

176,881

(a) Mastek Ltd

4,374

26,246

(a) Matrix IT Ltd

923

105,605

(a) Meeza QSTP LLC

337,695

(a) Megaport Ltd

3,532

11,593,845

Microsoft Corp

6,005,032

111,034

(a),(b)

MicroStrategy, Inc (Class A)

35,776

671,000

(a) Ming Yuan Cloud Group Holdings Ltd

47,167

(a) Mitsubishi Research Institute, Inc

1,651

24,657

(a) Monday.com Ltd

4,776

35,088

(a) Money Forward, Inc

1,419

75,032

(a) Mphasis Ltd

2,249

6,371

(a) Nagarro SE

852,000

(a),(b),(d)

National Agricultural Holdings Ltd

266,688

(a),(b)

NCC Group plc

530

779,300

(a) NEC Corp

24,945

35,048

(a) Nemetschek SE

4,574

31,327

(a),(c)

Netcompany Group A.S.

1,195

50,636

(a) Newgen Software Technologies Ltd

508

484,541

(a) NEXTDC Ltd

5,436

38,364

(a) Nice Systems Ltd

5,558

54,538

Nihon Unisys Ltd

2,225

SHARES

DESCRIPTION

VALUE (000)

SOFTWARE & SERVICES

(continued)

52,600

(a) Nippon System Development Co Ltd

$

1,237

11,107

(a),(b)

Northern Data AG.

51,284

(a),(b)

NS Solutions Corp

1,251

185,279

(a) Nuix Ltd

153,110

(a) Nutanix, Inc

11,390

131,300

(a) OBIC Business Consultants Ltd

8,077

153,778

(a) Objective Corp Ltd

2,033

35,299

(a) One Software Technologies Ltd

862

247,113

(a) Ooma, Inc

2,963

179,007

(a) Open Text Corp (Toronto)

6,691

1,244,546

Oracle Corp

350,016

9,623

(a) Oracle Financial Services Software Ltd

911

418,192

(a),(b)

Pagaya Technologies Ltd

12,416

1,863,876

(a) Palantir Technologies, Inc

340,008

2,161,447

(a) Palo Alto Networks, Inc

440,114

76,900

Pegasystems, Inc

4,422

88,340

(a) Perfect Presentation For Commercial Services Co

76,057

(a) Persistent Systems Ltd

4,139

610,285

(a) Phoenix Group plc

14,600

(a),(b)

PKSHA Technology, Inc

13,726

(a) Planisware S.A.

19,900

(a) Plus Alpha Consulting Co Ltd

199,680

(a) Porch Group, Inc

3,351

36,648

(a) POSCO DX Co Ltd

549

26,486

Progress Software Corp

1,164

50,172

(a) PTC, Inc

10,186

216,324

(a) Q2 Holdings, Inc

15,660

14,886

(a),(b)

QT Group Oyj

801

243,033

(a) Radware Ltd

6,438

133,800

(a) Rakus Co Ltd

1,230

59,600

(a) Range Intelligent Computing Technology Group Co Ltd

31,556

(a) Rategain Travel Technologies Ltd

15,553

(a) Red Violet, Inc

813

17,575

(a) Reply S.p.A

2,509

179,600

(a) RingCentral, Inc

5,090

205,820

(a),(b)

Riot Platforms, Inc

3,917

953,406

(a) Riskified Ltd

4,462

255,322

Roper Industries, Inc

127,327

20,591

(a) Route Mobile Ltd

48,898

(a) Rubrik, Inc

4,022

584,087

(a) Sage Group plc

8,665

25,324

(a),(b)

SailPoint, Inc

559

491,720

(a),(b)

Sakura Internet, Inc

10,517

650,187

Salesforce, Inc

154,094

112,999

(a) Samsara, Inc

4,209

29,634

(a) Samsung SDS Co Ltd

3,469

51,300

(a) Sansan, Inc

662

1,616,182

SAP AG.

432,761

26,321

(a) Sapiens International Corp NV

1,131

1,315

(a) Secunet Security Networks AG.

733,205

(a) SEMrush Holdings, Inc

5,191

812,710

(a) SentinelOne, Inc

14,312

435,580

(a) ServiceNow, Inc

400,856

91,722

(a) Shanghai Baosight Software Co Ltd

1,589,265

(a) SHIFT, Inc

13,451

539,683

(a) Shopify, Inc (Class A)

80,202

2,588,963

(a) Shopify, Inc (Class A)

384,633

983,775

(a) SimilarWeb Ltd

9,149

32,700

(a) Simplex Holdings, Inc

960

491,559

(a),(c)

Sinch AB

1,590

216,577

(a) SiteMinder Ltd

1,032

1,642,664

(a) Snowflake, Inc

370,503

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

SOFTWARE & SERVICES

(continued)

215,606

(a) Softcat plc

$

4,586

113,107

(a) Sonata Software Ltd

11,027

Sopra Group S.A.

2,105

208,650

(a),(b)

SoundHound AI, Inc

3,355

22,190

(a) SoundThinking, Inc

351,600

(a) Sprinklr, Inc

2,714

187,748

(a) Sprout Social, Inc

2,426

23,047

(a) SPS Commerce, Inc

2,400

560,224

(a),(b)

SUNeVision Holdings Ltd

184,583

(a) Synopsys, Inc

91,071

3,355,412

(a) Systena Corp

12,008

161,000

(a) Systex Corp

641

41,798

(a) Tanla Platforms Ltd

694,213

(a) Tata Consultancy Services Ltd

22,596

24,313

(a) Tata Elxsi Ltd

1,432

1,554,495

(a) Tata Technologies Ltd

11,725

104,768

(a),(c)

TeamViewer SE

1,070

375,529

(a) Tech Mahindra Ltd

5,931

290,800

(a) TechMatrix Corp

4,256

966,651

(a) Technology One Ltd

24,609

71,700

(a) Telos Corp

57,430

Temenos Group AG.

4,664

160,000

(a) Tenable Holdings, Inc

4,666

572,844

(a) Teradata Corp

12,322

215,730

(a),(b)

Terawulf, Inc

2,464

82,354

(a),(b)

Tietoenator Oyj

1,490

46,578

(a) TomTom NV

376,952

TOTVS S.A.

3,253

374,976

(a) Truecaller AB

1,657

3,475,582

(a) Tuya, Inc (ADR)

8,585

516,094

(a) UiPath, Inc

6,905

336,097

(a),(b)

Unity Software, Inc

13,457

50,000

(a) Verint Systems, Inc

1,012

35,505

(a) VeriSign, Inc

9,926

26,277

(a),(b)

Vitec Software Group AB

927

415,316

(a),(b)

VNET Group, Inc (ADR)

4,290

1,170,000

(a),(b)

Vobile Group Ltd

898

49,986

(a),(b)

VTEX

5,804

(a),(b)

Wavestone

20,345,000

(a),(b),(c)

Weimob, Inc

7,360

184,000

(a),(b)

WellCell Holdings Co Ltd

12,559

(a),(b)

Wiit S.p.A

15,300

(a) WingArc1st, Inc

1,823,965

(a) Wipro Ltd

4,921

143,950

WiseTech Global Ltd

8,606

33,235

(a) Wix.com Ltd

5,904

255,499

(a) Workday, Inc

61,506

264,779

(a) Workiva, Inc

22,792

118,028

(a) Xero Ltd

12,316

129,287

(a) Yonyou Network Technology Co Ltd

37,360

(a),(b)

Yubico AB

539

47,386

(a) Zaggle Prepaid Ocean Services Ltd

88,458

(a) Zensar Technologies Ltd

761

684,644

(a) Zeta Global Holdings Corp

13,604

25,133

(a) Zinka Logistics Solutions Ltd

94,463

(a) Zscaler, Inc

28,307

41,200

(a) Zuken, Inc

1,364

TOTAL SOFTWARE & SERVICES

11,760,246

TECHNOLOGY HARDWARE & EQUIPMENT - 6.0%

551,444

(a) AAC Technologies Holdings, Inc

3,238

58,000

(a) Ability Opto-Electronics Technology Co Ltd

33,100

(a) Accelink Technologies Co Ltd

SHARES

DESCRIPTION

VALUE (000)

TECHNOLOGY HARDWARE & EQUIPMENT

(continued)

348,402

(a) Accton Technology Corp

$

12,048

2,003,532

Acer, Inc

2,041

24,000

(a) Adlink Technology, Inc

330,543

(a) Advantech Co Ltd

3,479

25,006

(a) Ai Holdings Corp

58,000

(a) All Ring Tech Co Ltd

735

112,000

(a) Alpha Networks, Inc

124,800

(a),(b)

Alps Electric Co Ltd

1,580

4,414

(a) ALSO Holding AG.

1,340

39,950

(a) Amano Corp

1,132

2,637,019

Amphenol Corp (Class A)

326,331

22,360

(a) Anker Innovations Technology Co Ltd

836,193

(a),(b)

Anritsu Corp

10,643

1,287,120

(a),(d)

Anxin-China Holdings Ltd

15,955,497

(f) Apple, Inc

4,062,748

69,935

(a),(b)

Applied Optoelectronics, Inc

1,813

1,452,000

(a) Arcadyan Technology Corp

10,494

2,583,689

(a) Arista Networks, Inc

376,469

343,580

(a) Arlo Technologies, Inc

5,824

10,409

(a) Arrow Electronics, Inc

1,259

177,000

(a) Asia Optical Co, Inc

926

228,000

Asia Vital Components Co Ltd

7,416

103,000

(a) ASROCK, Inc

949

26,174

(a) Astra Microwave Products Ltd

487,026

(a) Asustek Computer, Inc

10,760

14,502

(a) AT&S Austria Technologie & Systemtechnik AG.

4,192,827

(a) AU Optronics Corp

1,886

50,000

(a) AURAS Technology Co Ltd

1,390

23,565

(a),(c)

Avalon Technologies Ltd

106,500

(a) Avary Holding Shenzhen Co Ltd

842

17,101

Avnet, Inc

894

337,000

(a) Azbil Corp

3,195

49,572

(a) Barco NV

789

1,126,000

(a),(d)

Benq Corp

1,114

14,310

(a) BK Technologies Corp

1,209

1,621,337

(a) BOE Technology Group Co Ltd

949

931,000

(a),(b)

BOE Varitronix Ltd

670

269,000

(a) Brother Industries Ltd

4,495

7,965,439

(a),(b)

BYD Electronic International Co Ltd

42,226

2,365,300

(a) CalComp Electronics Thailand PCL

97,670

(a) Calix, Inc

5,994

150,900

(a) Canon Electronics, Inc

2,782

39,090

(a) Canon Marketing Japan, Inc

1,581

380,947

(a) Catcher Technology Co Ltd

2,286

55,411

CDW Corp

8,826

157,949

(a) Celestica, Inc

38,868

278,000

(a) Chang Wah Electromaterials, Inc

4,862,000

(a) Channel Well Technology Co Ltd

12,921

80,345

(a) Chaozhou Three-Circle Group Co Ltd

525

489,000

(a) Chenbro Micom Co Ltd

9,572

207,000

(a) Cheng Uei Precision Industry Co Ltd

88,000

(a) Chenming Mold Industry Corp

486,000

(a) Chicony Electronics Co Ltd

2,207

489,600

(a),(d)

China Fiber Optic Network System Group Ltd

129,557

(a) China Greatwall Technology Group Co Ltd

302,515

(a) China Railway Signal & Communication Corp Ltd

287,000

(a) Chroma ATE, Inc

5,477

18,000

(a) Chunghwa Precision Test Tech Co Ltd

1,146

979

(a) Cicor Technologies Ltd

512,956

(a) Ciena Corp

74,722

3,626,056

Cisco Systems, Inc

248,095

152,000

(a),(b)

Citizen Watch Co Ltd

1,030

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

TECHNOLOGY HARDWARE & EQUIPMENT

(continued)

275,000

(a) Clevo Co

$

133,832

(a) Codan Ltd

2,612

165,685

Cognex Corp

7,506

64,607

(a) Coherent Corp

6,959

5,616

Comet Holding AG.

1,375

931,952

(a) CommScope Holding Co, Inc

14,427

2,912,524

(a) Compal Electronics, Inc

3,112

6,329,000

(a) Compeq Manufacturing Co Ltd

15,307

178,000

(a) Coretronic Corp

643

162,313

Corning, Inc

13,315

16,941

(a) CosmoAM&T Co Ltd

208,000

(a),(b)

Cowell e Holdings, Inc

1,041

13,581

(a) Cyient DLM Ltd

26,641

(a) Daeduck Electronics Co Ltd

538

8,723

(a) Daejoo Electronic Materials Co Ltd

60,870

(a) Daiwabo Co Ltd

1,213

20,280

(a) Daktronics, Inc

170,482

(a) DataTec Ltd

593

126,999

Dell Technologies, Inc

18,005

2,119,170

(a) Delta Electronics Thailand PCL

10,402

2,184,673

(a) Delta Electronics, Inc

61,542

125,903

(a) Dexerials Corp

1,931

69,697

(a),(b)

Dicker Data Ltd

69,575

(a) Diebold Nixdorf, Inc

3,968

102,000

(a) Dynapack International Technology Corp

1,257

592,247

E Ink Holdings, Inc

4,705

18,548

(a) Eizo Nanao Corp

367,456

(a) Elecom Co Ltd

4,576

201,000

(a) Elite Material Co Ltd

8,135

78,679

(a) Ennoconn Corp

763

40,780

(a) Eoptolink Technology, Inc Ltd

2,109

1,685,896

(b) Ericsson (LM) (B Shares)

13,969

614,298

(a) Everdisplay Optronics Shanghai Co Ltd

76,832

(a) Evertz Technologies Ltd

662

359,730

(a),(b)

Evolv Technologies Holdings, Inc

2,716

730,201

(a) Extreme Networks, Inc

15,079

11,222

(a) F5 Networks, Inc

3,627

29,900

(a) Fabrinet

10,902

247,000

(a) FIH Mobile Ltd

557

54,000

(a) First Hi-Tec Enterprise Co Ltd

570

203,000

(a) FLEXium Interconnect, Inc

2,246,274

(a) Flextronics International Ltd

130,217

38,000

(a) Fositek Corp

1,252

552,924

(a) Foxconn Industrial Internet Co Ltd

5,163

6,443,000

(a) Foxconn Technology Co Ltd

14,944

1,811,700

FUJIFILM Holdings Corp

45,054

16,400

(a) Furuno Electric Co Ltd

627

13,700

(a) Furuya Metal Co Ltd

171,000

(a) General Interface Solution Holding Ltd

63,000

(a) Genius Electronic Optical Co Ltd

888

72,365

(a) Genus Power Infrastructures Ltd

313,000

(a) Getac Holdings Corp

1,600

371,000

(a) Gigabyte Technology Co Ltd

3,660

231,392

(a) Global Brands Manufacture Ltd

916

160,922

(a) GoerTek, Inc

853

259,400

(a) Gold Circuit Electronics Ltd

3,738

134,136

(a) GRG Banking Equipment Co Ltd

104,597

(a) Guangzhou Haige Communications Group, Inc Co

9,700

(a),(b)

Hakuto Co Ltd

585,344

(a) Halma plc

27,248

223,200

(a) Hamamatsu Photonics KK

2,413

637,300

(a) Hana Microelectronics PCL (Foreign)

SHARES

DESCRIPTION

VALUE (000)

TECHNOLOGY HARDWARE & EQUIPMENT

(continued)

194,440

(a) Hannstar Board Corp

$

587

1,669,000

(a) HannStar Display Corp

25,172

(a) Hanwha Industrial Solutions Co Ltd

955

782,810

(a) Harmonic, Inc

7,969

121,800

(a) Hengtong Optic-electric Co Ltd

550,840

Hewlett Packard Enterprise Co

13,529

1,234,043

(a) Hexagon AB

14,726

502,000

(a) High Tech Computer Corp

987

7,500

(a) Hioki EE Corp

124,100

(a) Hirose Electric Co Ltd

15,438

25,733

(a),(b)

HMS Networks AB

1,136

13,894,640

Hon Hai Precision Industry Co, Ltd

99,210

25,399

(a) Horiba Ltd

2,147

349,500

(a) Hosiden Corp

5,550

397,286

HP, Inc

10,818

46,300

(a) Huagong Tech Co Ltd

604

31,500

(a) Huaqin Technology Co Ltd

89,800

(a) Ibiden Co Ltd

5,432

169,000

(a) I-Chiun Precision Industry Co Ltd

13,022

(a) Inficon Holding AG.

1,545

7,516

(a),(b)

Ingram Micro Holding Corp

62,224

(a) Innodisk Corp

676

5,202,641

(a) InnoLux Display Corp

2,467

60,500

(a) Inspur Electronic Information Industry Co Ltd

636

81,300

(a) Intelbras S.A. Industria de Telecomunicacao Eletronica Brasileira

1,875,172

(a) Inventec Co Ltd

2,829

357,329

(a),(b)

IonQ, Inc

21,976

4,987

(a) IPG Photonics Corp

41,293

(a) IsuPetasys Co Ltd

2,107

161,000

(a) ITEQ Corp

563

402,800

(a) ITMAX SYSTEM Bhd

141,458

(a) Itron, Inc

17,620

12,681

(a) Ituran Location and Control Ltd

47,441

Jabil Inc

10,303

596,142

(a) Japan Aviation Electronics Industry Ltd

10,119

38,473

(a) Jenoptik AG.

781

30,788

(a) Jeol Ltd

1,055

55,000

(a) Jess-Link Products Co Ltd

17,909

(a) JNTC Co Ltd

30,000

(a) Kaga Electronics Co Ltd

718

22,545

(a) Kaynes Technology India Ltd

1,793

744,200

(a) KCE Electronics PCL

524

519,200

(a) Keyence Corp

193,433

34,143

(a) Keysight Technologies, Inc

5,972

39,000

(a) King Slide Works Co Ltd

4,236

484,500

(a) Kingboard Chemical Holdings Ltd

1,717

645,000

(a) Kingboard Laminates Holdings Ltd

1,021

828,000

(a) Kinpo Electronics

531

136,087

(a) Kitron ASA

797

144,763

(a) Knowles Corp

3,374

341,600

(a) Konica Minolta Holdings, Inc

1,215

495,800

(a) Kyocera Corp

6,660

20,837

(a) Landis&Gyr Group AG.

1,692

69,625

(a) Largan Precision Co Ltd

5,388

458,600

(a),(c)

Legend Holdings Corp

673

(a) LEM Holding S.A.

4,732,399

Lenovo Group Ltd

7,012

217,023

(a) Lens Technology Co Ltd

1,026

208,316

(a) LG Display Co Ltd

2,139

9,039

(a) LG Innotek Co Ltd

1,213

304,684

(a) Lingyi iTech Guangdong Co

701

1,460,277

(a) Lite-On Technology Corp

8,302

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

TECHNOLOGY HARDWARE & EQUIPMENT

(continued)

34,527

(a) Littelfuse, Inc

$

8,943

90,440

Logitech International S.A.

9,948

58,000

(a) Lotes Co Ltd

2,965

19,982

(a) Lotte Energy Materials Corp

379,390

(a) Lumentum Holdings, Inc

61,731

1,962,956

(a) LuxNet Corp

14,030

314,024

(a) Luxshare Precision Industry Co Ltd

2,868

102,621

(a) Macnica Holdings, Inc

1,420

6,500

(a),(b)

Maruwa Co Ltd

1,698

31,100

(a) Maxell Holdings Ltd

19,842

(a) Maxscend Microelectronics Co Ltd

43,191

(a) MCJ Co Ltd

15,100

(a) Meiko Electronics Co

1,003

75,441

(a) Methode Electronics, Inc

570

198,000

(a),(b),(d)

MH Development Ltd

0^

487,200

(a) Micro-Star International Co Ltd

1,862

491,020

(a) Mirion Technologies, Inc

11,421

700,700

(a) Mitac Holdings Corp

2,030

468,608

Motorola Solutions, Inc

214,290

907,600

(a) Murata Manufacturing Co Ltd

17,230

121,836

(a),(b)

Mycronic AB

2,793

155,000

(a) Nan Ya Printed Circuit Board Corp

1,158

816,000

(a) Nationgate Holdings Bhd

34,626

(a) Nayax Ltd

1,654

124,384

(a) NCAB Group AB

654

26,183

(a) Neopost S.A.

84,030

NetApp, Inc

9,954

12,025

(a) Netweb Technologies India Ltd

54,347

(a) Next Vision Stabilized Systems Ltd

2,464

32,450

(a) Nichicon Corp

71,615

(a) Ninestar Corp

50,576

(a) Nippon Electric Glass Co Ltd

1,658

26,860

(a) Nissha Printing Co Ltd

124,290

(a) nLight, Inc

3,683

20,372

(a) Nohmi Bosai Ltd

519

(a) Nokia Corp (ADR)

0^

3,098,863

(a) Nokia Oyj

14,902

20,082

(a) NORBIT ASA

142,900

(a) OFILM Group Co Ltd

764,536

(a) Oki Electric Industry Co Ltd

8,323

119,500

(a) Omron Corp

3,280

38,560

(a) OSI Systems, Inc

9,611

232,880

(a) Ouster, Inc

6,299

45,846

(a) Oxford Instruments plc

1,144

317,000

(a) Pan-International Industrial

568

3,586

(a) Park Systems Corp

661

623,000

(a) PAX Global Technology Ltd

1,408,915

(a) Pegatron Corp

3,282

111,685

(a) PG Electroplast Ltd

632

153,032

(a) Plexus Corp

22,142

33,000

(a) Posiflex Technology, Inc

1,047,429

(a) Powerfleet, Inc

5,489

345,000

(a) Primax Electronics Ltd

892

151,198

(a) Promate Electronic Co Ltd

130,812

(a) Pure Storage, Inc

10,963

363,000

(a) Q Technology Group Co Ltd

783

1,863,390

(a) Quanta Computer, Inc

17,850

151,000

(a) Quanta Storage, Inc

571

66,110

(a) Quantum Computing, Inc

1,217

19,696

(a) Ralliant Corp

861

57,073

(a) Raspberry PI Holdings plc

436,885

(a) Redington Ltd

1,395

SHARES

DESCRIPTION

VALUE (000)

TECHNOLOGY HARDWARE & EQUIPMENT

(continued)

30,117

(a) Renishaw plc

$

1,448

14,047

(a) Restar Holdings Corp

358,800

Ricoh Co Ltd

3,159

88,400

(a) Rigaku Holdings Corp

536

26,352

(a) Riken Keiki Co Ltd

555

29,796

(a) Riso Kagaku Corp

196,600

(a) RoboSense Technology Co Ltd

1,065

6,740

(a) Robotis Co Ltd

776

20,559

(a) Ryoyo Ryosan Holdings, Inc

38,776

(a) Samsung Electro-Mechanics Co Ltd

5,353

10,438,493

Samsung Electronics Co Ltd

625,791

562,691

Samsung Electronics Co Ltd (Preference)

26,706

208,088

(a) Samsung SDI Co Ltd

30,457

41,008

(a) SanDisk Corp

4,601

113,345

(a) Sanmina Corp

13,047

40,000

(a) Scientech Corp

522

161,103

Seagate Technology Holdings plc

38,030

225,700

(a) Seiko Epson Corp

2,887

7,145

(a),(c)

Sensirion Holding AG.

541

20,027

(a) Seojin System Co Ltd

223,000

(a) Sercomm Corp

743

6,313

(a),(b)

Sesa S.p.A

643

6,000

(a) SES-imagotag S.A.

1,803

10,970

(a) Shanghai Friendess Electronic Technology Corp Ltd

102,984

(a) Shengyi Technology Co Ltd

785

28,949

(a) Shennan Circuits Co Ltd

885

43,200

(a) Shenzhen Kinwong Electronic Co Ltd

46,303

(a) Shenzhen Transsion Holdings Co Ltd

615

125,000

(a) Simplo Technology Co Ltd

1,521

180,000

(a) Sinbon Electronics Co Ltd

1,364

56,057

(a) Softwareone Holding AG.

576

86,022

(a) Softwareone Holding AG.

888

73,000

(a) Solomon Technology Corp

23,743

(a) SOLUM Co Ltd

32,438

(a) Solus Advanced Materials Co Ltd

74,760

(a) Spectris plc

4,134

403,699

(a) Spirent Communications plc

1,080

7,923,630

(a) Sterlite Technologies Ltd

10,126

9,500

(a),(b)

Sun Corp

526

497,549

Sunny Optical Technology Group Co Ltd

5,771

216,264

(a),(b)

Super Micro Computer, Inc

10,368

423,277

(a) Supreme Electronics Co Ltd

619

70,841

(a) Suzhou Dongshan Precision Manufacturing Co Ltd

715

27,804

(a) Suzhou TFC Optical Communication Co Ltd

659

867,621

(a) Synnex Technology International Corp

1,803

61,224

(a) Syrma SGS Technology Ltd

529

193,000

(a) Taiwan Surface Mounting Technology Corp

664

169,000

(a) Taiwan Union Technology Corp

1,758

93,140

(a),(b)

Taiyo Yuden Co Ltd

2,080

789,429

(a) TCL Technology Group Corp

361,599

TD SYNNEX Corp

59,212

1,385,800

(a) TDK Corp

20,068

356,841

TE Connectivity plc

78,337

57,332

(a),(c)

Tejas Networks Ltd

119,000

(a) Test Research, Inc

700

50,000

(a) Thinking Electronic Industrial Co Ltd

58,416

(a) Tobii Dynavox AB

709

15,900

(a),(b)

Tokyo Electron Device Ltd

2,296,640

(a) Tong Hsing Electronic Industries Ltd

8,782

15,685

(a) Toshiba TEC Corp

167,000

(a) Transcend Information, Inc

605

46,327

(a) Trimble Inc

3,783

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

TECHNOLOGY HARDWARE & EQUIPMENT

(continued)

1,239,000

(a) Tripod Technology Corp

$

12,262

453,914

(a) TTM Technologies, Inc

26,145

225,000

(a) TXC Corp

673

1,758

(a) Ubiquiti, Inc

1,161

895,011

(a) Unimicron Technology Corp

4,485

120,891

(a) Unisplendour Corp Ltd

515

525,412

(a) Unitech Printed Circuit Board Corp

37,000

(a) Universal Microwave Technology, Inc

546

1,588,000

(a) Venture Corp Ltd

17,174

1,278,739

(a) Viasat, Inc

37,467

37,600

(a) Victory Giant Technology Huizhou Co Ltd

1,515

993,748

Vishay Intertechnology, Inc

15,204

674,532

Vontier Corp

28,310

2,543,184

(a) VS Industry Bhd

515,042

(a) VSTECS Holdings Ltd

711

114,685

(a) Vtech Holdings Ltd

924

376,500

(a) Wacom Co Ltd

2,076

144,000

(a) Wah Lee Industrial Corp

224,000

(a) Walsin Technology Corp

772

4,818,000

(a) Wasion Holdings Ltd

7,851

570,558

(a) Western Digital Corp

68,501

42,684

(a) Wingtech Technology Co Ltd

190,500

(a),(d)

Wintek Corp

0^

2,060,000

(a) Wistron Corp

9,572

1,017,524

(a) Wistron NeWeb Corp

3,910

76,049

(a) Wiwynn Corp

8,333

1,106,519

(a) WPG Holdings Ltd

2,407

503,252

(a) WT Microelectronics Co Ltd

2,329

187,508

(a) Wuhan Guide Infrared Co Ltd

79,632

(a) WUS Printed Circuit Kunshan Co Ltd

826

15,180,400

(a),(c)

Xiaomi Corp

105,503

15,750

(a),(d)

Ya Hsin Industrial Co Ltd

0^

1,146,600

(a) Yageo Corp

6,430

181,500

(a),(b),(c)

Yangtze Optical Fibre and Cable Joint Stock Ltd

1,109

56,465

(a) Yealink Network Technology Corp Ltd

21,410

(a) Zebra Technologies Corp (Class A)

6,362

136,818

(a) Zhejiang Dahua Technology Co Ltd

35,452

(a) Zhejiang Supcon Technology Co Ltd

463,558

(a) Zhen Ding Technology Holding Ltd

2,535

45,992

(a) Zhongji Innolight Co Ltd

2,625

167,503

(a) ZTE Corp

1,078

527,199

(a),(b)

ZTE Corp (Class H)

2,403

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

8,165,838

TELECOMMUNICATION SERVICES - 1.1%

796,671

(a) Advanced Info Service PCL

7,154

2,398,873

(a),(c)

Airtel Africa plc

7,878

12,446,484

(a) America Movil SAB de C.V.

13,029

80,936

(a),(b)

AST SpaceMobile, Inc

3,972

12,869,885

AT&T, Inc

363,446

202,917

(a) Aussie Broadband Ltd

777

1,888,606

(a) Axiata Group Bhd

1,203

50,991

(a),(b)

BCE, Inc

1,191

1,544,604

(a) Bezeq Israeli Telecommunication Corp Ltd

2,959

3,818,915

Bharti Airtel Ltd

80,768

393,391

(a) Blue Label Telecoms Ltd

3,573,705

(a) BT Group plc

9,194

88,582

(a) Cellcom Israel Ltd

883

300,364

(c) Cellnex Telecom S.A.

10,404

23,300

(a) Chief Telecom, Inc

3,070,991

(a),(c)

China Tower Corp Ltd

4,527

1,344,700

(a) China United Network Communications Ltd

1,042

6,417,653

Chunghwa Telecom Co Ltd

28,093

SHARES

DESCRIPTION

VALUE (000)

TELECOMMUNICATION SERVICES

(continued)

1,348,641

(a) Citic Telecom International Holdings Ltd

$

11,137

(a) Cogeco Communications, Inc

512

1,824,200

(a) Converge Information and Communications Technology Solutions, Inc

4,262,300

(a) Dayamitra Telekomunikasi PT

2,505,760

(a) Deutsche Telekom AG.

85,370

2,344,344

(a) Digi.Com BHD

2,061

28,868

(a) Drillisch AG.

682

86,223

(a) Elisa Oyj (Series A)

4,526

3,800,169

(a) Emirates Telecommunications Group Co PJSC

19,492

105,726

(a) Empresa Nacional de Telecomunicaciones S.A.

10,998

(a) Etihad Atheeb Telecommunication Co

262,022

(a) Etihad Etisalat Co

4,720

1,199,282

(a) Far EasTone Telecommunications Co Ltd

3,483

89,974

(a) Freenet AG.

2,879

102,611

(a) Frontier Communications Parent, Inc

3,832

67,906

(a) Gamma Communications plc

913

186,824

(a),(d)

GCI Liberty, Inc

9,421

(a) GCI Liberty, Inc

522,220

(a) Gogo, Inc

4,486

566,618

(a) Helios Towers plc

1,138

113,970

Hellenic Telecommunications Organization S.A.

2,157

591,272

(a) HFCL Ltd

2,716,000

HKT Trust & HKT Ltd

4,016

2,309,607

(a) Hutchison Telecommunications Hong Kong Holdings Ltd

123,964

(a) IDT Corp

6,485

911,194

(a) Indus Towers Ltd

3,518

174,486

Infrastrutture Wireless Italiane S.p.A

2,050

83,348

(a) Internet Initiative Japan, Inc

1,475

114,247

Iridium Communications, Inc

1,995

161,300

(a) Jasmine Technology Solution PCL

405,600

KDDI Corp

6,469

15,948,995

Koninklijke KPN NV

76,548

2,403,537

(a) Kuwait Telecommunications Co

4,485

222,725

(a),(b),(d)

Let's GOWEX S.A.

149,771

(a) LG Telecom Ltd

1,638

58,986

(a) Liberty Global Ltd

693

374,191

(a) Liberty Global Ltd

4,288

699,868

(a) Lumen Technologies, Inc

4,283

248,118

(a) Magyar Telekom

1,325

1,582,683

(a) Maxis Bhd

1,362

121,917

(a) Millicom International Cellular S.A.

5,918

1,337,258

Mobile Telecommunications Co KSCP

2,255

286,591

(a) Mobile Telecommunications Co Saudi Arabia

853

1,196,644

(a) MTN Group Ltd

10,070

5,225,066

NetLink NBN Trust

3,848

3,989,000

Nippon Telegraph & Telephone Corp

4,170

841,380

(a) NOS SGPS S.A.

3,851

30,600

(a) Okinawa Cellular Telephone Co

540

568,104

Ooredoo QPSC

2,133

832,200

(a) Operadora De Sites Mexicanos SAB de C.V.

783

1,759,942

Orange S. A.

28,548

109,339

(a) Partner Communications

1,046

3,259,000

(a) PCCW Ltd

2,232

49,329

(a) PLDT, Inc

932

867,968

(a) Proximus plc

7,595

99,831

(a) Quebecor, Inc

3,143

73,794

(c) RAI Way S.p.A

523

72,696

(a) Railtel Corp of India Ltd

253,999

(a),(b)

Rogers Communications, Inc (Class B)

8,744

14,598,300

(a) Sarana Menara Nusantara Tbk PT

512

1,381,528

Saudi Telecom Co

16,246

5,328,200

(a) Singapore Telecommunications Ltd

17,035

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

TELECOMMUNICATION SERVICES

(continued)

87,977

(a),(d)

Sistema PJSFC (GDR) (London)

$

35,247

SK Telecom Co Ltd

1,366

342,641

(a) SmarTone Telecommunications Holding Ltd

57,950,500

SoftBank Corp

85,234

1,635,198

Softbank Group Corp

206,330

1,054,211

(a) Space42 plc

531

411,614

(a) StarHub Ltd

50,291

(a) Sunrise Communications AG.

2,966

293,074

(a),(b)

Superloop Ltd

658

16,322

(a) Swisscom AG.

11,864

1,201,506

(a) Taiwan Mobile Co Ltd

4,301

84,143

(a) Tata Communications Ltd

1,529

325,575

(a) Tata Teleservices Maharashtra Ltd

322,327

(a) Tele2 AB (B Shares)

5,498

1,449,676

(a) Telecom Corp of New Zealand Ltd

1,983

276,074

(a) Telecom Egypt

6,364,322

(a) Telecom Italia S.p.A.

3,335

558,520

(a) Telefonica Brasil S.A.

3,575

2,199,303

(a),(b)

Telefonica S.A.

11,318

807,309

(a) Telekom Malaysia BHD

1,359

514,587

(a) Telekomunikacja Polska S.A.

1,241

450,270

Telenor ASA

7,472

1,412,493

(a) TeliaSonera AB

5,389

95,809,201

Telkom Indonesia Persero Tbk PT

17,641

478,535

(a) Telkom S.A. Ltd

1,418

2,856,977

(a) Telstra Corp Ltd

9,108

348,444

(a) TELUS Corp

5,488

583,700

(a) TIM S.A.

2,577

782,100

(a) TIME dotCom Bhd

948

519,983

T-Mobile US, Inc

124,474

7,115,353

(a) True Corp PCL

2,262

201,758

(a) Tuas Ltd

934

825,604

(a) Turkcell Iletisim Hizmet AS

1,946

58,701

(a) United Internet AG.

1,855

50,100

(a) Usen-Next Holdings Co Ltd

731

1,254,531

Verizon Communications, Inc

55,137

430,986

(a) Vodacom Group Ltd

3,326

11,640,693

Vodafone Group plc

13,537

18,850,846

(a) Vodafone Idea Ltd

1,724

1,806,617

(a) Vodafone Qatar QSC

1,216

4,107,900

(a) XL Axiata Tbk PT

656

TOTAL TELECOMMUNICATION SERVICES

1,520,238

TRANSPORTATION - 1.3%

373,692

(a) Adani Ports & Special Economic Zone Ltd

5,908

103,279

(a) Aegean Airlines S.A.

1,622

455,323

(a),(c)

Aena SME S.A.

12,448

20,235

Aeroports de Paris

2,681

4,673,144

(a) Agility Global PLC

1,400

1,288,031

(a) Agility Public Warehousing Co KSC

633

1,755,166

(a) Air Arabia PJSC

1,795

115,772

(a) Air Canada

1,461

440,429

(a) Air China Ltd

89,871

(a) Air France-KLM

1,213

1,414,105

(a) Air New Zealand Ltd

2,993,188

(a) Airports of Thailand PCL

3,722

48,304

(a) Alaska Air Group, Inc

2,405

274,704

(a) American Airlines Group, Inc

3,088

512,000

(a) ANE Cayman, Inc

667

322,000

(a) Anhui Expressway Co Ltd

1,856

(a) AP Moller - Maersk AS (Class A)

3,641

2,486

(a) AP Moller - Maersk AS (Class B)

4,887

221,332

ArcBest Corp

15,464

SHARES

DESCRIPTION

VALUE (000)

TRANSPORTATION

(continued)

10,371,100

(a) Asia Aviation PCL

$

42,815

(a) Asiana Airlines, Inc

41,537

(a) Athens International Airport S.A.

506

820,512

Atlas Arteria Ltd

2,665

1,210,334

Auckland International Airport Ltd

5,532

1,324,920

Aurizon Holdings Ltd

2,794

7,275

(a),(b)

Avis Budget Group, Inc

1,168

47,850

(a) AZ-COM MARUWA Holdings, Inc

641,900

(a) Bangkok Airways PCL

3,504,062

(a) Bangkok Expressway & Metro PCL

546

1,502,000

(a) Beijing Capital International Airport Co Ltd

536

2,003,100

(a) Beijing-Shanghai High Speed Railway Co Ltd

1,446

4,426

(a) Blue Dart Express Ltd

6,649,800

(a) BTS Group Holdings PCL

629

682,364

Canadian National Railway Co

64,348

643,045

(a),(b)

Canadian Pacific Railway Ltd

47,892

880,000

(a),(b)

Canggang Railway Ltd

4,985

(a),(b)

Cargojet, Inc

112,893

CH Robinson Worldwide, Inc

14,947

2,037,000

(a) China Airlines

1,398

663,900

(a) China Eastern Airlines Corp Ltd

274,900

(a) China Merchants Expressway Network & Technology Holdings Co Ltd

894,667

(a) China Merchants Holdings International Co Ltd

1,675

410,859

(a) China Southern Airlines Co Ltd (Class A)

45,724

(a) Cia de Distribucion Integral Logista Holdings S.A.

1,553

10,499,173

(a) Cia Sud Americana de Vapores S.A.

549

5,974

(a) CJ Logistics Corp

22,146

(a) Clarkson plc

1,096

1,615,700

(a) ComfortDelgro Corp Ltd

1,817

224,293

(a) Container Corp Of India Ltd

1,329

718,700

(a),(b)

Controladora Vuela Cia de Aviacion SAB de C.V.

515

1,000,000

(a),(b)

COSCO Pacific Ltd

731

507,915

(a) COSCO SHIPPING Holdings Co Ltd - A

1,025

1,797,309

(a),(b)

COSCO SHIPPING Holdings Co Ltd - H

2,794

424,000

(a) COSCO SHIPPING International Hong Kong Co Ltd

7,250

(a) Costamare Bulkers Holdings Ltd

543,674

CSX Corp

19,306

59,829

(a) CTT-Correios de Portugal S.A.

510

15,564

(a) D/S Norden

566

795,900

(a) Daqin Railway Co Ltd

659

378,232

(a) Delhivery Ltd

1,917

1,074,696

Delta Air Lines, Inc

60,989

355,080

(a) Deutsche Lufthansa AG.

3,014

1,625,469

Deutsche Post AG.

72,638

24,735

(a) Dfds A.S.

9,324,388

(a) DiDi Global, Inc (ADR)

57,904

636,257

DSV AS

127,105

539,786

(a) Dubai Taxi Co PJSC

1,913,000

East Japan Railway Co

46,790

224,952

(a) easyJet plc

1,407

195,400

(a) EcoRodovias Infraestrutura e Logistica S.A.

233,014

(a) El Al Israel Airlines

1,062

184,392

Enav S.p.A

937

1,849,000

(a) Eva Airways Corp

2,319

369,000

(a),(d)

Evergreen International Storage & Transport Corp

732,013

(a) Evergreen Marine Corp Taiwan Ltd

4,311

18,157

(a),(b)

Exchange Income Corp

947

454,783

FedEx Corp

107,242

68,648

(a),(b)

Finnair Oyj

439,726

(a) Firstgroup plc

1,334

15,055

Flughafen Zuerich AG.

4,610

27,789

(a) Fraport AG. Frankfurt Airport Services Worldwide

2,405

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

TRANSPORTATION

(continued)

11,560

(a),(b)

Fukuyama Transporting Co Ltd

$

183,616

Getlink S.E.

3,386

1,874,416

(a) GMR Infrastructure Ltd

1,840

1,701,221

(a) Grab Holdings Ltd

10,241

519,213

(a),(b)

Grindrod Ltd

199,300

(a) Grupo Aeroportuario del Centro Norte Sab de C.V.

2,579

266,884

(a),(b)

Grupo Aeroportuario del Pacifico S.A. de C.V. (B Shares)

6,309

124,083

(a) Grupo Aeroportuario del Sureste S.A. de C.V. (Class B)

4,007

248,552

(a) Gujarat Pipavav Port Ltd

297,189

(a) Gulf Navigation Holding PJSC

730

243,579

(a) Gulf Warehousing Co

128,700

(a) GXO Logistics, Inc

6,807

1,847,600

(a) Hainan Airlines Holding Co Ltd

84,000

(a),(b)

Hainan Meilan International Airport Co Ltd

42,200

(a) Hamakyorex Co Ltd

145,000

(a),(b),(c)

Hangzhou SF Intra-City Industrial Co Ltd

273,500

(a) Hidrovias do Brasil S.A.

171,130

(a) HMM Co Ltd

2,452

72,997

(a) Hoegh Autoliners ASA

784

34,305

(a) Hub Group, Inc (Class A)

1,181

7,579,251

(a) Hutchison Port Holdings Trust

1,516

25,927

(a) Hyundai Glovis Co Ltd

3,059

2,465

(a) ID Logistics Group

1,167

53,638

(a),(b)

Iino Kaiun Kaisha Ltd

130,154

(a),(c)

InterGlobe Aviation Ltd

8,182

754,653

(a) International Consolidated Airlines Group S.A.

3,949

693,965

International Container Term Services, Inc

5,628

1,682,800

(a) J&T Global Express Ltd

2,112

2,145,200

Japan Airlines Co Ltd

43,194

48,700

Japan Airport Terminal Co Ltd

1,552

1,481,000

(a) Jasa Marga Persero Tbk PT

45,221

(a) Jazeera Airways Co KSCP

16,530

JB Hunt Transport Services, Inc

2,218

1,392,800

(a),(c)

JD Logistics, Inc

2,340

78,890

(a) JET2 plc

1,506

832,915

(a) Jiangsu Express

965

585,958

(a),(b)

Joby Aviation, Inc

9,457

60,000

Kamigumi Co Ltd

1,820

155,800

(a),(b)

Keihin Electric Express Railway Co Ltd

1,581

72,800

(a),(b)

Keio Corp

1,878

290,900

(a),(b)

Keisei Electric Railway Co Ltd

2,698

152,765

(a) Kelsian Group Ltd

260,509

(a) Kerry Logistics Network Ltd

137,000

(a) Kerry TJ Logistics Co Ltd

135,900

(a),(b)

Kintetsu Corp

2,832

23,473

(a) Kirby Corp

1,959

354,069

Knight-Swift Transportation Holdings, Inc

13,989

21,568

(a) Konoike Transport Co Ltd

120,973

(a) Korean Air Lines Co Ltd

1,961

29,367

(a),(b)

Kuehne & Nagel International AG.

5,496

107,100

Kyushu Railway Co

2,831

217,309,069

(a) Lan Airlines S.A.

4,937

158,526

Landstar System, Inc

19,429

36,556

(a) LDR Turizm AS.

631,142

(a) Localiza Rent A Car

4,678

10,445

(a) Lotte Rental Co Ltd

11,557

(a) Lumi Rental Co

388,660

(a) Lyft, Inc (Class A)

8,554

554,560

(a) Marten Transport Ltd

5,912

8,830

(a) Maruzen Showa Unyu Co Ltd

911,240

(a) MISC Bhd

1,581

186,940

(a) Mitsubishi Logistics Corp

1,531

SHARES

DESCRIPTION

VALUE (000)

TRANSPORTATION

(continued)

44,742

(a) Mitsui-Soko Co Ltd

$

1,251

683,272

(a) Motiva Infraestrutura de Mobilidade S.A.

1,910

295,387

(a) MPC Container Ships ASA

1,126,000

(b) MTR Corp

3,813

52,512

(a),(b)

Mullen Group Ltd

525

140,100

(a) Nagoya Railroad Co Ltd

1,673

72,127

(a) Nankai Electric Railway Co Ltd

1,360

162,200

(a) Nippon Express Holdings, Inc

3,683

69,898

(a),(b)

Nippon Konpo Unyu Soko Co Ltd

1,611

40,000

(a) Nishi-Nippon Railroad Co Ltd

632

366,381

(a) Norwegian Air Shuttle AS

585

7,461

(a) NTG Nordic Transport Group A.S.

234,800

(a),(b)

Odakyu Electric Railway Co Ltd

2,639

15,016

(a) Odfjell SE

22,346

(a) Oesterreichische Post AG.

777

113,094

Old Dominion Freight Line

15,921

93,000

(a) Orient Overseas International Ltd

1,508

3,794,290

Pacific Basin Shipping Ltd

1,222

205,821

(a) Pan Ocean Co Ltd

567

242,959

(a) Pasifik Eurasia Lojistik Dis Ticaret AS.

666

186,569

(a) Pegasus Hava Tasimaciligi AS.

973

1,728

(a) Piraeus Port Authority

129,732

(a) Promotora y Operadora de Infraestructura SAB de C.V.

1,770

531,614

(a) Qantas Airways Ltd

3,841

726,965

(a) Qatar Navigation QSC

2,255

4,236,470

Qube Holdings Ltd

11,506

29,950

(a) Radiant Logistics, Inc

977,512

(a) Redde Northgate plc

4,286

4,948,060

(a) Regional Container Lines PCL

4,046

1,047,176

(a) Reysas Tasimacilik ve Lojistik Ticaret AS.

874,446

Rumo S.A.

2,624

573,470

(a) RXO, Inc

8,820

508,268

(a) Ryanair Holdings plc

14,853

61,597

(a) Sagami Railway Co Ltd

1,108

13,617

(a) Saia, Inc

4,076

(a),(d)

SAir Group

0^

12,040

(a) Sakai Moving Service Co Ltd

24,689

(a) SAL Saudi Logistics Services

1,193

1,272,391

(a) Salik Co PJSC

2,082

33,450

(a) Sankyu, Inc

1,829

331,800

(a) Santos Brasil Participacoes S.A.

899

72,593

(a) Saudi Ground Services Co

902

33,129

(a) Saudi Industrial Services Co

18,584

(a) Saudi Public Transport Co

11,204

(a) SBS Holdings, Inc

157,900

(a) Seibu Holdings, Inc

5,715

65,506

(a),(b)

Seino Holdings Corp

965

94,796

(a) Senko Co Ltd

1,304

193,639

SF Holding Co Ltd

1,099

23,496

(a) Shanghai International Airport Co Ltd

1,133,000

(a) Shenzhen International Holdings Ltd

1,137

9,327

(a) Shenzhen Investment Holdings Bay Area Development Co Ltd

6,900

(a),(b)

Shinwa Kaiun Kaisha Ltd

99,784

(a) Shipping Corp of India Ltd

176,600

(a) SIA Engineering Co Ltd

558,000

(a),(b)

Sichuan Expressway Co Ltd

279,400

(a) SIMPAR S.A.

227,000

(a) Sincere Navigation Corp

1,085,550

(a),(b)

Singapore Airlines Ltd

5,488

675,724

(a) Singapore Airport Terminal Services Ltd

1,777

1,169,419

(a),(b)

Singapore Post Ltd

973,000

(a) SITC International Holdings Co Ltd

3,746

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

TRANSPORTATION

(continued)

10,578

(a) Sixt AG.

$

1,026

12,426

(a) Sixt AG. (Preference)

840

98,787

(a) Skywest, Inc

9,940

198,131

(a) Southwest Airlines Co

6,322

464,532

(a) SpiceJet Ltd

43,300

(a) Spring Airlines Co Ltd

645,000

(a) Starlux Airlines Co Ltd

523

18,228

(a) Stolt-Nielsen Ltd

629

31,183

(a) Sumitomo Warehouse Co Ltd

656

1,257,501

(a) Taiwan High Speed Rail Corp

1,161

142,131

(a) TAV Havalimanlari Holding AS

821

55,044

(a),(b)

TFI International, Inc

4,844

16,999

(a) Theeb Rent A Car Co

108,000

(a) Tigerair Taiwan Co Ltd

250,535

(a),(b)

TNT NV

135,100

(a) Tobu Railway Co Ltd

2,412

5,648,600

(a),(d)

Trada Alam Minera Tbk PT

0^

875,700

(a) Transcoal Pacific Tbk PT

26,549

(a) Transport Corp of India Ltd

2,228,633

Transurban Group

20,334

369,796

(a) Turk Hava Yollari AO

2,804

30,859

(a) TVS Supply Chain Solutions Ltd

2,278,786

(a) Uber Technologies, Inc

223,253

341,000

(a) U-Ming Marine Transport Corp

641

1,530,354

Union Pacific Corp

361,730

137,090

(a) United Airlines Holdings, Inc

13,229

32,124

(a) United International Transportation Co

634

257,114

United Parcel Service, Inc (Class B)

21,477

345,600

(a) Vamos Locacao de Caminhoes Maquinas e Equipamentos S.A.

67,336

(a),(d)

Virgin Australia Holdings Pty Ltd

0^

61,834

(a) VRL Logistics Ltd

1,114,128

(a) Wallenius Wilhelmsen ASA

9,917

471,350

(a) Wan Hai Lines Ltd

1,152

25,502

(a),(b)

Westshore Terminals Investment Corp

7,853

(a) Wilh Wilhelmsen ASA

119,600

(a) Wilson Sons Holdings Brasil S.A.

321,000

(a) Wisdom Marine Lines Co Ltd

620

28,885

(a) XPO, Inc

3,734

189,200

(a),(b)

Yamato Transport Co Ltd

3,024

1,195,000

(a) Yang Ming Marine Transport

2,084

143,059

(a) YTO Express Group Co Ltd

640,000

(a) Yuexiu Transport Infrastructure Ltd

1,144,415

(a) Zhejiang Expressway Co Ltd

1,057

90,239

(a) ZIM Integrated Shipping Services Ltd

1,223

289,100

(a) ZTO Express Cayman, Inc

5,469

TOTAL TRANSPORTATION

1,801,877

UTILITIES - 2.6%

1,181,699

(a) A2A S.p.A.

3,093

14,988

(a) Acciona S.A.

3,012

38,041

(b) ACEA S.p.A.

917

9,224,000

(a) ACEN Corp

58,319

(a) Acme Solar Holdings Ltd

135,346

(a) ACWA Power Co

7,727

1,999,470

(a) Adani Power Ltd

3,259

852,940

(a) AGL Energy Ltd

4,994

2,182,532

(a) Aguas Andinas S.A.

829

520,552

(a) Ahlatci Dogal Gaz Dagitim Enerji VE Yatirim AS.

169,365

(a) Aksa Enerji Uretim AS

549,708

(a),(b)

Algonquin Power & Utilities Corp

2,955

14,395

(a) AlKhorayef Water & Power Technologies Co

538

196,474

(a) Allete, Inc

13,046

3,610,810

Alliant Energy Corp

243,405

SHARES

DESCRIPTION

VALUE (000)

UTILITIES

(continued)

208,452

(a),(b)

AltaGas Ltd

$

6,423

129,133

(a) Alupar Investimento S.A.

776

805,617

Ameren Corp

84,090

1,808,871

American Electric Power Co, Inc

203,498

972,556

APA Group

5,710

27,719

(a) Ascopiave S.p.A.

55,878

(a) Atco Ltd

2,023

37,711

(a) Athens Water Supply & Sewage Co S.A.

337,903

(a) Auren Energia S.A.

652

32,948

(a) Aygaz AS

483,900

(a) B Grimm Power PCL

982,000

(a) BCPG PCL

362,179

(a) Beijing Enterprises Holdings Ltd

1,547

2,864,586

(a) Beijing Enterprises Water Group Ltd

880

1,328,000

(a) Beijing Jingneng Clean Energy Co Ltd

12,891

(a) BKW AG.

2,765

602,460

Black Hills Corp

37,105

63,333

(a) Boralex, Inc

1,236

79,772

(a) Brookfield Infrastructure Corp

3,276

95,098

(a) Brookfield Renewable Corp

3,274

56,040

(a),(b)

Cadiz, Inc

5,080

(a) California Water Service Group

94,628

(a) Canadian Utilities Ltd

2,647

118,643

(b) Capital Power Corp

5,571

834,551

(a) Centrais Eletricas Brasileiras S.A.

8,235

163,739

(a) Centrais Eletricas Brasileiras S.A.

1,707

488,054

(a) CESC Ltd

891

90,558

(a) CEZ AS

5,624

910,000

(a) CGN New Energy Holdings Co Ltd

7,364,000

(a),(c)

CGN Power Co Ltd

2,734

733,100

(a) CGN Power Co Ltd

5,500

Chesapeake Utilities Corp

741

2,044,000

(a) China Datang Corp Renewable Power Co Ltd

716

1,979,165

(a) China Gas Holdings Ltd

1,935

1,746,044

(a) China Longyuan Power Group Corp Ltd

1,863

842,200

(a) China National Nuclear Power Co Ltd

1,031

2,702,847

(a),(b)

China Power International Development Ltd

1,122

625,912

(a) China Resources Gas Group Ltd

1,593

1,432,373

(a),(b)

China Resources Power Holdings Co

3,281

1,080,900

(a) China Three Gorges Renewables Group Co Ltd

646

580,000

(a),(b)

China Water Affairs Group Ltd

1,010,101

China Yangtze Power Co Ltd

3,868

246,400

(a),(b)

Chugoku Electric Power Co, Inc

1,403

327,901

(a) Cia de Saneamento Basico do Estado de Sao Paulo

8,143

146,400

(a) Cia de Saneamento de Minas Gerais Copasa MG

949

107,000

(a) Cia de Saneamento do Parana

745

278,100

(a) Cia de Saneamento do Parana

1,171,421

(a) Cia Energetica de Minas Gerais

2,454

750,300

(a) Cia Paranaense de Energia

1,816

455,500

CK Infrastructure Holdings Ltd

2,988

1,921,700

(a) CK Power PCL

103,072

Clearway Energy, Inc (Class A)

2,776

1,177,448

CLP Holdings Ltd

9,743

140,533

CMS Energy Corp

10,295

2,682,000

(a) Cnpc Hong Kong Ltd

2,395

6,139,234

(a) Colbun S.A.

971

4,660,000

(a) Concord New Energy Group Ltd

77,185

Consolidated Edison, Inc

7,759

290,930

Constellation Energy Corp

95,736

616,942

Contact Energy Ltd

3,255

159,400

(a) CPFL Energia S.A.

1,180

509,900

(a) Datang International Power Generation Co Ltd

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

UTILITIES

(continued)

268,149

Drax Group plc

$

2,529

4,173,778

(a) Dubai Electricity & Water Authority PJSC

3,082

2,523,634

Duke Energy Corp

312,300

5,355,764

E.ON AG.

100,878

74,587

Edison International

4,123

576,700

(a) Electric Power Development Co

10,806

107,200

(a) Electricity Generating PCL

207,765

Emera, Inc

9,968

1,557,755

(a) Emirates Central Cooling Systems Corp

687

177,337

(a) Enagas

2,771

201,878

(a) Enea S.A.

981

18,979,547

(a) Enel Chile S.A.

1,469

4,996,269

Enel S.p.A.

47,347

111,764

Energias de Portugal S.A.

530

189,178

(a) Energisa S.A.

1,808

224,948

(a) Energix-Renewable Energies Ltd

969

2,950,400

(a) Energy Absolute PCL

208,314

(a),(c)

Enerjisa Enerji AS.

14,500,393

(a) Enersis S.A.

1,463

2,288,287

(a) Enerya Enerji AS.

526

521,500

(a) Eneva S.A.

1,622

145,748

Engie Brasil Energia S.A.

1,115

347,261

(a) Engie Energia Chile S.A.

502

752,342

Engie S.A.

16,173

90,650

(a) Enlight Renewable Energy Ltd

2,788

547,135

ENN Energy Holdings Ltd

4,512

97,300

(a) ENN Natural Gas Co Ltd

128,000

(a),(d)

Epure International Ltd

804,583

(a) Equatorial Energia S.A.

5,586

42,456

(a) ERG S.p.A.

1,048

1,432,115

Evergy, Inc

108,869

1,977,752

Eversource Energy

140,697

27,691

(a) EVN AG.

762

303,888

FirstEnergy Corp

13,924

350,097

(a) Fortis, Inc

17,758

1,615,295

(a) GAIL India Ltd

3,208

173,700

(a) Gas Malaysia Bhd

801,700

(a) GD Power Development Co Ltd

561

428,300

(a) Global Power Synergy PCL

513

10,195

(a) Grenergy Renovables S.A.

774

2,089,210

(a) Guangdong Investments Ltd

1,899

108,586

(a) Gujarat Gas Ltd

525

229,921

(a) Gujarat State Petronet Ltd

802

3,075,507

(a) Gulf Development PCL

4,137

363,730

(a) Hallador Energy Co

7,118

51,159

(a) HD Renewable Energy Co Ltd

618,368

(a) Hera S.p.A.

2,784

137,393

(a),(b)

Hokkaido Electric Power Co, Inc

1,006

115,077

(a),(b)

Hokuriku Electric Power Co

657

97,757

(a) Holding CO ADMIE IPTO S.A.

8,026,247

(a) Hong Kong & China Gas Ltd

6,965

993,000

(a) Hong Kong Electric Holdings Ltd

6,285

384,619

(a) Huadian Power International Corp Ltd (Class A)

319,866

(a) Huaneng Power International, Inc - A

2,926,751

(a) Huaneng Power International, Inc - H

2,037

230,255

(a) Hydro One Ltd

8,215

7,987,436

Iberdrola S.A.

151,197

41,599

(b) Idacorp, Inc

5,497

491,003

(a) Indraprastha Gas Ltd

1,154

1,027,900

(a),(d)

Inter Far East Energy Corp

0^

294,932

Interconexion Electrica S.A. ESP

1,757

418,008

(a) Inversiones Aguas Metropolitanas S.A.

SHARES

DESCRIPTION

VALUE (000)

UTILITIES

(continued)

441,720

(a) Iride S.p.A.

$

1,369

465,925

Italgas S.p.A

4,292

41,000

(a) J&V Energy Technology Co Ltd

2,578,576

(a) Jaiprakash Power Ventures Ltd

507

309,222

(a) JSW Energy Ltd

1,848

10,800

(a) K&O Energy Group, Inc

457,776

(a) Kansai Electric Power Co, Inc

6,548

13,964

(a) Kenon Holdings Ltd

625

176,881

(a) Korea Electric Power Corp

4,564

19,659

(a) Korea Gas Corp

549

68,639

(a),(c)

KPI Green Energy Ltd

320,700

(a) Kyushu Electric Power Co, Inc

3,204

43,248

(a) Mahanagar Gas Ltd

631

1,794,700

(a) Malakoff Corp Bhd

189,142

Manila Electric Co

1,722

788,500

(a) Manila Water Co, Inc

519

434,352

(a) Margun Enerji Uretim Sanayi VE Ticaret AS.

132,600

MDU Resources Group, Inc

2,362

462,100

(a) Mega First Corp BHD

534,314

(a) Mercury NZ Ltd

2,070

974,211

(a) Meridian Energy Ltd

3,146

28,730

MGE Energy, Inc

2,418

31,363

(a) Miahona

30,335

(a) National Gas & Industrialization Co

667

12,447,734

National Grid plc

178,857

6,115,998

NextEra Energy, Inc

461,697

2,135,843

(a) NHPC Ltd

2,077

75,287

(a) Nippon Gas Co Ltd

1,408

247,738

(a) NLC India Ltd

797

195,332

(a),(b)

Northland Power Income Fund

3,270

185,645

(a) NorthWestern Corp

10,881

184,797

NRG Energy, Inc

29,928

3,022,334

(a) NTPC Ltd

11,590

163,500

OGE Energy Corp

7,565

25,815

(a),(b)

Oklo, Inc

2,882

70,630

ONE Gas, Inc

5,717

97,165

(a) OPC Energy Ltd

1,537

1,480,260

(a) Origin Energy Ltd

12,216

50,937

Ormat Technologies, Inc

4,903

102,306

(a) Orsted AS

1,780

16,766

(a) OY Nofar Energy Ltd

534

344,186

Pennon Group plc

2,171

544,678

(a) Petronas Gas BHD

2,394

1,012,789

PG&E Corp

15,273

613,236

(a) PGE Polska Grupa Energetyczna S.A.

1,813

247,056

Pinnacle West Capital Corp

22,151

55,922

(a) Power & Water Utility Co for Jubail & Yanbu

589

3,222,962

Power Grid Corp of India Ltd

10,168

73,654,800

(a) PT Perusahaan Gas Negara Persero Tbk

7,475

126,815

(a) PTC India Ltd

126,148

(a) Public Power Corp

2,079

25,309

(a) Pure Cycle Corp

302,550

(a) Qatar Electricity & Water Co QSC

1,320

584,200

(a) Ratch Group PCL

1,741,908

(a) RattanIndia Power Ltd

310,267

Redes Energeticas Nacionais S.A.

1,115

1,957,511

(a) Reliance Power Ltd

977

57,536

(a) Rubis S.C.A

2,157

3,134,337

RWE AG.

139,411

551,845

(a) Saudi Electricity Co

2,235

96,982

(a),(c)

Scatec ASA

957

664,264

Scottish & Southern Energy plc

15,581

Stock

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

UTILITIES

(continued)

332,300

(a) SDIC Power Holdings Co Ltd

$

610

647,000

SembCorp Industries Ltd

3,023

506,626

(b) Sempra Energy

45,586

193,100

(a) Serena Energia S.A.

89,133

Severn Trent plc

3,108

318,999

(a) Shamal Az-Zour Al-Oula for the First Phase of Az-Zour Power Plant KSC

214,300

(a) Shenergy Co Ltd

125,142

(a) Shikoku Electric Power Co, Inc

1,111

89,532

(a) Shinfox Energy Co Ltd

235,810

(a) Shizuoka Gas Co Ltd

1,862

196,400

(a) Sichuan Chuantou Energy Co Ltd

551,941

(a) SJVN Ltd

562

63,023

(a) Solaria Energia y Medio Ambiente S.A.

808

1,270,900

(b) Southern Co

120,443

102,580

Southwest Gas Holdings Inc

8,036

439,895

Spire, Inc

35,860

175,395

(a),(b)

Superior Plus Corp

994

1,411,100

(a) Synergy Grid & Development Phils, Inc

362,213

(a) Taiwan Cogeneration Corp

567

19,105

(a) Talen Energy Corp

8,127

1,119,803

(a) Tata Power Co Ltd

4,900

822,110

(a) Tauron Polska Energia S.A.

2,058

51,884

(a) Telecom Plus plc

1,308

1,807,104

Tenaga Nasional BHD

5,681

52,300

(a),(b)

Toho Gas Co Ltd

1,610

359,600

(a),(b)

Tohoku Electric Power Co, Inc

2,611

1,147,800

(a) Tokyo Electric Power Co, Inc

5,376

122,561

(a) Torrent Power Ltd

1,683

907,000

(a) Towngas Smart Energy Co Ltd

2,315,000

(a) TPI Polene Power PCL

212,983

(a) TransAlta Corp

2,909

144,200

(a) Transmissora Alianca de Energia Eletrica S

993

1,147,700

(a) TTW PCL

32,449

(a) VA Tech Wabag Ltd

525

1,745,324

Veolia Environnement

59,519

40,915

Verbund AG.

2,980

569,761

Vistra Corp

111,628

28,190

(a),(b)

Voltalia S.A.

1,283,663

WEC Energy Group, Inc

147,095

1,124,000

(a) Wintime Energy Group Co Ltd

1,418,418

(a),(b)

Xinyi Energy Holdings Ltd

1,732,100

(a) YTL Corp BHD

1,147

1,888,900

(a) YTL Power International BHD

1,893

417,900

(a) Zhejiang Zheneng Electric Power Co Ltd

350,000

(a),(b)

Zhongyu Energy Holdings Ltd

(a) Zorlu Enerji Elektrik Uretim AS

0^

TOTAL UTILITIES

3,461,064

TOTAL COMMON STOCKS

(Cost $102,453,874)

134,029,648

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

GOVERNMENT BONDS - 0.0%

U.S. TREASURY SECURITIES - 0.0%

$

200,000

United States Treasury Note/Bond

.125

%

11/15/32

TOTAL U.S. TREASURY SECURITIES

TOTAL GOVERNMENT BONDS

(Cost $208)

SHARES

DESCRIPTION

VALUE (000)

INVESTMENT COMPANIES - 0.2%

1,748,830

(a) iShares Core MSCI EAFE ETF

152,690

1,919,763

iShares Core MSCI Emerging Markets ETF

126,551

SHARES

DESCRIPTION

VALUE (000)

INVESTMENT COMPANIES

(continued)

2,800

iShares Core S&P 500 ETF

$

1,874

344,759

(a),(b)

iShares MSCI Canada ETF

17,428

12,500

(a),(b)

iShares MSCI EAFE ETF

1,167

6,580

(a),(b)

iShares Russell 2000 ETF

1,592

4,500

SPDR S&P 500 ETF Trust

2,998

TOTAL INVESTMENT COMPANIES

(Cost $250,360)

304,300

SHARES

DESCRIPTION

VALUE (000)

PREFERRED STOCKS - 0.0%

AUTOMOBILES & COMPONENTS - 0.0%

669,888

(a),(d)

TVS Motor Co Ltd

0^

TOTAL AUTOMOBILES & COMPONENTS

TOTAL PREFERRED STOCKS

(Cost $–)

SHARES

DESCRIPTION

EXPIRATION DATE

VALUE (000)

RIGHTS/WARRANTS - 0.0%

CAPITAL GOODS - 0.0%

26,206

(b),(d)

Webuild S.p.A

08/02/30

TOTAL CAPITAL GOODS

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 0.0%

108,946

(d) Keppel DC REIT

10/13/25

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

FINANCIAL SERVICES - 0.0%

1,059

Magellan Financial Group Ltd

04/16/27

0^

TOTAL FINANCIAL SERVICES

0^

FOOD, BEVERAGE & TOBACCO - 0.0%

67,725

Guan Chong Bhd

12/31/99

TOTAL FOOD, BEVERAGE & TOBACCO

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.0%

12,599

(d) Chinook Therapeutics, Inc

01/02/30

0^

23,114

(d) Kangmei Pharmaceutical Co Ltd

12/31/28

0^

1,325

(d) Sihuan Pharmaceutical Holdings Group Ltd

12/30/25

0^

20,027

(b),(d)

Tobira Therapeutics, Inc

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.0%

79,679

Kuwait Real Estate Co KSC

10/14/25

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

SOFTWARE & SERVICES - 0.0%

19,369

(d) Constellation Software, Inc

08/22/28

TOTAL SOFTWARE & SERVICES

TECHNOLOGY HARDWARE & EQUIPMENT - 0.0%

696

(d) Robotis Co Ltd

11/10/25

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

UTILITIES - 0.0%

1,534,590

Orsted AS.

10/02/25

1,528

540,420

(d) YTL Corp Bhd

12/31/99

399,540

(d) YTL Power International Bhd

12/31/99

TOTAL UTILITIES

1,826

TOTAL RIGHTS/WARRANTS

(Cost $5,812)

2,039

TOTAL LONG-TERM INVESTMENTS

(Cost $102,710,254)

134,336,189

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.5%

CERTIFICATE OF DEPOSIT - 0.2%

$

4,000,000

Bank of America, N.A.

.500

%

11/14/25

4,000

6,000,000

Bank of Montreal

.350

12/05/25

6,000

Stock

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

CERTIFICATE OF DEPOSIT

(continued)

$

57,183,000

Bank of Montreal

.370

%

03/06/26

$

57,183

6,000,000

Bank of Nova Scotia

.400

03/18/26

6,000

5,000,000

Canadian Imperial Bank of Commerce

.460

11/17/25

5,000

7,600,000

Canadian Imperial Bank of Commerce

.500

01/23/26

7,600

5,000,000

Citibank

.510

10/27/25

5,000

4,250,000

Citibank

.480

12/10/25

4,250

1,250,000

Citibank

.480

01/22/26

1,250

1,750,000

Citibank

.440

01/23/26

1,750

3,250,000

Citibank

.450

02/24/26

3,250

4,000,000

Commonwealth Bank of Australia

.410

10/24/25

4,000

9,000,000

Commonwealth Bank of Australia

.350

11/07/25

9,000

5,000,000

MUFG BK LTD 12/25 VAR

.410

12/04/25

5,000

9,000,000

National Australia Bank Ltd

.340

10/20/25

9,000

9,000,000

Natixis

.400

11/05/25

9,000

5,000,000

NORDEA BANK ABP

.310

12/05/25

4,999

9,000,000

NORDEA BANK ABP 10/25 VAR

.410

10/20/25

9,000

9,000,000

ROYAL BK CDA N Y

.500

05/06/26

9,000

4,000,000

ROYAL BK CDA N Y

.460

05/14/26

4,000

6,000,000

Sumitomo Mitsui Bank Ltd

.400

11/12/25

6,000

6,300,000

SVENSKA HANDELSBANKEN AB 10/25 VAR

.390

10/28/25

6,300

3,250,000

Toronto-Dominion Bank

.460

03/25/26

3,250

2,500,000

Wells Fargo Bank, N.A.

.440

06/01/26

2,500

TOTAL CERTIFICATE OF DEPOSIT

182,332

COMMERCIAL PAPER - 0.0%

2,000,000

ING US FUNDING LLC

.400

11/14/25

2,000

5,800,000

ING US FUNDING LLC

.500

12/24/25

5,800

9,000,000

NATIONAL BK OF CANAD

.360

11/10/25

9,000

4,000,000

Skandinaviska Enskilda Banken AG

.360

11/05/25

3,999

9,000,000

Swedbank AB

.360

11/26/25

9,000

TOTAL COMMERCIAL PAPER

29,799

REPURCHASE AGREEMENT - 0.3%

25,000,000

(g) Calyon

.200

10/01/25

25,000

30,000,000

(h) Calyon

.210

10/01/25

30,000

45,000,000

(i) Deutsche Bank

.200

10/01/25

45,000

75,000,000

(j) HSBC

.210

10/01/25

75,000

50,000,000

(k) HSBC

.220

10/01/25

50,000

93,000,000

(l) JP Morgan Securities LLC

.210

10/01/25

93,000

50,000,000

(m) JP Morgan Securities LLC

.200

10/01/25

50,000

8,000,000

(n) Merrill Lynch

.200

10/01/25

8,000

45,000,000

(o) Merrill Lynch

.210

10/01/25

45,000

25,000,000

(p) Nomura

.200

10/01/25

25,000

TOTAL REPURCHASE AGREEMENT

446,000

VARIABLE RATE SECURITIES - 0.0%

8,000,000

ING US Funding LLC

.500

12/18/25

8,000

9,000,000

Royal Bank of Canada

.400

03/03/26

9,000

4,000,000

Toronto-Dominion Bank

.460

02/13/26

4,000

9,000,000

Westpac Banking Corp

.370

03/05/26

9,000

TOTAL VARIABLE RATE SECURITIES

30,000

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $688,131)

688,131

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

SHORT-TERM INVESTMENTS - 0.5%

GOVERNMENT AGENCY DEBT - 0.1%

5,000,000

Federal Farm Credit Discount Notes

.000

10/14/25

4,992

24,370,000

Federal Home Loan Bank Discount Notes

.000

10/10/25

24,343

48,100,000

Federal Home Loan Bank Discount Notes

.000

10/15/25

48,019

5,000,000

Federal Home Loan Bank Discount Notes

.000

10/17/25

4,991

30,000,000

Federal Home Loan Bank Discount Notes

.000

10/22/25

29,926

15,000,000

Federal Home Loan Bank Discount Notes

.000

11/12/25

14,931

6,000,000

Federal Home Loan Bank Discount Notes

.000

11/14/25

5,971

3,350,000

Federal Home Loan Bank Discount Notes

.000

12/12/25

3,324

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

GOVERNMENT AGENCY DEBT

(continued)

$

20,000,000

Federal Home Loan Bank Discount Notes

.000

%

01/06/26

$

19,792

5,000,000

Federal Home Loan Bank Discount Notes

.000

01/20/26

4,941

5,000,000

Freddie Mac Discount Notes

.000

10/02/25

4,999

TOTAL GOVERNMENT AGENCY DEBT

166,229

REPURCHASE AGREEMENT - 0.1%

98,163,000

(q) Fixed Income Clearing Corporation

.180

10/01/25

98,163

TOTAL REPURCHASE AGREEMENT

98,163

TREASURY DEBT - 0.3%

19,879,000

United States Treasury Bill

.000

10/02/25

19,877

52,865,000

United States Treasury Bill

.000

10/07/25

52,829

35,470,000

United States Treasury Bill

.000

10/09/25

35,438

35,000,000

United States Treasury Bill

.000

10/14/25

34,949

40,000,000

United States Treasury Bill

.000

10/16/25

39,933

30,000,000

United States Treasury Bill

.000

10/23/25

29,926

10,000,000

United States Treasury Bill

.000

10/28/25

9,970

10,000,000

United States Treasury Bill

.000

10/30/25

9,967

25,000,000

United States Treasury Bill

.000

11/04/25

24,905

40,000,000

United States Treasury Bill

.000

11/13/25

39,812

20,000,000

United States Treasury Bill

.000

11/18/25

19,894

25,000,000

United States Treasury Bill

.000

11/25/25

24,847

490,000

United States Treasury Bill

.000

12/04/25

TOTAL TREASURY DEBT

342,834

TOTAL SHORT-TERM INVESTMENTS

(Cost $607,197)

607,226

TOTAL INVESTMENTS - 100.2%

(Cost $104,005,582)

135,631,546

OTHER ASSETS & LIABILITIES, NET - (0.2)%

(262,830)

NET ASSETS - 100.0%

$135,368,716

ADR

American Depositary Receipt

ETF

Exchange Traded Fund

GDR

Global Depositary Receipt

REIT

Real Estate Investment Trust

SPDR

Standard & Poor's Depositary Receipts

Stock

Portfolio of Investments September 30, 2025

(continued)

Investments in Derivatives

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") and in conformity

with the applicable rules and regulations of the U.S. Securities and Exchange Commission ("SEC") related to interim filings. Part

F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain

footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or

omitted from this report pursuant to the rules of the SEC. For a full set of the Fund's notes to financial statements, please refer to

the Fund's most recently filed annual or semi-annual report.

Fair Value Measurements

The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Adviser,

subject to the review and oversight of the Board. Fair value is defined as the price that would be received upon selling an investment

or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the

investment. U.S. GAAP establishes the three-tier hierarchy that is used to maximize the use of observable market data and minimize

the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable

inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market

data obtained from sources independent of the reporting entity. Unobservable inputs reflect management's assumptions about the

assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information

available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.

Level 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

^

Amount represents less than $1,000.

(a) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.

(b) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $1,350,014,322.

(c) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid and may be resold in transactions exempt from registration,

which are normally those transactions with qualified institutional buyers. As of the end of the reporting period, the aggregate value of these securities is $1,211,138,012 or 0.9% of Total

Investments.

(d) For fair value measurement disclosure purposes, investment classified as Level 3.

(e) In bankruptcy

(f) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in derivatives.

(g) Agreement with Calyon, 4.200% dated 9/30/25 to be repurchased at $25,000,000 on 10/1/25, collateralized by Government Agency Securities, with coupon rate 4.625% and maturity date

9/30/28, valued at $25,500,012.

(h) Agreement with Calyon, 4.210% dated 9/30/25 to be repurchased at $30,066,869 on 10/1/25, collateralized by Government Agency Securities, with coupon rate 1.625% and maturity date

8/15/29, valued at $30,600,043.

(i) Agreement with Deutsche Bank, 4.200% dated 9/30/25 to be repurchased at $45,000,000 on 10/1/25, collateralized by Government Agency Securities, with coupon rate 0.000% and maturity

dates 10/23/25–3/26/26, valued at $45,900,050.

(j) Agreement with HSBC, 4.210% dated 9/30/25 to be repurchased at $75,000,000 on 10/1/25, collateralized by Government Agency Securities, with coupon rate 0.000% and maturity dates

2/15/31–8/15/35, valued at $76,500,000.

(k) Agreement with HSBC, 4.220% dated 9/30/25 to be repurchased at $50,150,129 on 10/1/25, collateralized by Government Agency Securities, with coupon rates 2.000%–7.000% and

maturity dates 12/01/27–1/01/55, valued at $51,000,000.

(l) Agreement with JP Morgan Securities LLC, 4.210% dated 9/30/25 to be repurchased at $93,342,809 on 10/1/25, collateralized by Government Agency Securities, with coupon rates

2.000%–7.000% and maturity dates 1/01/28–10/01/55, valued at $94,860,001.

(m) Agreement with JP Morgan Securities LLC, 4.200% dated 9/30/25 to be repurchased at $50,229,462 on 10/1/25, collateralized by Government Agency Securities, with coupon rate 2.625%

and maturity date 7/31/29, valued at $51,000,022.

(n) Agreement with Merrill Lynch, 4.200% dated 9/30/25 to be repurchased at $8,000,000 on 10/1/25, collateralized by Government Agency Securities, with coupon rate 0.000% and maturity

dates 2/15/27–8/15/34, valued at $8,160,000.

(o) Agreement with Merrill Lynch, 4.210% dated 9/30/25 to be repurchased at $45,205,074 on 10/1/25, collateralized by Government Agency Securities, with coupon rates 3.000%–7.000% and

maturity dates 7/20/38–9/20/55, valued at $45,900,000.

(p) Agreement with Nomura, 4.200% dated 9/30/25 to be repurchased at $25,089,981 on 10/1/25, collateralized by Government Agency Securities, with coupon rates 0.500%–4.000% and

maturity dates 3/31/27–11/15/47, valued at $25,500,016.

(q) Agreement with Fixed Income Clearing Corporation, 4.180% dated 9/30/25 to be repurchased at $98,174,398 on 10/1/25, collateralized by Government Agency Securities, with coupon rates

0.125%–4.250% and maturity dates 10/15/26–2/28/31, valued at $100,126,260.

Futures Contracts - Long

Description

Number of

Contracts

(000) Expiration

Date

Notional

Amount

(000) Value

(000) Unrealized

Appreciation

(Depreciation)

(000) Russell 2000 E-Mini Index

12/19/25

$

18,000

$

18,293

$

S&P 500 E-Mini Index

1,114

12/19/25

370,167

375,348

5,182

S&P Mid-Cap 400 E-Mini Index

12/19/25

31,763

31,548

(215)

Total

1,359

$

419,930

$

425,189

$

5,260

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest

rates, credit spreads, etc.).

Level 3 – Prices are determined using significant unobservable inputs (including management's assumptions in determining the

fair value of investments).

The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs

used to value them:

Account

Level 1 (000)

Level 2 (000)

Level 3 (000)

Total (000)

Stock

Long-Term Investments

:

Common stocks

$92,337,045

$41,685,203

$7,400

$134,029,648

Government bonds

—

—

Investment companies

304,300

—

—

304,300

Preferred stocks

—

—

—^

—^

Rights/Warrants

1,530

2,039

Short-Term Investments

:

Government agency debt

—

166,229

—

166,229

Repurchase agreement

—

98,163

—

98,163

Treasury debt

—

342,834

—

342,834

Investments purchased with collateral from securities lending:

Certificate of deposit

—

182,332

—

182,332

Commercial paper

—

29,799

—

29,799

Repurchase agreement

—

446,000

—

446,000

Variable rate securities

—

30,000

—

30,000

Investments in Derivatives

:

Futures contracts\*

5,260

—

—

5,260

Total

$92,648,135

$42,980,809

$7,862

$135,636,806

^

Amount represents less than $1,000.

\*

Represents net unrealized appreciation (depreciation).

Global Equities

Portfolio of Investments September 30, 2025

(Unaudited)

SHARES

DESCRIPTION

VALUE (000)

LONG-TERM INVESTMENTS - 99.4%

COMMON STOCKS - 99.4%

AUSTRALIA - 0.7%

8,214

APA Group

$

1,506,116

Australia and New Zealand Banking Group

33,072

(a) Beetaloo Energy Australia Ltd

0^

1,096,589

BHP Billiton Ltd

30,633

94,754

(a) BlueScope Steel Ltd

1,423

502,484

Commonwealth Bank of Australia

55,491

432,581

(a) Evolution Mining Ltd

3,084

365,838

Fortescue Metals Group Ltd

4,531

13,747,496

Glencore plc

63,316

71,966

Macquarie Group Ltd

10,446

350,160

(a) Megaport Ltd

3,663

293,184

(a),(b)

Northern Star Resources Ltd

4,578

372,171

(a) Origin Energy Ltd

3,071

80,195

(a) Rio Tinto Ltd

6,469

243,822

(a) Rio Tinto plc

16,068

701,628

(a) Santos Ltd

3,116

972,964

(a) South32 Ltd

1,764

984

(a) Tamboran Resources Corp

50,271

(a) Washington H Soul Pattinson & Co Ltd

1,280

410,194

(a) Woodside Energy Group Ltd

6,194

TOTAL AUSTRALIA

248,274

AUSTRIA - 0.3%

880,091

Erste Bank der Oesterreichischen Sparkassen AG.

86,515

95,363

(a) Mondi plc

1,319

31,816

(a) OMV AG.

1,700

TOTAL AUSTRIA

89,534

BELGIUM - 0.3%

55,005

(a) Anheuser-Busch InBev S.A.

3,288

269,679

KBC Groep NV

32,318

15,716

Syensqo S.A.

1,276

222,507

UCB S.A.

62,110

TOTAL BELGIUM

98,992

BRAZIL - 1.1%

1,019,300

(a) Ambev S.A.

2,315

1,135,091

B3 SA-Brasil Bolsa Balcao

2,858

340,391

(a) Banco Bradesco S.A.

974

1,135,349

(a) Banco Bradesco S.A. (Preference)

3,774

253,336

(a) Banco BTG Pactual S.A. - Unit

2,297

368,364

Banco do Brasil S.A.

1,529

144,400

(a) BB Seguridade Participacoes S.A.

902

120,100

(a) Caixa Seguridade Participacoes S

260,770

(a) Centrais Eletricas Brasileiras S.A.

2,573

48,887

(a) Centrais Eletricas Brasileiras S.A.

509

102,300

(a) Cia de Saneamento Basico do Estado de Sao Paulo

2,540

368,728

(a) Cia Energetica de Minas Gerais

772

246,904

(a) Cia Paranaense de Energia

598

2,065,985

Companhia Vale do Rio Doce (ADR)

22,437

49,811

(a) CPFL Energia S.A.

150,900

(a) Embraer S.A.

2,276

472,578

(a) Empresa Brasileira de Aeronautica S.A. (ADR)

28,567

59,190

(a) Energisa S.A.

566

171,830

(a) Eneva S.A.

534

41,683

Engie Brasil Energia S.A.

256,309

(a) Equatorial Energia S.A.

1,779

287,676

Gerdau S.A. (Preference)

898

1,243,838

(a) Investimentos Itau S.A. - PR

2,681

13,620,652

Itau Unibanco Holding S.A.

99,988

173,360

Klabin S.A.

588

SHARES

DESCRIPTION

VALUE (000)

BRAZIL

(continued)

194,910

(a) Localiza Rent A Car

$

1,445

87,425

(a) Marfrig Global Foods S.A.

31,829

(a) Mercadolibre, Inc

74,382

214,217

(a) Motiva Infraestrutura de Mobilidade S.A.

599

727,766

(a) NU Holdings Ltd

11,652

181,270

(a) Petro Rio S.A.

1,299

797,984

(a) Petroleo Brasileiro S.A.

5,065

992,730

Petroleo Brasileiro S.A. (Preference)

5,868

42,400

(a) Porto Seguro S.A.

267,844

Raia Drogasil S.A.

927

62,229

(a),(c)

Rede D'Or Sao Luiz S.A.

272,200

Rumo S.A.

817

862,385

(a) StoneCo Ltd

16,308

147,022

(a) Suzano SA

1,378

176,441

(a) Telefonica Brasil S.A.

1,129

192,300

(a) TIM S.A.

849

118,058

TOTVS S.A.

1,019

162,000

Ultrapar Participacoes S.A.

669

778,404

Vale S.A.

8,421

213,500

(a) Vibra Energia S.A.

986

3,464,720

(a) WEG S.A.

23,820

98,044

(a) Wheaton Precious Metals Corp

10,972

77,897

(a) XP, Inc

1,464

35,769

(a) Yara International ASA

1,311

TOTAL BRAZIL

354,572

CANADA - 1.7%

108,723

(a) Agnico-Eagle Mines Ltd

18,312

90,858

Alamos Gold, Inc

3,167

107,441

(a) Alimentation Couche-Tard, Inc

5,732

126,309

(a) ARC Resources Ltd

2,303

368,555

(a) Barrick Mining Corp

12,105

19,049

(a) Brookfield Asset Management Ltd

1,084

368,359

(a) Brookfield Corp

25,274

(a) Brookfield Wealth Solutions Ltd

94,043

(a) Cameco Corp

7,893

913,395

(a),(b)

Canadian Imperial Bank of Commerce

72,989

222,857

Canadian National Railway Co

21,016

452,219

(a) Canadian Natural Resources Ltd

14,460

31,739

(a) CCL Industries

1,789

293,156

(a) Cenovus Energy, Inc (Toronto)

4,977

515,142

(a) Dollarama, Inc

67,938

471,016

Enbridge, Inc

23,762

14,490

First Capital Real Estate Investment Trust

41,619

(a) Franco-Nevada Corp

9,264

38,490

(a) Imperial Oil Ltd

3,490

49,505

Keyera Corp

1,661

265,028

(a) Kinross Gold Corp

6,578

23,456

(a) Lundin Gold, Inc

1,520

199,999

(a),(b)

National Bank of Canada

21,244

105,314

Nutrien Ltd

6,185

91,142

Pan American Silver Corp (Toronto)

3,532

5,174

(a) Parex Resources, Inc

125,496

Pembina Pipeline Corp

5,074

151,343

RioCan Real Estate Investment Trust

2,061

1,245,751

(a) Shopify, Inc (Class A)

185,077

265,199

(a) Suncor Energy, Inc

11,098

224,522

(b) TC Energy Corp

12,208

100,646

(a) Teck Cominco Ltd (Class B)

4,415

253,051

(a) TMX Group Ltd

9,680

79,390

(a) Tourmaline Oil Corp

3,424

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CANADA

(continued)

266,001

(a) Whitecap Resources, Inc

$

2,030

TOTAL CANADA

571,649

CAYMAN ISLANDS - 0.0%

16,426

(a),(b)

Bullish

1,045

TOTAL CAYMAN ISLANDS

1,045

CHILE - 0.1%

85,191

Antofagasta plc

3,168

9,692,626

(a) Banco de Chile

1,472

19,073

(a) Banco de Credito e Inversiones

843

14,164,310

(a) Banco Santander Chile S.A.

939

279,149

Cencosud S.A.

794

240,799

(a) Empresas CMPC S.A.

84,797

Empresas COPEC S.A.

621

6,212,550

(a) Enel Chile S.A.

4,421,061

(a) Enersis S.A.

67,853,500

(a) Lan Airlines S.A.

1,542

147,908

(a) Lundin Mining Corp

2,206

138,426

(a) SACI Falabella

821

30,569

Sociedad Quimica y Minera de Chile S.A. (Class B)

1,319

TOTAL CHILE

15,007

CHINA - 3.1%

23,077

(a) 360 Finance, Inc (ADR)

664

103,800

(a) 360 Security Technology, Inc

35,400

(a) 37 Interactive Entertainment Network Technology Group Co Ltd

145,500

(a),(b),(c)

3SBio, Inc

566

170,500

(a) AAC Technologies Holdings, Inc

1,001

11,300

(a) Accelink Technologies Co Ltd

3,289

(a) ACM Research Shanghai, Inc

7,693

(a) Advanced Micro-Fabrication Equipment, Inc China

34,000

(a) AECC Aviation Power Co Ltd

5,968,374

Agricultural Bank of China Ltd

4,017

1,121,200

Agricultural Bank of China Ltd (Class A)

1,050

41,899

Aier Eye Hospital Group Co Ltd

158,900

(a) Air China Ltd

30,207

(a) Airtac International Group

750

177,000

(a),(c)

Akeso, Inc

3,216

3,685,658

Alibaba Group Holding Ltd

82,426

519,986

(b) Alibaba Group Holding Ltd (ADR)

92,937

1,222,000

(a) Alibaba Health Information Technology Ltd

1,041

820,000

(a) Aluminum Corp of China Ltd

848

181,800

(a) Aluminum Corp of China Ltd (Class A)

5,611

(a) Amlogic Shanghai Co Ltd

6,400

(a) Angel Yeast Co Ltd

271,292

(a) Anhui Conch Cement Co Ltd

817

57,600

(a) Anhui Conch Cement Co Ltd (Class A)

27,000

(a) Anhui Gujing Distillery Co Ltd

5,400

(a) Anhui Gujing Distillery Co Ltd (Class A)

28,400

(a) Anhui Jianghuai Automobile Group Corp Ltd

6,510

(a) Anker Innovations Technology Co Ltd

274,000

(a) Anta Sports Products Ltd

3,282

1,948

(a) APT Medical, Inc

14,783

Autohome, Inc (ADR)

33,800

(a) Avary Holding Shenzhen Co Ltd

608,784

(a) AviChina Industry & Technology Co Ltd

5,600

(a) AVICOPTER plc

86,200

(a) BAIC BluePark New Energy Technology Co Ltd

480,179

(a) Baidu, Inc

7,939

287,900

(a) Bank of Beijing Co Ltd

52,000

(a) Bank of Changsha Co Ltd

50,700

(a) Bank of Chengdu Co Ltd

479,200

(a) Bank of China Ltd - A

15,347,693

Bank of China Ltd - H

8,389

SHARES

DESCRIPTION

VALUE (000)

CHINA

(continued)

688,200

(a) Bank of Communications Co Ltd - A

$

650

1,906,937

(a) Bank of Communications Co Ltd - H

1,598

78,900

(a) Bank of Hangzhou Co Ltd

243,580

(a) Bank of Jiangsu Co Ltd

148,800

(a) Bank of Nanjing Co Ltd

85,700

(a) Bank of Ningbo Co Ltd

187,422

(a) Bank of Shanghai Co Ltd

51,400

(a) Bank of Suzhou Co Ltd

296,863

(a) Baoshan Iron & Steel Co Ltd

118,100

(a) BeiGene Ltd (ADR)

40,237

7,800

(a) Beijing Compass Technology Development Co Ltd

39,000

(a) Beijing Enlight Media Co Ltd

113,149

(a) Beijing Enterprises Holdings Ltd

909,322

(a) Beijing Enterprises Water Group Ltd

5,803

(a) Beijing Kingsoft Office Software, Inc

23,500

(a) Beijing New Building Materials plc

1,136

(a) Beijing Roborock Technology Co Ltd

9,600

(a) Beijing Tiantan Biological Products Corp Ltd

6,900

Beijing Tongrentang Co Ltd

5,060

(a) Beijing Wantai Biological Pharmacy Enterprise Co Ltd

32,800

(a) Beijing Yanjing Brewery Co Ltd

636,549

(a) Beijing-Shanghai High Speed Railway Co Ltd

601,000

(a) BeOne Medicines Ltd

16,037

2,196

(a) Bestechnic Shanghai Co Ltd

6,480

(a) Bethel Automotive Safety Systems Co Ltd

50,260

(a) Bilibili, Inc

1,421

47,398

(a),(c)

BOC Aviation Ltd

40,300

(a) BOC International China Co Ltd

500,367

(a) BOE Technology Group Co Ltd

1,014,571

(a) Bosideng International Holdings Ltd

605

72,065

BYD Co Ltd

1,111

2,178,756

BYD Co Ltd (H shares)

30,796

173,500

(a) BYD Electronic International Co Ltd

920

192,000

(a),(b)

C&D International Investment Group Ltd

74,530

(a) Caitong Securities Co Ltd

5,333

(a) Cambricon Technologies Corp Ltd

998

22,900

(a) Capital Securities Co Ltd

266,200

(a) CCOOP Group Co Ltd

262,800

(a) CGN Power Co Ltd

2,348,000

(a),(c)

CGN Power Co Ltd

872

2,000

(a) Changchun High & New Technology Industry Group, Inc

73,900

(a) Changjiang Securities Co Ltd

2,700

(a) Changzhou Xingyu Automotive Lighting Systems Co Ltd

25,700

(a) Chaozhou Three-Circle Group Co Ltd

5,500

(a) Chifeng Jilong Gold Mining Co Ltd

1,796,050

(a) China Citic Bank

1,542

159,600

(a) China CITIC Bank Corp Ltd

420,531

(a) China Coal Energy Co

502

576,000

(a) China Communications Services Corp Ltd

273,300

China Construction Bank Corp - A

20,651,509

China Construction Bank Corp - H

19,808

97,200

(a) China CSSC Holdings Ltd

198,700

(a) China Eastern Airlines Corp Ltd

404,400

(a) China Energy Engineering Corp Ltd

640,300

(a) China Everbright Bank Co Ltd - A

763,791

(a) China Everbright Bank Co Ltd - H

830,000

(a),(c)

China Feihe Ltd

775,000

(a) China Galaxy Securities Co Ltd

1,174

101,200

(a) China Galaxy Securities Co Ltd (Class A)

598,825

(a) China Gas Holdings Ltd

586

38,100

(a) China Great Wall Securities Co Ltd

44,400

(a) China Greatwall Technology Group Co Ltd

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CHINA

(continued)

613,644

(a),(b)

China Hongqiao Group Ltd

$

2,078

3,100,000

(a),(c)

China Huarong Asset Management Co Ltd

329,800

(a) China Insurance International Holdings Co Ltd

645

36,800

(a) China International Capital Corp Ltd

346,562

(a),(c)

China International Capital Corp Ltd

948

55,529

China Jushi Co Ltd

1,609,351

(a) China Life Insurance Co Ltd

4,558

38,000

(a) China Life Insurance Co Ltd (Class A)

91,800

(a),(b),(c)

China Literature Ltd

542,000

(a) China Longyuan Power Group Corp Ltd

578

689,000

(a) China Mengniu Dairy Co Ltd

1,325

842,828

China Merchants Bank Co Ltd

5,044

266,690

China Merchants Bank Co Ltd (Class A)

1,517

99,579

(a) China Merchants Energy Shipping Co Ltd

78,700

(a) China Merchants Expressway Network & Technology Holdings Co Ltd

279,431

(a) China Merchants Holdings International Co Ltd

523

97,720

(a) China Merchants Securities Co Ltd

129,600

(a) China Merchants Shekou Industrial Zone Holdings Co Ltd

474,020

China Minsheng Banking Corp Ltd - A

1,471,611

(a) China Minsheng Banking Corp Ltd - H

777

822,000

(a) China Molybdenum Co Ltd

1,657

239,900

(a) China Molybdenum Co Ltd (Class A)

531

825,217

(a) China National Building Material Co Ltd

585

32,900

(a) China National Chemical Engineering Co Ltd

273,800

(a) China National Nuclear Power Co Ltd

11,900

(a) China National Software & Service Co Ltd

47,600

(a) China Northern Rare Earth Group High-Tech Co Ltd

404,002

(a) China Oilfield Services Ltd

808,435

(a) China Overseas Land & Investment Ltd

1,489

92,800

(a) China Pacific Insurance Group Co Ltd - A

579,800

(a) China Pacific Insurance Group Co Ltd - H

2,304

417,900

(a) China Petroleum & Chemical Corp

4,914,000

(a) China Petroleum & Chemical Corp

2,553

858,723

(a) China Power International Development Ltd

284,900

(a) China Railway Group Ltd - A

923,000

(a) China Railway Group Ltd - H

95,452

(a) China Railway Signal & Communication Corp Ltd

13,600

(a) China Rare Earth Resources And Technology Co Ltd

354,000

(a) China Resources Beer Holdings Company Ltd

1,246

206,995

(a) China Resources Gas Group Ltd

527

692,698

(a) China Resources Land Ltd

2,700

16,431

(a) China Resources Microelectronics Ltd

153,400

(a),(c)

China Resources Mixc Lifestyle Services Ltd

814

175,500

(a),(b),(c)

China Resources Pharmaceutical Group Ltd

446,885

(a) China Resources Power Holdings Co

1,024

7,943

(a) China Resources Sanjiu Medical & Pharmaceutical Co Ltd

1,859,245

(a),(b)

China Ruyi Holdings Ltd

710

85,490

(a) China Shenhua Energy Co Ltd - A

728,316

(a) China Shenhua Energy Co Ltd - H

3,477

142,900

(a) China Southern Airlines Co Ltd (Class A)

224,800

(a) China State Construction Engineering Corp Ltd

286,974

(a) China State Construction International Holdings Ltd

380,500

(a) China Three Gorges Renewables Group Co Ltd

24,925

China Tourism Group Duty Free Corp Ltd

970,700

(a),(c)

China Tower Corp Ltd

1,431

397,900

(a) China United Network Communications Ltd

496,000

(a),(b)

China Vanke Co Ltd

136,300

(a) China Vanke Co Ltd (Class A)

80,500

(a) China XD Electric Co Ltd

316,078

China Yangtze Power Co Ltd

1,210

204,740

(a) China Zheshang Bank Co Ltd

106,154

(a) Chongqing Changan Automobile Co Ltd

SHARES

DESCRIPTION

VALUE (000)

CHINA

(continued)

520,099

(a) Chongqing Rural Commercial Bank

$

142,000

(a) Chongqing Rural Commercial Bank Co Ltd

10,950

Chongqing Zhifei Biological Products Co Ltd

433,600

(b) Chow Tai Fook Jewellery Group Ltd

866

911,735

(a) Citic Pacific Ltd

1,335

32,112

(a) Citic Pacific Special Steel Group Co Ltd

344,274

CITIC Securities Co Ltd

1,359

159,870

CITIC Securities Co Ltd (Class A)

673

19,100

(a),(c)

Cloud Music, Inc

636

9,220

(a) CNGR Advanced Material Co Ltd

116,500

(a) CNPC Capital Co Ltd

820,000

(a) Cnpc Hong Kong Ltd

732

15,523

(a),(b)

Contemporary Amperex Technology Co Ltd

1,143

57,098

Contemporary Amperex Technology Co Ltd

3,238

52,266

COSCO SHIPPING Energy Transportation Co Ltd

170,060

(a) COSCO SHIPPING Holdings Co Ltd - A

563,150

(a),(b)

COSCO SHIPPING Holdings Co Ltd - H

876

939,000

(a) CRRC Corp Ltd

724

313,300

(a) CRRC Corp Ltd (Class A)

54,100

(a) CSC Financial Co Ltd

51,660

(a) CSI Solar Co Ltd

7,680

(a) CSPC Innovation Pharmaceutical Co Ltd

656,880

(a) CSPC Pharmaceutical Group Ltd

791

260,600

(a) Daqin Railway Co Ltd

144,308

(a) Datang International Power Generation Co Ltd

3,100

(a) Dong-E-E-Jiao Co Ltd

39,000

(a) Dongfang Electric Corp Ltd

44,600

(a) Dongxing Securities Co Ltd

202,406

(a) East Money Information Co Ltd

774

6,850

(a) Eastroc Beverage Group Co Ltd

7,500

(a) Ecovacs Robotics Co Ltd

5,300

(a) Empyrean Technology Co Ltd

175,000

ENN Energy Holdings Ltd

1,443

28,200

(a) ENN Natural Gas Co Ltd

13,020

(a) Eoptolink Technology, Inc Ltd

673

26,470

(a) Eve Energy Co Ltd

52,300

(a) Everbright Securities Co Ltd

125,473

(a) Everdisplay Optronics Shanghai Co Ltd

151,000

(a) Far East Horizon Ltd

23,800

(a) Flat Glass Group Co Ltd

223,400

(a) Focus Media Information Technology Co Ltd

58,422

(a) Foshan Haitian Flavouring & Food Co Ltd

573,521

(a) Fosun International

105,500

(a) Founder Securities Co Ltd

174,700

(a) Foxconn Industrial Internet Co Ltd

1,631

25,800

(a) Fuyao Glass Industry Group Co Ltd - A

132,706

(a),(c)

Fuyao Glass Industry Group Co Ltd - H

1,337

22,387

(a) GalaxyCore, Inc

21,920

(a) Ganfeng Lithium Group Co Ltd

4,849,000

(a),(b)

GCL Technology Holdings Ltd

816

220,275

(a) GD Power Development Co Ltd

226,100

(a) GDS Holdings Ltd

1,104

233,000

(a) GDS Holdings Ltd (ADR)

9,017

1,317,362

(a) Geely Automobile Holdings Ltd

3,310

58,500

(a) GEM Co Ltd

92,000

(a),(b)

Genscript Biotech Corp

83,400

(a) GF Securities Co Ltd (Class A)

81,600

(a),(b),(c)

Giant Biogene Holding Co ltd

592

26,100

(a) Giant Network Group Co Ltd

8,812

(a) GigaDevice Semiconductor, Inc

47,900

(a) GoerTek, Inc

11,977

(a) Gongniu Group Co Ltd

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CHINA

(continued)

22,400

(a) Gotion High-tech Co Ltd

$

511,196

Great Wall Motor Co Ltd

1,104

31,400

Great Wall Motor Co Ltd

40,700

(a) Gree Electric Appliances, Inc of Zhuhai

50,100

(a) GRG Banking Equipment Co Ltd

20,700

(a) Guangdong Haid Group Co Ltd

662,000

(a) Guangdong Investments Ltd

602

93,192

(a) Guanghui Energy Co Ltd

71,658

(a) Guangzhou Automobile Group Co Ltd

10,500

(a) Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd

32,600

(a) Guangzhou Haige Communications Group, Inc Co

21,800

(a) Guangzhou Tinci Materials Technology Co Ltd

31,000

(a) Guolian Securities Co Ltd

84,900

(a) Guosen Securities Co Ltd

173,822

(a) Guotai Junan Securities Co Ltd

416,785

(a),(c)

Guotai Junan Securities Co Ltd (Hong Kong)

857

68,990

(a) Guoyuan Securities Co Ltd

377,000

(a),(b),(c)

Haidilao International Holding Ltd

649

79,800

(a) Haier Smart Home Co Ltd

526,884

Haier Smart Home Co Ltd

1,709

524,300

(a) Hainan Airlines Holding Co Ltd

83,000

(a) Hainan Airport Infrastructure Co Ltd

13,800

(a) Haisco Pharmaceutical Group Co Ltd

153,000

(a) Haitian International Holdings Ltd

29,105

(a) Hangzhou First Applied Material Co Ltd

20,900

(a) Hangzhou Silan Microelectronics Co Ltd

1,800

(a) Hangzhou Tigermed Consulting Co Ltd - A

100,000

(a),(c)

Hansoh Pharmaceutical Group Co Ltd

37,700

(a) Henan Shenhuo Coal & Power Co Ltd

41,000

(a) Henan Shuanghui Investment & Development Co Ltd

136,490

(a) Hengan International Group Co Ltd

100,780

(a) Hengli Petrochemical Co Ltd

32,500

(a) Hengtong Optic-electric Co Ltd

7,300

(a) Hithink RoyalFlush Information Network Co Ltd

72,100

(a) HLA Corp Ltd

889,200

(a),(b)

Horizon Robotics, Inc

1,092

8,600

(a) Hoshine Silicon Industry Co Ltd

158,000

(a),(b),(c)

Hua Hong Semiconductor Ltd

1,624

121,600

(a) Huadian Power International Corp Ltd (Class A)

9,740

(a) Huadong Medicine Co Ltd

52,800

(a) Huafon Chemical Co Ltd

15,500

(a) Huagong Tech Co Ltd

51,400

(a) Huaibei Mining Holdings Co Ltd

9,360

(a) Hualan Biological Engineering, Inc

129,700

(a) Huaneng Power International, Inc - A

912,464

(a) Huaneng Power International, Inc - H

635

11,800

(a) Huaqin Technology Co Ltd

280,000

(a),(c)

Huatai Securities Co Ltd

738

95,300

Huatai Securities Co Ltd (Class A)

166,200

(a) Huaxia Bank Co Ltd

41,449

(a) Huayu Automotive Systems Co Ltd

42,809

Huazhu Group Ltd (ADR)

1,674

5,800

(a) Huizhou Desay Sv Automotive Co Ltd

9,500

(a) Humanwell Healthcare Group Co Ltd

94,200

(a) Hunan Valin Steel Co Ltd

23,112

(a) Hundsun Technologies, Inc

4,239

(a) Hwatsing Technology Co Ltd

30,120

(a) Hygon Information Technology Co Ltd

1,075

33,800

(a) Iflytek Co Ltd

1,260

(a) Imeik Technology Development Co Ltd

821,300

Industrial & Commercial Bank of China Ltd - A

843

13,988,070

Industrial & Commercial Bank of China Ltd - H

10,300

SHARES

DESCRIPTION

VALUE (000)

CHINA

(continued)

278,600

Industrial Bank Co Ltd

$

777

102,990

(a) Industrial Securities Co Ltd

6,600

(a) Ingenic Semiconductor Co Ltd

622,100

(a) Inner Mongolia BaoTou Steel Union Co Ltd

34,847

(a) Inner Mongolia Dian Tou Energy Corp Ltd

137,600

(a) Inner Mongolia Junzheng Energy & Chemical Industry Group Co Ltd

83,081

(a) Inner Mongolia Yili Industrial Group Co Ltd

203,413

(a) Inner Mongolia Yitai Coal Co

268,500

(a),(c)

Innovent Biologics, Inc

3,343

20,900

(a) Inspur Electronic Information Industry Co Ltd

14,250

(a) Isoftstone Information Technology Group Co Ltd

42,300

(a) JA Solar Technology Co Ltd

24,700

(a) JCET Group Co Ltd

244,100

(a),(c)

JD Health International, Inc

2,079

441,702

(a),(c)

JD Logistics, Inc

742

1,982,855

JD.com, Inc

34,741

68,300

(a) Jiangsu Eastern Shenghong Co Ltd

269,277

(a) Jiangsu Express

16,804

(a) Jiangsu Hengli Hydraulic Co Ltd

32,882

Jiangsu Hengrui Pharmaceuticals Co Ltd

10,700

(a) Jiangsu Hoperun Software Co Ltd

13,400

(a) Jiangsu King's Luck Brewery JSC Ltd

35,900

(a) Jiangsu Phoenix Publishing & Media Corp Ltd

17,900

(a) Jiangsu Yanghe Brewery Joint-Stock Co Ltd

5,200

(a) Jiangsu Yuyue Medical Equipment & Supply Co Ltd

47,500

(a) Jiangsu Zhongtian Technology Co Ltd

228,000

(a) Jiangxi Copper Co Ltd

893

29,158

(a) Jiangxi Copper Co Ltd (Class A)

40,784

(a) Jinduicheng Molybdenum Co Ltd

130,215

(a) Jinko Solar Co Ltd

79,769

(a) Kanzhun Ltd (ADR)

1,863

443,685

(a) KE Holdings, Inc

2,892

661,000

(a) Kingdee International Software Group Co Ltd

1,482

210,000

Kingsoft Corp Ltd

932

578,000

(a),(c)

Kuaishou Technology

6,252

30,400

Kuang-Chi Technologies Co Ltd

17,300

(a) Kunlun Tech Co Ltd

16,200

(a) Kweichow Moutai Co Ltd

3,292

6,100

(a),(b)

Laopu Gold Co Ltd

558

33,700

(a) LB Group Co Ltd

1,476,000

Lenovo Group Ltd

2,187

69,700

(a) Lens Technology Co Ltd

268,579

(a) Li Auto, Inc

3,438

506,500

(a) Li Ning Co Ltd

1,145

81,900

(a) Lingyi iTech Guangdong Co

449,500

(a),(c)

Longfor Group Holdings Ltd

685

105,613

(a) LONGi Green Energy Technology Co Ltd

3,930

(a) Loongson Technology Corp Ltd

95,509

(a) Luxshare Precision Industry Co Ltd

872

19,200

(a) Luzhou Laojiao Co Ltd

25,790

(a) Mango Excellent Media Co Ltd

6,572

(a) Maxscend Microelectronics Co Ltd

41,243

(a) Meihua Holdings Group Co Ltd

741,000

(a),(c)

Meitu, Inc

881

1,068,079

(a),(c)

Meituan

14,268

225,500

(a) Metallurgical Corp of China Ltd

78,252

(a) Midea Group Co Ltd

826

46,200

(a) Midea Group Co Ltd

108,600

(a) MINISO Group Holding Ltd

612

944,429

(a) MMG Ltd

818

13,863

(a) Montage Technology Co Ltd

72,344

(a) Muyuan Foods Co Ltd

539

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CHINA

(continued)

31,400

(a) Nanjing Securities Co Ltd

$

106,651

(a) NARI Technology Co Ltd

35,181

(a) National Silicon Industry Group Co Ltd

8,910

(a) NAURA Technology Group Co Ltd

568

375,026

NetEase, Inc

11,390

27,500

(a) New China Life Insurance Co Ltd - A

203,200

(a) New China Life insurance Co Ltd - H

1,203

50,700

(a) New Hope Liuhe Co Ltd

265,044

(a) New Oriental Education & Technology Group, Inc

1,415

27,932

(a) Nexchip Semiconductor Corp

20,200

(a) Ninestar Corp

10,225

(a) Ningbo Deye Technology Co Ltd

8,800

(a) Ningbo Orient Wires & Cables Co Ltd

23,200

(a) Ningbo Sanxing Medical Electric Co Ltd

20,735

(a) Ningbo Tuopu Group Co Ltd

95,449

(a) Ningxia Baofeng Energy Group Co Ltd

396,440

(a),(b)

NIO, Inc

2,998

437,800

(c) Nongfu Spring Co Ltd

3,026

49,400

(a) OFILM Group Co Ltd

5,840

(a) Oppein Home Group, Inc

78,328

(a) Orient Securities Co Ltd

152,406

(a) PDD Holdings, Inc (ADR)

20,143

1,929,276

(a) People's Insurance Co Group of China Ltd

1,688

154,600

(a) People's Insurance Co Group of China Ltd (Class A)

4,530,000

(a) PetroChina Co Ltd

4,107

278,500

(a) PetroChina Co Ltd

7,425

(a) Pharmaron Beijing Co Ltd - A

1,497,959

(a) PICC Property & Casualty Co Ltd

3,379

241,713

(a) Ping An Bank Co Ltd

1,446,203

(a) Ping An Insurance Group Co of China Ltd

9,839

141,100

Ping An Insurance Group Co of China Ltd (Class A)

1,095

3,471

(a) Piotech, Inc

152,000

(a) Poly Developments and Holdings Group Co Ltd

115,970

(a),(c)

Pop Mart International Group Ltd

3,972

410,900

Postal Savings Bank of China Co Ltd - A

1,942,201

(c) Postal Savings Bank of China Co Ltd - H

1,361

199,298

(a) Power Construction Corp of China Ltd

72,800

(a) Qinghai Salt Lake Industry Co Ltd

18,700

(a) Range Intelligent Computing Technology Group Co Ltd

5,000

(a) Rockchip Electronics Co Ltd

117,073

(a) Rongsheng Petrochemical Co Ltd

107,800

(a) SAIC Motor Corp Ltd

31,700

(a) Sailun Group Co Ltd

67,400

(a) Sanan Optoelectronics Co Ltd

115,400

(a) Sany Heavy Industry Co Ltd

45,573

(a) Satellite Chemical Co Ltd

65,200

(a) SDIC Capital Co Ltd

113,500

(a) SDIC Power Holdings Co Ltd

21,065

(a) Seres Group Co Ltd

509

68,700

SF Holding Co Ltd

8,108

(a) SG Micro Corp

123,613

(a) Shaanxi Coal Industry Co Ltd

48,620

(a) Shandong Gold Mining Co Ltd - A

179,000

(a),(b),(c)

Shandong Gold Mining Co Ltd - H

846

10,700

(a) Shandong Himile Mechanical Science & Technology Co Ltd

26,483

(a) Shandong Hualu Hengsheng Chemical Co Ltd

157,900

(a) Shandong Nanshan Aluminum Co Ltd

43,600

(a) Shandong Sun Paper Industry JSC Ltd

198,400

(a) Shandong Weigao Group Medical Polymer Co Ltd

5,885

(a) Shanghai Allist Pharmaceuticals Co Ltd

25,798

(a) Shanghai Baosight Software Co Ltd

182,700

(a) Shanghai Electric Group Co Ltd

SHARES

DESCRIPTION

VALUE (000)

CHINA

(continued)

8,500

(a) Shanghai Fosun Pharmaceutical Group Co Ltd - A

$

3,081

(a) Shanghai Friendess Electronic Technology Corp Ltd

16,300

(a) Shanghai International Airport Co Ltd

16,300

(a) Shanghai Pharmaceuticals Holding Co Ltd - A

385,400

(a) Shanghai Pudong Development Bank Co Ltd

645

21,136

(a) Shanghai Putailai New Energy Technology Co Ltd

21,200

(a) Shanghai RAAS Blood Products Co Ltd

113,000

(a) Shanghai Rural Commercial Bank Co Ltd

3,921

(a) Shanghai United Imaging Healthcare Co Ltd

21,500

(a) Shanghai Zhangjiang High-Tech Park Development Co Ltd

32,179

(a) Shanxi Lu'an Environmental Energy Development Co Ltd

15,580

(a) Shanxi Xinghuacun Fen Wine Factory Co Ltd

60,512

(a) Shanxi Xishan Coal & Electricity Power Co Ltd

82,800

(a) Shenergy Co Ltd

30,100

(a) Shengyi Technology Co Ltd

9,464

(a) Shennan Circuits Co Ltd

307,100

(a) Shenwan Hongyuan Group Co Ltd

8,400

(a) Shenzhen Goodix Technology Co Ltd

17,100

Shenzhen Inovance Technology Co Ltd

11,260

(a) Shenzhen Investment Holdings Bay Area Development Co Ltd

13,200

(a) Shenzhen Kinwong Electronic Co Ltd

6,200

Shenzhen Mindray Bio-Medical Electronics Co Ltd

3,200

(a) Shenzhen New Industries Biomedical Engineering Co Ltd

6,000

(a) Shenzhen Salubris Pharmaceuticals Co Ltd

15,777

(a) Shenzhen Transsion Holdings Co Ltd

180,500

(a) Shenzhou International Group Holdings Ltd

1,429

2,717

(a) Sichuan Biokin Pharmaceutical Co Ltd

62,200

(a) Sichuan Changhong Electric Co Ltd

60,500

(a) Sichuan Chuantou Energy Co Ltd

8,500

(a) Sichuan Kelun Pharmaceutical Co Ltd

10,600

(a),(b)

Sichuan Kelun-Biotech Biopharmaceutical Co Ltd

700

85,900

(a) Sichuan Road and Bridge Group Co Ltd

71,000

(a) Silergy Corp

605

32,100

(a) Sinolink Securities Co Ltd

109,200

(a) Sinopharm Group Co Ltd

156,592

(a) Sinotruk Hong Kong Ltd

400,000

(a),(b),(c)

Smoore International Holdings Ltd

905

69,062

(a) SooChow Securities Co Ltd

91,100

(a) Southwest Securities Co Ltd

13,800

(a) Spring Airlines Co Ltd

27,440

(a) Sungrow Power Supply Co Ltd

626

155,700

Sunny Optical Technology Group Co Ltd

1,806

21,300

(a) Sunwoda Electronic Co Ltd

22,100

(a) Suzhou Dongshan Precision Manufacturing Co Ltd

10,668

(a) Suzhou TFC Optical Communication Co Ltd

89,300

(a) TAL Education Group (ADR)

1,000

73,060

(a) TBEA Co Ltd

262,510

(a) TCL Technology Group Corp

49,575

(a) TCL Zhonghuan Renewable Energy Technology Co Ltd

2,434,767

Tencent Holdings Ltd

207,466

1,032,615

Tencent Music Entertainment Group (ADR)

24,101

105,600

(a) Tianfeng Securities Co Ltd

19,600

(a) Tianqi Lithium Corp

51,600

(a) Tianshan Aluminum Group Co Ltd

53,500

(a),(d)

Tianshui Huatian Technology Co Ltd

444,000

(a) Tingyi Cayman Islands Holding Corp

593

279,200

(a) Tongcheng Travel Holdings Ltd

825

19,600

(a) TongFu Microelectronics Co Ltd

156,147

(a) Tongling Nonferrous Metals Group Co Ltd

60,700

(a) Tongwei Co Ltd

233,000

(a) Travelsky Technology Ltd

25,738

(a) Trina Solar Co Ltd

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CHINA

(continued)

133,734

(a) Trip.com Group Ltd

$

10,142

136,000

(a) Tsingtao Brewery Co Ltd

925

9,800

(a) Tsingtao Brewery Co Ltd (Class A)

10,899

(a) Unigroup Guoxin Microelectronics Co Ltd

38,800

(a) Unisplendour Corp Ltd

6,981

(a) Verisilicon Microelectronics Shanghai Co Ltd

11,700

(a) Victory Giant Technology Huizhou Co Ltd

72,200

Vipshop Holdings Ltd (ADR)

1,418

42,700

(a) Wanhua Chemical Group Co Ltd

1,055,471

(a) Want Want China Holdings Ltd

716

430,000

Weichai Power Co Ltd

769

105,400

Weichai Power Co Ltd (Class A)

87,483

(a) Wens Foodstuffs Group Co Ltd

16,000

Western Mining Co Ltd

64,600

(a) Western Securities Co Ltd

7,014

(a) Western Superconducting Technologies Co Ltd

17,910

(a) Will Semiconductor Co Ltd

17,200

(a) Wingtech Technology Co Ltd

378,400

(a) Wintime Energy Group Co Ltd

53,574

(a) Wuhan Guide Infrared Co Ltd

50,900

(a) Wuliangye Yibin Co Ltd

870

24,210

(a) WUS Printed Circuit Kunshan Co Ltd

13,016

(a) WuXi AppTec Co Ltd - A

182,585

(a),(b),(c)

WuXi AppTec Co Ltd - H

2,794

18,255,500

(a),(c)

Wuxi Biologics Cayman, Inc

96,398

66,000

(a) WuXi XDC Cayman, Inc

667

159,600

(a) XCMG Construction Machinery Co Ltd

33,700

(a) Xiamen C & D, Inc

26,600

(a) Xiamen Tungsten Co Ltd

3,373,200

(a),(c)

Xiaomi Corp

23,444

20,713

(a) Xinjiang Daqo New Energy Co Ltd

53,800

(a) Xinjiang Goldwind Science & Technology Co Ltd - A

1,039,795

(a),(b)

Xinyi Solar Holdings Ltd

267,646

(a) XPeng, Inc

3,145

270,000

(a),(c)

Yadea Group Holdings Ltd

13,118

(a) Yantai Jereh Oilfield Services Group Co Ltd

704,688

(a),(b)

Yanzhou Coal Mining Co Ltd

921

77,335

(a) Yanzhou Coal Mining Co Ltd (Class A)

16,470

(a) Yealink Network Technology Corp Ltd

15,088

(a) Yifeng Pharmacy Chain Co Ltd

22,800

(a) Yihai Kerry Arawana Holdings Co Ltd

36,820

(a) Yintai Gold Co Ltd

130,100

(a) Yonghui Superstores Co Ltd

48,659

(a) Yonyou Network Technology Co Ltd

22,100

(a) Youngor Group Co Ltd

42,700

(a) YTO Express Group Co Ltd

49,750

(a) Yum China Holdings, Inc

2,177

29,921

(a) Yum China Holdings, Inc

1,284

49,200

(a) Yunnan Aluminium Co Ltd

8,900

(a) Yunnan Baiyao Group Co Ltd

24,081

(a) Yunnan Yuntianhua Co Ltd

23,000

(a) Zangge Mining Co Ltd

2,800

Zhangzhou Pientzehuang Pharmaceutical Co Ltd

376,136

(a) Zhaojin Mining Industry Co Ltd

1,505

28,200

(a) Zhejiang China Commodities City Group Co Ltd

28,700

(a) Zhejiang Chint Electrics Co Ltd

46,800

(a) Zhejiang Dahua Technology Co Ltd

359,161

(a) Zhejiang Expressway Co Ltd

21,793

(a) Zhejiang Huayou Cobalt Co Ltd

16,200

(a) Zhejiang Jingsheng Mechanical & Electrical Co Ltd

39,200

(a) Zhejiang Juhua Co Ltd

110,800

(a),(c)

Zhejiang Leapmotor Technologies Ltd

945

SHARES

DESCRIPTION

VALUE (000)

CHINA

(continued)

55,900

(a) Zhejiang Longsheng Group Co Ltd

$

16,304

(a) Zhejiang NHU Co Ltd

24,800

(a) Zhejiang Sanhua Intelligent Controls Co Ltd

9,420

(a) Zhejiang Supcon Technology Co Ltd

35,400

(a) Zhejiang Wanfeng Auto Wheel Co Ltd

15,790

(a) Zhejiang Weiming Environment Protection Co Ltd

178,800

(a) Zhejiang Zheneng Electric Power Co Ltd

32,300

(a) Zhengzhou Yutong Bus Co Ltd

50,000

(a) Zheshang Securities Co Ltd

14,480

(a) Zhongji Innolight Co Ltd

826

65,800

(a) Zhongjin Gold Corp Ltd

63,400

(a) Zhongtai Securities Co Ltd

9,447

(a) Zhuzhou CRRC Times Electric Co Ltd

98,767

(a) Zhuzhou CSR Times Electric Co Ltd

543

1,228,404

(a),(b)

Zijin Mining Group Co Ltd

5,136

272,346

(a) Zijin Mining Group Co Ltd (Class A)

1,127

93,300

(a) Zoomlion Heavy Industry Science and Technology Co Ltd - A

56,800

(a) ZTE Corp

168,000

(a),(b)

ZTE Corp (Class H)

766

91,184

(a) ZTO Express Cayman, Inc

1,725

TOTAL CHINA

1,042,561

COLOMBIA - 0.0%

55,340

(a) Grupo Cibest S.A.

854

96,825

(a) Grupo Cibest S.A.

1,261

98,464

Interconexion Electrica S.A. ESP

587

TOTAL COLOMBIA

2,702

CONGO, THE DEMOCRATIC REPUBLIC OF THE - 0.0%

160,843

(a),(b)

Ivanhoe Mines Ltd

1,706

TOTAL CONGO, THE DEMOCRATIC REPUBLIC OF THE

1,706

CZECH REPUBLIC - 0.0%

28,574

(a) CEZ AS

1,774

15,902

(a) Komercni Banka AS

798

56,991

(a),(c)

Moneta Money Bank AS

TOTAL CZECH REPUBLIC

3,027

DENMARK - 0.4%

60,220

(a) Carlsberg AS (Class B)

7,010

157,326

(a) Danske Bank AS

6,720

173,189

DSV AS

34,598

814,049

Novo Nordisk A.S.

45,328

76,124

(a) Novozymes A.S.

4,685

362,226

(a) Zealand Pharma AS

26,712

TOTAL DENMARK

125,053

EGYPT - 0.0%

498,523

Commercial International Bank

1,052

325,621

(a) Eastern Tobacco

171,632

(a) Talaat Moustafa Group

TOTAL EGYPT

1,546

FINLAND - 0.0%

91,396

Neste Oil Oyj

1,679

125,821

(a),(b)

Stora Enso Oyj (R Shares)

1,385

114,009

(a),(b)

UPM-Kymmene Oyj

3,122

TOTAL FINLAND

6,186

FRANCE - 2.7%

124,971

(a) Air Liquide

26,039

626,235

Airbus SE

146,242

12,324

Arkema

781

1,114,906

AXA S.A.

53,465

657,761

Compagnie de Saint-Gobain

71,269

170,030

Essilor International S.A.

55,388

10,086

Gecina S.A.

1,013

13,572

ICADE

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

FRANCE

(continued)

180,591

(b) Kering

$

60,516

125,025

(a) Legrand S.A.

20,774

236,518

(a) L'Oreal S.A.

102,764

229,377

LVMH Moet Hennessy Louis Vuitton S.A.

141,154

962,090

Orange S. A.

15,606

247,688

(a) Safran S.A.

87,897

957,360

Societe Generale

63,738

443,537

Total S.A.

27,015

1,070,451

Veolia Environnement

36,505

TOTAL FRANCE

910,508

GERMANY - 2.6%

47,410

Allianz AG.

19,947

756,721

(a) Aroundtown S.A.

2,910

192,815

(a) BASF SE

9,634

517,842

(a) BK LC Lux Finco 2 Sarl

23,432

26,513

(a) Brenntag SE

1,589

38,790

(a) Covestro AG.

2,655

71,189

Deutsche Boerse AG.

19,064

530,039

(a) Deutsche Telekom AG.

18,058

52,006

(a),(b)

Dr ING hc F Porsche AG.

2,521

1,676,344

E.ON AG.

31,575

55,369

(a) Evonik Industries AG.

963

30,859

(a) Hannover Rueckversicherung AG.

9,312

441,390

HeidelbergCement AG.

99,774

17,652

(a) LEG Immobilien SE

1,407

14,628

(a) Muenchener Rueckver AG.

9,339

1,010

(a) OSRAM Licht AG.

49,604

(a) Rheinmetall AG.

116,032

1,887,976

RWE AG.

83,975

604,741

SAP AG.

161,930

622,988

Siemens AG.

168,193

444,392

(a) Siemens Energy AG.

52,251

301,313

(a),(c)

Siemens Healthineers AG.

16,321

28,686

(a) Symrise AG.

2,495

186,480

Vonovia SE

5,828

TOTAL GERMANY

859,267

GREECE - 0.1%

472,285

(a) Alpha Bank S.A.

2,009

3,500,641

(a) Eurobank Ergasias Services and Holdings S.A.

13,542

5,760

(a),(d)

FF Group

0^

35,860

Hellenic Telecommunications Organization S.A.

679

24,496

(a) JUMBO S.A.

840

186,062

(a) National Bank of Greece S.A.

2,709

39,998

(a) OPAP S.A.

933

242,505

(a) Piraeus Financial Holdings S.A.

2,060

37,234

(a) Public Power Corp

613

TOTAL GREECE

23,385

HONG KONG - 0.2%

3,065,200

AIA Group Ltd

29,377

1,004,000

Hang Lung Properties Ltd

1,125

373,000

(a) Henderson Land Development Co Ltd

1,314

630,200

Hongkong Land Holdings Ltd

3,989

532,000

(a) J&T Global Express Ltd

668

454,739

Link REIT

2,337

437,000

(a) New World Development Co Ltd

30,000

(a) Orient Overseas International Ltd

1,060,266

Prudential plc

14,843

834,250

Sino Biopharmaceutical Ltd

870

380,500

Sun Hung Kai Properties Ltd

4,551

SHARES

DESCRIPTION

VALUE (000)

HONG KONG

(continued)

309,000

(a) Wharf Real Estate Investment Co Ltd

$

912

TOTAL HONG KONG

60,910

HUNGARY - 0.0%

87,941

(a) MOL Hungarian Oil & Gas plc

714

48,307

(a) OTP Bank Rt

4,179

11,229

Richter Gedeon Rt

TOTAL HUNGARY

5,235

INDIA - 1.3%

11,741

ABB Ltd India

685

35,166

(a) Adani Enterprises Ltd

993

117,866

(a) Adani Ports & Special Economic Zone Ltd

1,863

636,580

(a) Adani Power Ltd

1,038

4,163

(a) Alkem Laboratories Ltd

138,501

(a) Ambuja Cements Ltd

889

38,902

APL Apollo Tubes Ltd

739

44,453

(a) Apollo Hospitals Enterprise Ltd

3,712

635,720

(a) Ashok Leyland Ltd

1,023

72,477

Asian Paints Ltd

1,918

26,353

(a) Astral Ltd

77,498

(a),(c)

AU Small Finance Bank Ltd

639

21,109

(a) Aurobindo Pharma Ltd

35,213

(a),(c)

Avenue Supermarts Ltd

1,775

962,534

Axis Bank Ltd

12,262

14,716

(a) Bajaj Auto Ltd

1,439

600,780

(a) Bajaj Finance Ltd

6,760

82,562

(a) Bajaj Finserv Ltd

1,865

5,777

(a) Bajaj Holdings & Investment Ltd

797

16,494

(a) Balkrishna Industries Ltd

234,435

(a) Bank of Baroda

683

791,119

Bharat Electronics Ltd

3,601

56,470

(a) Bharat Forge Ltd

772

240,265

(a) Bharat Heavy Electricals Ltd

645

334,483

(a) Bharat Petroleum Corp Ltd

1,281

1,847,056

Bharti Airtel Ltd

39,064

1,603

(a) Bosch Ltd

689

23,685

(a) Britannia Industries Ltd

1,598

43,581

(a) BSE Ltd

1,000

21,010

(a) Cadila Healthcare Ltd

418,229

(a) Canara Bank

583

57,293

(a) CG Power & Industrial Solutions Ltd

90,772

(a) Cholamandalam Investment and Finance Co Ltd

1,645

146,636

Cipla Ltd

2,488

399,905

(a) Coal India Ltd

1,757

30,067

(a) Colgate-Palmolive India Ltd

752

69,868

(a) Container Corp Of India Ltd

14,790

(a) Coromandel International Ltd

30,294

(a) Cummins India Ltd

1,341

114,849

(a) Dabur India Ltd

635

9,839

(a) Divi's Laboratories Ltd

633

7,788

(a) Dixon Technologies India Ltd

1,431

163,332

(a) DLF Ltd

1,312

47,335

(a) Dr Reddy's Laboratories Ltd

657

29,562

Eicher Motors Ltd

2,334

150,281

(a) FSN E-Commerce Ventures Ltd

501,589

(a) GAIL India Ltd

996

578,863

(a) GMR Infrastructure Ltd

568

88,770

(a) Godrej Consumer Products Ltd

1,166

32,296

(a) Godrej Properties Ltd

717

58,763

(a) Grasim Industries Ltd

1,825

49,057

Havells India Ltd

830

206,494

HCL Technologies Ltd

3,224

21,040

(a),(c)

HDFC Asset Management Co Ltd

1,311

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

INDIA

(continued)

2,438,909

HDFC Bank Ltd

$

26,137

860,816

HDFC Bank Ltd (ADR)

29,406

208,994

(a),(c)

HDFC Life Insurance Co Ltd

1,780

26,404

Hero Honda Motors Ltd

1,628

291,185

(a) Hindalco Industries Ltd

2,499

43,769

(a) Hindustan Aeronautics Ltd

2,339

176,887

Hindustan Lever Ltd

5,010

211,053

(a) Hindustan Petroleum Corp Ltd

1,056

2,286

(a) Hitachi Energy India Ltd

30,512

(a) Hyundai Motor India Ltd

888

1,838,516

(a) ICICI Bank Ltd

27,863

52,052

(a),(c)

ICICI Lombard General Insurance Co Ltd

1,107

77,399

(c) ICICI Prudential Life Insurance Co Ltd

519

734,090

(a) IDFC First Bank Ltd

577

186,034

Indian Hotels Co Ltd

1,510

613,707

(a) Indian Oil Corp Ltd

1,036

52,717

(a) Indian Railway Catering & Tourism Corp Ltd

286,022

(a) Indus Towers Ltd

1,104

124,400

(a) IndusInd Bank Ltd

1,031

77,400

(a) Info Edge India Ltd

1,142

714,320

Infosys Technologies Ltd

11,618

40,985

(a),(c)

InterGlobe Aviation Ltd

2,577

653,573

(a) ITC Ltd

2,954

72,617

(a) Jindal Stainless Ltd

604

78,291

(a) Jindal Steel & Power Ltd

939

95,252

(a) JSW Energy Ltd

569

132,576

(a) JSW Steel Ltd

1,707

77,595

(a) Jubilant Foodworks Ltd

540

89,103

(a) Kalyan Jewellers India Ltd

235,040

Kotak Mahindra Bank Ltd

5,270

145,348

(a) Larsen & Toubro Ltd

5,992

15,937

(a),(c)

LTIMindtree Ltd

927

18,707

(a) Lupin Ltd

64,632

(c) Macrotech Developers Ltd

827

200,479

Mahindra & Mahindra Ltd

7,737

26,501

(a) Mankind Pharma Ltd

728

112,761

(a) Marico Ltd

886

27,235

(a) Maruti Suzuki India Ltd

4,919

132,005

(a) Max Healthcare Institute Ltd

1,657

23,116

(a) Mphasis Ltd

693

519

(a) MRF Ltd

853

25,175

(a) Muthoot Finance Ltd

871

146,670

(a) Nestle India Ltd

1,904

698,140

(a) NHPC Ltd

679

699,006

(a) NMDC Ltd

601

947,576

(a) NTPC Ltd

3,634

19,441

(a) Oberoi Realty Ltd

676,043

(a) Oil & Natural Gas Corp Ltd

1,822

106,150

(a) Oil India Ltd

4,796

(a) Oracle Financial Services Software Ltd

1,343

(a) Page Industries Ltd

615

73,760

(a) PB Fintech Ltd

1,415

23,594

(a) Persistent Systems Ltd

1,284

169,337

(a) Petronet LNG Ltd

532

42,544

Phoenix Mills Ltd

745

16,706

PI Industries Ltd

661

66,822

Pidilite Industries Ltd

1,105

11,768

(a) Polycab India Ltd

966

324,457

(a) Power Finance Corp Ltd

1,498

1,003,741

Power Grid Corp of India Ltd

3,167

37,458

(a) Prestige Estates Projects Ltd

637

510,838

(a) Punjab National Bank

649

SHARES

DESCRIPTION

VALUE (000)

INDIA

(continued)

114,957

(a) Rail Vikas Nigam Ltd

$

285,837

(a) REC Ltd

1,199

3,624,805

(a) Reliance Industries Ltd

55,676

4,557,381

(a) Reliance Strategic Investments Ltd

15,026

1,036,398

(a) Samvardhana Motherson International Ltd

1,234

59,328

(a) SBI Cards & Payment Services Ltd

586

98,514

(a),(c)

SBI Life Insurance Co Ltd

1,988

2,015

(a) Shree Cement Ltd

664

304,400

(a) Shriram Finance Ltd

2,111

19,607

(a) Siemens India Ltd

691

5,919

(a) Solar Industries India Ltd

889

28,851

(a) SRF Ltd

917

388,481

(a) State Bank of India

3,814

181,094

(a) Sun Pharmaceutical Industries Ltd

3,260

14,296

(a) Sundaram Finance Ltd

709

14,018

Supreme Industries Ltd

667

2,046,776

(a) Suzlon Energy Ltd

1,268

187,998

(a) Swiggy Ltd

895

26,229

(a) Tata Communications Ltd

194,614

(a) Tata Consultancy Services Ltd

6,335

128,932

Tata Consumer Products Ltd

1,640

7,314

(a) Tata Elxsi Ltd

437,362

(a) Tata Motors Ltd

3,351

351,934

(a) Tata Power Co Ltd

1,540

1,626,786

(a) Tata Steel Ltd

3,094

117,598

(a) Tech Mahindra Ltd

1,857

76,658

(a) Titan Co Ltd

2,906

44,832

(a) Torrent Pharmaceuticals Ltd

1,824

37,952

(a) Torrent Power Ltd

521

39,253

Trent Ltd

2,066

23,025

(a) Tube Investments of India Ltd

804

51,868

(a) TVS Motor Co Ltd

2,009

25,393

(a) Ultra Tech Cement Ltd

3,496

325,195

Union Bank of India

507

64,292

(a) United Spirits Ltd

959

100,434

(a) UPL Ltd

741

291,541

(a) Varun Beverages Ltd

1,456

296,154

(a) Vedanta Ltd

1,554

331,690

(a) Vishal Mega Mart Ltd

557

5,339,533

(a) Vodafone Idea Ltd

50,251

(a) Voltas Ltd

766

18,652

(a) WAAREE Energies Ltd

699

575,177

(a) Wipro Ltd

1,552

2,989,242

(a) Yes Bank Ltd

715

637,083

(a) Zomato Ltd

2,339

TOTAL INDIA

438,336

INDONESIA - 0.1%

3,112,600

(a) Amman Mineral Internasional PT

1,349

4,341,468

Astra International Tbk PT

1,506

11,897,900

(a) Bank Central Asia Tbk PT

5,449

3,141,700

(a) Bank Negara Indonesia Persero Tbk PT

775

70,819,193

Bank Rakyat Indonesia

16,599

4,879,526

(a) Barito Pacific Tbk PT

1,100

1,870,355

(a) Chandra Asri Pacific Tbk PT

868

1,537,300

(a) Charoen Pokphand Indonesia Tbk PT

190,392,200

(a) GoTo Gojek Tokopedia Tbk PT

619

459,900

(a) Indofood CBP Sukses Makmur Tbk PT

1,641,400

(a) Kalbe Farma Tbk PT

4,838,200

(a) Petrindo Jaya Kreasi Tbk PT

8,010,094

(a) PT Bank Mandiri Persero Tbk

2,117

215,600

(a) PT Dian Swastatika Sentosa Tbk

1,374

929,200

(a) PT Indofood Sukses Makmur Tbk

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

INDONESIA

(continued)

324,498

(a) PT United Tractors Tbk

$

522

4,067,900

(a) Sumber Alfaria Trijaya Tbk PT

10,623,795

Telkom Indonesia Persero Tbk PT

1,956

TOTAL INDONESIA

36,383

IRELAND - 0.2%

7,155,763

AIB Group plc

65,237

TOTAL IRELAND

65,237

ISRAEL - 0.0%

167,292

(a) Israel Chemicals Ltd

1,045

TOTAL ISRAEL

1,045

ITALY - 0.5%

142,163

Assicurazioni Generali S.p.A.

5,587

645,494

(a),(b)

Davide Campari-Milano NV

4,082

441,876

(a) ENI S.p.A.

7,731

59,133

(a) Ferrari NV

28,663

642,075

Moncler S.p.A

37,788

1,808,781

(a) PRADA S.p.A

10,890

1,059,507

(a) UniCredit S.p.A

80,623

TOTAL ITALY

175,364

JAPAN - 5.8%

1,306

(a) Activia Properties, Inc

1,189

1,132,700

Advantest Corp

112,072

585

(a) Aeon Co Ltd

1,474,600

Ajinomoto Co, Inc

42,276

265,500

(a) Asahi Kasei Corp

2,087

3,120,091

Daiichi Sankyo Co Ltd

70,203

45,500

(a) Daito Trust Construction Co Ltd

998

860

(a) Daiwa House REIT Investment Corp

733

584,800

(a) ENEOS Holdings, Inc

3,704

1,357,700

(a) Fujitsu Ltd

31,849

8,227,220

(a) Hitachi Ltd

217,964

281,200

(a) Hoya Corp

38,882

207,200

(a),(b)

Hulic Co Ltd

2,270

1,003

Hulic Reit, Inc

1,150

167,000

(a) Idemitsu Kosan Co Ltd

1,143

190,400

(a) Inpex Holdings, Inc

3,428

Invincible Investment Corp

Japan Retail Fund Investment Corp

617,700

(a) Japan Tobacco, Inc

20,259

124,300

(a),(b)

JFE Holdings, Inc

1,525

696,800

(a) Kansai Electric Power Co, Inc

9,967

615,000

KDDI Corp

9,808

Kenedix Realty Investment Corp

77,000

(a) Keyence Corp

28,687

710,300

(a) Matsumotokiyoshi Holdings Co Ltd

14,428

276,600

Mitsubishi Chemical Holdings Corp

1,589

4,983,400

Mitsubishi Electric Corp

127,992

489,573

Mitsubishi Estate Co Ltd

11,252

3,382,800

(a) Mitsubishi Heavy Industries Ltd

88,525

12,669,200

Mitsubishi UFJ Financial Group, Inc

204,372

2,100,200

Mitsui & Co Ltd

52,151

30,750

Mitsui Fudosan Co Ltd

6,452

(a) Mitsui Fudosan Logistics Park, Inc

4,640

(a) Mori Hills REIT Investment Corp

788,200

(a) Murata Manufacturing Co Ltd

14,963

995,700

Nintendo Co Ltd

86,147

204,800

(a) Nippon Paint Co Ltd

1,397

1,045,000

(a),(b)

Nippon Steel Corp

4,304

6,001,000

Nippon Telegraph & Telephone Corp

6,273

152,700

(a) Nitto Denko Corp

3,620

1,033

(a) Nomura Real Estate Master Fund, Inc

1,121

1,394

Orix JREIT, Inc

945

SHARES

DESCRIPTION

VALUE (000)

JAPAN

(continued)

184,500

Sekisui House Ltd

$

4,196

232,500

(a) Shimano, Inc

25,984

364,500

(a) Shin-Etsu Chemical Co Ltd

11,935

875,800

Softbank Group Corp

110,509

11,202,225

Sony Corp

322,027

11,202,225

(a) Sony Financial Holdings, Inc

12,423

4,406

Star Asia Investment Corp

1,797

53,400

Sumitomo Metal Mining Co Ltd

1,719

4,560,803

Sumitomo Mitsui Financial Group, Inc

128,308

Sumitomo Realty & Development Co Ltd

37,400

(a) Taiyo Nippon Sanso Corp

1,325

336,400

Tokyo Tatemono Co Ltd

6,733

299,600

(a) Toray Industries, Inc

1,911

4,637,005

(a) Toyota Motor Corp

89,060

640

United Urban Investment Corp

777

TOTAL JAPAN

1,943,735

KOREA, REPUBLIC OF - 1.3%

10,397

(a) Alteogen, Inc

3,422

6,152

(a) Amorepacific Corp

537

34,795

(a) Celltrion, Inc

4,305

11,755

(a) Coway Co Ltd

825

11,566

(a) Daewoo International Corp

26,373

(a) Daewoo Shipbuilding & Marine Engineering Co Ltd

2,073

9,843

(a) Dongbu Insurance Co Ltd

973

11,971

Doosan Bobcat, Inc

1,610

(a) Doosan Corp

621

324,545

(a) Doosan Heavy Industries and Construction Co Ltd

14,503

10,491

(a) Ecopro BM Co Ltd

847

21,653

(a) Ecopro Co Ltd

734

61,369

(a) Hana Financial Group, Inc

3,816

5,179

(a) Hanjin Kal Corp

16,428

(a) Hankook Tire & Technology Co Ltd

9,340

(a) Hanmi Semiconductor Co Ltd

644

(a) Hanwha Chemical Corp

16,437

(a) Hanwha Systems Co Ltd

699

9,310

(a) HD Hyundai Co Ltd

1,033

5,093

HD Hyundai Electric Co Ltd

2,118

4,744

(a) HD Hyundai Heavy Industries Co Ltd

1,742

25,286

(a) HLB, Inc

682

54,974

(a) HMM Co Ltd

788

4,840

(a) HYBE Co Ltd

919

117,204

Hynix Semiconductor, Inc

29,055

1,207

(a) Hyosung Heavy Industries Corp

1,158

7,991

(a) Hyundai Glovis Co Ltd

943

9,204

(a) Hyundai Heavy Industries

2,697

12,822

(a) Hyundai Mobis

2,728

28,517

Hyundai Motor Co

4,372

7,671

(a) Hyundai Motor Co Ltd (2nd Preference)

911

4,838

Hyundai Motor Co Ltd (Preference)

562

16,534

(a) Hyundai Rotem Co Ltd

2,585

59,187

(a) Industrial Bank of Korea

821

66,042

Kakao Corp

2,812

34,954

(a) KakaoBank Corp

592

77,779

KB Financial Group, Inc

6,419

51,225

(a) Kia Motors Corp

3,677

15,538

(a) Korea Aerospace Industries Ltd

1,200

54,914

(a) Korea Electric Power Corp

1,417

9,076

(a) Korea Investment Holdings Co Ltd

939

870

Korea Zinc Co Ltd

571

37,540

(a) Korean Air Lines Co Ltd

609

6,172

(a),(c)

Krafton, Inc

1,289

21,048

(a) KT&G Corp

2,005

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

KOREA, REPUBLIC OF

(continued)

10,755

(a) LG Chem Ltd

$

2,135

18,363

(a) LG Corp

943

68,039

(a) LG Display Co Ltd

698

22,969

LG Electronics, Inc

1,239

10,047

(a) LG Energy Solution Ltd

2,493

1,929

(a) LG Household & Health Care Ltd

48,796

(a) LG Telecom Ltd

534

2,842

(a) LIG Nex1 Co Ltd

1,044

3,334

(a) LS Electric Co Ltd

678

17,637

(a) Meritz Financial Group, Inc

1,431

48,956

(a) Mirae Asset Daewoo Co Ltd

748

30,600

(a) Naver Corp

5,872

4,995

(a) Orion Corp/Republic of Korea

15,612

POSCO

3,068

7,406

POSCO Future M Co Ltd

758

3,699

(a),(c)

Samsung Biologics Co Ltd

2,636

18,294

(a) Samsung C&T Corp

2,409

12,051

(a) Samsung Electro-Mechanics Co Ltd

1,664

3,978,604

Samsung Electronics Co Ltd

238,518

175,198

Samsung Electronics Co Ltd (Preference)

8,315

6,416

(a) Samsung Fire & Marine Insurance Co Ltd

2,065

151,972

(a) Samsung Heavy Industries Co Ltd

2,373

17,125

Samsung Life Insurance Co Ltd

1,914

13,727

(a) Samsung SDI Co Ltd

2,009

9,157

(a) Samsung SDS Co Ltd

1,072

7,081

(a) Samsung Techwin Co Ltd

5,600

899

(a) Samyang Foods Co Ltd

980

93,570

Shinhan Financial Group Co Ltd

4,718

12,138

(a) SK Biopharmaceuticals Co Ltd

881

14,597

(a) SK Innovation Co Ltd

1,046

20,311

(a) SK Square Co Ltd

2,925

11,017

SK Telecom Co Ltd

7,988

(a) SK, Inc

1,196

9,260

S-Oil Corp

143,500

(a) Woori Financial Group, Inc

2,657

32,422

(a) Woori Investment & Securities Co Ltd

4,648

(a) Yuhan Corp

TOTAL KOREA, REPUBLIC OF

417,407

KUWAIT - 0.1%

322,612

(a) Boubyan Bank KSCP

747

442,788

(a) Gulf Bank KSCP

507

2,380,503

(a) Kuwait Finance House KSCP

6,194

144,466

(a) Mabanee Co SAK

412,744

Mobile Telecommunications Co KSCP

696

1,784,339

(a) National Bank of Kuwait SAKP

6,193

490,663

(a) Warba Bank KSCP

TOTAL KUWAIT

15,259

LUXEMBOURG - 0.0%

101,331

(a) ArcelorMittal S.A.

3,656

28,811

(a) Reinet Investments S.C.A

842

TOTAL LUXEMBOURG

4,498

MACAU - 0.0%

2,167,000

(a) Galaxy Entertainment Group Ltd

11,915

TOTAL MACAU

11,915

MALAYSIA - 0.1%

512,800

(a) AMMB Holdings BHD

689

633,643

(a) Axiata Group Bhd

1,730,379

(a) Bumiputra-Commerce Holdings BHD

3,024

759,600

(a) Digi.Com BHD

668

1,000,461

(a) Gamuda BHD

1,318

138,900

(a) Hong Leong Bank BHD

677

170,900

IHH Healthcare Bhd

SHARES

DESCRIPTION

VALUE (000)

MALAYSIA

(continued)

538,500

(a) IOI Corp BHD

$

505

104,743

(a) Kuala Lumpur Kepong BHD

513

1,287,000

Malayan Banking BHD

3,030

506,800

(a) Maxis Bhd

282,508

(a) MISC Bhd

722,509

(a),(c)

MR DIY Group M Bhd

13,900

(a) Nestle Malaysia Bhd

517,000

(a) Petronas Chemicals Group Bhd

521

69,600

(a) Petronas Dagangan BHD

172,116

(a) Petronas Gas BHD

757

791,158

Press Metal Aluminium Holdings Bhd

1,111

3,132,400

Public Bank Bhd

3,227

330,975

(a) QL Resources Bhd

370,428

(a) RHB Capital BHD

581

432,600

(a) Sime Darby Plantation Bhd

536

527,400

(a) Sunway BHD

709

250,450

(a) Telekom Malaysia BHD

564,476

Tenaga Nasional BHD

1,774

554,887

(a) YTL Corp BHD

584,900

(a) YTL Power International BHD

586

TOTAL MALAYSIA

23,972

MEXICO - 0.4%

782,300

(a),(b)

Alfa S.A. de C.V. (Class A)

627

3,911,599

(a) America Movil SAB de C.V.

4,095

110,000

(a),(b)

Arca Continental SAB de C.V.

1,153

3,266,994

Cemex S.A. de C.V.

2,926

115,665

(a),(b)

Coca-Cola Femsa SAB de C.V.

960

611,600

(a) Fibra Uno Administracion S.A. de C.V.

901

374,100

(a),(b)

Fomento Economico Mexicano S.A. de C.V.

3,689

603,696

Fomento Economico Mexicano SAB de C.V. (ADR)

59,543

47,758

(a) Fresnillo plc

1,523

36,210

(a) Gruma SAB de C.V.

672

60,600

(a) Grupo Aeroportuario del Centro Norte Sab de C.V.

784

83,526

(a),(b)

Grupo Aeroportuario del Pacifico S.A. de C.V. (B Shares)

1,974

38,365

(a) Grupo Aeroportuario del Sureste S.A. de C.V. (Class B)

1,239

275,100

(a),(b)

Grupo Bimbo S.A. de C.V. (Series A)

977

118,900

(a),(b)

Grupo Carso S.A. de C.V. (Series A1)

849

72,900

(a),(b)

Grupo Comercial Chedraui S.a. DE C.V.

578

3,763,907

Grupo Financiero Banorte S.A. de C.V.

37,916

390,127

(a),(b)

Grupo Financiero Inbursa S.A.

1,073

670,223

(a),(b)

Grupo Mexico S.A. de C.V. (Series B)

5,845

42,886

(a),(b)

Industrias Penoles S.A. de C.V.

1,917

323,600

(a),(b)

Kimberly-Clark de Mexico S.A. de C.V. (Class A)

685

216,954

(a) ProLogis Property Mexico S.A. de C.V.

888

39,195

(a) Promotora y Operadora de Infraestructura SAB de C.V.

535

43,000

(a),(b)

Qualitas Controladora SAB de C.V.

19,409

Southern Copper Corp

2,355

1,131,500

(b) Wal-Mart de Mexico SAB de C.V.

3,495

TOTAL MEXICO

137,592

NETHERLANDS - 1.7%

3,269

(a),(c)

Adyen NV

5,260

36,895

(a) Akzo Nobel NV

2,633

(a) Argenx SE

53,097

(a) Argenx SE

39,231

315,313

ASML Holding NV

307,489

169,783

(a),(c)

Euronext NV

25,419

232,609

Heineken NV

18,215

12,770

(a) IMCD NV

1,324

5,802,728

ING Groep NV

152,123

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

NETHERLANDS

(continued)

4,258,541

Koninklijke KPN NV

$

20,439

TOTAL NETHERLANDS

572,308

NORWAY - 0.0%

68,269

(a) Aker BP ASA

1,733

165,707

(a) Equinor ASA

4,041

299,194

Norsk Hydro ASA

2,034

TOTAL NORWAY

7,808

PERU - 0.0%

35,036

(a) Cia de Minas Buenaventura S.A. (ADR) (Series B)

853

14,421

Credicorp Ltd

3,840

TOTAL PERU

4,693

PHILIPPINES - 0.0%

51,310

Ayala Corp

1,449,770

(a) Ayala Land, Inc

607

460,434

(a) Bank of the Philippine Islands

910

518,465

(a) BDO Unibank, Inc

1,184

218,690

International Container Term Services, Inc

1,773

104,148

(a) Jollibee Foods Corp

62,584

Manila Electric Co

570

392,723

(a) Metropolitan Bank & Trust

16,198

(a) PLDT, Inc

48,570

SM Investments Corp

613

2,159,000

(a) SM Prime Holdings

833

TOTAL PHILIPPINES

8,064

POLAND - 0.1%

147,316

(a),(c)

Allegro.eu S.A.

1,445

132,658

(a) Bank Millennium S.A.

529

38,913

(a) Bank Pekao S.A.

1,875

8,727

(a) Bank Zachodni WBK S.A.

1,135

3,087

(a) BRE Bank S.A.

766

2,774

(a) Budimex S.A.

11,725

(a) CCC S.A.

587

13,729

CD Projekt S.A.

1,024

105,180

(a),(c)

Dino Polska S.A.

1,268

29,484

(a) KGHM Polska Miedz S.A.

1,300

LPP S.A.

1,159

191,563

(a) PGE Polska Grupa Energetyczna S.A.

566

124,484

(a) Polski Koncern Naftowy Orlen S.A.

2,966

187,528

Powszechna Kasa Oszczednosci Bank Polski S.A.

3,644

129,886

(a) Powszechny Zaklad Ubezpieczen S.A.

1,945

61,417

(a) Zabka Group S.A.

TOTAL POLAND

20,995

PORTUGAL - 0.1%

90,140

(a) Galp Energia SGPS S.A.

1,708

788,762

(a) Jeronimo Martins SGPS S.A.

19,203

TOTAL PORTUGAL

20,911

QATAR - 0.0%

466,783

(a) Barwa Real Estate Co

670,830

(a) Commercial Bank PSQC

845

368,388

(a) Dukhan Bank

327,576

(a) Industries Qatar QSC

1,125

1,274,072

(a) Masraf Al Rayan QSC

832

1,197,337

(a) Mesaieed Petrochemical Holding Co

175,944

Ooredoo QPSC

661

93,998

(a) Qatar Electricity & Water Co QSC

126,309

Qatar Fuel QSC

523

609,345

(a) Qatar Gas Transport Co Ltd

770

209,871

(a) Qatar International Islamic Bank QSC

625

376,711

(a) Qatar Islamic Bank SAQ

2,473

SHARES

DESCRIPTION

VALUE (000)

QATAR

(continued)

988,965

(a) Qatar National Bank QPSC

$

5,047

TOTAL QATAR

14,438

ROMANIA - 0.0%

127,370

(a) NEPI Rockcastle NV

1,020

TOTAL ROMANIA

1,020

RUSSIA - 0.0%

12,672

(a),(b),(d)

Ozon Holdings plc (ADR)

0^

211,169

(a),(d)

VTB Bank PJSC (GDR) Tradegate

TOTAL RUSSIA

SAUDI ARABIA - 0.2%

32,796

(a) ACWA Power Co

1,872

75,989

(a) Ades Holding Co

421,260

Al Rajhi Bank

12,038

8,360

(a) Al Rajhi Co for Co-operative Insurance

261,242

(a) Alinma Bank

1,864

106,167

(a) Almarai Co JSC

1,424

190,543

(a) Arab National Bank

1,256

5,003

(a) Arabian Internet & Communications Services Co

154,317

(a) Bank AlBilad

1,186

126,392

(a) Bank Al-Jazira

261,336

(a) Banque Saudi Fransi

1,244

17,355

(a) Bupa Arabia for Cooperative Insurance Co

763

15,674

(a) Co for Cooperative Insurance

568

2,666

(a) Dallah Healthcare Co

110,967

(a) Dar Al Arkan Real Estate Development Co

590

7,188

Dr Sulaiman Al Habib Medical Services Group Co

518

5,114

(a) Elm Co

1,221

82,553

(a) Etihad Etisalat Co

1,487

124,175

(a) Jabal Omar Development Co

643

123,032

(a) Jarir Marketing Co

21,350

(a) Makkah Construction & Development Co

508

7,948

(a) Mouwasat Medical Services Co

8,495

(a) Nahdi Medical Co

312,339

(a) Riyad Bank

2,265

49,696

SABIC Agri-Nutrients Co

1,581

78,866

(a) Sahara International Petrochemical Co

7,662

(a) SAL Saudi Logistics Services

292,409

(a) Saudi Arabian Mining Co

4,991

1,298,580

(a),(c)

Saudi Arabian Oil Co

8,527

11,144

(a) Saudi Aramco Base Oil Co

215,042

(a) Saudi Awwal Bank

1,840

192,322

Saudi Basic Industries Corp

3,156

175,381

(a) Saudi Electricity Co

710

130,453

(a) Saudi Investment Bank

629,482

(a) Saudi National Bank

6,576

7,129

(a) Saudi Research & Media Group

10,024

(a) Saudi Tadawul Group Holding Co

551

429,942

Saudi Telecom Co

5,056

57,973

(a) Yanbu National Petrochemical Co

540

TOTAL SAUDI ARABIA

67,250

SINGAPORE - 0.5%

750,400

Ascendas REIT

1,624

32,201

(a) CapitaLand Ascott Trust

606,342

Capitaland Investment Ltd

1,266

108,592

CapitaMall Trust

2,377,080

(a) DBS Group Holdings Ltd

94,270

4,472,261

Oversea-Chinese Banking Corp

57,019

954,700

(a) Singapore Exchange Ltd

12,256

TOTAL SINGAPORE

166,651

SOUTH AFRICA - 0.2%

181,111

(a) Absa Group Ltd

1,901

56,722

Anglo American Platinum Ltd

4,048

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

SOUTH AFRICA

(continued)

241,776

(a) Anglo American plc

$

9,117

72,550

(a) Bid Corp Ltd

1,816

71,757

(b) Bidvest Group Ltd

880

18,806

Capitec Bank Holdings Ltd

3,795

49,822

(a) Clicks Group Ltd

1,017

114,602

(a) Discovery Ltd

1,307

45,281

(a) E Media Holdings Ltd

1,085,728

FirstRand Ltd

4,882

191,826

Gold Fields Ltd

8,033

123,032

(a) Harmony Gold Mining Co Ltd

2,223

196,114

(a) Impala Platinum Holdings Ltd

2,501

372,171

(a) MTN Group Ltd

3,132

33,536

Naspers Ltd

12,186

100,350

(a) Nedbank Group Ltd

1,241

894,795

(a),(b)

Old Mutual Ltd

691

187,048

(a) OUTsurance Group Ltd

776

754,471

(a),(c)

Pepkor Holdings Ltd

1,063

107,914

(a) Remgro Ltd

1,048

385,664

Sanlam Ltd

1,867

124,495

(a) Sasol Ltd

775

106,915

(a),(b)

Shoprite Holdings Ltd

1,696

607,557

(a) Sibanye Stillwater Ltd

1,718

284,812

Standard Bank Group Ltd

3,896

133,126

(a) Vodacom Group Ltd

1,027

TOTAL SOUTH AFRICA

72,641

SPAIN - 1.3%

130,148

Amadeus IT Holding S.A.

10,346

8,016,411

Banco Bilbao Vizcaya Argentaria S.A.

154,474

17,163,258

Banco Santander S.A.

180,117

3,332,193

(a) CaixaBank S.A.

35,194

2,514,574

Iberdrola S.A.

47,599

108,528

(a),(b),(d)

Let's GOWEX S.A.

20,822

Merlin Properties Socimi S.A.

250,037

(a) Repsol YPF S.A.

4,446

TOTAL SPAIN

432,492

SWEDEN - 0.3%

1,772,571

(a) Assa Abloy AB

61,699

61,404

Boliden AB

2,506

484,276

(a) Fastighets AB Balder

3,470

16,467

(a) Holmen AB

626

834,086

(a) Sandvik AB

23,301

TOTAL SWEDEN

91,602

SWITZERLAND - 1.4%

1,600,257

ABB Ltd

115,800

448,706

Cie Financiere Richemont S.A.

86,137

40,177

DSM-Firmenich AG.

3,428

1,516

(a) EMS-Chemie Holding AG.

1,077

296,608

(a) Galderma Group AG.

52,440

6,176

Givaudan S.A.

25,192

180,716

Lonza Group AG.

120,834

57,638

(a) On Holding AG.

2,441

12,608

(a) PSP Swiss Property AG.

2,169

66,066

SIG Group AG.

685

12,608

(a) Swiss Prime Site AG.

1,766

88,779

(b) Zurich Insurance Group AG

63,458

TOTAL SWITZERLAND

475,427

TAIWAN - 2.7%

109,000

(a) Accton Technology Corp

3,769

622,000

Acer, Inc

634

101,725

(a) Advantech Co Ltd

1,071

16,299

(a) Alchip Technologies Ltd

1,872

717,000

(a) ASE Technology Holding Co Ltd

3,915

SHARES

DESCRIPTION

VALUE (000)

TAIWAN

(continued)

486,000

(a) Asia Cement Corp

$

609

71,000

Asia Vital Components Co Ltd

2,309

153,000

(a) Asustek Computer, Inc

3,380

1,280,800

(a) AU Optronics Corp

576

217,000

(a) Caliway Biopharmaceuticals Co Ltd

1,311

118,189

(a) Catcher Technology Co Ltd

709

2,042,947

Cathay Financial Holding Co Ltd

4,413

324,564

(a) Chailease Holding Co Ltd

1,189

1,339,836

(a) Chang Hwa Commercial Bank

865

405,000

(a) Cheng Shin Rubber Industry Co Ltd

501

618,000

(a) China Airlines

3,447,983

(a) China Development Financial Holding Corp

1,698

2,549,517

(a) China Steel Corp

1,627

3,579,000

Chinatrust Financial Holding Co

5,048

814,849

Chunghwa Telecom Co Ltd

3,567

916,000

(a) Compal Electronics, Inc

979

419,000

(a) Delta Electronics, Inc

11,803

182,916

E Ink Holdings, Inc

1,453

3,106,477

(a) E.Sun Financial Holding Co Ltd

3,404

909,000

(a) Eclat Textile Co Ltd

13,140

64,000

(a) Elite Material Co Ltd

2,590

13,546

(a) eMemory Technology, Inc

901

597,000

(a) Eva Airways Corp

749

230,292

(a) Evergreen Marine Corp Taiwan Ltd

1,356

653,000

(a) Far Eastern Textile Co Ltd

596

390,000

(a) Far EasTone Telecommunications Co Ltd

1,133

97,245

(a) Feng TAY Enterprise Co Ltd

2,444,857

First Financial Holding Co Ltd

2,399

762,000

(a) Formosa Chemicals & Fibre Corp

746

818,000

(a) Formosa Plastics Corp

1,037

33,770

(a) Fortune Electric Co Ltd

648

1,810,817

Fubon Financial Holding Co Ltd

5,258

2,289,312

Fuhwa Financial Holdings Co Ltd

2,623

113,000

(a) Gigabyte Technology Co Ltd

1,115

19,000

(a) Global Unichip Corp

842

55,274

(a) Globalwafers Co Ltd

851

2,684,077

Hon Hai Precision Industry Co, Ltd

19,165

64,952

Hotai Motor Co Ltd

1,268

1,926,416

(a) Hua Nan Financial Holdings Co Ltd

1,873

1,680,676

(a) InnoLux Display Corp

797

48,000

International Games System Co Ltd

1,243

576,000

(a) Inventec Co Ltd

869

18,670

(a) Jentech Precision Industrial Co Ltd

1,489

13,000

(a) King Slide Works Co Ltd

1,412

21,063

(a) Largan Precision Co Ltd

1,630

449,000

(a) Lite-On Technology Corp

2,553

18,000

(a) Lotes Co Ltd

920

326,879

MediaTek, Inc

14,177

2,541,412

(a) Mega Financial Holding Co Ltd

3,544

152,000

(a) Micro-Star International Co Ltd

581

1,096,000

(a) Nan Ya Plastics Corp

1,423

36,000

(a) Nien Made Enterprise Co Ltd

503

125,000

(a) Novatek Microelectronics Corp Ltd

1,755

441,000

(a) Pegatron Corp

1,027

23,304

(a) PharmaEssentia Corp

119,522

(a) President Chain Store Corp

973

582,721

(a) Quanta Computer, Inc

5,582

105,000

(a) Realtek Semiconductor Corp

1,901

823,259

(a) Shanghai Commercial & Savings Bank Ltd

1,136

2,646,558

(a) SinoPac Financial Holdings Co Ltd

2,175

264,000

(a) Synnex Technology International Corp

549

4,541,541

(a) Taishin Financial Holdings Co Ltd

2,686

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

TAIWAN

(continued)

1,492,334

(a) Taiwan Business Bank

$

772

1,451,579

(a) Taiwan Cement Corp

1,145

2,316,757

(a) Taiwan Cooperative Financial Holding Co Ltd

1,874

372,000

(a) Taiwan High Speed Rail Corp

374,447

(a) Taiwan Mobile Co Ltd

1,340

16,304,349

Taiwan Semiconductor Manufacturing Co Ltd

708,225

279,888

(a) Unimicron Technology Corp

1,403

1,038,450

Uni-President Enterprises Corp

2,677

2,431,000

United Microelectronics Corp

3,657

236,047

(a) Vanguard International Semiconductor Corp

795

15,000

Voltronic Power Technology Corp

145,810

(a) Wan Hai Lines Ltd

642,000

(a) Wistron Corp

2,983

24,000

(a) Wiwynn Corp

2,630

333,640

(a) WPG Holdings Ltd

726

356,572

(a) Yageo Corp

2,000

372,000

(a) Yang Ming Marine Transport

649

152,000

(a) Zhen Ding Technology Holding Ltd

831

TOTAL TAIWAN

897,994

THAILAND - 0.1%

246,600

(a) Advanced Info Service PCL

2,214

911,800

(a) Airports of Thailand PCL

1,134

914,400

(a) Bangkok Dusit Medical Services PCL

573

47,800

(a) Bumrungrad Hospital PCL

428,100

(a) Central Pattana PCL

740

787,900

(a) Charoen Pokphand Foods PCL

542

1,207,400

(a) CP ALL plc

1,761

394,031

(a) CP AXTRA PCL

665,000

(a) Delta Electronics Thailand PCL

3,264

960,033

(a) Gulf Development PCL

1,291

124,700

(a) Kasikornbank PCL (Foreign)

643

820,000

(a) Krung Thai Bank PCL

627

702,400

(a) Minor International PCL

500

346,600

(a) PTT Exploration & Production PCL

1,227

2,364,800

(a) PTT PCL

2,426

194,900

(a) SCB X PCL

767

168,600

(a) Siam Cement PCL

1,197

5,556,800

(a) TMB Bank PCL (Foreign)

100,100

(a) True Corp PCL

2,085,726

(a) True Corp PCL

663

TOTAL THAILAND

20,460

TURKEY - 0.0%

663,443

(a) Akbank TAS

1,002

299,202

(a) Aselsan Elektronik Sanayi Ve Ticaret AS

1,550

99,343

(a) BIM Birlesik Magazalar AS

1,293

744,560

(a) Eregli Demir ve Celik Fabrikalari TAS

527

146,300

(a) Ford Otomotiv Sanayi AS

236,758

(a) Haci Omer Sabanci Holding AS

164,254

(a) KOC Holding AS

684

118,372

(a) Turk Hava Yollari AO

898

274,238

(a) Turkcell Iletisim Hizmet AS

646

1,857,436

(a) Turkiye Is Bankasi (Series C)

634

204,753

Turkiye Petrol Rafinerileri AS

920

717,876

Yapi ve Kredi Bankasi

587

TOTAL TURKEY

9,585

UNITED ARAB EMIRATES - 0.1%

628,272

Abu Dhabi Commercial Bank PJSC

2,497

318,438

Abu Dhabi Islamic Bank PJSC

1,890

657,968

(a) Abu Dhabi National Oil Co for Distribution PJSC

681

693,824

(a) ADNOC Drilling Co PJSC

1,063

1,326,023

(a) Adnoc Gas plc

1,278

817,827

Aldar Properties PJSC

2,112

SHARES

DESCRIPTION

VALUE (000)

UNITED ARAB EMIRATES

(continued)

656,227

(a) Americana Restaurants International plc

$

1,298,977

(a) Dubai Electricity & Water Authority PJSC

959

636,503

(a) Dubai Islamic Bank PJSC

1,660

214,961

(a) Emaar Development PJSC

788

1,427,129

(a) Emaar Properties PJSC

5,070

408,090

(a) Emirates NBD Bank PJSC

2,700

742,053

(a) Emirates Telecommunications Group Co PJSC

3,806

945,220

(a) First Abu Dhabi Bank PJSC

4,025

717,770

(a) Multiply Group PJSC

567

5,358

(a),(d)

NMC Health plc

0^

408,743

(a) Salik Co PJSC

669

TOTAL UNITED ARAB EMIRATES

30,117

UNITED KINGDOM - 2.5%

108,467

(a) AngloGold Ashanti UK Ltd

7,574

411,644

Ashtead Group plc

27,605

676,377

AstraZeneca plc

103,622

1,573,539

(a) Aviva plc

14,557

17,116,889

Barclays plc

88,072

1,216,557

(a) Beazley plc

14,878

163,955

(a) Big Yellow Group plc

2,148

2,801,113

(a) British American Tobacco plc

148,984

378,361

British Land Co plc

1,779

319,061

(a) Coca-Cola Europacific Partners plc

28,846

682,705

Compass Group plc

23,271

50,445

(a) Derwent London plc

1,186

123,079

(a) Flutter Entertainment plc

32,103

403,582

(a) Great Portland Estates plc

1,733

277,463

(a) Land Securities Group plc

2,176

6,323,281

Lloyds TSB Group plc

7,155

275,269

(a) London Stock Exchange Group plc

31,569

5,683,887

Man Group plc

13,655

21,645

(a) Metlen Energy & Metals plc

1,212

2,830,723

National Grid plc

40,674

9,311,997

(a) NatWest Group plc

65,774

336,352

Reckitt Benckiser Group plc

25,900

355,018

RELX plc

16,962

4,088,867

(a) Rolls-Royce Holdings plc

65,725

201,789

Safestore Holdings plc

1,786

324,936

(a) Segro plc

2,871

3,376,541

Standard Chartered plc

65,530

1,096,314

Tritax Big Box REIT plc

2,137

TOTAL UNITED KINGDOM

839,484

UNITED STATES - 65.1%

19,796

3M Co

3,072

720,731

Abbott Laboratories

96,535

418,777

AbbVie, Inc

96,964

14,708

Agree Realty Corp

1,045

73,101

Air Products & Chemicals, Inc

19,936

190,646

(a) Alcon, Inc

14,339

78,136

Alexandria Real Estate Equities, Inc

6,512

56,963

(a) Align Technology, Inc

7,133

610,899

Alliant Energy Corp

41,181

96,411

Allstate Corp

20,695

69,153

(a) Alnylam Pharmaceuticals, Inc

31,534

1,924,463

Alphabet, Inc

468,703

2,206,803

Alphabet, Inc (Class A)

536,474

472,691

Altria Group, Inc

31,226

4,946,147

(a) Amazon.com, Inc

1,086,025

494,971

Amcor plc

4,049

406,644

American Electric Power Co, Inc

45,747

243,026

American Express Co

80,723

357,026

American Homes 4 Rent

11,871

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

UNITED STATES

(continued)

138,487

American International Group, Inc

$

10,877

83,708

American Tower Corp

16,099

114,254

(b) Americold Realty Trust, Inc

1,398

101,020

Ameriprise Financial, Inc

49,626

100,450

AmerisourceBergen Corp

31,394

204,493

Amphenol Corp (Class A)

25,306

32,083

Aon plc

11,440

116,410

Apollo Global Management, Inc

15,514

4,540,592

(e) Apple, Inc

1,156,171

130,518

Applied Materials, Inc

26,722

446,087

Arch Capital Group Ltd

40,473

190,104

(a) Arista Networks, Inc

27,700

2,888,636

AT&T, Inc

81,575

9,890

(a) Atlassian Corp Ltd

1,579

2,484

(a) Autozone, Inc

10,657

58,052

AvalonBay Communities, Inc

11,214

16,891

Avery Dennison Corp

2,739

278,594

Baker Hughes Co

13,573

56,932

Ball Corp

2,870

1,062,803

Bank of America Corp

54,830

844,037

Bank of New York Mellon Corp

91,966

268,522

(a) Berkshire Hathaway, Inc

134,997

32,221

BlackRock, Inc

37,565

563,491

(a) Boeing Co

121,618

14,948

Booking Holdings, Inc

80,708

29,007

Boston Properties, Inc

2,156

1,863,814

(a) Boston Scientific Corp

181,964

3,426,482

BP plc

19,674

2,488,725

Broadcom, Inc

821,055

164,866

(a) Cabot Oil & Gas Corp

3,899

9,618

Capital One Financial Corp

2,045

131,229

(a) Carlyle Group, Inc

8,228

759,565

(a) Carnival Corp

21,959

713,221

Carrier Global Corp

42,579

321,081

Caterpillar, Inc

153,204

64,387

(a) Centene Corp

2,297

35,002

CF Industries Holdings, Inc

3,140

67,567

Cheniere Energy, Inc

15,877

63,574

Chesapeake Energy Corp

6,754

551,223

Chevron Corp

85,599

907,042

(a) Chipotle Mexican Grill, Inc (Class A)

35,547

111,113

Chubb Ltd

31,362

75,014

Cigna Group

21,623

2,030,122

Cisco Systems, Inc

138,901

908,209

Citigroup, Inc

92,183

CME Group, Inc

2,837,694

Coca-Cola Co

188,196

1,276,572

Comcast Corp (Class A)

40,110

1,065,208

ConocoPhillips

100,758

87,634

Constellation Energy Corp

28,838

748,760

Corebridge Financial, Inc

23,998

42,793

(a) Corpay, Inc

12,327

180,067

Corteva, Inc

12,178

292,793

Costco Wholesale Corp

271,018

1,117,230

CRH plc

133,956

175,467

Crown Castle, Inc

16,931

32,752

Crown Holdings, Inc

3,163

9,311

Cummins, Inc

3,933

442,958

CVS Health Corp

33,395

255,516

Danaher Corp

50,659

37,037

Deere & Co

16,935

437,763

Delta Air Lines, Inc

24,843

SHARES

DESCRIPTION

VALUE (000)

UNITED STATES

(continued)

131,779

Devon Energy Corp

$

4,620

460,548

(a) DexCom, Inc

30,990

41,028

Diamondback Energy, Inc

5,871

51,411

Digital Realty Trust, Inc

8,888

8,807

(a) DoorDash, Inc

2,395

331,917

Dover Corp

55,374

170,189

Dow, Inc

3,902

491,187

Duke Energy Corp

60,784

1,045,261

DuPont de Nemours, Inc

81,426

433,963

Eaton Corp plc

162,411

57,029

Ecolab, Inc

15,618

363,502

(a) Edwards Lifesciences Corp

28,270

20,820

Elevance Health, Inc

6,727

405,068

Eli Lilly & Co

309,067

918,170

Emerson Electric Co

120,446

162,637

EOG Resources, Inc

18,235

190,963

EQT Corp

10,394

11,885

Equinix, Inc

9,309

167,008

Equitable Holdings, Inc

8,481

188,398

Equity Lifestyle Properties, Inc

11,436

119,399

Equity Residential

7,729

20,055

Essex Property Trust, Inc

5,368

10,191

Everest Re Group Ltd

3,569

563,809

Evergy, Inc

42,861

635,227

Eversource Energy

45,190

37,834

Extra Space Storage, Inc

5,332

2,319,073

Exxon Mobil Corp

261,475

216,183

FedEx Corp

50,978

1,079,791

Fifth Third Bancorp

48,105

7,392

First Citizens Bancshares, Inc (Class A)

13,225

119,415

(a) Fiserv, Inc

15,396

2,075,465

(a) Flextronics International Ltd

120,315

2,744,667

Freeport-McMoRan, Inc (Class B)

107,646

115,524

Gaming and Leisure Properties, Inc

5,385

39,900

GE Vernova, Inc

24,534

245,340

General Electric Co

73,803

404,587

Gilead Sciences, Inc

44,909

321,037

(a) Globe Life, Inc

45,899

69,560

Goldman Sachs Group, Inc

55,394

23,566,969

Haleon plc

106,056

240,243

Halliburton Co

5,910

15,148

HCA, Inc

6,456

33,425

Healthcare Realty Trust, Inc

603

196,150

Healthpeak Properties, Inc

3,756

37,531

Hilton Worldwide Holdings, Inc

9,737

638,051

Home Depot, Inc

258,532

810,693

Honeywell International, Inc

170,651

201,789

Host Hotels & Resorts Inc

3,434

64,009

Howmet Aerospace, Inc

12,560

150,267

Hubbell, Inc

64,661

2,515

(a) IDEXX Laboratories, Inc

1,607

9,467

Illinois Tool Works, Inc

2,469

70,861

Independence Realty Trust, Inc

1,161

25,188

Ingersoll Rand, Inc

2,081

16,543

(a) Innovative Industrial Properties, Inc

886

1,597,824

Intel Corp

53,607

65,632

Intercontinental Exchange, Inc

11,058

64,719

International Flavors & Fragrances, Inc

3,983

116,638

International Paper Co

5,412

124,866

Intuit, Inc

85,272

144,930

(a) Intuitive Surgical, Inc

64,817

66,852

Invitation Homes, Inc

1,961

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

UNITED STATES

(continued)

176,632

ITT, Inc

$

31,575

78,621

(a) JBS NV

1,174

738,544

Johnson & Johnson

136,941

1,411,450

JPMorgan Chase & Co

445,214

1,812,320

Kenvue, Inc

29,414

25,221

(b) Kilroy Realty Corp

1,066

521,317

Kinder Morgan, Inc

14,758

237,167

KKR & Co, Inc

30,820

33,019

KLA Corp

35,614

271,346

L3Harris Technologies, Inc

82,872

617,828

Lam Research Corp

82,727

116,206

Las Vegas Sands Corp

6,251

5,949

(a) Legend Biotech Corp (ADR)

101,095

(a) Lennar Corp (Class A)

12,742

457,011

(a) Linde plc

217,080

10,103

Lowe's Cos, Inc

2,539

62,227

LyondellBasell Industries NV

3,052

209,821

M&T Bank Corp

41,465

86,423

Marathon Petroleum Corp

16,657

418,086

Mastercard, Inc (Class A)

237,811

8,291

McDonald's Corp

2,520

77,936

McKesson Corp

60,209

156,592

Medtronic plc

14,914

383,313

Merck & Co, Inc

32,171

946,899

Meta Platforms, Inc

695,384

906,646

Microchip Technology, Inc

58,225

3,320,441

Microsoft Corp

1,719,822

30,262

Mid-America Apartment Communities, Inc

4,228

3,457

(a) Molina Healthcare, Inc

661

136,653

Mondelez International, Inc

8,537

1,760,867

(a) Monster Beverage Corp

118,524

229,961

(a) MoonLake Immunotherapeutics

1,649

475,245

Morgan Stanley

75,545

2,868

MSCI, Inc (Class A)

1,627

709,032

Nasdaq Stock Market, Inc

62,714

46,731

(a) Natera, Inc

7,522

63,771

National Storage Affiliates Trust

1,927

749,936

(b) Nestle S.A.

68,871

122,588

(a) Netflix, Inc

146,973

297,626

Newmont Goldcorp Corp

25,093

967,058

NextEra Energy, Inc

73,003

1,391,389

Nike, Inc (Class B)

97,022

276,086

Novartis AG.

35,499

60,084

NRG Energy, Inc

9,731

49,850

Nucor Corp

6,751

328,616

nVent Electric plc

32,415

8,749,568

Nvidia Corp

1,632,494

4,046

(a) NVR, Inc

32,508

159,455

(a) Occidental Petroleum Corp

7,534

158,955

ONEOK, Inc

11,599

317,171

Oracle Corp

89,201

1,506,957

(a) O'Reilly Automotive, Inc

162,465

24,026

Owens Corning, Inc

3,399

25,184

Packaging Corp of America

5,488

551,536

(a) Palantir Technologies, Inc

100,611

778,631

(a) Palo Alto Networks, Inc

158,545

134,114

Parker-Hannifin Corp

101,678

14,223

PepsiCo, Inc

1,997

404,248

Pfizer, Inc

10,300

107,217

PG&E Corp

1,617

843,828

Philip Morris International, Inc

136,869

113,782

Phillips 66

15,477

SHARES

DESCRIPTION

VALUE (000)

UNITED STATES

(continued)

57,272

PPG Industries, Inc

$

6,020

1,208,664

Procter & Gamble Co

185,711

242,665

Progressive Corp

59,926

355,027

Prologis, Inc

40,658

44,002

Public Storage, Inc

12,710

64,987

Realty Income Corp

3,951

165,247

Regency Centers Corp

12,046

94,613

(a) Regeneron Pharmaceuticals, Inc

53,198

17,506

Reliance Steel & Aluminum Co

4,916

463,728

Rexford Industrial Realty, Inc

19,064

10,212

(a) ROBLOX Corp

1,415

333,198

Roche Holding AG.

110,949

668,137

(a) Roivant Sciences Ltd

10,109

93,818

Roper Industries, Inc

46,786

329,671

Ross Stores, Inc

50,239

27,745

RPM International, Inc

3,271

787,823

RTX Corp

131,826

32,004

S&P Global, Inc

15,577

135,491

Sabra Health Care REIT, Inc

2,526

334,264

Salesforce, Inc

79,221

481,768

Sanofi-Aventis

45,620

58,779

SBA Communications Corp

11,365

388,673

Schlumberger Ltd

13,359

500,795

Schneider Electric S.A.

140,960

176,779

Sempra Energy

15,907

247,020

(a) ServiceNow, Inc

227,328

4,143,738

Shell plc

147,687

11,712

Sherwin-Williams Co

4,055

147,323

Simon Property Group, Inc

27,648

4,892

SL Green Realty Corp

3,367,884

Smurfit WestRock plc

143,371

748,386

(a) Snowflake, Inc

168,798

245,595

Southern Co

23,275

964,813

Starbucks Corp

81,623

38,633

Steel Dynamics, Inc

5,387

257,967

Stryker Corp

95,363

92,916

Sun Communities, Inc

11,986

65,998

Targa Resources Corp

11,057

81,057

(a) Tenaris S.A.

1,452

64,987

Terreno Realty Corp

3,688

743,649

(a) Tesla, Inc

330,716

631,382

Texas Instruments, Inc

116,004

119,848

Thermo Fisher Scientific, Inc

58,129

657,406

TJX Cos, Inc

95,021

176,719

T-Mobile US, Inc

42,303

142,148

Trane Technologies plc

59,981

324,014

(a) Uber Technologies, Inc

31,744

33,423

(a) Ulta Beauty, Inc

18,274

316,640

Union Pacific Corp

74,844

55,354

United Rentals, Inc

52,844

28,473

(a) United Therapeutics Corp

11,936

258,992

UnitedHealth Group, Inc

89,430

551,701

Valero Energy Corp

93,933

49,318

(a) Veeva Systems, Inc

14,692

150,042

Ventas, Inc

10,501

43,891

Veralto Corp

4,679

451,985

Verizon Communications, Inc

19,865

39,531

(a) Vertex Pharmaceuticals, Inc

15,482

226,788

Vertiv Holdings Co

34,213

235,698

VICI Properties, Inc

7,686

652,172

Visa, Inc (Class A)

222,638

187,158

Vistra Corp

36,668

Global Equities

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

UNITED STATES

(continued)

439,907

Vontier Corp

$

18,463

2,746

W.W. Grainger, Inc

2,617

3,025,857

Walmart, Inc

311,845

916,460

Walt Disney Co

104,935

71,667

(a) Warner Bros Discovery, Inc

1,400

52,145

Washington REIT

879

139,297

Waste Connections, Inc

24,488

3,899,832

Wells Fargo & Co

326,884

90,209

Welltower, Inc

16,070

40,635

West Pharmaceutical Services, Inc

10,660

25,734

Westlake Chemical Corp

1,983

202,535

Weyerhaeuser Co

5,021

372,315

Williams Cos, Inc

23,586

128,220

Williams-Sonoma, Inc

25,061

TOTAL UNITED STATES

21,731,304

ZAMBIA - 0.0%

153,184

(a) First Quantum Minerals Ltd

3,465

TOTAL ZAMBIA

3,465

TOTAL COMMON STOCKS

(Cost $23,982,075)

33,180,613

SHARES

DESCRIPTION

VALUE (000)

INVESTMENT COMPANIES - 0.0%

72,863

(a),(b)

iShares MSCI Canada ETF

3,683

18,787

(a),(b)

iShares MSCI South Korea ETF

1,505

25,000

(a) Vanguard FTSE Developed Markets ETF

1,498

223,113

(a) Vanguard FTSE Emerging Markets ETF

12,088

TOTAL INVESTMENT COMPANIES

(Cost $17,410)

18,774

SHARES

DESCRIPTION

VALUE (000)

PREFERRED STOCKS - 0.0%

INDIA - 0.0%

207,472

(a),(d)

TVS Motor Co Ltd

0^

TOTAL INDIA

0^

TOTAL PREFERRED STOCKS

(Cost $–)

SHARES

DESCRIPTION

EXPIRATION DATE

VALUE (000)

RIGHTS/WARRANTS - 0.0%

AUSTRALIA - 0.0%

3,698

Magellan Financial Group Ltd

04/16/27

0^

TOTAL AUSTRALIA

0^

CHINA - 0.0%

3,380

(d) Kangmei Pharmaceutical Co Ltd

12/31/28

0^

TOTAL CHINA

0^

MALAYSIA - 0.0%

153,340

(d) YTL Corp Bhd

12/31/99

110,060

(d) YTL Power International Bhd

12/31/99

TOTAL MALAYSIA

TOTAL RIGHTS/WARRANTS

(Cost $0)

TOTAL LONG-TERM INVESTMENTS

(Cost $23,999,485)

33,199,471

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.3%

CERTIFICATE OF DEPOSIT - 0.1%

$

500,000

Australia and New Zealand Banking Group

.390

%

11/17/25

500

1,000,000

Bank of America, N.A.

.500

11/14/25

1,000

1,000,000

Bank of Montreal

.350

12/05/25

1,000

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

CERTIFICATE OF DEPOSIT

(continued)

$

1,000,000

Bank of Nova Scotia

.470

%

10/03/25

$

1,000

6,014,000

Canadian Imperial Bank of Commerce

.500

01/23/26

6,014

250,000

Citibank

.440

01/23/26

400,000

Citibank

.420

02/24/26

1,000,000

Citibank

.450

02/24/26

1,000

1,000,000

Commonwealth Bank of Australia

.410

10/24/25

1,000

1,000,000

ING US Funding LLC

.520

10/24/25

1,000

1,000,000

National Australia Bank Ltd

.340

10/20/25

1,000

1,000,000

Natixis

.400

11/05/25

1,000

1,000,000

Nordea Bank AB

.410

10/20/25

1,000

1,000,000

Royal Bank of Canada

.500

05/06/26

1,000

1,000,000

Sumitomo Mitsui Bank Ltd

.400

11/12/25

1,000

700,000

Svenska Handelsbanken AB

.390

10/28/25

700

500,000

Toronto-Dominion Bank

.460

03/25/26

500

500,000

Wells Fargo Bank, N.A.

.440

06/01/26

500

TOTAL CERTIFICATE OF DEPOSIT

19,864

COMMERCIAL PAPER - 0.0%

1,000,000

National Bank of Canada

.360

11/10/25

1,000

1,000,000

Skandinaviska Enskilda Banken AG

.360

11/05/25

1,000

1,000,000

Swedbank AB

.360

11/26/25

1,000

TOTAL COMMERCIAL PAPER

3,000

REPURCHASE AGREEMENT - 0.2%

10,000,000

(f) Bank of Nova Scotia

.200

10/01/25

10,000

10,000,000

(g) Calyon

.210

10/01/25

10,000

10,000,000

(h) Deutsche Bank

.200

10/01/25

10,000

10,000,000

(i) HSBC

.220

10/01/25

10,000

12,000,000

(j) JP Morgan Securities LLC

.210

10/01/25

12,000

10,000,000

(k) Merrill Lynch

.210

10/01/25

10,000

5,000,000

(l) Nomura

.200

10/01/25

5,000

10,000,000

(m) Royal Bank of Scotland

.200

10/01/25

10,000

TOTAL REPURCHASE AGREEMENT

77,000

VARIABLE RATE SECURITIES - 0.0%

1,000,000

Toronto-Dominion Bank

.460

02/13/26

1,000

1,000,000

Westpac Banking Corp

.370

03/05/26

1,000

TOTAL VARIABLE RATE SECURITIES

2,000

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $101,864)

101,864

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

SHORT-TERM INVESTMENTS - 0.7%

GOVERNMENT AGENCY DEBT - 0.1%

5,000,000

Federal Farm Credit Discount Notes

.000

10/14/25

4,992

6,000,000

Federal Home Loan Bank Discount Notes

.000

11/14/25

5,971

3,350,000

Federal Home Loan Bank Discount Notes

.000

12/12/25

3,324

TOTAL GOVERNMENT AGENCY DEBT

14,287

TREASURY DEBT - 0.6%

13,835,000

United States Treasury Bill

.000

10/02/25

13,834

5,000,000

United States Treasury Bill

.000

10/07/25

4,997

6,000,000

United States Treasury Bill

.000

10/09/25

5,995

35,000,000

United States Treasury Bill

.000

10/14/25

34,949

30,000,000

United States Treasury Bill

.000

10/23/25

29,926

10,000,000

United States Treasury Bill

.000

10/28/25

9,970

10,000,000

United States Treasury Bill

.000

10/30/25

9,967

25,000,000

United States Treasury Bill

.000

11/04/25

24,905

40,000,000

United States Treasury Bill

.000

11/13/25

39,812

10,000,000

United States Treasury Bill

.000

11/18/25

9,947

Global Equities

Portfolio of Investments September 30, 2025

(continued)

Investments in Derivatives

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") and in conformity

with the applicable rules and regulations of the U.S. Securities and Exchange Commission ("SEC") related to interim filings. Part

F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain

footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or

omitted from this report pursuant to the rules of the SEC. For a full set of the Fund's notes to financial statements, please refer to

the Fund's most recently filed annual or semi-annual report.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

TREASURY DEBT

(continued)

$

25,000,000

United States Treasury Bill

.000

%

11/25/25

$

24,847

TOTAL TREASURY DEBT

209,149

TOTAL SHORT-TERM INVESTMENTS

(Cost $223,430)

223,436

TOTAL INVESTMENTS - 100.4%

(Cost $24,324,779)

33,524,771

OTHER ASSETS & LIABILITIES, NET - (0.4)%

(140,319)

NET ASSETS - 100.0%

$33,384,452

ADR

American Depositary Receipt

ETF

Exchange Traded Fund

GDR

Global Depositary Receipt

REIT

Real Estate Investment Trust

^

Amount represents less than $1,000.

(a) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.

(b) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $188,064,608.

(c) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid and may be resold in transactions exempt from registration,

which are normally those transactions with qualified institutional buyers. As of the end of the reporting period, the aggregate value of these securities is $256,900,703 or 0.8% of Total

Investments.

(d) For fair value measurement disclosure purposes, investment classified as Level 3.

(e) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in derivatives.

(f) Agreement with Bank of Nova Scotia, 4.200% dated 9/30/25 to be repurchased at $10,033,849 on 10/1/25, collateralized by Government Agency Securities, with coupon rates 0.000%–

3.880% and maturity dates 3/19/26–2/15/50, valued at $10,201,210.

(g) Agreement with Calyon, 4.210% dated 9/30/25 to be repurchased at $10,117,002 on 10/1/25, collateralized by Government Agency Securities, with coupon rate 4.000% and maturity date

12/15/27, valued at $10,200,043.

(h) Agreement with Deutsche Bank, 4.200% dated 9/30/25 to be repurchased at $10,000,000 on 10/1/25, collateralized by Government Agency Securities, with coupon rate 0.000% and maturity

date 10/09/25, valued at $10,200,088.

(i) Agreement with HSBC, 4.220% dated 9/30/25 to be repurchased at $10,034,528 on 10/1/25, collateralized by Government Agency Securities, with coupon rate 4.000% and maturity date

9/01/53, valued at $10,200,001.

(j) Agreement with JP Morgan Securities LLC, 4.210% dated 9/30/25 to be repurchased at $12,042,471 on 10/1/25, collateralized by Government Agency Securities, with coupon rates

2.500%–7.500% and maturity dates 3/01/27–8/01/55, valued at $12,240,001.

(k) Agreement with Merrill Lynch, 4.210% dated 9/30/25 to be repurchased at $10,045,151 on 10/1/25, collateralized by Government Agency Securities, with coupon rates 2.000%–7.000% and

maturity dates 1/01/26–8/20/55, valued at $10,200,000.

(l) Agreement with Nomura, 4.200% dated 9/30/25 to be repurchased at $5,017,667 on 10/1/25, collateralized by Government Agency Securities, with coupon rates 0.000%–7.000% and

maturity dates 3/31/26–6/01/55, valued at $5,100,000.

(m) Agreement with Royal Bank of Scotland, 4.200% dated 9/30/25 to be repurchased at $10,114,481 on 10/1/25, collateralized by Government Agency Securities, with coupon rates 3.500%–

4.625% and maturity dates 6/15/27–9/30/27, valued at $10,200,047.

Futures Contracts - Long

Description

Number of

Contracts

(000) Expiration

Date

Notional

Amount

(000) Value

(000) Unrealized

Appreciation

(Depreciation)

(000) MSCI EAFE Index

12/19/25

$

27,272

$

27,157

$

(115)

S&P 500 E-Mini Index

12/19/25

79,749

80,865

1,116

Total

$

107,021

$

108,022

$

1,001

Fair Value Measurements

The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Adviser,

subject to the review and oversight of the Board. Fair value is defined as the price that would be received upon selling an investment

or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the

investment. U.S. GAAP establishes the three-tier hierarchy that is used to maximize the use of observable market data and minimize

the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable

inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market

data obtained from sources independent of the reporting entity. Unobservable inputs reflect management's assumptions about the

assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information

available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.

Level 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest

rates, credit spreads, etc.).

Level 3 – Prices are determined using significant unobservable inputs (including management's assumptions in determining the

fair value of investments).

The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs

used to value them:

Account

Level 1 (000)

Level 2 (000)

Level 3 (000)

Total (000)

Global Equities

Long-Term Investments

:

Common stocks

$22,536,858

$10,643,663

$92

$33,180,613

Investment companies

18,774

—

—

18,774

Preferred stocks

—

—

—^

—^

Rights/Warrants

—

—

Short-Term Investments

:

Government agency debt

—

14,287

—

14,287

Treasury debt

—

209,149

—

209,149

Investments purchased with collateral from securities lending:

Certificate of deposit

—

19,864

—

19,864

Commercial paper

—

3,000

—

3,000

Repurchase agreement

—

77,000

—

77,000

Variable rate securities

—

2,000

—

2,000

Investments in Derivatives

:

Futures contracts\*

1,001

—

—

1,001

Total

$22,556,633

$10,968,963

$176

$33,525,772

^

Amount represents less than $1,000.

\*

Represents net unrealized appreciation (depreciation).

Growth

Portfolio of Investments September 30, 2025

(Unaudited)

SHARES

DESCRIPTION

VALUE (000)

LONG-TERM INVESTMENTS - 99.8%

COMMON STOCKS - 99.1%

AUTOMOBILES & COMPONENTS - 2.6%

2,569,895

(a) Tesla, Inc

$

1,142,884

TOTAL AUTOMOBILES & COMPONENTS

1,142,884

BANKS - 0.2%

1,060,827

Wells Fargo & Co

88,919

TOTAL BANKS

88,919

CAPITAL GOODS - 4.9%

1,007,949

(a) Boeing Co

217,546

1,622,347

Carrier Global Corp

96,854

524,971

Eaton Corp plc

196,470

402,397

GE Vernova, Inc

247,434

1,606,611

General Electric Co

483,301

460,169

HEICO Corp

148,552

996,530

Howmet Aerospace, Inc

195,549

423,621

Quanta Services, Inc

175,557

70,694

TransDigm Group, Inc

93,176

1,909,154

Vertiv Holdings Co

288,015

TOTAL CAPITAL GOODS

2,142,454

COMMERCIAL & PROFESSIONAL SERVICES - 0.5%

1,977,867

Experian Group Ltd

99,342

756,534

Waste Connections, Inc

132,999

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

232,341

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 9.0%

15,349,631

(a) Amazon.com, Inc

3,370,319

42,308

(a) Autozone, Inc

181,511

3,010,074

(a) O'Reilly Automotive, Inc

324,516

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

3,876,346

CONSUMER DURABLES & APPAREL - 0.4%

10,820

(a) NVR, Inc

86,935

12,349,600

(a) PRADA S.p.A

74,352

TOTAL CONSUMER DURABLES & APPAREL

161,287

CONSUMER SERVICES - 3.2%

121,890

Booking Holdings, Inc

658,117

13,247,539

(a) Carnival Corp

382,986

2,180,387

(a) Chipotle Mexican Grill, Inc (Class A)

85,450

199,667

(a) Flutter Entertainment plc

52,080

214,997

(a) Flutter Entertainment plc

54,609

1,939,175

Starbucks Corp

164,054

TOTAL CONSUMER SERVICES

1,397,296

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.9%

409,136

Costco Wholesale Corp

378,709

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

378,709

FINANCIAL SERVICES - 5.7%

95,516

(a),(b)

Adyen NV

153,693

1,718,121

(a) Chime Financial, Inc

34,654

8,050,962

(a) Grab Holdings Ltd

48,467

1,851,028

KKR & Co, Inc

240,541

1,608,313

Mastercard, Inc (Class A)

914,825

1,803,987

(a) PayPal Holdings, Inc

120,975

20,770,272

(a),(c)

Rocket Cos, Inc

402,528

1,585,632

Visa, Inc (Class A)

541,303

TOTAL FINANCIAL SERVICES

2,456,986

FOOD, BEVERAGE & TOBACCO - 0.5%

1,325,376

Mondelez International, Inc

82,796

1,739,849

(a) Monster Beverage Corp

117,109

TOTAL FOOD, BEVERAGE & TOBACCO

199,905

HEALTH CARE EQUIPMENT & SERVICES - 1.8%

2,933,750

(a) DexCom, Inc

197,412

SHARES

DESCRIPTION

VALUE (000)

HEALTH CARE EQUIPMENT & SERVICES

(continued)

1,039,419

(a) Intuitive Surgical, Inc

$

464,859

342,261

(a) Veeva Systems, Inc

101,963

TOTAL HEALTH CARE EQUIPMENT & SERVICES

764,234

INSURANCE - 0.5%

952,436

Progressive Corp

235,204

TOTAL INSURANCE

235,204

MEDIA & ENTERTAINMENT - 14.7%

6,540,715

Alphabet, Inc

1,592,991

4,336,054

Alphabet, Inc (Class A)

1,054,095

565,675

Electronic Arts, Inc

114,097

1,496,603

(a) Liberty Media Corp-Liberty Formula One (Class C)

156,320

3,479,347

Meta Platforms, Inc

2,555,163

382,697

(a) Netflix, Inc

458,823

1,771,424

(a) ROBLOX Corp

245,378

1,659,523

Walt Disney Co

190,015

TOTAL MEDIA & ENTERTAINMENT

6,366,882

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 3.0%

1,192,027

Eli Lilly & Co

909,517

1,694,362

(a) Galderma Group AG.

299,563

186,238

(a) Regeneron Pharmaceuticals, Inc

104,716

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

1,313,796

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.3%

1,620,549

(a) CoStar Group, Inc

136,726

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

136,726

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 22.0%

1,325,985

(a) Advanced Micro Devices, Inc

214,531

1,596,986

Applied Materials, Inc

326,967

586,659

(a),(c)

ARM Holdings plc (ADR)

83,007

9,692,005

Broadcom, Inc

3,197,489

2,230,209

Microchip Technology, Inc

143,224

28,675,297

Nvidia Corp

5,350,237

5,144,000

Taiwan Semiconductor Manufacturing Co Ltd

223,444

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

9,538,899

SOFTWARE & SERVICES - 18.7%

598,943

(a) Atlassian Corp Ltd

95,651

437,193

(a) Crowdstrike Holdings, Inc

214,391

728,378

(a),(c)

Figma, Inc

37,781

307,790

Intuit, Inc

210,193

9,880,978

Microsoft Corp

5,117,852

803,422

Oracle Corp

225,954

1,278,367

(a) Palantir Technologies, Inc

233,200

2,137,470

(a) Palo Alto Networks, Inc

435,232

412,255

Roper Industries, Inc

205,587

113,190

Salesforce, Inc

26,826

630,960

(a) ServiceNow, Inc

580,660

2,097,064

(a) Shopify, Inc (Class A)

311,645

1,495,966

(a) Snowflake, Inc

337,415

184,286

(a) Zscaler, Inc

55,223

TOTAL SOFTWARE & SERVICES

8,087,610

TECHNOLOGY HARDWARE & EQUIPMENT - 8.8%

11,847,127

Apple, Inc

3,016,634

5,516,251

(a) Arista Networks, Inc

803,773

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

3,820,407

TRANSPORTATION - 0.7%

2,887,305

(a) Uber Technologies, Inc

282,869

TOTAL TRANSPORTATION

282,869

UTILITIES - 0.7%

370,054

Constellation Energy Corp

121,774

Growth

Portfolio of Investments September 30, 2025

(continued)

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") and in conformity

with the applicable rules and regulations of the U.S. Securities and Exchange Commission ("SEC") related to interim filings. Part

F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain

footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or

omitted from this report pursuant to the rules of the SEC. For a full set of the Fund's notes to financial statements, please refer to

the Fund's most recently filed annual or semi-annual report.

Fair Value Measurements

The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Adviser,

subject to the review and oversight of the Board. Fair value is defined as the price that would be received upon selling an investment

or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the

investment. U.S. GAAP establishes the three-tier hierarchy that is used to maximize the use of observable market data and minimize

the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable

inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market

data obtained from sources independent of the reporting entity. Unobservable inputs reflect management's assumptions about the

assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information

available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.

SHARES

DESCRIPTION

VALUE (000)

UTILITIES

(continued)

854,959

Vistra Corp

$

167,503

TOTAL UTILITIES

289,277

TOTAL COMMON STOCKS

(Cost $22,543,594)

42,913,031

SHARES

DESCRIPTION

VALUE (000)

INVESTMENT COMPANIES - 0.7%

629,854

(a) iShares Russell 1000 Growth ETF

295,030

TOTAL INVESTMENT COMPANIES

(Cost $279,270)

295,030

TOTAL LONG-TERM INVESTMENTS

(Cost $22,822,864)

43,208,061

SHARES

DESCRIPTION

RATE

VALUE (000)

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.8%

348,750,187

(d) State Street Navigator Securities Lending Government Money Market Portfolio

4.180%(e)

348,750

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $348,750)

348,750

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

SHORT-TERM INVESTMENTS - 0.0%

TREASURY DEBT - 0.0%

$

9,250,000

United States Treasury Bill

0.000 11/18/25

9,201

10,000,000

United States Treasury Bill

0.000 11/25/25

9,939

TOTAL TREASURY DEBT

19,140

TOTAL SHORT-TERM INVESTMENTS

(Cost $19,140)

19,140

TOTAL INVESTMENTS - 100.6%

(Cost $23,190,754)

43,575,951

OTHER ASSETS & LIABILITIES, NET - (0.6)%

(277,220)

NET ASSETS - 100.0%

$43,298,731

ADR

American Depositary Receipt

ETF

Exchange Traded Fund

(a) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.

(b) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid and may be resold in transactions exempt from registration,

which are normally those transactions with qualified institutional buyers. As of the end of the reporting period, the aggregate value of these securities is $153,692,810 or 0.4% of Total

Investments.

(c) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $325,188,941.

(d) Investments made with cash collateral received from securities on loan.

(e) The rate shown is the one-day yield as of the end of the reporting period.

Level 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest

rates, credit spreads, etc.).

Level 3 – Prices are determined using significant unobservable inputs (including management's assumptions in determining the

fair value of investments).

The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs

used to value them:

Account

Level 1 (000)

Level 2 (000)

Level 3 (000)

Total (000)

Growth

Long-Term Investments

:

Common stocks

$41,962,090

$950,941

$—

$42,913,031

Investment companies

295,030

—

—

295,030

Investments purchased with collateral from securities lending

348,750

—

—

348,750

Short-Term Investments

:

Treasury debt

—

19,140

—

19,140

Total

$42,605,870

$970,081

$—

$43,575,951

Equity Index

Portfolio of Investments September 30, 2025

(Unaudited)

SHARES

DESCRIPTION

VALUE (000)

LONG-TERM INVESTMENTS - 99.5%

COMMON STOCKS - 99.5%

AUTOMOBILES & COMPONENTS - 2.4%

101,015

(a) Aptiv plc

$

8,709

1,904,579

Ford Motor Co

22,779

456,243

General Motors Co

27,817

1,342,262

(a) Tesla, Inc

596,931

TOTAL AUTOMOBILES & COMPONENTS

656,236

BANKS - 3.5%

3,249,392

Bank of America Corp

167,636

883,848

Citigroup, Inc

89,711

196,124

Citizens Financial Group, Inc

10,426

310,160

Fifth Third Bancorp

13,818

711,308

Huntington Bancshares, Inc

12,284

1,313,672

JPMorgan Chase & Co

414,371

446,425

Keycorp

8,344

73,222

M&T Bank Corp

14,470

190,428

PNC Financial Services Group, Inc

38,263

443,439

Regions Financial Corp

11,693

619,149

Truist Financial Corp

28,307

746,885

US Bancorp

36,097

1,525,983

Wells Fargo & Co

127,908

TOTAL BANKS

973,328

CAPITAL GOODS - 5.9%

255,737

3M Co

39,685

47,598

A.O. Smith Corp

3,494

42,794

Allegion plc

7,590

109,230

Ametek, Inc

20,535

37,693

(a) Axon Enterprise, Inc

27,050

361,256

(a) Boeing Co

77,970

50,478

(a) Builders FirstSource, Inc

6,120

383,089

Carrier Global Corp

22,870

224,937

Caterpillar, Inc

107,329

65,915

Cummins, Inc

27,841

120,933

Deere & Co

55,298

67,142

Dover Corp

11,201

186,921

Eaton Corp plc

69,955

21,495

EMCOR Group, Inc

13,962

269,869

Emerson Electric Co

35,401

543,740

(a) Fastenal Co

26,665

166,942

Fortive Corp

8,178

130,078

GE Vernova, Inc

79,985

29,168

(a) Generac Holdings, Inc

4,883

121,683

General Dynamics Corp

41,494

505,434

General Electric Co

152,045

304,835

Honeywell International, Inc

64,168

190,049

Howmet Aerospace, Inc

37,293

26,259

Hubbell, Inc

11,299

19,269

Huntington Ingalls Industries, Inc

5,548

37,050

(a) IDEX Corp

6,030

124,819

Illinois Tool Works, Inc

32,548

173,706

Ingersoll Rand, Inc

14,352

309,601

Johnson Controls International plc

34,041

89,205

L3Harris Technologies, Inc

27,244

15,668

Lennox International, Inc

8,294

97,185

Lockheed Martin Corp

48,516

103,720

Masco Corp

7,301

25,712

(a) Nordson Corp

5,835

65,480

Northrop Grumman Corp

39,898

184,901

Otis Worldwide Corp

16,905

248,314

PACCAR, Inc

24,414

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

61,940

Parker-Hannifin Corp

$

46,960

80,845

Pentair plc

8,954

70,097

Quanta Services, Inc

29,050

55,324

Rockwell Automation, Inc

19,337

644,289

RTX Corp

107,809

25,635

(a) Snap-On, Inc

8,883

75,430

Stanley Black & Decker, Inc

5,607

89,330

(a) Textron, Inc

7,547

107,827

Trane Technologies plc

45,499

26,714

TransDigm Group, Inc

35,210

30,892

United Rentals, Inc

29,491

20,777

W.W. Grainger, Inc

19,800

79,816

Westinghouse Air Brake Technologies Corp

16,001

118,723

Xylem, Inc

17,512

TOTAL CAPITAL GOODS

1,620,897

COMMERCIAL & PROFESSIONAL SERVICES - 1.0%

194,647

Automatic Data Processing, Inc

57,129

57,255

Broadridge Financial Solutions, Inc

13,636

77,794

(a) Ceridian HCM Holding, Inc

5,359

164,959

Cintas Corp

33,860

419,509

(a) Copart, Inc

18,865

60,671

Equifax, Inc

15,564

54,485

Jacobs Solutions, Inc

8,165

59,769

Leidos Holdings, Inc

11,294

156,793

Paychex, Inc

19,875

23,040

(a) Paycom Software, Inc

4,796

99,016

Republic Services, Inc

22,722

123,138

Rollins, Inc

7,233

121,002

Veralto Corp

12,900

69,092

Verisk Analytics, Inc

17,377

179,426

Waste Management, Inc

39,623

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

288,398

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 5.6%

4,640,152

(a) Amazon.com, Inc

1,018,838

8,020

(a) Autozone, Inc

34,408

92,887

Best Buy Co, Inc

7,024

62,230

(a) Carmax, Inc

2,792

224,288

eBay, Inc

20,399

68,028

Genuine Parts Co

9,429

476,317

Home Depot, Inc

192,999

100,851

LKQ Corp

3,080

269,092

Lowe's Cos, Inc

67,625

408,605

(a) O'Reilly Automotive, Inc

44,052

15,773

Pool Corp

4,891

155,805

Ross Stores, Inc

23,743

534,741

TJX Cos, Inc

77,291

261,370

Tractor Supply Co

14,864

21,040

(a) Ulta Beauty, Inc

11,504

57,634

Williams-Sonoma, Inc

11,265

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

1,544,204

CONSUMER DURABLES & APPAREL - 0.6%

69,394

(a) Deckers Outdoor Corp

7,034

136,081

DR Horton, Inc

23,062

75,162

(a) Garmin Ltd

18,506

64,157

Hasbro, Inc

4,866

107,667

(a) Lennar Corp (Class A)

13,570

52,040

(a) Lululemon Athletica, Inc

9,260

25,635

(a) Mohawk Industries, Inc

3,305

567,777

Nike, Inc (Class B)

39,591

1,366

(a) NVR, Inc

10,975

92,951

Pulte Homes, Inc

12,282

19,514

Ralph Lauren Corp

6,119

Equity Index

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CONSUMER DURABLES & APPAREL

(continued)

101,288

Tapestry, Inc

$

11,468

TOTAL CONSUMER DURABLES & APPAREL

160,038

CONSUMER SERVICES - 1.9%

201,686

(a) Airbnb, Inc

24,489

15,405

Booking Holdings, Inc

83,176

512,659

(a) Carnival Corp

14,821

642,100

(a) Chipotle Mexican Grill, Inc (Class A)

25,164

57,318

Darden Restaurants, Inc

10,911

14,988

Domino's Pizza, Inc

6,470

175,545

(a) DoorDash, Inc

47,747

56,742

(a) Expedia Group, Inc

12,129

114,755

Hilton Worldwide Holdings, Inc

29,772

148,328

Las Vegas Sands Corp

7,979

108,207

Marriott International, Inc (Class A)

28,181

342,619

McDonald's Corp

104,119

87,026

(a) MGM Resorts International

3,016

209,706

(a) Norwegian Cruise Line Holdings Ltd

5,165

121,146

Royal Caribbean Cruises Ltd

39,200

549,565

Starbucks Corp

46,493

37,541

(a) Wynn Resorts Ltd

4,815

131,500

Yum! Brands, Inc

19,988

TOTAL CONSUMER SERVICES

513,635

CONSUMER STAPLES DISTRIBUTION & RETAIL - 1.8%

212,927

Costco Wholesale Corp

197,092

100,131

(a) Dollar General Corp

10,349

90,317

(a) Dollar Tree, Inc

8,523

290,893

Kroger Co

19,609

229,350

Sysco Corp

18,885

217,449

Target Corp

19,505

2,102,109

Walmart, Inc

216,643

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

490,606

ENERGY - 2.9%

178,005

(a) APA Corp

4,322

486,390

Baker Hughes Co

23,697

361,774

(a) Cabot Oil & Gas Corp

8,556

114,332

Chesapeake Energy Corp

12,147

917,169

Chevron Corp

142,427

599,695

ConocoPhillips

56,725

297,737

Devon Energy Corp

10,439

91,433

Diamondback Energy, Inc

13,084

262,339

EOG Resources, Inc

29,413

291,945

EQT Corp

15,891

2,034,656

Exxon Mobil Corp

229,407

391,411

Halliburton Co

9,629

944,988

Kinder Morgan, Inc

26,753

145,586

Marathon Petroleum Corp

28,060

348,426

(a) Occidental Petroleum Corp

16,463

303,565

ONEOK, Inc

22,151

192,365

Phillips 66

26,165

713,271

Schlumberger Ltd

24,515

101,514

Targa Resources Corp

17,008

9,218

Texas Pacific Land Corp

8,606

149,116

Valero Energy Corp

25,389

575,609

Williams Cos, Inc

36,465

TOTAL ENERGY

787,312

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.8%

74,732

Alexandria Real Estate Equities, Inc

6,228

228,635

American Tower Corp

43,971

69,511

AvalonBay Communities, Inc

13,427

70,810

Boston Properties, Inc

5,264

52,198

Camden Property Trust

5,574

205,816

Crown Castle, Inc

19,859

SHARES

DESCRIPTION

VALUE (000)

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

(continued)

154,826

Digital Realty Trust, Inc

$

26,766

47,623

Equinix, Inc

37,300

167,206

Equity Residential

10,823

31,445

Essex Property Trust, Inc

8,417

103,720

Extra Space Storage, Inc

14,618

37,730

Federal Realty Investment Trust

3,822

297,830

Healthpeak Properties, Inc

5,704

274,669

Host Hotels & Resorts Inc

4,675

251,172

Invitation Homes, Inc

7,367

143,722

Iron Mountain, Inc

14,651

332,470

Kimco Realty Corp

7,265

57,199

Mid-America Apartment Communities, Inc

7,992

445,534

Prologis, Inc

51,023

77,110

Public Storage, Inc

22,273

427,322

Realty Income Corp

25,977

79,865

Regency Centers Corp

5,822

48,316

SBA Communications Corp

9,342

156,770

Simon Property Group, Inc

29,421

129,570

UDR, Inc

4,828

213,593

Ventas, Inc

14,949

492,451

VICI Properties, Inc

16,059

316,863

(b) Welltower, Inc

56,446

355,016

Weyerhaeuser Co

8,801

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

488,664

FINANCIAL SERVICES - 8.1%

258,056

American Express Co

85,716

45,530

Ameriprise Financial, Inc

22,367

219,585

Apollo Global Management, Inc

29,264

332,385

Bank of New York Mellon Corp

36,217

876,113

(a) Berkshire Hathaway, Inc

440,457

69,149

BlackRock, Inc

80,619

349,929

Blackstone, Inc

59,785

262,503

(a) Block, Inc

18,971

305,192

Capital One Financial Corp

64,878

51,221

Cboe Global Markets, Inc

12,562

810,578

Charles Schwab Corp

77,386

173,025

CME Group, Inc

46,750

108,585

(a) Coinbase Global, Inc

36,646

34,109

(a) Corpay, Inc

9,825

18,756

Factset Research Systems, Inc

5,373

248,058

Fidelity National Information Services, Inc

16,357

260,793

(a) Fiserv, Inc

33,624

151,675

Franklin Resources, Inc

3,508

121,154

(a) Global Payments, Inc

10,066

144,135

Goldman Sachs Group, Inc

114,782

211,899

Interactive Brokers Group, Inc (Class A)

14,581

273,119

Intercontinental Exchange, Inc

46,015

219,210

Invesco Ltd

5,029

35,667

Jack Henry & Associates, Inc

5,312

326,404

KKR & Co, Inc

42,416

393,932

Mastercard, Inc (Class A)

224,072

72,837

Moody's Corp

34,705

576,972

Morgan Stanley

91,716

37,994

MSCI, Inc (Class A)

21,558

217,648

Nasdaq Stock Market, Inc

19,251

95,885

(a) Northern Trust Corp

12,906

463,528

(a) PayPal Holdings, Inc

31,084

85,211

Raymond James Financial, Inc

14,707

371,588

(a) Robinhood Markets, Inc

53,204

150,044

S&P Global, Inc

73,028

141,144

State Street Corp

16,374

178,645

Synchrony Financial

12,693

Equity Index

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

FINANCIAL SERVICES

(continued)

108,932

T Rowe Price Group, Inc

$

11,181

810,996

Visa, Inc (Class A)

276,858

TOTAL FINANCIAL SERVICES

2,211,843

FOOD, BEVERAGE & TOBACCO - 2.1%

806,712

Altria Group, Inc

53,291

234,137

Archer-Daniels-Midland Co

13,987

89,107

(c) Brown-Forman Corp (Class B)

2,413

65,309

Bunge Global S.A.

5,306

93,894

(c) Campbell Soup Co

2,965

1,859,811

Coca-Cola Co

123,343

196,809

ConAgra Brands, Inc

3,604

68,554

(a) Constellation Brands, Inc (Class A)

9,232

251,723

(a) General Mills, Inc

12,692

72,287

(a) Hershey Co

13,521

111,636

Hormel Foods Corp

2,762

52,067

(a) J.M. Smucker Co

5,654

122,477

Kellogg Co

10,046

664,591

Keurig Dr Pepper, Inc

16,954

399,850

(a) Kraft Heinz Co

10,412

66,946

Lamb Weston Holdings, Inc

3,888

123,554

McCormick & Co, Inc

8,267

71,024

(a) Molson Coors Brewing Co (Class B)

3,214

619,232

Mondelez International, Inc

38,683

342,605

(a) Monster Beverage Corp

23,061

657,352

PepsiCo, Inc

92,319

741,307

Philip Morris International, Inc

120,240

140,020

Tyson Foods, Inc (Class A)

7,603

TOTAL FOOD, BEVERAGE & TOBACCO

583,457

HEALTH CARE EQUIPMENT & SERVICES - 3.7%

833,831

Abbott Laboratories

111,683

34,335

(a) Align Technology, Inc

4,299

93,106

AmerisourceBergen Corp

29,098

249,824

Baxter International, Inc

5,689

140,491

Becton Dickinson & Co

26,296

707,934

(a) Boston Scientific Corp

69,116

112,820

Cardinal Health, Inc

17,708

219,471

(a) Centene Corp

7,831

128,758

Cigna Group

37,115

97,654

(a) Cooper Cos, Inc

6,695

604,805

CVS Health Corp

45,596

16,055

(a) DaVita, Inc

2,133

182,344

(a) DexCom, Inc

12,270

279,702

(a) Edwards Lifesciences Corp

21,752

108,497

Elevance Health, Inc

35,058

223,747

GE HealthCare Technologies, Inc

16,803

78,643

HCA, Inc

33,518

49,069

(a) Henry Schein, Inc

3,257

97,860

(a) Hologic, Inc

6,605

59,028

Humana, Inc

15,357

38,657

(a) IDEXX Laboratories, Inc

24,698

32,231

(a) Insulet Corp

9,951

171,672

(a) Intuitive Surgical, Inc

76,777

40,806

Labcorp Holdings, Inc

11,714

59,514

McKesson Corp

45,977

618,791

Medtronic plc

58,934

23,690

(a) Molina Healthcare, Inc

4,533

49,869

Quest Diagnostics, Inc

9,504

68,711

(a) Resmed, Inc

18,808

71,444

(a) Solventum Corp

5,215

45,001

STERIS plc

11,135

164,619

Stryker Corp

60,855

432,014

UnitedHealth Group, Inc

149,174

SHARES

DESCRIPTION

VALUE (000)

HEALTH CARE EQUIPMENT & SERVICES

(continued)

28,727

(a) Universal Health Services, Inc (Class B)

$

5,873

97,404

Zimmer Biomet Holdings, Inc

9,594

TOTAL HEALTH CARE EQUIPMENT & SERVICES

1,010,621

HOUSEHOLD & PERSONAL PRODUCTS - 1.0%

111,432

Church & Dwight Co, Inc

9,765

53,740

Clorox Co

6,626

389,766

Colgate-Palmolive Co

31,158

114,578

Estee Lauder Cos (Class A)

10,097

938,073

Kenvue, Inc

15,225

155,607

Kimberly-Clark Corp

19,348

1,119,734

Procter & Gamble Co

172,047

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

264,266

INSURANCE - 1.9%

234,383

Aflac, Inc

26,181

129,660

Allstate Corp

27,831

258,030

American International Group, Inc

20,266

104,057

Aon plc

37,105

174,221

Arch Capital Group Ltd

15,807

25,095

Assurant, Inc

5,435

138,016

(a) Brown & Brown, Inc

12,944

178,034

Chubb Ltd

50,250

76,525

(a) Cincinnati Financial Corp

12,099

12,045

(a) Erie Indemnity Co (Class A)

3,832

18,721

Everest Re Group Ltd

6,557

124,453

Gallagher (Arthur J.) & Co

38,548

35,406

(a) Globe Life, Inc

5,062

133,538

Hartford Financial Services Group, Inc

17,813

78,126

(a) Loews Corp

7,843

236,050

Marsh & McLennan Cos, Inc

47,571

268,285

Metlife, Inc

22,099

102,961

Principal Financial Group

8,536

281,145

Progressive Corp

69,429

165,301

Prudential Financial, Inc

17,148

107,983

Travelers Cos, Inc

30,151

136,344

W.R. Berkley Corp

10,447

46,468

Willis Towers Watson plc

16,052

TOTAL INSURANCE

509,006

MATERIALS - 1.8%

106,007

Air Products & Chemicals, Inc

28,910

56,068

(a),(c)

Albemarle Corp

4,546

1,112,555

Amcor plc

9,101

39,311

Avery Dennison Corp

6,375

132,510

Ball Corp

6,681

77,093

CF Industries Holdings, Inc

6,915

335,430

Corteva, Inc

22,685

311,981

Dow, Inc

7,154

204,546

DuPont de Nemours, Inc

15,934

54,856

Eastman Chemical Co

3,459

120,899

Ecolab, Inc

33,109

687,955

Freeport-McMoRan, Inc (Class B)

26,982

112,725

International Flavors & Fragrances, Inc

6,937

240,698

International Paper Co

11,168

224,992

(a) Linde plc

106,871

126,824

LyondellBasell Industries NV

6,220

28,586

Martin Marietta Materials, Inc

18,017

155,414

Mosaic Co

5,390

527,410

Newmont Goldcorp Corp

44,466

109,829

Nucor Corp

14,874

43,629

Packaging Corp of America

9,508

108,007

PPG Industries, Inc

11,353

111,616

Sherwin-Williams Co

38,648

241,913

Smurfit WestRock plc

10,298

Equity Index

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

63,162

Steel Dynamics, Inc

$

8,807

64,615

Vulcan Materials Co

19,877

TOTAL MATERIALS

484,285

MEDIA & ENTERTAINMENT - 9.2%

2,231,702

Alphabet, Inc

543,531

2,780,485

Alphabet, Inc (Class A)

675,936

44,170

(a) Charter Communications, Inc

12,151

1,768,163

Comcast Corp (Class A)

55,556

105,832

Electronic Arts, Inc

21,346

106,591

Fox Corp (Class A)

6,722

64,549

Fox Corp (Class B)

3,698

182,267

Interpublic Group of Cos, Inc

5,087

73,476

(a) Live Nation, Inc

12,006

122,847

(a) Match Group, Inc

4,339

1,036,837

Meta Platforms, Inc

761,432

202,905

(a) Netflix, Inc

243,267

184,964

News Corp (Class A)

5,680

54,650

News Corp (Class B)

1,888

96,140

Omnicom Group, Inc

7,838

114,201

(a),(c)

Paramount Skydance Corp

2,161

83,395

(a) Take-Two Interactive Software, Inc

21,546

32,161

(a) TKO Group Holdings, Inc

6,495

860,914

Walt Disney Co

98,575

1,188,712

(a) Warner Bros Discovery, Inc

23,216

TOTAL MEDIA & ENTERTAINMENT

2,512,470

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 5.1%

842,608

AbbVie, Inc

195,097

139,587

Agilent Technologies, Inc

17,916

258,214

Amgen, Inc

72,868

65,911

(a) Biogen, Inc

9,233

77,348

Bio-Techne Corp

4,303

971,372

Bristol-Myers Squibb Co

43,809

25,019

(a) Charles River Laboratories International, Inc

3,915

28,644

(a),(d)

Chinook Therapeutics, Inc

0^

305,987

Danaher Corp

60,665

379,798

Eli Lilly & Co

289,786

588,720

Gilead Sciences, Inc

65,348

78,591

(a) Incyte Corp

6,665

15,231

(a),(d)

Inhibrx, Inc

81,253

(a) IQVIA Holdings, Inc

15,433

1,152,095

Johnson & Johnson

213,621

1,187,937

Merck & Co, Inc

99,704

10,234

(a) Mettler-Toledo International, Inc

12,563

165,691

(a) Moderna, Inc

4,280

3,255

(a),(d)

OmniAb Operations, Inc

0^

3,255

(a),(d)

OmniAb Operations, Inc

0^

59,289

PerkinElmer, Inc

5,197

2,751,594

Pfizer, Inc

70,111

48,687

(a) Regeneron Pharmaceuticals, Inc

27,375

180,694

Thermo Fisher Scientific, Inc

87,640

122,326

(a) Vertex Pharmaceuticals, Inc

47,908

501,406

Viatris, Inc

4,964

29,052

(a) Waters Corp

8,710

32,171

West Pharmaceutical Services, Inc

8,439

214,666

Zoetis, Inc

31,410

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

1,406,970

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.1%

139,678

(a) CBRE Group, Inc

22,008

206,199

(a) CoStar Group, Inc

17,397

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

39,405

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 13.7%

776,825

(a) Advanced Micro Devices, Inc

125,683

SHARES

DESCRIPTION

VALUE (000)

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

(continued)

240,331

Analog Devices, Inc

$

59,049

382,893

Applied Materials, Inc

78,393

2,249,543

Broadcom, Inc

742,147

52,381

(a) First Solar, Inc

11,552

2,095,240

Intel Corp

70,295

63,588

KLA Corp

68,586

607,651

Lam Research Corp

81,364

250,309

Microchip Technology, Inc

16,075

535,071

Micron Technology, Inc

89,528

22,540

Monolithic Power Systems, Inc

20,751

11,669,990

Nvidia Corp

2,177,386

120,700

NXP Semiconductors NV

27,487

190,111

(a) ON Semiconductor Corp

9,374

517,838

QUALCOMM, Inc

86,148

68,045

Skyworks Solutions, Inc

5,238

72,966

Teradyne, Inc

10,043

435,024

Texas Instruments, Inc

79,927

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

3,759,026

SOFTWARE & SERVICES - 12.3%

299,050

Accenture plc

73,746

203,205

(a) Adobe, Inc

71,681

73,503

(a) Akamai Technologies, Inc

5,569

129,980

(a) AppLovin Corp

93,396

103,062

(a) Autodesk, Inc

32,740

130,102

(a) Cadence Design Systems, Inc

45,700

230,329

Cognizant Technology Solutions Corp (Class A)

15,448

119,165

(a) Crowdstrike Holdings, Inc

58,436

151,589

(a) Datadog, Inc

21,586

27,752

(a) EPAM Systems, Inc

4,185

11,324

(a) Fair Isaac Corp

16,947

312,737

(a) Fortinet, Inc

26,295

37,586

(a) Gartner, Inc

9,880

265,360

Gen Digital, Inc

7,534

63,490

(a) GoDaddy, Inc

8,687

447,239

International Business Machines Corp

126,193

133,931

Intuit, Inc

91,463

3,554,741

Microsoft Corp

1,841,178

792,670

Oracle Corp

222,930

1,088,138

(a) Palantir Technologies, Inc

198,498

317,410

(a) Palo Alto Networks, Inc

64,631

58,873

(a) PTC, Inc

11,952

52,357

Roper Industries, Inc

26,110

459,006

Salesforce, Inc

108,784

98,928

(a) ServiceNow, Inc

91,041

89,206

(a) Synopsys, Inc

44,013

219,753

(a) Trade Desk, Inc

10,770

20,941

(a) Tyler Technologies, Inc

10,955

39,807

(a) VeriSign, Inc

11,129

101,270

(a) Workday, Inc

24,379

TOTAL SOFTWARE & SERVICES

3,375,856

TECHNOLOGY HARDWARE & EQUIPMENT - 8.6%

579,814

Amphenol Corp (Class A)

71,752

7,097,043

Apple, Inc

1,807,120

494,668

(a) Arista Networks, Inc

72,078

62,135

CDW Corp

9,897

1,901,316

Cisco Systems, Inc

130,088

377,193

Corning, Inc

30,941

141,415

Dell Technologies, Inc

20,049

25,715

(a) F5 Networks, Inc

8,311

642,632

Hewlett Packard Enterprise Co

15,783

458,846

HP, Inc

12,494

50,124

Jabil Inc

10,886

Equity Index

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

TECHNOLOGY HARDWARE & EQUIPMENT

(continued)

84,600

(a) Keysight Technologies, Inc

$

14,798

80,402

Motorola Solutions, Inc

36,767

99,473

NetApp, Inc

11,784

103,584

Seagate Technology Holdings plc

24,452

229,540

(a),(c)

Super Micro Computer, Inc

11,004

142,163

TE Connectivity plc

31,209

22,801

(a) Teledyne Technologies, Inc

13,362

110,999

(a) Trimble Inc

9,063

170,182

(a) Western Digital Corp

20,432

25,139

(a) Zebra Technologies Corp (Class A)

7,470

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

2,369,740

TELECOMMUNICATION SERVICES - 0.9%

3,433,063

AT&T, Inc

96,950

52,848

(a),(d)

GCI Liberty, Inc

229,215

T-Mobile US, Inc

54,869

2,031,286

Verizon Communications, Inc

89,275

TOTAL TELECOMMUNICATION SERVICES

241,095

TRANSPORTATION - 1.3%

58,082

CH Robinson Worldwide, Inc

7,690

892,795

CSX Corp

31,703

313,936

Delta Air Lines, Inc

17,816

64,396

Expeditors International Washington, Inc

7,894

104,192

FedEx Corp

24,570

32,744

JB Hunt Transport Services, Inc

4,393

108,406

Norfolk Southern Corp

32,566

91,925

Old Dominion Freight Line

12,941

244,790

(a) Southwest Airlines Co

7,811

1,000,323

(a) Uber Technologies, Inc

98,002

284,722

Union Pacific Corp

67,300

152,607

(a) United Airlines Holdings, Inc

14,727

350,197

United Parcel Service, Inc (Class B)

29,252

TOTAL TRANSPORTATION

356,665

UTILITIES - 2.3%

286,177

AES Corp

3,766

112,778

Alliant Energy Corp

7,602

132,057

Ameren Corp

13,784

260,892

American Electric Power Co, Inc

29,350

90,224

American Water Works Co, Inc

12,558

77,662

Atmos Energy Corp

13,261

318,878

Centerpoint Energy, Inc

12,372

135,539

CMS Energy Corp

9,930

170,518

Consolidated Edison, Inc

17,141

148,706

Constellation Energy Corp

48,935

410,990

Dominion Energy, Inc

25,140

101,400

(a) DTE Energy Co

14,341

370,498

Duke Energy Corp

45,849

189,427

Edison International

10,472

219,694

Entergy Corp

20,473

112,119

Evergy, Inc

8,523

179,459

Eversource Energy

12,767

475,892

Exelon Corp

21,420

232,653

FirstEnergy Corp

10,660

977,929

NextEra Energy, Inc

73,824

229,935

NiSource, Inc

9,956

94,109

NRG Energy, Inc

15,241

1,073,277

PG&E Corp

16,185

56,547

Pinnacle West Capital Corp

5,070

361,237

(a),(c)

PPL Corp

13,424

243,772

Public Service Enterprise Group, Inc

20,345

312,146

Sempra Energy

28,087

527,285

Southern Co

49,971

152,917

Vistra Corp

29,960

Investments in Derivatives

SHARES

DESCRIPTION

VALUE (000)

UTILITIES

(continued)

155,435

WEC Energy Group, Inc

$

17,811

280,968

Xcel Energy, Inc

22,660

TOTAL UTILITIES

640,878

TOTAL COMMON STOCKS

(Cost $8,337,012)

27,288,901

SHARES

DESCRIPTION

EXPIRATION DATE

VALUE (000)

RIGHTS/WARRANTS - 0.0%

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.0%

7,208

(d) AstraZeneca plc

02/20/29

7,917

(d) Chinook Therapeutics, Inc

01/02/30

6,981

(d) Tobira Therapeutics, Inc

0^

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

TOTAL RIGHTS/WARRANTS

(Cost $3)

TOTAL LONG-TERM INVESTMENTS

(Cost $8,337,015)

27,288,904

SHARES

DESCRIPTION

RATE

VALUE (000)

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.0%

6,286,312

(e) State Street Navigator Securities Lending Government Money Market Portfolio

4.180%(f)

6,286

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $6,286)

6,286

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

SHORT-TERM INVESTMENTS - 0.6%

GOVERNMENT AGENCY DEBT - 0.0%

$

5,000,000

Federal Home Loan Bank Discount Notes

.000

11/14/25

4,976

TOTAL GOVERNMENT AGENCY DEBT

4,976

REPURCHASE AGREEMENT - 0.4%

95,414,000

(g) Fixed Income Clearing Corporation

.200

10/01/25

95,414

TOTAL REPURCHASE AGREEMENT

95,414

TREASURY DEBT - 0.2%

9,183,000

United States Treasury Bill

.000

10/16/25

9,168

5,000,000

United States Treasury Bill

.000

10/23/25

4,988

10,000,000

United States Treasury Bill

.000

10/30/25

9,967

10,000,000

United States Treasury Bill

.000

11/04/25

9,962

20,000,000

United States Treasury Bill

.000

11/13/25

19,906

5,000,000

United States Treasury Bill

.000

11/18/25

4,973

TOTAL TREASURY DEBT

58,964

TOTAL SHORT-TERM INVESTMENTS

(Cost $159,352)

159,354

TOTAL INVESTMENTS - 100.1%

(Cost $8,502,653)

27,454,544

OTHER ASSETS & LIABILITIES, NET - (0.1)%

(26,532)

NET ASSETS - 100.0%

$27,428,012

^

Amount represents less than $1,000.

(a) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.

(b) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in derivatives.

(c) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $13,831,064.

(d) For fair value measurement disclosure purposes, investment classified as Level 3.

(e) Investments made with cash collateral received from securities on loan.

(f) The rate shown is the one-day yield as of the end of the reporting period.

(g) Agreement with Fixed Income Clearing Corporation, 4.200% dated 9/30/25 to be repurchased at $95,425,132 on 10/1/25, collateralized by Government Agency Securities, with coupon rate

4.125% and maturity date 3/31/32, valued at $97,322,378.

Equity Index

Portfolio of Investments September 30, 2025

(continued)

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") and in conformity

with the applicable rules and regulations of the U.S. Securities and Exchange Commission ("SEC") related to interim filings. Part

F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain

footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or

omitted from this report pursuant to the rules of the SEC. For a full set of the Fund's notes to financial statements, please refer to

the Fund's most recently filed annual or semi-annual report.

Fair Value Measurements

The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Adviser,

subject to the review and oversight of the Board. Fair value is defined as the price that would be received upon selling an investment

or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the

investment. U.S. GAAP establishes the three-tier hierarchy that is used to maximize the use of observable market data and minimize

the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable

inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market

data obtained from sources independent of the reporting entity. Unobservable inputs reflect management's assumptions about the

assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information

available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.

Level 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest

rates, credit spreads, etc.).

Level 3 – Prices are determined using significant unobservable inputs (including management's assumptions in determining the

fair value of investments).

The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs

used to value them:

Futures Contracts - Long

Description

Number of

Contracts

(000) Expiration

Date

Notional

Amount

(000) Value

(000) Unrealized

Appreciation

(Depreciation)

(000) S&P 500 E-Mini Index

12/19/25

$

115,103

$

115,570

$

Account

Level 1 (000)

Level 2 (000)

Level 3 (000)

Total (000)

Equity Index

Long-Term Investments

:

Common stocks

$27,288,890

$—

$11

$27,288,901

Rights/Warrants

—

—

Investments purchased with collateral from securities lending

6,286

—

—

6,286

Short-Term Investments

:

Government agency debt

—

4,976

—

4,976

Repurchase agreement

—

95,414

—

95,414

Treasury debt

—

58,964

—

58,964

Investments in Derivatives

:

Futures contracts\*

—

—

Total

$27,295,642

$159,354

$14

$27,455,010

\*

Represents net unrealized appreciation (depreciation).

Portfolio of Investments September 30, 2025

Core Bond

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

LONG-TERM INVESTMENTS - 97.1%

BANK LOAN OBLIGATIONS - 0.2%

CAPITAL GOODS - 0.0%

$

407,637

(a) Cornerstone Building Brands, Inc., Term Loan B, (TSFR1M + 3.250%)

.500

%

04/12/28

$

166,869

(a) Oregon Tool, Inc., 2nd Lien Term Loan, (TSFR3M + 4.000%)

.447

10/15/29

42,026

(a) Oregon Tool, Inc., First Lien Term Loan, (TSFR3M + 5.350%)

.545

10/15/29

1,238,926

(a) TK Elevator Midco GmbH, Term Loan B, (TSFR6M + 3.000%)

.197

04/30/30

1,243

890,166

(a) TransDigm, Inc., Term Loan J, (TSFR3M + 2.500%)

.502

02/28/31

891

957,003

(a) TransDigm, Inc., Term Loan K, (TSFR3M + 2.250%)

.252

03/22/30

957

TOTAL CAPITAL GOODS

3,652

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.0%

683,502

(a) CNT Holdings I Corp, Term Loan, (TSFR3M + 2.250%)

.558

11/08/32

684

403,798

(a) Les Schwab Tire Centers, Term Loan B, (TSFR1M + TSFR3M + 2.500%)

.681

04/23/31

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

1,087

CONSUMER DURABLES & APPAREL - 0.0%

165,237

(a) Samsonite International S.A., Term Loan B, (TSFR1M + 2.000%)

.163

06/10/30

411,253

(a) Weber-Stephen Products LLC, Term Loan B, (TSFR1M + 3.250%)

.528

10/29/27

TOTAL CONSUMER DURABLES & APPAREL

574

CONSUMER SERVICES - 0.1%

424,905

(a) 101B.C. Unlimited Liability Company, Term Loan B6, (TSFR1M + 1.750%)

.913

09/23/30

754,708

(a) Camelot U.S. Acquisition LLC, Term Loan B, (TSFR1M + 2.750%)

.913

01/31/31

751

1,965,000

(a) Flutter Financing B.V., Term Loan B, (TSFR3M + 1.750%)

.752

11/29/30

1,962

350,550

(a) IRB Holding Corp, First Lien Term Loan B, (TSFR1M + 2.500%)

.663

12/15/27

918,027

(a) KFC Holding Co., Term Loan B, (TSFR1M + 1.750%)

.000

03/15/28

923

609,413

(a),(b)

Spin Holdco Inc., Term Loan, (TBD)

TBD

TBD

513

TOTAL CONSUMER SERVICES

4,924

ENERGY - 0.0%

346,748

(a) Buckeye Partners, L.P., Term Loan B5, (TSFR1M + 1.750%)

.913

11/02/26

TOTAL ENERGY

FINANCIAL SERVICES - 0.0%

171,028

(a) Avolon TLB Borrower 1 (US) LLC, Term Loan B6, (TSFR1M + 1.750%)

.885

06/24/30

2,095,804

(a) Trans Union, LLC, Term Loan B9, (TSFR1M + 1.750%)

.913

06/24/31

2,097

TOTAL FINANCIAL SERVICES

2,268

FOOD, BEVERAGE & TOBACCO - 0.0%

236,379

(a) Arterra Wines Canada, Inc., Term Loan, (TSFR3M + 3.500%)

.763

11/26/27

TOTAL FOOD, BEVERAGE & TOBACCO

HEALTH CARE EQUIPMENT & SERVICES - 0.0%

499,916

(a) Medline Borrower, LP, Term Loan B, (TSFR1M + 2.000%)

.163

10/23/28

501

375,131

(a) Select Medical Corporation, Term Loan B, (TSFR1M + 2.000%)

.163

12/03/31

TOTAL HEALTH CARE EQUIPMENT & SERVICES

877

MATERIALS - 0.0%

1,172,322

(a) Asplundh Tree Expert, LLC, Term Loan B, (TSFR1M + 1.750%)

.013

09/07/27

1,173

TOTAL MATERIALS

1,173

MEDIA & ENTERTAINMENT - 0.0%

40,113

(a) DirecTV Financing, LLC, Term Loan, (TSFR3M + 5.000%)

.570

08/02/27

TOTAL MEDIA & ENTERTAINMENT

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.0%

26,939

(a) Avantor Funding, Inc., Term Loan, (TSFR1M + 2.000%)

.263

11/08/27

96,705

(a) Grifols Worldwide Operations USA, Inc., Term Loan B, (TSFR1M + 2.000%)

.263

11/15/27

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.0%

467,674

(a) Cushman & Wakefield U.S. Borrower, LLC, Term Loan B1, (TSFR1M + 2.750%)

.913

01/31/30

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

SOFTWARE & SERVICES - 0.1%

1,224,065

(a) Ellucian Holdings, Inc., First Lien Term Loan B, (TSFR1M + 2.750%)

.913

10/09/29

1,226

1,236,492

(a) Gen Digital Inc., Term Loan B, (TSFR1M + 1.750%)

.913

09/12/29

1,234

70,049

(a) Rackspace Finance, LLC, First Lien First Out Term Loan, (TSFR1M + 6.250%)

.540

05/15/28

345,263

(a) Rackspace Finance, LLC, First Lien Second Out Term Loan, (TSFR1M + 2.750%)

.040

05/15/28

688,646

(a) Rocket Software, Inc., Term Loan B, (TSFR1M + 3.750%)

.913

11/28/28

691

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

SOFTWARE & SERVICES (continued)

$

879,909

(a) UKG Inc., Term Loan B, (TSFR3M + 2.500%)

.810

%

02/10/31

$

880

TOTAL SOFTWARE & SERVICES

4,258

TELECOMMUNICATION SERVICES - 0.0%

295,329

(a) Cablevision Lightpath LLC, Repriced Term Loan, (TSFR1M + 3.000%)

.150

11/30/27

TOTAL TELECOMMUNICATION SERVICES

TRANSPORTATION - 0.0%

202,438

(a) Air Canada, Term Loan B, (TSFR1M + 2.000%)

.166

03/21/31

163,922

(a) SkyMiles IP Ltd., Skymiles Term Loan B, (TSFR3M + 3.750%)

.075

10/20/27

TOTAL TRANSPORTATION

TOTAL BANK LOAN OBLIGATIONS

(Cost $20,816)

20,688

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

CORPORATE BONDS - 26.2%

AUTOMOBILES & COMPONENTS - 0.3%

225,000

Dana, Inc

.375

11/15/27

350,000

Dana, Inc

.625

06/15/28

EUR

300,000

Ford Motor Credit Co LLC

.125

02/20/29

3,500,000

(c) Ford Otomotiv Sanayi AS.

.125

04/25/29

3,583

EUR

500,000

General Motors Financial Co, Inc

.600

05/20/27

568

EUR

300,000

General Motors Financial Co, Inc

.300

02/15/29

10,550,000

General Motors Financial Co, Inc

.900

10/06/29

10,672

6,250,000

General Motors Financial Co, Inc

.850

04/06/30

6,537

12,000,000

General Motors Financial Co, Inc

.700

06/10/31

10,728

4,975,000

General Motors Financial Co, Inc

.600

06/18/31

5,149

EUR

205,000

(c) Goodyear Europe BV

.750

08/15/28

200,000

(c) Kia Corp

.750

02/14/27

TOTAL AUTOMOBILES & COMPONENTS

38,977

BANKS - 6.1%

EUR

500,000

ABN AMRO Bank NV

.250

02/21/30

618

2,000,000

(c) Akbank T.A.S.

.800

06/22/31

2,010

700,000

(c),(d)

Banco de Credito e Inversiones S.A.

.750

N/A

758

2,000,000

(c) Banco Nacional de Panama

.500

08/11/30

1,753

2,175,000

(c) Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand

.621

12/10/29

2,263

EUR

600,000

(a) Banco Santander S.A.

.500

03/24/27

698

GBP

400,000

Banco Santander S.A.

.750

08/30/28

540

3,010,000

(c) Bangkok Bank PCL

.466

09/23/36

2,736

1,750,000

(c) Banistmo S.A.

.250

07/31/27

1,726

5,000,000

(c) Bank Hapoalim BM

.255

01/21/32

4,875

6,300,000

(c) Bank Leumi Le-Israel BM

.275

01/29/31

6,245

EUR

300,000

Bank of America Corp

.776

05/04/27

55,925,000

Bank of America Corp

.592

04/29/31

51,825

12,400,000

Bank of America Corp

.288

04/25/34

12,829

4,600,000

Bank of America Corp

.511

01/24/36

4,808

25,175,000

Bank of America Corp

.744

02/12/36

26,156

34,550,000

Bank of America Corp

.676

06/19/41

25,460

20,000,000

(d) Bank of America Corp

.625

N/A

20,810

10,175,000

(d) Bank of New York Mellon Corp

.300

N/A

10,468

EUR

400,000

Barclays plc

.577

08/09/29

EUR

500,000

Barclays plc

.918

08/08/30

626

5,000,000

Barclays plc

.942

09/10/30

5,074

8,425,000

Barclays plc

.367

02/25/31

8,687

6,075,000

Barclays plc

.330

11/24/42

4,692

1,500,000

(c) BBVA Bancomer S.A.

.125

01/18/33

1,473

1,400,000

(c) BBVA Bancomer S.A.

.450

06/29/38

1,554

1,825,000

(c) BBVA Bancomer S.A. Institucion de Banca Multiple Grupo Financiero BBVA Mexico

.625

02/11/35

1,920

5,600,000

(c) BNP Paribas S.A.

.904

09/30/28

5,340

EUR

700,000

BNP Paribas S.A.

.875

02/23/29

846

5,000,000

(c) BNP Paribas S.A.

.159

09/15/29

4,689

22,100,000

CitiBank NA

.914

05/29/30

22,706

36,375,000

Citigroup, Inc

.200

10/21/26

36,072

8,750,000

Citigroup, Inc

.450

09/29/27

8,786

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

BANKS

(continued)

$

5,245,000

Citigroup, Inc

.125

%

07/25/28

$

5,240

7,125,000

Citigroup, Inc

.572

06/03/31

6,556

9,600,000

Citigroup, Inc

.503

09/11/31

9,605

EUR

200,000

Citigroup, Inc

.750

05/14/32

6,750,000

(d) Citigroup, Inc

.625

N/A

7,087

8,425,000

Cooperatieve Rabobank UA

.750

07/21/26

8,386

9,150,000

(c) Credit Agricole S.A.

.222

05/27/31

9,386

GBP

600,000

Danske Bank A.S.

.250

01/14/28

784

7,350,000

Deutsche Bank AG.

.371

09/09/27

7,533

5,575,000

Deutsche Bank AG.

.311

11/16/27

5,453

4,325,000

Deutsche Bank AG.

.819

11/20/29

4,626

2,325,000

Deutsche Bank AG.

.999

09/11/30

2,358

2,425,000

(c) Development Bank of Kazakhstan JSC

.950

05/06/31

2,159

3,325,000

(c) Grupo Aval Ltd

.375

02/04/30

3,157

7,400,000

HSBC Holdings plc

.390

11/03/28

7,859

3,750,000

HSBC Holdings plc

.973

05/22/30

3,693

5,625,000

HSBC Holdings plc

.130

03/03/31

5,761

6,675,000

(d) HSBC Holdings plc

.950

N/A

7,015

7,000,000

(d) Huntington Bancshares, Inc

.625

N/A

7,077

UGX

2,000,000,000

(c) ICBC Standard Bank plc

.250

06/26/34

2,125,000

(c) Intercorp Financial Services, Inc

.125

10/19/27

2,110

200,000

(c) Intesa Sanpaolo S.p.A

.198

06/01/32

2,400,000

(c),(e)

Itau Unibanco Holding S.A.

.000

02/27/30

2,493

14,600,000

JPMorgan Chase & Co

.200

06/15/26

14,516

8,325,000

JPMorgan Chase & Co

.323

04/26/28

8,346

EUR

600,000

JPMorgan Chase & Co

.638

05/18/28

695

16,900,000

JPMorgan Chase & Co

.581

04/22/30

17,652

10,500,000

JPMorgan Chase & Co

.702

05/06/30

10,319

12,450,000

JPMorgan Chase & Co

.140

01/24/31

12,858

2,150,000

JPMorgan Chase & Co

.953

02/04/32

1,901

19,775,000

JPMorgan Chase & Co

.912

07/25/33

20,165

24,425,000

JPMorgan Chase & Co

.350

06/01/34

25,450

3,200,000

JPMorgan Chase & Co

.254

10/23/34

3,526

22,925,000

JPMorgan Chase & Co

.766

04/22/35

24,424

22,250,000

(e) JPMorgan Chase & Co

.572

04/22/36

23,452

8,600,000

JPMorgan Chase & Co

.576

07/23/36

8,915

2,625,000

JPMorgan Chase & Co

.525

11/19/41

1,900

10,750,000

JPMorgan Chase & Co

.157

04/22/42

8,385

9,375,000

(d) JPMorgan Chase & Co

.875

N/A

9,874

6,250,000

(d) JPMorgan Chase & Co

.650

N/A

6,181

EUR

1,675,000

Kreditanstalt fuer Wiederaufbau

.625

01/10/34

1,936

2,600,000

Lloyds Banking Group plc

.068

06/13/36

2,729

5,950,000

(d),(e)

M&T Bank Corp

.500

N/A

5,733

25,000,000

(d) Mitsubishi UFJ Financial Group, Inc

.350

N/A

25,521

3,675,000

(c) Mizrahi Tefahot Bank Ltd

.077

04/07/31

3,620

EUR

500,000

Mizuho Financial Group, Inc

.598

04/10/28

575

7,200,000

Morgan Stanley Private Bank NA

.734

07/18/31

7,308

6,150,000

(c) NBK SPC Ltd

.625

09/15/27

5,981

6,350,000

PNC Financial Services Group, Inc

.575

01/29/36

6,626

7,465,000

(d) PNC Financial Services Group, Inc

.400

N/A

7,235

CNY

8,000,000

QNB Finance Ltd

.150

02/04/26

1,129

EUR

400,000

Skandinaviska Enskilda Banken AB

.875

05/09/28

EUR

500,000

Societe Generale S.A.

.875

11/21/31

626

5,000,000

(d) Truist Financial Corp

.950

N/A

4,979

9,000,000

(d) Truist Financial Corp

.669

N/A

9,041

3,500,000

(c) United Overseas Bank Ltd

.000

10/14/31

3,414

16,375,000

Wells Fargo & Co

.393

06/02/28

15,918

9,600,000

Wells Fargo & Co

.303

10/23/29

10,168

15,925,000

Wells Fargo & Co

.605

04/23/36

16,713

10,000,000

(d) Wells Fargo & Co

.900

N/A

9,903

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

BANKS

(continued)

$

5,775,000

(d),(e)

Wells Fargo & Co

.625

%

N/A

$

6,182

TOTAL BANKS

733,467

CAPITAL GOODS - 0.8%

25,400,000

Boeing Co

.196

02/04/26

25,208

5,350,000

Boeing Co

.250

02/01/28

5,225

3,350,000

Boeing Co

.705

05/01/40

3,418

18,750,000

Boeing Co

.805

05/01/50

18,732

EUR

400,000

Carrier Global Corp

.125

05/29/28

EUR

700,000

Carrier Global Corp

.500

11/29/32

876

1,300,000

(c) Embraer Netherlands Finance BV

.000

07/28/30

1,422

60,000

Embraer Netherlands Finance BV

.980

02/11/35

20,250,000

Honeywell International, Inc

.000

03/01/35

20,587

EUR

500,000

Honeywell International, Inc

.750

03/01/36

588

EUR

300,000

Illinois Tool Works, Inc

.250

05/17/28

12,000,000

L3Harris Technologies, Inc

.400

07/31/33

12,508

EUR

500,000

Raytheon Technologies Corp

.150

05/18/30

565

5,575,000

Raytheon Technologies Corp

.250

07/01/30

5,106

1,925,000

(c) Sociedad Quimica y Minera de Chile S.A.

.500

11/07/33

2,079

3,000,000

(c) Sociedad Quimica y Minera de Chile S.A.

.500

09/10/51

2,118

300,000

(c) WESCO Distribution, Inc

.250

06/15/28

TOTAL CAPITAL GOODS

99,645

COMMERCIAL & PROFESSIONAL SERVICES - 0.3%

325,000

(c) ASGN, Inc

.625

05/15/28

2,450,000

(c) Bidvest Group UK plc

.200

09/17/32

2,466

444,000

(c) Prime Security Services Borrower LLC

.750

04/15/26

1,325,000

(c) Prime Security Services Borrower LLC

.375

08/31/27

1,288

725,000

(c) Prime Security Services Borrower LLC

.250

01/15/28

724

4,125,000

Verisk Analytics, Inc

.500

08/15/30

4,137

4,550,000

Verisk Analytics, Inc

.250

03/15/35

4,639

19,000,000

Waste Management, Inc

.950

03/15/35

19,285

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

33,304

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.3%

4,425,000

AutoNation, Inc

.890

03/15/35

4,573

925,000

(c) Bath & Body Works, Inc

.625

10/01/30

946

550,000

(c) Group 1 Automotive, Inc

.000

08/15/28

534

875,000

(c) Lithia Motors, Inc

.625

12/15/27

866

5,100,000

O'Reilly Automotive, Inc

.550

03/15/26

5,085

6,875,000

O'Reilly Automotive, Inc

.600

09/01/27

6,814

4,075,000

O'Reilly Automotive, Inc

.200

04/01/30

4,061

12,400,000

O'Reilly Automotive, Inc

.750

03/15/31

10,808

3,225,000

Walmart, Inc

.350

04/28/30

3,278

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

36,965

CONSUMER SERVICES - 0.3%

9,820,000

Amherst College

.100

11/01/45

8,368

2,500,000

(c) Arcos Dorados BV

.375

01/29/32

2,635

125,000

(c) Hilton Domestic Operating Co, Inc

.750

05/01/28

8,000,000

President and Fellows of Harvard College

.529

10/01/31

7,617

14,250,000

President and Fellows of Harvard College

.619

10/01/37

12,686

2,100,000

Sands China Ltd

.900

08/08/28

2,148

5,619,000

Smith College

.620

07/01/45

5,019

TOTAL CONSUMER SERVICES

38,598

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.2%

4,000,000

Kroger Co

.000

09/15/34

4,034

3,250,000

Kroger Co

.500

09/15/54

3,168

2,600,000

SYSCO Corp

.400

03/23/35

2,687

5,450,000

SYSCO Corp

.150

12/14/51

3,647

GBP

500,000

Tesco Corporate Treasury Services plc

.750

04/27/30

615

EUR

600,000

Tesco Corporate Treasury Services plc

.375

05/06/32

705

4,000,000

Walmart, Inc

.500

09/22/41

2,896

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

CONSUMER STAPLES DISTRIBUTION & RETAIL

(continued)

$

7,400,000

Walmart, Inc

.500

%

04/15/53

$

6,628

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

24,380

ENERGY - 1.8%

11,500,000

BP Capital Markets America, Inc

.227

11/17/34

11,878

EUR

500,000

BP Capital Markets plc

.231

05/08/31

532

13,100,000

Cheniere Energy Partners LP

.000

03/01/31

12,633

6,850,000

Cheniere Energy Partners LP

.250

01/31/32

6,240

8,625,000

Cheniere Energy Partners LP

.750

08/15/34

8,967

1,832,822

(c) Chile Electricity Lux Mpc II Sarl

.580

10/20/35

1,893

2,000,000

Ecopetrol S.A.

.875

04/29/30

2,050

2,125,000

Ecopetrol S.A.

.625

11/02/31

1,906

200,000

Ecopetrol S.A.

.875

01/13/33

2,950,353

(c) EIG Pearl Holdings Sarl

.545

08/31/36

2,721

3,000,000

(c) Empresa Nacional del Petroleo

.250

11/06/29

3,055

12,968,000

Enbridge, Inc

.125

11/15/29

12,355

3,925,000

Enbridge, Inc

.700

03/08/33

4,131

2,950,000

Enbridge, Inc

.400

08/01/51

2,023

4,725,000

Energy Transfer LP

.750

01/15/26

4,726

775,000

Energy Transfer LP

.400

10/01/47

709

9,125,000

Energy Transfer LP

.000

05/15/50

7,811

7,600,000

Energy Transfer LP

.950

05/15/54

7,360

2,650,000

Enterprise Products Operating LLC

.250

02/15/48

2,205

6,200,000

Enterprise Products Operating LLC

.200

01/31/50

5,058

4,500,000

Enterprise Products Operating LLC

.200

02/15/52

3,051

6,500,000

Enterprise Products Operating LLC

.300

02/15/53

4,425

4,600,000

Expand Energy Corp

.700

01/15/35

4,728

2,097,570

(c) Galaxy Pipeline Assets Bidco Ltd

.160

03/31/34

1,905

3,300,000

(c) Galaxy Pipeline Assets Bidco Ltd

.625

03/31/36

2,907

8,375,000

Marathon Petroleum Corp

.800

04/01/28

8,293

5,060,000

Marathon Petroleum Corp

.750

09/15/44

4,355

5,500,000

Marathon Petroleum Corp

.000

09/15/54

4,691

3,525,000

(c) Midwest Connector Capital Co LLC

.625

04/01/29

3,540

8,950,000

MPLX LP

.750

03/01/26

8,856

4,850,000

MPLX LP

.650

08/15/30

4,453

5,325,000

ONEOK, Inc

.250

06/01/30

5,041

1,900,000

ONEOK, Inc

.700

11/01/54

1,794

1,275,000

(c) ORLEN S.A.

.000

01/30/35

1,333

3,900,000

(c) Pertamina Hulu Energi PT

.250

05/21/30

3,983

200,000

(c),(e)

Pertamina Persero PT

.650

07/30/29

2,450,000

Petrobras Global Finance BV

.250

01/10/36

2,418

300,000

Petroleos Mexicanos

.840

01/23/30

2,000,000

Petroleos Mexicanos

.950

01/28/31

1,937

3,000,000

Petroleos Mexicanos

.700

02/16/32

2,973

3,500,000

(c) Petronas Capital Ltd

.950

01/03/31

3,613

360,000

(c) Petronas Capital Ltd

.340

04/03/35

2,375,000

Phillips 66 Co

.680

02/15/45

2,032

475,000

Plains All American Pipeline LP

.800

09/15/30

2,950,000

(c) QazaqGaz NC JSC

.375

09/26/27

2,928

2,500,000

(c) Raizen Fuels Finance S.A.

.700

01/17/35

2,303

1,366,075

(c) Rio Oil Finance Trust

.200

04/06/28

1,408

4,000,000

(c) S.A. Global Sukuk Ltd

.125

09/17/30

3,943

2,067,000

Sabine Pass Liquefaction LLC

.875

06/30/26

2,074

1,475,000

(c) Saudi Arabian Oil Co

.250

07/17/34

1,517

2,500,000

(c) Thaioil Treasury Center Co Ltd

.500

06/18/30

2,258

11,000,000

TotalEnergies Capital International S.A.

.127

05/29/50

7,531

2,500,000

TotalEnergies Capital S.A.

.488

04/05/54

2,473

1,825,000

TotalEnergies Capital S.A.

.425

09/10/64

1,757

9,250,000

Williams Cos, Inc

.650

03/15/33

9,714

TOTAL ENERGY

214,038

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.7%

5,100,000

Agree LP

.000

06/15/28

4,812

2,725,000

American Homes 4 Rent LP

.250

03/15/35

2,754

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

(continued)

$

2,418,000

American Tower Corp

.375

%

10/15/26

$

2,400

EUR

750,000

American Tower Corp

.450

01/15/27

858

1,600,000

American Tower Corp

.600

01/15/28

1,580

4,350,000

American Tower Corp

.800

08/15/29

4,267

13,700,000

American Tower Corp

.900

01/15/30

12,913

2,750,000

American Tower Corp

.100

06/15/30

2,479

3,825,000

American Tower Corp

.875

10/15/30

3,383

6,725,000

American Tower Corp

.400

01/31/35

6,949

10,250,000

American Tower Corp

.350

03/15/35

10,526

1,075,000

Brixmor Operating Partnership LP

.250

04/01/28

1,024

GBP

400,000

Digital Stout Holding LLC

.750

10/17/30

508

6,700,000

Essex Portfolio LP

.000

01/15/30

6,347

6,975,000

Essex Portfolio LP

.375

04/01/35

7,197

6,250,000

Healthcare Realty Holdings LP

.500

08/01/26

6,205

3,000,000

Healthcare Realty Holdings LP

.625

01/15/28

2,950

8,975,000

Healthcare Realty Holdings LP

.100

02/15/30

8,444

1,750,000

Healthcare Realty Holdings LP

.400

03/15/30

1,582

1,050,000

Healthcare Realty Holdings LP

.050

03/15/31

905

7,950,000

Highwoods Realty LP

.875

03/01/27

7,870

2,900,000

Highwoods Realty LP

.125

03/15/28

2,868

2,875,000

Highwoods Realty LP

.200

04/15/29

2,816

4,000,000

Highwoods Realty LP

.050

02/15/30

3,705

3,845,000

(c) Iron Mountain, Inc

.000

02/15/29

3,962

5,250,000

Kite Realty Group LP

.950

12/15/31

5,314

EUR

350,000

ProLogis Euro Finance LLC

.250

09/22/32

EUR

400,000

ProLogis Euro Finance LLC

.000

05/05/34

GBP

300,000

ProLogis International Funding II S.A.

.750

02/22/32

1,275,000

ProLogis LP

.875

11/15/29

1,214

3,125,000

ProLogis LP

.750

07/01/30

2,794

6,350,000

Regency Centers LP

.900

11/01/25

6,340

1,025,000

Regency Centers LP

.600

02/01/27

1,018

3,350,000

Regency Centers LP

.950

09/15/29

3,199

11,046,000

(c) SBA Tower Trust

.884

01/15/26

10,962

25,315,000

(c) SBA Tower Trust

.631

11/15/26

24,576

42,100,000

(c) SBA Tower Trust

.840

04/15/27

40,211

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

206,174

FINANCIAL SERVICES - 2.3%

8,975,000

AerCap Ireland Capital DAC

.750

01/30/26

8,902

13,369,000

AerCap Ireland Capital DAC

.000

10/29/28

12,884

2,250,000

AerCap Ireland Capital DAC

.850

10/29/41

1,849

7,500,000

(d) American Express Co

.550

N/A

7,357

EUR

400,000

(c) Blackstone Private Credit Fund

.750

11/30/26

1,170,000

(c) Brazil Minas SPE via State of Minas Gerais

.333

02/15/28

1,166

6,635,000

(d),(e)

Capital One Financial Corp

.950

N/A

6,513

6,250,000

Community Preservation Corp

.867

02/01/30

5,812

3,200,000

Corebridge Financial, Inc

.050

09/15/33

3,415

4,350,000

Corebridge Financial, Inc

.750

01/15/34

4,576

GBP

500,000

Credit Suisse Group AG.

.250

06/09/28

648

EUR

500,000

Deutsche Bank AG.

.000

09/05/30

626

600,000

Deutsche Bank AG.

.742

01/07/33

553

7,305,000

Discover Bank

.450

07/27/26

7,261

3,750,000

Discover Bank

.700

02/06/30

3,513

6,575,000

Fiserv, Inc

.450

03/15/34

6,795

13,000,000

Fiserv, Inc

.150

08/12/34

13,155

EUR

500,000

Goldman Sachs Group, Inc

.250

02/07/29

559

12,425,000

Goldman Sachs Group, Inc

.330

07/23/35

12,791

3,500,000

Goldman Sachs Group, Inc

.411

04/23/39

3,237

6,825,000

Goldman Sachs Group, Inc

.436

02/24/43

5,384

7,200,000

(d) Goldman Sachs Group, Inc

.850

N/A

7,479

2,600,000

(c) Indian Railway Finance Corp Ltd

.800

02/10/31

2,382

1,700,000

(c),(e)

Indian Railway Finance Corp Ltd

.570

01/21/32

1,614

2,157,600

(c) Minejesa Capital BV

.625

08/10/30

2,138

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

FINANCIAL SERVICES

(continued)

$

31,425,000

Morgan Stanley

.125

%

07/27/26

$

31,196

EUR

700,000

Morgan Stanley

.342

10/23/26

821

7,225,000

Morgan Stanley

.192

04/17/31

7,460

EUR

500,000

Morgan Stanley

.950

05/07/32

579

14,250,000

Morgan Stanley

.250

04/21/34

14,695

5,150,000

Morgan Stanley

.424

07/21/34

5,366

4,000,000

Morgan Stanley

.831

04/19/35

4,264

4,925,000

Morgan Stanley

.320

07/19/35

5,082

14,850,000

Morgan Stanley

.587

01/18/36

15,548

13,550,000

Morgan Stanley

.664

04/17/36

14,296

4,440,000

(d),(e)

Northern Trust Corp

.600

N/A

4,416

3,350,000

(c) Power Finance Corp Ltd

.950

04/23/30

3,266

550,000

Springleaf Finance Corp

.375

11/15/29

544

6,950,000

(d) State Street Corp

.700

N/A

7,229

EUR

400,000

UBS AG.

.500

03/31/31

EUR

800,000

UBS Group AG

.250

11/05/28

894

9,100,000

(c) UBS Group AG.

.305

02/02/27

9,005

6,200,000

(c) UBS Group AG.

.442

08/11/28

6,442

7,500,000

(c) UBS Group AG.

.617

09/13/30

7,833

3,065,000

(c) UBS Group AG.

.179

02/11/43

2,339

4,225,000

Visa, Inc

.700

04/15/40

3,237

9,350,000

(c) Wynnton Funding Trust II

.991

08/15/55

9,597

TOTAL FINANCIAL SERVICES

275,593

FOOD, BEVERAGE & TOBACCO - 0.8%

1,600,000

(c) Anadolu Efes Biracilik Ve Malt Sanayii AS.

.375

06/29/28

1,487

23,700,000

Anheuser-Busch Cos LLC

.700

02/01/36

23,399

16,223,000

Anheuser-Busch Cos LLC

.900

02/01/46

15,198

1,800,000

(c) Bimbo Bakeries USA, Inc

.050

01/15/29

1,883

3,875,000

(c) Cia Cervecerias Unidas S.A.

.350

01/19/32

3,491

3,000,000

(c) Coca-Cola Icecek AS.

.500

01/20/29

2,949

2,975,000

(c) Gruma SAB de C.V.

.390

12/09/34

3,039

750,000

(c) Gruma SAB de C.V.

.761

12/09/54

745

2,500,000

(c) Grupo Bimbo SAB de C.V.

.700

11/10/47

2,168

4,700,000

Kraft Heinz Foods Co

.500

06/01/50

4,439

6,950,000

(c) Mars, Inc

.200

03/01/35

7,104

6,225,000

(c) Mars, Inc

.650

05/01/45

6,315

13,950,000

(c) Mars, Inc

.700

05/01/55

14,131

EUR

300,000

(c) Mondelez International Holdings Netherlands BV

.250

09/09/41

EUR

400,000

Philip Morris International, Inc

.750

06/06/29

11,000,000

Philip Morris International, Inc

.250

02/13/34

11,359

TOTAL FOOD, BEVERAGE & TOBACCO

98,410

HEALTH CARE EQUIPMENT & SERVICES - 0.9%

EUR

500,000

Becton Dickinson Euro Finance Sarl

.334

08/13/28

552

1,925,000

Boston Scientific Corp

.650

06/01/30

1,801

4,600,000

Cardinal Health, Inc

.750

11/15/54

4,613

19,230,000

Children's Hospital Medic

.268

05/15/44

16,942

8,675,000

CVS Health Corp

.450

09/15/35

8,828

20,555,000

CVS Health Corp

.050

03/25/48

18,288

4,105,000

Dartmouth-Hitchcock Health

.178

08/01/48

3,246

4,225,000

HCA, Inc

.625

09/01/28

4,359

11,200,000

HCA, Inc

.625

03/15/32

10,507

10,000,000

HCA, Inc

.200

03/01/55

10,323

3,500,000

(c) Hologic, Inc

.250

02/15/29

3,380

EUR

250,000

(c) IQVIA, Inc

.750

03/15/26

GBP

500,000

McKesson Corp

.125

02/17/29

644

5,000,000

New York and Presbyterian Hospital

.563

08/01/36

4,434

375,000

Tenet Healthcare Corp

.625

06/15/28

10,700,000

UnitedHealth Group, Inc

.300

05/15/31

9,592

2,100,000

UnitedHealth Group, Inc

.150

07/15/34

2,155

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

HEALTH CARE EQUIPMENT & SERVICES

(continued)

$

3,250,000

UnitedHealth Group, Inc

.750

%

10/15/47

$

2,495

TOTAL HEALTH CARE EQUIPMENT & SERVICES

102,823

HOUSEHOLD & PERSONAL PRODUCTS - 0.2%

6,220,000

Church & Dwight Co, Inc

.300

12/15/31

5,509

EUR

750,000

(c) Coty, Inc

.875

04/15/26

880

8,175,000

Haleon US Capital LLC

.625

03/24/32

7,747

EUR

300,000

Procter & Gamble Co

.250

08/02/31

EUR

400,000

The Procter & Gamble Company

.875

10/30/38

10,075,000

Unilever Capital Corp

.625

08/12/34

10,124

EUR

500,000

Unilever Finance Netherlands BV

.125

02/12/27

579

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

25,596

INSURANCE - 1.8%

825,000

(c) Alliant Holdings Intermediate LLC

.250

10/15/27

811

6,800,000

(c) Allianz SE

.350

09/06/53

7,292

19,600,000

(c),(d),(e)

Allianz SE

.550

N/A

20,235

4,925,000

Aon Corp

.800

05/15/30

4,623

3,900,000

Aon Corp

.350

02/28/33

4,072

5,250,000

AXIS Specialty Finance LLC

.900

01/15/40

5,096

16,000,000

Berkshire Hathaway Finance Corp

.850

10/15/50

10,496

1,400,000

Berkshire Hathaway Finance Corp

.850

03/15/52

1,098

1,350,000

Brown & Brown, Inc

.550

06/23/35

1,389

EUR

500,000

Chubb INA Holdings, Inc

.550

03/15/28

573

EUR

450,000

Chubb INA Holdings, Inc

.400

06/15/31

EUR

300,000

Credit Agricole Assurances S.A.

.500

10/06/31

EUR

400,000

Equitable Financial Life Global Funding

.600

06/16/28

EUR

250,000

(c) Fairfax Financial Holdings Ltd

.750

03/29/28

7,325,000

(c) Five Corners Funding Trust II

.850

05/15/30

6,862

3,000,000

(c) Hanwha Life Insurance Co Ltd

.379

02/04/32

2,948

22,408,000

Hartford Financial Services Group, Inc

.800

08/19/29

21,196

1,100,000

Hartford Financial Services Group, Inc

.300

04/15/43

956

2,500,000

Hartford Financial Services Group, Inc

.900

09/15/51

1,622

EUR

750,000

Liberty Mutual Group, Inc

.750

05/04/26

881

EUR

400,000

(c) Liberty Mutual Group, Inc

.625

12/02/30

500

EUR

600,000

(c) Liberty Mutual Group, Inc

.875

09/26/35

699

4,100,000

(c) Liberty Mutual Group, Inc

.951

10/15/50

3,140

1,250,000

MetLife, Inc

.600

11/13/25

1,249

1,750,000

MetLife, Inc

.000

07/15/52

1,635

10,250,000

MetLife, Inc

.350

03/15/55

10,890

8,200,000

(c) Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen

.875

05/23/42

8,556

9,425,000

(c) Omnis Funding Trust

.722

05/15/55

10,166

GBP

300,000

Pacific Life Global Funding II

.375

11/30/28

11,875,000

PartnerRe Finance B LLC

.500

10/01/50

11,204

5,250,000

Principal Financial Group, Inc

.125

06/15/30

4,753

6,575,000

Prudential Financial, Inc

.200

03/14/35

6,759

1,450,000

Prudential Financial, Inc

.905

12/07/47

1,162

6,960,000

Prudential Financial, Inc

.700

10/01/50

6,501

3,875,000

Prudential Financial, Inc

.125

03/01/52

3,889

3,950,000

Prudential Financial, Inc

.500

03/15/54

4,227

10,950,000

Reinsurance Group of America, Inc

.750

09/15/34

11,448

6,600,000

RenaissanceRe Holdings Ltd

.800

04/01/35

6,920

5,600,000

(c) Swiss Re Finance Luxembourg S.A.

.000

04/02/49

5,642

17,700,000

UnitedHealth Group, Inc

.625

07/15/54

17,604

TOTAL INSURANCE

209,042

MATERIALS - 0.8%

2,600,000

(c) Alpek SAB de C.V.

.250

02/25/31

2,280

852,000

Amcor Flexibles North America, Inc

.100

09/15/26

843

4,879,000

Amcor Flexibles North America, Inc

.630

06/19/30

4,501

9,400,000

Amcor Flexibles North America, Inc

.690

05/25/31

8,545

EUR

400,000

Amcor UK Finance plc

.950

05/29/32

2,825,000

AngloGold Ashanti Holdings plc

.750

10/01/30

2,695

2,000,000

(c),(e)

Antofagasta plc

.625

05/13/32

2,069

1,150,000

(c) Antofagasta plc

.250

05/02/34

1,233

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MATERIALS

(continued)

$

1,375,000

(c) Antofagasta plc

.625

%

09/09/35

$

1,401

1,875,000

Ball Corp

.875

08/15/30

1,703

14,250,000

Berry Global, Inc

.570

01/15/26

14,127

200,000

Celulosa Arauco y Constitucion S.A.

.875

11/02/27

3,000,000

(c) Celulosa Arauco y Constitucion S.A.

.250

04/30/29

2,934

200,000

(c) Celulosa Arauco y Constitucion S.A.

.200

01/29/30

1,450,000

(c) Celulosa Arauco y Constitucion S.A.

.180

05/05/32

1,513

2,600,000

(c),(d)

Cemex SAB de C.V.

.200

N/A

2,718

200,000

(c) Corp Nacional del Cobre de Chile

.625

08/01/27

8,000,000

(c) Corp Nacional del Cobre de Chile

.330

01/13/35

8,530

1,250,000

(c) Corp Nacional del Cobre de Chile

.440

01/26/36

1,351

200,000

(c) Corp Nacional del Cobre de Chile

.780

01/13/55

1,800,000

(c) Freeport Indonesia PT

.763

04/14/27

1,804

3,600,000

(c) Inversiones CMPC S.A.

.000

04/06/31

3,241

3,000,000

(c) Klabin Austria GmbH

.750

04/03/29

3,051

6,675,000

Nutrien Ltd

.950

05/13/30

6,290

1,000,000

(c) OCP S.A.

.100

04/30/30

1,047

2,150,000

(c) OCP S.A.

.750

05/02/34

2,337

EUR

250,000

(c) OI European Group BV

.250

05/15/28

300,000

Sasol Financing USA LLC

.500

03/18/31

4,300,000

Suzano Austria GmbH

.125

01/15/32

3,859

3,010,000

Suzano Netherlands BV

.500

01/15/36

3,013

200,000

(c) UltraTech Cement Ltd

.800

02/16/31

5,200,000

(c) Windfall Mining Group, Inc

.854

05/13/32

5,409

TOTAL MATERIALS

88,523

MEDIA & ENTERTAINMENT - 0.4%

EUR

750,000

(c) BOI Finance BV

.500

02/16/27

904

5,000,000

(c) CCO Holdings LLC

.250

02/01/31

4,606

8,150,000

Charter Communications Operating LLC

.850

12/01/35

8,228

6,100,000

Charter Communications Operating LLC

.500

03/01/42

4,393

4,000,000

Charter Communications Operating LLC

.800

03/01/50

3,168

EUR

450,000

Comcast Corp

.250

05/20/27

510

25,050,000

Comcast Corp

.887

11/01/51

15,430

650,000

Lamar Media Corp

.750

02/15/28

632

1,000,000

Lamar Media Corp

.000

02/15/30

957

2,675,000

(c) Sirius XM Radio, Inc

.125

07/01/30

2,509

GBP

200,000

Time Warner Cable LLC

.750

06/02/31

4,400,000

Time Warner Cable LLC

.875

11/15/40

4,206

3,450,000

Time Warner Cable LLC

.500

09/15/42

2,772

EUR

700,000

(c) VZ Secured Financing BV

.500

01/15/32

775

1,413,000

(c),(e)

Ziff Davis, Inc

.625

10/15/30

1,332

TOTAL MEDIA & ENTERTAINMENT

50,691

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.8%

EUR

500,000

AbbVie, Inc

.125

06/01/29

577

9,850,000

AbbVie, Inc

.050

11/21/39

8,815

29,850,000

Amgen, Inc

.650

03/02/53

29,774

EUR

500,000

(c) Avantor Funding, Inc

.875

07/15/28

586

1,500,000

(c) Avantor Funding, Inc

.625

07/15/28

1,475

15,000,000

Bristol-Myers Squibb Co

.550

02/22/54

14,950

10,600,000

Gilead Sciences, Inc

.250

10/15/33

11,116

16,450,000

Gilead Sciences, Inc

.100

06/15/35

16,901

1,900,000

Gilead Sciences, Inc

.600

10/01/40

1,395

EUR

200,000

Johnson & Johnson

.700

02/26/29

EUR

400,000

Johnson & Johnson

.200

06/01/32

EUR

400,000

Johnson & Johnson

.600

02/26/45

EUR

400,000

MSD Netherlands Capital BV

.750

05/30/54

EUR

600,000

(c) Organon Finance LLC

.875

04/30/28

686

EUR

300,000

Pfizer Netherlands International Finance BV

.875

05/19/29

EUR

300,000

Sartorius Finance BV

.375

09/14/29

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

(continued)

EUR

800,000

Thermo Fisher Scientific Finance I BV

.800

%

10/18/30

$

846

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

89,435

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.0%

$

1,950,000

(c) Corp Inmobiliaria Vesta SAB de C.V.

.500

01/30/33

1,971

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

1,971

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.4%

10,050,000

Broadcom, Inc

.600

07/15/30

10,202

6,375,000

Broadcom, Inc

.800

10/15/34

6,419

25,131,000

(c) Broadcom, Inc

.926

05/15/37

25,064

8,375,000

NVIDIA Corp

.000

06/15/31

7,526

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

49,211

SOFTWARE & SERVICES - 0.8%

4,175,000

Accenture Capital, Inc

.500

10/04/34

4,118

7,350,000

Adobe, Inc

.300

02/01/30

6,841

EUR

400,000

Fiserv Funding ULC

.875

06/15/28

26,300,000

Microsoft Corp

.400

08/08/26

25,985

2,200,000

Microsoft Corp

.400

09/15/26

2,193

4,120,000

Microsoft Corp

.525

06/01/50

2,608

550,000

(c) Open Text Holdings, Inc

.125

02/15/30

521

9,900,000

Oracle Corp

.450

09/26/30

9,895

6,200,000

Oracle Corp

.200

09/26/35

6,234

11,300,000

Oracle Corp

.000

08/03/55

11,344

3,000,000

Roper Technologies, Inc

.400

09/15/27

2,852

10,050,000

Roper Technologies, Inc

.000

06/30/30

9,028

9,650,000

Salesforce, Inc

.700

07/15/41

7,097

TOTAL SOFTWARE & SERVICES

89,188

TECHNOLOGY HARDWARE & EQUIPMENT - 0.3%

4,325,000

Amphenol Corp

.800

02/15/30

4,092

4,825,000

Apple, Inc

.450

08/04/26

4,772

26,100,000

Apple, Inc

.050

09/11/26

25,678

3,225,000

Apple, Inc

.650

02/23/46

3,016

4,675,000

Apple, Inc

.650

02/08/51

2,982

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

40,540

TELECOMMUNICATION SERVICES - 1.8%

GBP

300,000

AT&T, Inc

.900

12/04/26

EUR

500,000

AT&T, Inc

.350

09/05/29

576

42,943,000

AT&T, Inc

.550

12/01/33

36,566

8,325,000

AT&T, Inc

.500

05/15/35

8,044

EUR

400,000

AT&T, Inc

.150

09/04/36

46,670,000

AT&T, Inc

.550

09/15/55

32,161

6,553,000

AT&T, Inc

.800

12/01/57

4,673

225,000

(c),(e)

Bharti Airtel Ltd

.250

06/03/31

850,000

Deutsche Telekom International Finance BV

.750

06/15/30

1,002

1,375,000

(c) Millicom International Cellular S.A.

.500

04/27/31

1,301

2,750,000

(c) Millicom International Cellular S.A.

.375

04/02/32

2,874

295,000

(c) Sable International Finance Ltd

.125

10/15/32

3,300,000

(c) Sitios Latinoamerica SAB de C.V.

.375

04/04/32

3,300

900,000

(c) Telecomunicaciones Digitales S.A.

.500

01/30/30

859

9,625,000

T-Mobile US, Inc

.875

11/15/55

9,832

22,975,000

T-Mobile USA, Inc

.625

02/15/29

21,805

30,200,000

T-Mobile USA, Inc

.875

04/15/30

29,614

8,800,000

T-Mobile USA, Inc

.050

07/15/33

8,989

2,225,000

T-Mobile USA, Inc

.000

02/15/41

1,672

7,800,000

T-Mobile USA, Inc

.300

02/15/51

5,316

4,725,000

(c) Turk Telekomunikasyon AS.

.950

10/07/32

4,725

EUR

400,000

Verizon Communications, Inc

.875

10/26/29

EUR

200,000

Verizon Communications, Inc

.250

10/31/30

10,300,000

Verizon Communications, Inc

.750

01/20/31

9,011

31,900,000

Verizon Communications, Inc

.250

04/02/35

32,440

EUR

300,000

Verizon Communications, Inc

.875

01/15/38

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

TELECOMMUNICATION SERVICES

(continued)

GBP

500,000

(c) Vmed O2 UK Financing I plc

.500

%

07/15/31

$

615

TOTAL TELECOMMUNICATION SERVICES

217,741

TRANSPORTATION - 0.1%

$

1,850,000

(c) Adani Ports & Special Economic Zone Ltd

.000

07/30/27

1,815

2,000,000

(c) Adani Ports & Special Economic Zone Ltd

.200

08/04/27

1,975

2,700,000

(c) Adani Ports & Special Economic Zone Ltd

.100

02/02/31

2,403

1,450,000

(c) Aeropuerto Internacional de Tocumen S.A.

.000

08/11/41

1,200

3,800,000

(c) ENA Master Trust

.000

05/19/48

2,878

4,600,000

(c) Montego Bay Airport Revenue Finance Ltd

.600

06/15/35

4,703

TOTAL TRANSPORTATION

14,974

UTILITIES - 3.0%

1,950,000

(c) Adani Electricity Mumbai Ltd

.867

07/22/31

1,789

1,650,000

AEP Transmission Co LLC

.000

12/01/46

1,333

1,175,000

AEP Transmission Co LLC

.400

03/15/53

1,165

3,475,000

Alabama Power Co

.150

08/15/44

2,949

6,025,000

Alabama Power Co

.450

10/01/49

4,415

3,937,938

(c) Alfa Desarrollo S.p.A

.550

09/27/51

3,152

17,400,000

Ameren Illinois Co

.950

06/01/33

17,860

2,750,000

American Water Capital Corp

.000

12/01/26

2,715

4,000,000

American Water Capital Corp

.800

05/01/30

3,768

8,500,000

American Water Capital Corp

.300

06/01/31

7,624

2,375,000

American Water Capital Corp

.000

12/01/46

1,949

4,500,000

American Water Capital Corp

.750

09/01/47

3,498

2,200,000

American Water Capital Corp

.700

09/01/55

2,234

5,788,000

Appalachian Power Co

.450

06/01/45

4,901

8,475,000

Atmos Energy Corp

.500

01/15/31

7,358

1,175,000

Atmos Energy Corp

.125

10/15/44

1,003

8,875,000

Atmos Energy Corp

.000

12/15/54

8,261

6,500,000

Baltimore Gas and Electric Co

.750

08/15/47

5,028

2,100,000

(c) Banco Nacional de Comercio Exterior SNC

.875

05/07/30

2,175

5,925,000

Berkshire Hathaway Energy Co

.250

04/15/28

5,820

1,075,000

CenterPoint Energy Houston Electric LLC

.000

03/01/32

983

EUR

350,000

CEZ AS.

.875

12/02/26

1,200,000

(c) Chile Electricity Lux Mpc II Sarl

.672

10/20/35

1,237

3,000,000

(c) Cikarang Listrindo Tbk PT

.650

03/12/35

3,022

2,975,000

CMS Energy Corp

.600

11/15/25

2,969

6,875,000

CMS Energy Corp

.500

06/01/55

7,118

3,500,000

(c) Colbun S.A.

.375

09/11/35

3,494

200,000

(c) Comision Federal de Electricidad

.450

01/24/35

8,250,000

Commonwealth Edison Co

.000

03/01/50

5,488

6,600,000

Commonwealth Edison Co

.750

09/01/51

4,102

12,000,000

Consolidated Edison Co of New York, Inc

.500

03/15/55

11,865

2,178,000

Consumers Energy Co

.650

08/15/52

1,356

EUR

215,000

(c) ContourGlobal Power Holdings S.A.

.000

02/28/30

2,500,000

DTE Electric Co

.650

03/01/52

1,870

4,125,000

DTE Electric Co

.400

04/01/53

4,089

2,800,000

DTE Energy Co

.850

05/15/55

2,942

EUR

500,000

Duke Energy Corp

.100

06/15/28

592

EUR

400,000

Duke Energy Corp

.750

04/01/31

4,600,000

Duke Energy Florida LLC

.400

10/01/46

3,405

8,850,000

Duke Energy Indiana LLC

.750

04/01/50

5,621

6,100,000

Duke Energy Progress LLC

.500

08/15/50

3,656

EUR

600,000

E.ON SE

.500

03/25/32

717

EUR

500,000

EDP Finance BV

.875

03/11/30

608

EUR

500,000

Electricite de France S.A.

.000

10/02/30

558

3,445,000

(c) Empresas Publicas de Medellin ESP

.250

07/18/29

3,266

2,225,000

Entergy Louisiana LLC

.800

03/15/55

2,278

10,600,000

Enterprise Products Operating LLC

.700

01/31/51

7,885

4,700,000

Exelon Corp

.500

03/15/55

4,912

2,228,642

(c) FIEMEX Energia-Banco Actinver S.A. Institucion de Banca Multiple

.250

01/31/41

2,379

8,200,000

Florida Power & Light Co

.800

05/15/33

8,341

5,775,000

Florida Power & Light Co

.990

03/01/49

4,660

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

UTILITIES

(continued)

$

4,825,000

Florida Power & Light Co

.700

%

03/15/55

$

5,001

2,900,000

Indiana Michigan Power Co

.750

07/01/47

2,253

3,525,000

(c) Israel Electric Corp Ltd

.250

08/14/28

3,473

6,975,000

MidAmerican Energy Co

.650

04/15/29

6,873

5,400,000

MidAmerican Energy Co

.650

08/01/48

4,119

6,000,000

MPLX LP

.200

09/15/55

6,070

7,350,000

Nevada Power Co

.400

05/01/30

6,805

3,335,000

Nevada Power Co

.450

05/15/41

3,356

5,200,000

NextEra Energy Capital Holdings, Inc

.750

06/15/54

5,589

2,000,000

(c) Niagara Energy SAC

.746

10/03/34

2,059

20,060,000

NiSource, Inc

.700

02/15/31

17,421

3,300,000

NiSource, Inc

.850

04/01/55

3,347

6,000,000

(c) NRG Energy, Inc

.450

12/02/27

5,752

1,280,000

Oncor Electric Delivery Co LLC

.250

09/30/40

1,281

600,000

(c) Pattern Energy Operations LP

.500

08/15/28

585

2,775,000

PECO Energy Co

.000

09/15/49

1,867

3,700,000

PECO Energy Co

.800

06/15/50

2,382

3,000,000

(c),(e)

Perusahaan Listrik Negara PT

.375

02/05/30

2,873

200,000

(c) Perusahaan Listrik Negara PT

.875

07/17/49

5,000,000

(c) Perusahaan Perseroan Persero PT Perusahaan Listrik Negara

.000

06/30/50

3,699

750,000

Potomac Electric Power Co

.900

12/15/38

968

2,100,000

Public Service Co of Colorado

.050

09/15/49

1,657

4,450,000

Public Service Co of Colorado

.200

03/01/50

3,060

5,150,000

Public Service Electric and Gas Co

.900

12/15/32

5,267

6,970,000

Public Service Electric and Gas Co

.150

01/01/50

4,848

5,000,000

Public Service Electric and Gas Co

.450

03/01/54

4,991

20,000,000

Southern Co

.000

01/15/51

19,927

8,475,000

Southern Co Gas Capital Corp

.875

11/15/25

8,471

EUR

500,000

Southern Power Co

.850

06/20/26

585

3,664,400

(c) Sweihan PV Power Co PJSC

.625

01/31/49

3,107

6,700,000

Union Electric Co

.450

03/15/53

6,563

2,775,000

Union Electric Co

.125

03/15/55

2,621

3,250,000

Virginia Electric and Power Co

.950

11/15/26

3,207

1,900,000

Virginia Electric and Power Co

.700

08/15/53

1,922

2,200,000

Virginia Electric and Power Co

.550

08/15/54

2,180

5,675,000

Virginia Electric and Power Co

.600

09/15/55

5,653

3,000,000

Wisconsin Power and Light Co

.950

04/01/33

3,039

4,125,000

Wisconsin Power and Light Co

.100

10/15/44

3,347

2,240,000

Xcel Energy, Inc

.800

09/15/41

2,019

TOTAL UTILITIES

358,164

TOTAL CORPORATE BONDS

(Cost $3,260,012)

3,137,450

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

GOVERNMENT BONDS - 57.4%

AGENCY SECURITIES - 0.2%

25,000,000

Federal Home Loan Mortgage Corp

.540

08/17/35

19,204

TOTAL AGENCY SECURITIES

19,204

FOREIGN GOVERNMENT BONDS - 2.9%

3,350,000

(c) Angolan Government International Bond

.750

04/14/32

3,195

AUD

2,460,000

Australia Government Bond

.000

12/21/30

1,415

AUD

1,300,000

Australia Government Bond

.750

06/21/35

753

200,000

(c) Bank Gospodarstwa Krajowego

.250

10/31/28

3,815,000

(c) Bank Gospodarstwa Krajowego

.375

05/22/33

3,937

EUR

925,000

Bank Gospodarstwa Krajowego

.375

03/13/39

1,091

EUR

3,650,000

(c) Banque Ouest Africaine de Developpement

.750

01/22/33

3,705

2,100,000

(c) Barbados Government International Bond

.000

06/26/35

2,184

EUR

850,000

(c) Benin Government International Bond

.950

01/22/35

915

1,750,000

(c) Benin Government International Bond

.375

01/23/41

1,831

8,000,000

(c) BNG Bank NV

.875

05/18/26

7,850

CLP

535,000,000

(c) Bonos de la Tesoreria de la Republica en pesos

.000

04/01/33

572

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

FOREIGN GOVERNMENT BONDS

(continued)

BRL

4,700,000

Brazil Notas do Tesouro Nacional Serie F

.000

%

01/01/31

$

773

$

600,000

Brazilian Government International Bond

.500

11/06/30

612

2,910,000

Brazilian Government International Bond

.000

10/20/33

2,980

EUR

545,000

Bundesobligation

.000

10/10/25

640

EUR

6,450,000

Bundesrepublik Deutschland

.000

08/15/31

6,604

EUR

380,000

Bundesrepublik Deutschland

.000

02/15/32

EUR

1,400,000

Bundesrepublik Deutschland

.300

02/15/33

1,620

EUR

1,750,000

Bundesrepublik Deutschland

.000

05/15/38

1,638

EUR

925,000

Bundesrepublik Deutschland

.000

08/15/52

EUR

750,000

Bundesschatzanweisungen

.500

03/19/26

882

CAD

1,525,000

(c) Canada Housing Trust No

.550

09/15/32

1,126

CAD

1,100,000

Canada Housing Trust No

.450

03/15/35

792

CAD

1,250,000

Canadian Government Bond

.500

09/01/29

927

CAD

2,425,000

Canadian Government Bond

.500

12/01/31

1,608

CAD

1,475,000

Canadian Government International Bond

.000

06/01/28

1,046

CAD

850,000

Canadian Government International Bond

.000

06/01/32

577

2,305,253

Canal Barge Co, Inc

.500

11/12/34

2,286

EUR

700,000

Chile Government International Bond

.875

07/09/31

845

1,250,000

Chile Government International Bond

.550

01/27/32

1,112

1,850,000

Chile Government International Bond

.500

01/31/34

1,693

EUR

1,125,000

Chile Government International Bond

.800

07/01/35

1,321

CNY

30,300,000

China Government Bond

.550

10/15/28

4,388

CNY

16,100,000

China Government Bond

.270

11/19/30

2,457

CNY

47,200,000

China Government Bond

.040

11/25/34

6,739

CNY

36,850,000

China Government Bond

.610

02/15/35

5,072

CNY

18,900,000

China Government Bond

.860

07/22/49

3,419

CNY

10,000,000

China Government Bond

.390

03/16/50

1,694

CNY

4,700,000

China Government Bond

.810

09/14/50

848

CNY

4,700,000

China Government Bond

.720

04/12/51

849

EUR

435,000

Colombia Government International Bond

.000

09/19/32

504

600,000

Colombia Government International Bond

.000

11/14/35

644

COP

3,300,000,000

Colombian TES

.750

09/18/30

744

2,200,000

(c) Costa Rica Government International Bond

.625

04/30/43

2,043

CZK

27,700,000

Czech Republic Government Bond

.950

05/15/30

1,165

200,000

(c) Dominican Republic Government International Bond

.050

02/03/31

1,575,000

(c) Dominican Republic Government International Bond

.875

09/23/32

1,503

3,050,000

(c) Dominican Republic Government International Bond

.875

01/30/60

2,703

141,600

(c) Ecuador Government International Bond (Step Bond)

.000

07/31/30

99,120

(c) Ecuador Government International Bond (Step Bond)

.000

07/31/35

28,000

(c) Ecuador Government International Bond (Step Bond)

.000

07/31/40

2,000,000

(c) Egypt Government International Bond

.625

02/04/30

2,120

2,050,000

(c) Egypt Government International Bond

.500

01/31/47

1,806

1,425,000

Emirate of Dubai Government International Bonds

.900

09/09/50

1,077

3,500,000

European Investment Bank

.875

02/15/36

3,688

2,000,000

(c) Export-Import Bank of India

.875

02/01/28

1,979

2,000,000

(c) Export-Import Bank of India

.250

01/13/31

1,792

3,350,000

Export-Import Bank of Korea

.250

09/21/30

2,942

EUR

1,325,000

(c) French Republic Government Bond OAT

.750

11/25/28

1,478

EUR

2,150,000

(c) French Republic Government Bond OAT

.750

02/25/30

2,534

EUR

290,000

(c) French Republic Government Bond OAT

.750

04/25/35

EUR

1,525,000

French Republic Government Bond OAT

.250

05/25/36

1,422

EUR

2,225,000

(c) French Republic Government Bond OAT

.500

05/25/40

1,631

EUR

860,000

(c) French Republic Government Bond OAT

.750

05/25/52

EUR

960,000

(c) French Republic Government Bond OAT

.750

05/25/53

804,650

(c) Ghana Government International Bond

.000

07/03/29

782

1,432,100

(c) Ghana Government International Bond

.000

07/03/35

1,205

450,000

(c) Guatemala Government International Bond

.375

06/05/27

500,000

(c) Guatemala Government International Bond

.650

10/07/41

EUR

590,000

(c) Hellenic Republic Government Bond

.625

06/15/35

706

EUR

1,250,000

(c) Hellenic Republic Government International Bond

.500

06/18/30

1,394

EUR

725,000

(c) Hellenic Republic Government International Bond

.750

06/18/31

759

EUR

975,000

(c) Hellenic Republic Government International Bond

.375

06/15/34

1,155

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

FOREIGN GOVERNMENT BONDS

(continued)

EUR

750,000

(c) Hellenic Republic Government International Bond

.375

%

07/18/38

$

944

EUR

390,000

(c) Hellenic Republic Government International Bond

.125

06/15/54

$

1,350,000

(c) Honduras Government International Bond

.625

11/27/34

1,482

HUF

370,000,000

Hungary Government Bond

.500

03/23/28

1,067

1,565,000

(c) Hungary Government International Bond

.125

05/22/28

1,634

1,150,000

(c) Hungary Government International Bond

.125

09/22/31

988

EUR

1,500,000

Hungary Government International Bond

.750

06/05/35

1,432

1,500,000

(c) Hungary Government International Bond

.000

09/26/35

1,569

CAD

1,475,000

Hydro-Quebec

.000

02/15/45

1,135

INR

48,000,000

India Government International Bond

.180

08/14/33

557

3,625,000

(c) Indonesia Government International Bond

.625

04/15/43

3,358

IDR

15,665,000,000

Indonesia Treasury Bond

.625

02/15/34

956

INR

17,000,000

Inter-American Development Bank

.000

04/17/33

IDR

20,900,000,000

International Bank for Reconstruction & Development

.250

01/12/28

1,281

640,625

(c) Iraq Government International Bond

.800

01/15/28

637

EUR

725,000

Ireland Government Bond

.600

10/18/34

828

EUR

400,000

Ireland Government Bond

.700

05/15/37

EUR

400,000

Ireland Government Bond

.000

10/18/43

1,750,000

Israel Government International Bond

.375

03/12/29

1,798

3,100,000

Israel Government International Bond

.375

01/15/50

2,056

EUR

4,315,000

Italy Buoni Poliennali Del Tesoro

.450

02/15/29

4,744

EUR

1,875,000

Italy Buoni Poliennali Del Tesoro

.950

08/01/30

2,027

EUR

675,000

Italy Buoni Poliennali Del Tesoro

.000

10/30/31

840

EUR

1,450,000

(c) Italy Buoni Poliennali Del Tesoro

.150

11/15/31

1,717

EUR

400,000

(c) Italy Buoni Poliennali Del Tesoro

.250

07/15/32

EUR

750,000

(c) Italy Buoni Poliennali Del Tesoro

.650

08/01/35

892

EUR

785,000

(c) Italy Buoni Poliennali Del Tesoro

.000

08/01/39

1,037

EUR

425,000

(c) Italy Buoni Poliennali Del Tesoro

.450

09/01/43

521

EUR

925,000

(c) Italy Buoni Poliennali Del Tesoro

.300

10/01/54

1,066

EUR

1,000,000

(c) Ivory Coast Government International Bond

.875

10/17/31

1,166

EUR

100,000

(c) Ivory Coast Government International Bond

.875

01/30/32

2,900,000

(c) Ivory Coast Government International Bond

.450

04/01/36

2,998

1,027,973

(c) Ivory Coast Government International Bond (Step Bond)

.750

12/31/32

1,014

1,050,000

(c) Ivory Coast Government International Bond (Step Bond)

.250

01/30/37

1,095

2,350,000

Jamaica Government International Bond

.875

07/28/45

2,827

JPY

140,000,000

Japan Finance Organization for Municipalities

.020

03/13/26

944

JPY

277,000,000

Japan Government Five Year Bond

.000

09/20/26

1,859

JPY

445,000,000

Japan Government Five Year Bond

.300

09/20/28

2,945

JPY

191,000,000

Japan Government Five Year Bond

.500

03/20/29

1,265

JPY

258,000,000

Japan Government Forty Year Bond

.700

03/20/61

852

JPY

125,000,000

Japan Government Forty Year Bond

.300

03/20/63

JPY

118,000,000

Japan Government Ten Year Bond

.100

09/20/26

793

JPY

449,600,000

Japan Government Ten Year Bond

.100

12/20/30

2,862

JPY

355,000,000

Japan Government Ten Year Bond

.200

12/20/34

2,317

JPY

225,000,000

Japan Government Thirty Year Bond

.500

09/20/46

996

JPY

105,000,000

Japan Government Thirty Year Bond

.600

09/20/50

JPY

132,000,000

Japan Government Thirty Year Bond

.700

09/20/51

524

JPY

118,500,000

Japan Government Thirty Year Bond

.300

06/20/52

549

JPY

105,000,000

Japan Government Thirty Year Bond

.200

06/20/54

593

JPY

116,000,000

Japan Government Thirty Year Bond

.100

09/20/54

639

JPY

202,000,000

Japan Government Twenty Year Bond

.400

09/20/34

1,344

JPY

93,000,000

Japan Government Twenty Year Bond

.600

12/20/36

552

JPY

153,000,000

Japan Government Twenty Year Bond

.300

06/20/39

814

JPY

190,000,000

Japan Government Twenty Year Bond

.300

09/20/39

1,003

JPY

178,000,000

Japan Government Twenty Year Bond

.400

03/20/40

940

JPY

142,000,000

Japan Government Twenty Year Bond

.600

03/20/44

832

1,000,000

(c) Jordan Government International Bond

.500

01/13/29

1,043

1,025,000

(c) Jordan Government International Bond

.850

07/07/30

1,021

1,250,000

(c) Kazakhstan Government International Bond

.500

07/01/37

1,278

EUR

875,000

(c) Kingdom of Belgium Government Bond

.350

06/22/32

870

EUR

2,325,000

(c) Kingdom of Belgium Government Bond

.450

06/22/37

2,205

3,000,000

(c) Kommunalbanken AS.

.125

06/14/30

2,655

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

FOREIGN GOVERNMENT BONDS

(continued)

KRW

1,800,000,000

Korea Treasury Bond

.500

%

12/10/26

$

1,269

KRW

2,660,000,000

Korea Treasury Bond

.375

12/10/29

1,796

KRW

1,340,000,000

Korea Treasury Bond

.625

03/10/30

950

KRW

2,400,000,000

Korea Treasury Bond

.000

06/10/31

1,642

KRW

1,225,000,000

Korea Treasury Bond

.375

12/10/31

850

KRW

2,380,000,000

Korea Treasury Bond

.375

09/10/38

1,593

KRW

400,000,000

Korea Treasury Bond

.875

09/10/41

KRW

365,000,000

Korea Treasury Bond

.500

03/10/52

$

1,750,000

(f) Lebanon Government International Bond

.750

11/29/27

MYR

5,500,000

Malaysia Government Bond

.642

11/07/33

1,408

MXN

9,000,000

Mexican Bonos

.500

03/01/29

MXN

24,700,000

Mexican Bonos

.500

11/18/38

1,295

3,375,000

Mexico Government International Bond

.250

04/16/30

3,177

1,715,000

Mexico Government International Bond

.850

07/02/32

1,771

EUR

600,000

Mexico Government International Bond

.500

03/19/34

715

3,001,000

Mexico Government International Bond

.050

01/11/40

3,014

6,000,000

Mexico Government International Bond

.280

08/14/41

4,858

3,500,000

Mexico Government International Bond

.600

02/10/48

2,757

5,075,000

Mexico Government International Bond

.400

02/12/52

3,784

1,525,000

Mexico Government International Bond

.375

05/13/55

1,674

4,050,000

(c) Morocco Government International Bond

.500

12/11/42

3,876

AUD

500,000

New South Wales Treasury Corp

.000

05/20/26

AUD

2,690,000

New South Wales Treasury Corp

.000

04/20/29

1,730

NZD

3,871,000

New Zealand Government Bond

.750

05/15/41

1,505

1,500,000

(c) Nigeria Government International Bond

.375

12/09/34

1,666

NOK

7,000,000

(c) Norway Government International Bond

.250

09/17/31

602

1,000,000

(c) Oman Government International Bond

.375

03/08/27

1,013

625,000

(c) Oman Government International Bond

.000

08/01/29

659

1,800,000

(c) OPEC Fund for International Development

.500

01/26/26

1,801

1,100,000

Panama Government International Bond

.700

01/26/36

1,160

750,000

(c) Paraguay Government International Bond

.000

02/09/36

795

1,000,000

(c) Paraguay Government International Bond

.100

08/11/44

1,023

675,000

(c) Paraguay Government International Bond

.650

03/04/55

717

3,000,000

Peruvian Government International Bond

.862

12/01/32

2,471

1,195,000

Peruvian Government International Bond

.000

01/15/34

1,037

PEN

3,515,000

(c) Peruvian Government International Bond

.400

08/12/34

980

165,000

Peruvian Government International Bond

.375

02/08/35

1,040,000

Peruvian Government International Bond

.875

08/08/54

1,043

4,920,000

Philippine Government International Bond

.200

03/29/47

4,198

CAD

875,000

Province of Ontario Canada

.150

06/02/31

600

CAD

875,000

Province of Ontario Canada

.900

12/02/51

CAD

650,000

Province of Quebec Canada

.750

09/01/27

6,000,000

Province of Quebec Canada

.500

09/15/29

6,792

CAD

2,025,000

Province of Quebec Canada

.000

12/01/41

1,575

EUR

950,000

Republic of Bulgaria

.125

03/26/35

1,093

7,000,000

Republic of Italy Government International Bond

.000

10/17/49

5,265

PLN

5,650,000

Republic of Poland Government International Bond

.750

04/25/29

1,614

950,000

Republic of Poland Government International Bond

.750

11/16/32

1,018

PLN

3,700,000

Republic of Poland Government International Bond

.000

10/25/33

1,066

2,245,000

Republic of Poland Government International Bond

.500

04/04/53

2,174

ZAR

18,725,000

Republic of South Africa Government International Bond

.875

02/28/35

1,063

1,500,000

(c) Republic of South Africa Government International Bond

.100

11/19/36

1,564

2,800,000

Republic of South Africa Government International Bond

.375

07/24/44

2,275

350,000

Republic of South Africa Government International Bond

.300

04/20/52

UGX

2,000,000,000

Republic of Uganda Government Bonds

.250

06/22/34

508

UZS

5,990,000,000

(c) Republic of Uzbekistan International Bond

.625

05/29/27

510

675,000

(c) Republic of Uzbekistan International Bond

.700

11/25/30

623

1,525,000

(c) Republic of Uzbekistan International Bond

.900

02/28/32

1,638

RON

5,655,000

Romanian Government International Bond

.000

04/29/30

1,336

1,850,000

(c) Romanian Government International Bond

.000

02/14/31

1,643

EUR

1,100,000

(c) Romanian Government International Bond

.000

04/14/33

1,013

3,300,000

(c) Romanian Government International Bond

.000

02/14/51

2,200

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

FOREIGN GOVERNMENT BONDS

(continued)

$

2,550,000

(c) Rwanda International Government Bond

.500

%

08/09/31

$

2,287

1,750,000

(c) Saudi Government International Bond

.625

01/13/35

1,864

4,200,000

(c) Saudi Government International Bond

.750

01/21/55

3,028

1,000,000

(c) Senegal Government International Bond

.750

03/13/48

621

EUR

1,250,000

(c) Serbia Government International Bond

.500

06/26/29

1,362

3,450,000

(c) Serbia Government International Bond

.125

12/01/30

3,012

EUR

525,000

(c) Serbia Government International Bond

.650

03/03/33

514

560,000

(c) Serbia Government International Bond

.500

09/26/33

607

RSD

31,700,000

Serbia Treasury Bonds

.500

08/20/32

EUR

725,000

(c) Spain Government Bond

.150

04/30/35

847

EUR

700,000

(c) Spain Government Bond

.150

10/31/44

969

EUR

845,000

(c) Spain Government International Bond

.400

07/30/28

969

EUR

1,475,000

(c) Spain Government International Bond

.600

10/31/29

1,608

EUR

900,000

(c) Spain Government International Bond

.250

04/30/34

1,068

EUR

475,000

(c) Spain Government International Bond

.900

07/30/39

576

EUR

2,350,000

(c) Spain Government International Bond

.200

10/31/40

1,974

EUR

1,000,000

(c) Spain Government International Bond

.900

10/31/52

766

CHF

925,000

Swiss Confederation Government Bond

.250

06/23/35

1,169

THB

13,900,000

Thailand Government Bond

.450

06/17/43

525

THB

24,400,000

Thailand Government International Bond

.300

06/17/38

899

AUD

4,650,000

Treasury Corp of Victoria

.250

11/20/34

2,481

TRY

25,000,000

Turkiye Government International Bond

.600

10/01/25

601

EUR

750,000

Turkiye Government International Bond

.875

05/21/30

934

EUR

1,925,000

Turkiye Government International Bond

.200

08/17/31

2,289

1,850,000

Turkiye Government International Bond

.625

05/15/34

1,962

250,000

(c) Ukraine Government International Bond

.750

02/01/29

363,440

(c) Ukraine Government International Bond

.000

02/01/35

73,700

(c) Ukraine Government International Bond

.000

02/01/36

GBP

1,500,000

United Kingdom Gilt

.750

03/07/27

2,011

GBP

1,220,000

United Kingdom Gilt

.625

10/22/28

1,535

GBP

425,000

United Kingdom Gilt

.500

01/31/29

511

GBP

790,000

United Kingdom Gilt

.000

10/22/31

1,046

GBP

440,000

United Kingdom Gilt

.250

01/31/33

547

GBP

550,000

United Kingdom Gilt

.875

07/31/33

563

GBP

760,000

United Kingdom Gilt

.625

01/31/34

1,026

GBP

2,665,000

United Kingdom Gilt

.750

09/07/37

2,572

GBP

900,000

United Kingdom Gilt

.750

01/29/38

1,074

GBP

275,000

United Kingdom Gilt

.250

10/22/41

GBP

575,000

United Kingdom Gilt

.500

07/22/47

GBP

800,000

United Kingdom Gilt

.250

12/07/49

903

GBP

1,875,000

United Kingdom Gilt

.625

10/22/50

875

GBP

1,100,000

United Kingdom Gilt

.375

07/31/54

1,239

545,000

Uruguay Government International Bond

.375

01/23/31

551

UYU

44,700,000

Uruguay Government International Bond

.250

05/21/31

1,131

2,048,000

Uruguay Government International Bond

.442

02/14/37

2,141

1,400,000

Uruguay Government International Bond

.100

06/18/50

1,324

TOTAL FOREIGN GOVERNMENT BONDS

352,524

MORTGAGE BACKED - 26.3%

5,176,000

(a),(c)

Angel Oak Mortgage Trust

.837

11/25/66

3,805

5,708,680

(a),(c)

Bayview Opportunity Master Fund VI Trust

.000

10/25/51

4,911

68,926,612

(a),(c)

Citigroup Mortgage Loan Trust

.153

02/25/52

616

7,727,936

(a),(c)

Citigroup Mortgage Loan Trust

.250

02/25/52

16,740,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

.456

03/25/42

17,209

23,145,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 4.650%)

.006

06/25/42

24,499

340,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 3.350%)

.706

01/25/43

3,844,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

.906

05/25/43

4,058

1,770,600

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 5.350%)

.706

05/25/43

1,935

2,255,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

.456

06/25/43

2,345

915,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 6.850%)

.206

06/25/43

1,017

3,995,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 2.700%)

.056

07/25/43

4,132

3,960,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 3.900%)

.188

07/25/43

4,173

2,425,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 5.900%)

.256

07/25/43

2,620

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MORTGAGE BACKED

(continued)

$

5,755,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

.906

%

10/25/43

$

6,019

1,635,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 1.800%)

.150

02/25/44

1,651

1,210,147

Fannie Mae Pool

.500

05/01/32

1,197

137,536

Fannie Mae Pool

.500

10/01/33

263,506

Fannie Mae Pool

.500

05/01/35

1,651,559

Fannie Mae Pool

.000

05/01/35

1,689

793,606

Fannie Mae Pool

.000

10/01/35

812

673,319

Fannie Mae Pool

.000

02/01/36

690

2,221,590

Fannie Mae Pool

.500

11/01/38

2,306

766,025

Fannie Mae Pool

.000

10/01/39

717

9,367,180

Fannie Mae Pool

.000

05/01/40

8,722

1,148,846

Fannie Mae Pool

.000

09/01/40

1,177

2,557,684

Fannie Mae Pool

.000

05/01/41

2,618

6,948,687

Fannie Mae Pool

.000

09/01/42

6,767

5,303,888

Fannie Mae Pool

.500

04/01/43

5,003

4,879,828

Fannie Mae Pool

.500

09/01/43

4,614

5,275,361

Fannie Mae Pool

.500

03/01/44

5,270

23,583,912

Fannie Mae Pool

.000

05/01/44

22,879

2,268,909

Fannie Mae Pool

.500

06/01/44

2,246

2,161,835

Fannie Mae Pool

.500

10/01/44

2,140

3,832,051

Fannie Mae Pool

.500

11/01/44

3,794

1,141,062

Fannie Mae Pool

.000

11/01/44

1,169

1,443,766

Fannie Mae Pool

.500

12/01/44

1,429

1,556,941

Fannie Mae Pool

.000

01/01/45

1,516

407,471

Fannie Mae Pool

.500

03/01/45

230,641

Fannie Mae Pool

.500

04/01/45

5,003,473

Fannie Mae Pool

.500

05/01/45

4,713

6,534,320

Fannie Mae Pool

.500

01/01/46

6,143

773,006

Fannie Mae Pool

.000

04/01/46

742

5,373,711

Fannie Mae Pool

.500

06/01/46

5,039

6,927,868

Fannie Mae Pool

.500

07/01/46

6,499

11,979,559

Fannie Mae Pool

.500

07/01/46

11,301

1,222,379

Fannie Mae Pool

.000

10/01/46

1,079

6,769,350

Fannie Mae Pool

.500

10/01/46

6,344

2,709,429

Fannie Mae Pool

.500

05/01/47

2,712

298,518

Fannie Mae Pool

.000

11/01/47

5,173,933

Fannie Mae Pool

.500

11/01/47

4,875

10,772,139

Fannie Mae Pool

.500

01/01/48

10,077

4,616,441

Fannie Mae Pool

.500

01/01/48

4,563

3,891,880

Fannie Mae Pool

.500

02/01/48

3,847

3,046,293

Fannie Mae Pool

.500

05/01/48

3,011

1,980,538

Fannie Mae Pool

.500

05/01/48

1,958

417,261

Fannie Mae Pool

.000

06/01/49

13,958,552

Fannie Mae Pool

.000

07/01/50

12,537

9,299,006

Fannie Mae Pool

.000

09/01/51

8,319

60,225,833

Fannie Mae Pool

.500

12/01/51

51,192

1,993,969

Fannie Mae Pool

.500

01/01/52

1,686

22,635,508

Fannie Mae Pool

.500

02/01/52

19,339

13,142,564

Fannie Mae Pool

.000

02/01/52

11,575

9,897,055

Fannie Mae Pool

.500

02/01/52

9,158

25,074,272

Fannie Mae Pool

.000

04/01/52

22,300

14,643,824

Fannie Mae Pool

.000

04/01/52

13,009

44,761,845

Fannie Mae Pool

.000

04/01/52

39,432

11,250,882

Fannie Mae Pool

.000

05/01/52

10,001

35,503,352

Fannie Mae Pool

.000

05/01/52

33,549

31,854,631

Fannie Mae Pool

.500

06/01/52

29,217

17,392,929

Fannie Mae Pool

.500

06/01/52

15,946

72,342,329

Fannie Mae Pool

.000

06/01/52

68,525

6,783,788

Fannie Mae Pool

.500

06/01/52

6,617

47,096,768

Fannie Mae Pool

.000

07/01/52

44,512

6,806,631

Fannie Mae Pool

.500

07/01/52

6,637

6,976,993

Fannie Mae Pool

.500

07/01/52

6,797

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MORTGAGE BACKED

(continued)

$

8,085,695

Fannie Mae Pool

.500

%

08/01/52

$

7,880

41,611,492

Fannie Mae Pool

.000

08/01/52

41,473

122,233,683

Fannie Mae Pool

.000

09/01/52

115,619

123,946,745

Fannie Mae Pool

.500

09/01/52

120,794

24,534,792

Fannie Mae Pool

.000

09/01/52

24,453

78,211,895

Fannie Mae Pool

.000

10/01/52

73,926

66,549,021

Fannie Mae Pool

.500

10/01/52

64,897

13,175,488

Fannie Mae Pool

.000

10/01/52

13,130

108,076,067

Fannie Mae Pool

.500

11/01/52

105,293

305,229

Fannie Mae Pool

.000

01/01/53

58,006,728

Fannie Mae Pool

.000

02/01/53

57,801

47,521,857

Fannie Mae Pool

.500

02/01/53

48,132

13,135,646

Fannie Mae Pool

.000

02/01/53

13,459

51,317,775

Fannie Mae Pool

.000

04/01/53

51,131

17,267,696

Fannie Mae Pool

.000

06/01/53

17,309

104,241,288

Fannie Mae Pool

.500

06/01/53

105,482

24,797,319

Fannie Mae Pool

.000

07/01/53

23,399

21,756,463

Fannie Mae Pool

.500

07/01/53

21,176

24,714,336

Fannie Mae Pool

.500

08/01/53

24,040

29,644,445

Fannie Mae Pool

.000

08/01/53

29,514

16,564,642

Fannie Mae Pool

.500

08/01/53

16,728

11,672,315

Fannie Mae Pool

.500

10/01/53

11,804

37,174,958

Fannie Mae Pool

.000

01/01/54

38,039

7,222,760

Fannie Mae Pool

.000

02/01/54

6,826

157,425,696

Fannie Mae Pool

.500

04/01/54

158,968

128,793,759

Fannie Mae Pool

.500

05/01/54

130,056

1,917,373

Fannie Mae Pool

.000

06/01/54

1,960

41,830,768

Fannie Mae Pool

.500

10/01/54

42,207

22,413,562

Fannie Mae Pool

.000

10/01/54

22,921

3,870,985

(a) Fannie Mae REMICS, (SOFR30A + 5.836%)

.479

09/25/43

6,230,460

Fannie Mae REMICS

.500

02/25/48

5,589

4,470,204

Fannie Mae REMICS

.000

07/25/48

4,268

9,968,141

Fannie Mae REMICS

.000

08/25/50

1,267

9,366,921

Fannie Mae REMICS

.000

10/25/50

6,625

25,490,065

Fannie Mae REMICS

.500

11/25/50

3,556

8,863,242

Fannie Mae REMICS

.000

12/25/50

1,520

3,358,680

Fannie Mae REMICS

.000

02/25/51

561

10,347,758

Fannie Mae REMICS

.500

11/25/51

1,163

15,199,413

Fannie Mae REMICS

.500

04/25/52

11,867

3,645,146

Fannie Mae REMICS

.000

05/25/52

2,979

10,238,554

Fannie Mae REMICS

.500

07/25/52

9,301

5,994,798

Fannie Mae REMICS

.500

08/25/52

5,221

4,495,842

Fannie Mae REMICS

.000

09/25/52

3,969

5,129,219

Fannie Mae REMICS

.000

09/25/52

4,548

4,348,142

Fannie Mae REMICS

.500

10/25/52

4,145

4,966,036

Fannie Mae REMICS

.500

10/25/52

4,779

8,261,931

Fannie Mae REMICS

.500

11/25/52

8,422

6,298,618

Federal National Mortgage Association (FNMA)

.500

02/01/52

5,323

4,215

Freddie Mac Gold Pool

.000

01/01/31

3,215

Freddie Mac Gold Pool

.000

01/01/32

143,337

Freddie Mac Gold Pool

.500

07/01/33

971,916

Freddie Mac Gold Pool

.000

12/01/33

1,016

283,149

Freddie Mac Gold Pool

.500

10/01/34

197,429

Freddie Mac Gold Pool

.500

04/01/35

169,383

Freddie Mac Gold Pool

.000

05/01/35

865,520

Freddie Mac Gold Pool

.000

06/01/36

887

333,493

Freddie Mac Gold Pool

.000

07/01/39

26,462

Freddie Mac Gold Pool

.500

02/01/44

920,794

Freddie Mac Gold Pool

.500

10/01/44

913

440,294

Freddie Mac Gold Pool

.500

11/01/44

880,095

Freddie Mac Gold Pool

.500

11/01/44

872

452,249

Freddie Mac Gold Pool

.500

12/01/44

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MORTGAGE BACKED

(continued)

$

435,838

Freddie Mac Gold Pool

.500

%

12/01/44

$

2,592,398

Freddie Mac Gold Pool

.500

04/01/45

2,445

276,080

Freddie Mac Gold Pool

.500

05/01/45

11,136,380

Freddie Mac Gold Pool

.500

08/01/45

10,502

957,548

Freddie Mac Gold Pool

.500

06/01/47

949

1,815,698

Freddie Mac Gold Pool

.000

09/01/47

1,746

1,970,417

Freddie Mac Gold Pool

.500

12/01/47

1,847

6,954,094

Freddie Mac Gold Pool

.500

08/01/48

6,882

3,257,718

Freddie Mac Gold Pool

.500

10/01/48

3,224

5,242,723

Freddie Mac Gold Pool

.500

11/01/48

4,907

10,729,076

Freddie Mac Pool

.000

11/01/49

9,624

3,001,002

Freddie Mac Pool

.500

11/01/51

2,543

26,685,196

Freddie Mac Pool

.000

11/01/51

23,975

3,861,521

Freddie Mac Pool

.000

11/01/51

3,452

2,336,695

Freddie Mac Pool

.000

11/01/51

2,110

3,488,708

Freddie Mac Pool

.000

11/01/51

3,138

11,385,063

Freddie Mac Pool

.500

04/01/52

9,665

5,751,259

Freddie Mac Pool

.000

04/01/52

5,437

72,997,377

Freddie Mac Pool

.000

05/01/52

64,263

90,554

Freddie Mac Pool

.000

06/01/52

1,060,599

Freddie Mac Pool

.500

06/01/52

976

14,603,471

Freddie Mac Pool

.500

06/01/52

14,237

621,860

Freddie Mac Pool

.500

07/01/52

605

14,518,442

Freddie Mac Pool

.500

07/01/52

14,155

25,492,853

Freddie Mac Pool

.000

11/01/52

26,179

14,918,821

Freddie Mac Pool

.000

01/01/53

14,867

95,854,434

Freddie Mac Pool

.000

06/01/53

95,480

42,773,658

Freddie Mac Pool

.000

08/01/53

42,605

20,474,667

Freddie Mac Pool

.500

08/01/53

20,713

9,072,906

Freddie Mac REMICS

.500

01/15/47

8,294

1,545,348

Freddie Mac REMICS

.000

10/15/47

1,465

1,481,647

Freddie Mac REMICS

.000

11/15/47

1,417

7,595,115

Freddie Mac REMICS

.000

01/15/48

7,263

8,811,943

Freddie Mac REMICS

.000

03/15/48

8,422

2,239,782

Freddie Mac REMICS

.000

04/15/48

2,140

5,400,063

Freddie Mac REMICS

.000

04/15/48

5,131

6,435,646

(a) Freddie Mac REMICS, (SOFR30A + 9.737%)

.742

06/15/48

6,035

4,797,993

(a) Freddie Mac REMICS, (SOFR30A + 9.657%)

.662

10/15/48

4,300

7,261,400

Freddie Mac REMICS

.000

09/25/50

5,002

4,371,223

Freddie Mac REMICS

.000

09/25/50

566

14,125,859

Freddie Mac REMICS

.000

09/25/50

10,438

7,155,132

Freddie Mac REMICS

.000

10/25/50

5,201

31,910,843

Freddie Mac REMICS

.500

02/25/51

5,240

3,585,967

Freddie Mac REMICS

.000

08/25/52

3,195

6,716,735

Freddie Mac REMICS

.500

10/25/52

6,328

8,238,460

Freddie Mac REMICS

.500

11/25/52

8,443

3,918,195

Freddie Mac REMICS

.500

02/25/53

4,000

860,000

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 7.100%)

.456

01/25/42

913

3,925,000

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.750%)

.106

02/25/42

4,092

6,630,000

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 5.650%)

.647

04/25/42

7,040

11,593,800

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%)

.706

05/25/42

12,039

23,430,000

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.500%)

.856

06/25/42

24,798

19,670,000

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.000%)

.356

07/25/42

20,721

1,875,000

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.550%)

.906

08/25/42

1,964

14,531,000

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.700%)

.056

09/25/42

15,281

790,000

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.100%)

.444

03/25/43

822

3,440,000

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.250%)

.598

04/25/43

3,605

5,035,000

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.500%)

.856

05/25/43

5,313

140,861

(a),(c)

Freddie Mac STACR Securitized Participation Interests Trust

.783

02/25/48

29,416

(a),(c)

Freddie Mac STACR Securitized Participation Interests Trust

.851

05/25/48

8,628,572

Ginnie Mae I Pool

.700

10/15/33

8,383

141,320

Ginnie Mae I Pool

.000

04/15/38

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MORTGAGE BACKED

(continued)

$

625,519

Ginnie Mae I Pool

.000

%

06/15/39

$

639

329,432

Ginnie Mae I Pool

.000

06/15/39

8,748,646

Ginnie Mae I Pool

.700

08/15/40

8,176

162,247

Ginnie Mae II Pool

.500

11/20/38

6,888,365

Ginnie Mae II Pool

.000

06/20/51

6,155

7,916,792

Ginnie Mae II Pool

.000

12/20/51

7,080

5,798,312

Ginnie Mae II Pool

.500

02/20/52

4,901

48,834,396

Ginnie Mae II Pool

.500

04/20/52

44,787

3,909,218

Ginnie Mae II Pool

.500

07/20/52

3,571

10,277,273

Ginnie Mae II Pool

.000

08/20/52

9,761

6,421,127

Ginnie Mae II Pool

.000

09/20/52

6,083

8,146,106

Ginnie Mae II Pool

.000

11/20/52

8,152

11,994,552

Ginnie Mae II Pool

.500

03/20/53

11,706

13,689,679

Government National Mortgage Association

.000

01/20/40

2,747

6,119,367

Government National Mortgage Association

.500

03/20/40

1,076

9,899,127

Government National Mortgage Association

.000

03/20/40

1,891

7,974,667

Government National Mortgage Association

.500

12/20/43

7,182

4,175,939

Government National Mortgage Association

.000

03/20/45

3,767

2,444,035

Government National Mortgage Association

.000

06/20/46

3,572,040

Government National Mortgage Association

.000

09/20/46

664

17,219,524

Government National Mortgage Association

.000

11/20/51

12,572

19,082,081

Government National Mortgage Association

.000

12/20/51

14,034

17,383,754

Government National Mortgage Association

.000

01/20/52

13,037

15,966,171

Government National Mortgage Association

.000

02/20/52

10,961

11,255,687

Government National Mortgage Association

.000

04/20/52

9,530

10,426,194

Government National Mortgage Association

.000

04/20/52

1,900

5,778,731

Government National Mortgage Association

.000

07/20/52

4,915

10,396,553

Government National Mortgage Association

.500

09/20/52

9,688

8,828,351

Government National Mortgage Association

.500

09/20/52

8,231

7,358,658

Government National Mortgage Association

.500

09/20/52

7,119

5,011,805

Government National Mortgage Association

.500

09/20/52

4,509

5,738,972

Government National Mortgage Association

.500

02/20/53

5,430

4,982,487

Government National Mortgage Association

.500

02/20/53

5,004

8,618,545

(a) Government National Mortgage Association, (SOFR30A + 6.950%)

.561

05/20/53

696

6,387,274

(a) Government National Mortgage Association, (SOFR30A + 23.205%)

.089

08/20/53

7,104

3,505,088

(a) Government National Mortgage Association, (SOFR30A + 25.350%)

.234

08/20/53

4,190

81,511,053

(a),(c)

GS Mortgage-Backed Securities Corp Trust

.151

08/25/51

698

15,502,730

(a),(c)

GS Mortgage-Backed Securities Trust

.500

11/25/51

12,783

9,260,116

(a),(c)

GS Mortgage-Backed Securities Trust

.500

03/25/52

7,638

2,841,674

(a),(c)

GS Mortgage-Backed Securities Trust

.823

05/28/52

2,379

9,651,661

(a),(c)

GS Mortgage-Backed Securities Trust

.000

08/26/52

8,304

194,897

(a) Impac CMB Trust, (TSFR1M + 0.774%)

.932

03/25/35

1,031,289

(a),(c)

J.P. Morgan Mortgage Trust

.242

10/25/52

850

894,472

(a),(c)

JP Morgan Mortgage Trust

.500

05/25/47

811

949,027

(a),(c)

JP Morgan Mortgage Trust

.500

10/25/48

855

193,561

(a),(c)

JP Morgan Mortgage Trust

.000

01/25/49

22,531,838

(a),(c)

JP Morgan Mortgage Trust

.119

06/25/51

39,550,473

(a),(c)

JP Morgan Mortgage Trust

.106

11/25/51

4,551,160

(a),(c)

JP Morgan Mortgage Trust

.500

11/25/51

3,754

41,482,511

(a),(c)

JP Morgan Mortgage Trust

.113

12/25/51

5,625,356

(a),(c)

JP Morgan Mortgage Trust

.500

12/25/51

4,641

892,262

(a),(c)

JP Morgan Mortgage Trust

.845

12/25/51

724

7,483,466

(a),(c)

JP Morgan Mortgage Trust

.500

01/25/52

6,166

8,851,018

(a),(c)

JP Morgan Mortgage Trust

.500

04/25/52

8,380,931

(a),(c)

JP Morgan Mortgage Trust

.344

04/25/52

7,181

5,362,892

(a),(c)

JP Morgan Mortgage Trust

.344

04/25/52

4,545

2,435,711

(a),(c)

JP Morgan Mortgage Trust

.344

04/25/52

2,006

9,642,229

(a),(c)

JP Morgan Mortgage Trust

.500

06/25/52

7,918

2,694,186

(a),(c)

JP Morgan Mortgage Trust

.000

06/25/52

2,336

78,452,325

(c) JP Morgan Mortgage Trust

.224

07/25/52

760

12,164,937

(a),(c)

JP Morgan Mortgage Trust

.500

07/25/52

10,000

19,290,669

(a),(c)

JP Morgan Mortgage Trust

.250

07/25/52

17,231

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MORTGAGE BACKED

(continued)

$

16,566,706

(a),(c)

JP Morgan Mortgage Trust

.000

%

08/25/52

$

14,242

8,766,748

(a),(c)

JP Morgan Mortgage Trust

.000

10/25/52

7,536

5,345,007

(a),(c)

JP Morgan Mortgage Trust

.000

11/25/52

4,599

7,240,207

(a),(c)

JP Morgan Mortgage Trust

.000

04/25/53

6,224

3,255,530

(a),(c)

JP Morgan Mortgage Trust

.000

06/25/53

3,201

3,259,192

(a),(c)

JP Morgan Mortgage Trust

.500

06/25/53

3,253

7,046,560

(a),(c)

Morgan Stanley Residential Mortgage Loan Trust

.500

08/25/51

5,812

1,626,619

(a),(c)

Morgan Stanley Residential Mortgage Loan Trust

.500

09/25/51

1,458

4,747,174

(a),(c)

Morgan Stanley Residential Mortgage Loan Trust

.500

09/25/51

3,911

5,046,919

(a),(c)

OBX

.000

01/25/52

4,339

2,264,722

(a),(c)

RCKT Mortgage Trust

.007

09/25/51

1,863

12,605,446

(a),(c)

RCKT Mortgage Trust

.500

02/25/52

10,398

5,401,393

(a),(c)

RCKT Mortgage Trust

.000

05/25/52

4,647

355,317

(a),(c)

RCKT Mortgage Trust

.186

05/25/52

781,895

(a),(c)

RCKT Mortgage Trust

.000

06/25/52

717

204,306

(a),(c)

Sequoia Mortgage Trust

.000

06/25/49

1,049,351

(a),(c)

Sequoia Mortgage Trust

.500

12/25/49

945

5,138,924

(a),(c)

Sequoia Mortgage Trust

.500

06/25/51

4,268

2,535,000

(a),(c)

Verus Securitization Trust

.474

02/25/68

2,542

4,018,168

(a),(c)

Wells Fargo Mortgage Backed Securities Trust

.000

08/25/51

3,461

5,121,969

(a),(c)

Wells Fargo Mortgage Backed Securities Trust

.307

08/25/51

4,376

TOTAL MORTGAGE BACKED

3,145,725

MUNICIPAL BONDS - 1.9%

1,000,000

City & County of San Francisco CA Community Facilities District No 2014-1

.038

09/01/34

949

845,000

City & County of San Francisco CA Community Facilities District No 2014-1

.750

09/01/37

761

2,000,000

City & County of San Francisco CA Community Facilities District No 2014-1

.000

09/01/48

1,607

3,995,000

City of Los Angeles CA Wastewater System Revenue

.029

06/01/39

3,665

4,940,000

City of New York NY

.200

12/01/26

4,904

4,055,000

Commonwealth Financing Authority

.864

06/01/38

3,765

19,355,000

Commonwealth Financing Authority

.807

06/01/41

16,690

4,365,000

County of Miami-Dade FL Aviation Revenue

.604

10/01/25

4,365

2,375,000

County of Miami-Dade FL Aviation Revenue

.505

10/01/25

2,375

2,500,000

County of Miami-Dade FL Aviation Revenue

.704

10/01/26

2,474

3,940,000

County of Miami-Dade FL Aviation Revenue

.049

10/01/26

3,913

3,750,000

County of Miami-Dade FL Aviation Revenue

.612

10/01/26

3,745

4,700,000

County of Miami-Dade FL Aviation Revenue

.529

10/01/30

4,372

3,730,000

County of Miami-Dade FL Aviation Revenue

.732

10/01/37

3,367

3,900,000

County of Miami-Dade FL Aviation Revenue

.982

10/01/41

3,395

9,160,000

County of Miami-Dade FL Aviation Revenue

.280

10/01/41

8,422

2,000,000

Duke University

.199

10/01/38

1,669

5,080,000

Illinois Finance Authority

.944

08/15/47

4,166

4,805,000

Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy

.375

09/01/35

4,340

5,680,000

New York State Dormitory Authority

.998

07/01/39

5,135

10,605,000

New York State Dormitory Authority

.294

07/01/44

9,462

6,000,000

New York State Dormitory Authority

.879

07/01/46

4,970

6,460,000

New York State Thruway Authority

.406

01/01/26

6,435

4,750,000

New York State Thruway Authority

.500

01/01/27

4,672

1,000,000

Port of Corpus Christi Authority of Nueces County

.487

12/01/25

999

1,910,000

Public Finance Authority

.269

07/01/40

1,745

6,360,000

San Jose Redevelopment Agency Successor Agency

.375

08/01/34

5,928

13,060,000

State of California

.600

04/01/38

13,326

10,500,000

State of Illinois

.150

06/15/26

10,437

12,500,000

State of Illinois

.250

06/15/27

12,334

9,700,000

State of Oregon Department of Administrative Services

.103

05/01/39

8,963

9,900,000

State of Wisconsin

.154

05/01/27

9,822

17,045,000

University of California

.931

05/15/45

15,666

7,620,000

University of Massachusetts Building Authority

.097

11/01/35

6,722

13,000,000

University of Massachusetts Building Authority

.434

11/01/40

10,982

20,000,000

University of New Mexico

.532

06/20/32

19,628

2,160,000

Virginia Port Authority

.228

07/01/36

2,110

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MUNICIPAL BONDS

(continued)

$

390,000

Washington Convention & Sports Authority

.969

%

10/01/30

$

TOTAL MUNICIPAL BONDS

228,667

OIL, GAS & CONSUMABLE FUELS - 0.0%

1,625,000

(c) Eagle Funding Luxco Sarl

.500

08/17/30

1,649

TOTAL OIL, GAS & CONSUMABLE FUELS

1,649

OTHER MORTGAGE BACKED - 0.2%

1,465,000

(a),(c)

ARES Trust, (TSFR1M + 1.500%)

.650

04/15/42

1,467

7,300,000

(a) BMO Mortgage Trust

.162

06/15/56

7,712

3,700,000

(a),(c)

DK Trust, (TSFR1M + 1.593%)

.943

08/15/37

3,706

8,150,000

(a),(c)

MHP Commercial Mortgage Trust, (TSFR1M + 1.500%)

.650

09/15/40

8,162

TOTAL OTHER MORTGAGE BACKED

21,047

U.S. TREASURY SECURITIES - 25.9%

5,030,000

United States Treasury Note

.125

10/31/26

5,052

94,645,000

United States Treasury Note

.250

11/30/26

95,203

9,725,000

United States Treasury Note

.125

01/31/27

9,777

19,475,000

United States Treasury Note

.125

02/28/27

19,591

6,025,000

United States Treasury Note

.875

03/31/27

6,043

8,375,000

United States Treasury Note

.750

04/30/27

8,387

16,720,000

United States Treasury Note

.875

05/31/27

16,778

130,100,000

United States Treasury Note

.875

07/31/27

130,634

2,820,000

United States Treasury Note

.625

08/31/27

2,820

150,270,000

United States Treasury Note

.500

09/30/27

149,947

97,925,000

United States Treasury Note

.125

11/15/27

98,923

1,580,000

United States Treasury Note

.250

01/15/28

1,602

12,825,000

United States Treasury Note

.250

02/15/28

13,007

10,470,000

United States Treasury Note

.750

04/15/28

10,502

1,025,000

United States Treasury Note

.750

05/15/28

1,028

1,925,000

United States Treasury Note

.875

06/15/28

1,938

3,660,000

United States Treasury Note

.625

08/15/28

3,660

78,957,000

United States Treasury Note

.375

09/15/28

78,420

1,250,000

United States Treasury Note

.625

08/31/30

1,244

720,052,000

United States Treasury Note

.625

09/30/30

716,367

66,260,000

United States Treasury Note

.125

03/31/32

67,140

6,150,000

United States Treasury Note

.125

05/31/32

6,228

52,791,000

United States Treasury Note

.875

08/31/32

52,634

75,791,000

United States Treasury Note

.250

08/15/35

76,407

17,120,000

United States Treasury Note

.750

02/15/45

17,227

2,650,000

United States Treasury Note

.000

05/15/45

2,752

8,670,000

United States Treasury Note

.750

08/15/45

8,864

82,402,000

United States Treasury Note

.750

05/15/55

82,660

2,205,000

United States Treasury Note/Bond

.250

10/31/25

2,198

10,000,000

United States Treasury Note/Bond

.875

11/30/25

10,012

825,000

United States Treasury Note/Bond

.250

12/31/25

826

2,765,000

United States Treasury Note/Bond

.625

03/15/26

2,774

3,540,000

United States Treasury Note/Bond

.500

03/31/26

3,551

6,075,000

United States Treasury Note/Bond

.625

06/30/26

6,111

5,515,000

United States Treasury Note/Bond

.500

07/15/26

5,546

985,000

United States Treasury Note/Bond

.625

09/15/26

993

1,025,000

United States Treasury Note/Bond

.500

09/30/26

1,023

700,000

United States Treasury Note/Bond

.625

10/15/26

706

5,510,000

United States Treasury Note/Bond

.375

12/15/26

5,553

29,505,000

United States Treasury Note/Bond

.500

10/31/27

27,677

239,280,000

United States Treasury Note/Bond

.500

04/30/28

238,588

80,000

United States Treasury Note/Bond

.250

09/30/28

113,120,000

United States Treasury Note/Bond

.500

04/30/30

112,033

2,312,500

United States Treasury Note/Bond

.000

07/31/30

2,339

5,650,000

United States Treasury Note/Bond

.375

11/30/30

5,810

50,000,000

United States Treasury Note/Bond

.750

12/31/30

49,945

70,450,000

United States Treasury Note/Bond

.000

01/31/31

71,185

57,151,000

United States Treasury Note/Bond

.125

07/31/31

58,019

97,957,900

United States Treasury Note/Bond

.750

08/31/31

97,514

10,000,000

United States Treasury Note/Bond

.125

08/15/40

6,306

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

U.S. TREASURY SECURITIES

(continued)

$

12,050,000

United States Treasury Note/Bond

.875

%

08/15/40

$

11,232

20,935,000

United States Treasury Note/Bond

.375

05/15/41

20,571

85,325,800

United States Treasury Note/Bond

.375

02/15/42

63,228

26,721,000

United States Treasury Note/Bond

.250

05/15/42

22,448

91,758,000

United States Treasury Note/Bond

.375

08/15/42

78,181

6,000,000

United States Treasury Note/Bond

.750

11/15/42

4,647

56,675,000

United States Treasury Note/Bond

.875

02/15/43

51,439

49,620,000

United States Treasury Note/Bond

.875

05/15/43

44,947

9,560,000

United States Treasury Note/Bond

.375

08/15/43

9,226

13,535,000

United States Treasury Note/Bond

.750

11/15/43

13,679

4,800,000

United States Treasury Note/Bond

.625

05/15/44

4,765

35,680,000

United States Treasury Note/Bond

.000

05/15/45

27,766

41,710,000

United States Treasury Note/Bond

.875

08/15/45

31,695

52,140,000

United States Treasury Note/Bond

.500

05/15/46

36,663

1,075,000

United States Treasury Note/Bond

.000

05/15/47

818

30,710,000

United States Treasury Note/Bond

.750

11/15/47

22,196

6,155,000

United States Treasury Note/Bond

.125

05/15/48

4,746

51,995,000

United States Treasury Note/Bond

.000

08/15/48

39,094

20,120,000

United States Treasury Note/Bond

.375

11/15/48

16,163

256,002,000

United States Treasury Note/Bond

.250

02/15/52

158,791

44,786,000

United States Treasury Note/Bond

.625

02/15/53

37,027

TOTAL U.S. TREASURY SECURITIES

3,092,941

TOTAL GOVERNMENT BONDS

(Cost $7,101,065)

6,861,757

SHARES

DESCRIPTION

VALUE (000)

PREFERRED STOCKS - 0.0%

FINANCIAL SERVICES - 0.0%

173,925

Morgan Stanley

4,435

TOTAL FINANCIAL SERVICES

4,435

TOTAL PREFERRED STOCKS

(Cost $4,348)

4,435

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

STRUCTURED ASSETS - 13.3%

ASSET BACKED - 4.4%

15,000,000

(a),(c)

AIMCO CLO 16 Ltd, (TSFR3M + 1.650%), Series 2021 16A

.972

07/17/37

15,068

26,600,000

(a),(c)

AIMCO CLO Series, (TSFR3M + 1.500%), Series 2017 AA

.825

01/20/38

26,652

74,236

(c) Asset Backed Funding Corp NIM Trust, Series 2005 WMC1

.900

07/26/35

0^

9,500,000

(c) Avis Budget Rental Car Funding AESOP LLC, Series 2021 1A

.380

08/20/27

9,318

575,000

(c) Avis Budget Rental Car Funding AESOP LLC, Series 2023 8A

.660

02/20/30

610

2,583,913

(c) BHG Securitization Trust, Series 2021 B

.670

10/17/34

2,545

751,868

(c) BRE Grand Islander Timeshare Issuer LLC, Series 2019 A

.280

09/26/33

744

EUR

670,641

(a),(c)

Bruegel 2021 DAC, (EURIBOR 3 M + 2.470%), Series 2021 1A

.504

05/22/31

772

1,500,000

(a),(c)

BX Trust, (TSFR1M + 3.339%), Series 2023 DELC

.489

05/15/38

1,515

5,639,598

(c) Capital Automotive REIT, Series 2021 1A

.440

08/15/51

5,454

4,172,719

(c) Capital Automotive REIT, Series 2021 1A

.920

08/15/51

4,042

10,968,000

(c) Capital Automotive REIT, Series 2024 3A

.400

10/15/54

10,683

9,662,500

(c) Cars Net Lease Mortgage Notes, Series 2020 1A

.010

12/15/50

9,101

1,333,032

Carvana Auto Receivables Trust, Series 2021 N2

.970

03/10/28

1,313

79,957

Carvana Auto Receivables Trust, Series 2021 N2

.270

03/10/28

EUR

573,960

(a),(c)

Cassia SRL, (EURIBOR 3 M + 3.500%), Series 2022 1A

.534

05/22/34

673

4,150,000

(a),(c)

Cayuga Park CLO Ltd, (TSFR3M + 1.912%), Series 2020 1A

.000

07/17/34

4,159

68,622

(a) C-BASS Trust, (TSFR1M + 0.274%), Series 2006 CB6

.147

07/25/36

17,100,067

(c) CF Hippolyta LLC, Series 2020 1

.690

07/15/60

14,688

4,970,414

(c) CF Hippolyta LLC, Series 2020 1

.990

07/15/60

4,183

2,941,208

(c) CF Hippolyta LLC, Series 2020 1

.280

07/15/60

2,049

18,761,763

(c) CF Hippolyta LLC, Series 2021 1A

.530

03/15/61

15,620

4,476,626

(c) CF Hippolyta LLC, Series 2021 1A

.980

03/15/61

3,458

428,194

(a) Chase Funding Mortgage Loan Asset-Backed Certificates, Series 2004 2

.700

02/26/35

25,000,000

(a),(c)

CIFC Funding Ltd, (TSFR3M + 1.600%), Series 2019 3A

.918

01/16/38

25,090

1,529

CIT Group Home Equity Loan Trust (Step Bond), Series 2002 1

.200

02/25/30

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

ASSET BACKED

(continued)

$

6,520,000

(a) Citibank Credit Card Issuance Trust, (TSFR1M + 0.884%), Series 2017 A6

.035

%

05/14/29

$

6,579

500,000

(c) Cologix Data Centers US Issuer LLC, Series 2021 1A

.300

12/26/51

500,000

(c) Compass Datacenters Issuer III LLC, Series 2025 1A

.656

02/25/50

511

7,736,200

(c) DB Master Finance LLC, Series 2019 1A

.021

05/20/49

7,708

36,093,750

(c) DB Master Finance LLC, Series 2021 1A

.045

11/20/51

35,132

28,490,000

(c) DB Master Finance LLC, Series 2021 1A

.493

11/20/51

26,851

27,789,188

(c) Domino's Pizza Master Issuer LLC, Series 2021 1A

.662

04/25/51

26,271

3,800,000

(a),(c)

Dryden 49 Senior Loan Fund, (TSFR3M + 1.862%), Series 2017 49A

.191

07/18/30

3,806

7,000,000

(a),(c)

Elmwood CLO 14 Ltd, (TSFR3M + 1.700%), Series 2022 1A

.979

10/20/38

7,043

2,079,744

(c) FNA VI LLC, Series 2021 1A

.350

01/10/32

1,953

2,580,000

(c) Frontier Issuer LLC, Series 2023 1

.600

08/20/53

2,620

12,460,000

(c) Frontier Issuer LLC, Series 2024 1

.190

06/20/54

12,843

11,000,000

(a),(c)

Goldentree Loan Management US CLO 6 Ltd, (TSFR3M + 1.400%), Series 2019 6A

.000

04/20/35

10,937

13,000,000

(a),(c)

Gracie Point International Funding LLC, (SOFR90A + 1.700%), Series 2024 1A

.055

03/01/28

13,025

3,500,000

(c) GSCG Trust, Series 2019 600C

.936

09/06/34

2,799

164,531

(c) HERO Funding Trust, Series 2017 2A

.280

09/20/48

329,062

(c) HERO Funding Trust, Series 2017 2A

.070

09/20/48

1,134,034

(c) Hilton Grand Vacations Trust, Series 2019 AA

.340

07/25/33

1,125

171,287

(a) Home Equity Asset Trust, (TSFR1M + 1.614%), Series 2003 1

.986

06/25/33

13,540,000

(c) Hotwire Funding LLC, Series 2024 1A

.893

06/20/54

13,769

1,016,054

(c) JG Wentworth XXII LLC, Series 2010 3A

.820

12/15/48

1,008

1,378,719

(c) MVW LLC, Series 2021 1WA

.140

01/22/41

1,329

1,921,516

(c) MVW Owner Trust, Series 2019 2A

.220

10/20/38

1,908

1,305,748

(c) Navient Private Education Refi Loan Trust, Series 2020 HA

.310

01/15/69

1,236

2,943,727

(c) Navient Private Education Refi Loan Trust, Series 2021 A

.840

05/15/69

2,693

1,094,828

(c) Navient Student Loan Trust, Series 2019 BA

.390

12/15/59

1,076

522,532

(a),(c)

Navient Student Loan Trust, (LIBOR 1 M + 1.094%), Series 2019 BA

.245

12/15/59

522

15,000,000

(a),(c)

Neuberger Berman Loan Advisers CLO 48 Ltd, (TSFR3M + 1.550%), Series 2022 48A

.868

04/25/36

15,014

10,000,000

(a),(c)

OHA Credit Funding 6 Ltd, (TSFR3M + 1.650%), Series 2020 6A

.975

10/20/37

10,036

2,726,108

(c) OneMain Financial Issuance Trust, Series 2022 2A

.890

10/14/34

2,729

16,621,497

(c) OneMain Financial Issuance Trust, Series 2020 2A

.750

09/14/35

16,335

21,646,000

(a),(c)

OneMain Financial Issuance Trust, (SOFR30A + 0.760%), Series 2021 1A

.358

06/16/36

21,685

7,050,000

(a),(c)

OSD CLO Ltd., (TSFR3M + 1.650%), Series 2023 27A

.941

07/15/38

7,106

1,450,000

(c) Progress Residential Trust, Series 2021 SFR9

.711

11/17/40

1,357

10,370,446

Santander Drive Auto Receivables Trust, Series 2021 4

.670

10/15/27

10,314

19,772,375

(c) SERVPRO Master Issuer LLC, Series 2021 1A

.394

04/25/51

18,629

445,552

(c) Sierra Timeshare Receivables Funding LLC, Series 2021 1A

.990

11/20/37

483,098

(c) Sierra Timeshare Receivables Funding LLC, Series 2021 1A

.340

11/20/37

267,832

(c) Sierra Timeshare Receivables Funding LLC, Series 2021 1A

.790

11/20/37

740,764

(c) SMB Private Education Loan Trust, Series 2017 B

.820

10/15/35

736

623,077

(c) SMB Private Education Loan Trust, Series 2018 A

.500

02/15/36

620

161,631

(c) SoFi Professional Loan Program LLC, Series 2017 F

.840

01/25/41

641,249

(c) SoFi Professional Loan Program LLC, Series 2019 A

.690

06/15/48

637

1,896,292

(c) SpringCastle America Funding LLC, Series 2020 AA

.970

09/25/37

1,796

9,021,000

(c) SpringCastle America Funding LLC, Series 2020 AA

.660

09/25/37

7,430

5,875,000

(c) Stack Infrastructure Issuer LLC, Series 2021 1A

.877

03/26/46

5,793

228,438

(a) Structured Asset Investment Loan Trust, (TSFR1M + 1.014%), Series 2004 8

.172

09/25/34

26,399,775

(c) Taco Bell Funding LLC, Series 2021 1A

.946

08/25/51

25,495

16,122,825

(c) Taco Bell Funding LLC, Series 2021 1A

.294

08/25/51

14,901

1,050,000

(c) Tesla Auto Lease Trust, Series 2023 B

.570

08/20/27

1,054

EUR

186,104

(a),(c)

Thunder Logistics DAC, (EURIBOR 3 M + 2.550%), Series 2024 1A

.586

11/17/36

18,877,080

(c) Wendy's Funding LLC, Series 2021 1A

.370

06/15/51

17,531

TOTAL ASSET BACKED

523,115

OTHER MORTGAGE BACKED - 8.9%

1,600,000

(a),(c)

20 Times Square Trust, Series 2018 20TS

.203

05/15/35

1,510

12,000,000

(a),(c)

20 Times Square Trust, Series 2018 20TS

.203

05/15/35

10,977

5,450,000

(c) 225 Liberty Street Trust, Series 2016 225L

.597

02/10/36

5,343

838,518

(a),(c)

Agate Bay Mortgage Trust, Series 2015 6

.500

09/25/45

779

2,500,000

(a),(c)

Alen Mortgage Trust, (TSFR1M + 2.364%), Series 2021 ACEN

.515

04/15/34

2,296

6,000,000

(a),(c)

ARDN Mortgage Trust, (TSFR1M + 1.750%), Series 2025 ARCP

.900

06/15/35

6,010

2,500,000

(a),(c)

ARDN Mortgage Trust, (TSFR1M + 2.000%), Series 2025 ARCP

.150

06/15/35

2,505

5,000,000

(a),(c)

ARDN Mortgage Trust, (TSFR1M + 3.000%), Series 2025 ARCP

.150

06/15/35

5,012

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

OTHER MORTGAGE BACKED

(continued)

GBP

420,888

(a),(c)

Atom Mortgage Securities DAC, (SONIA Interest Rate Benchmark + 1.900%), Series 2021 1A

.950

%

07/22/31

$

533

$

6,910,000

(a),(c)

BAMLL Trust, (TSFR1M + 2.350%), Series 2025 ASHF

.501

02/15/42

6,955

1,067,340

(a) BANK, Series 2017 BNK8

.083

11/15/50

980

2,500,000

(a) BANK, Series 2017 BNK8

.227

11/15/50

2,093

1,000,000

BANK, Series 2019 BN21

.093

10/17/52

929

3,800,000

BANK, Series 2019 BN23

.203

12/15/52

3,562

1,000,000

(a) BANK, Series 2017 BNK6

.851

07/15/60

919

1,618,918

BANK, Series 2019 BN20

.758

09/15/62

1,527

8,000,000

(a) BANK, Series 2019 BN24

.283

11/15/62

7,480

1,183,000

(a) BANK, Series 2019 BN24

.634

11/15/62

1,048

2,061,644

(a),(c)

Bayview MSR Opportunity Master Fund Trust, Series 2021 4

.500

10/25/51

1,701

1,250,000

(a),(c)

BBCMS Mortgage Trust, Series 2018 CHRS

.409

08/05/38

1,075

1,366,402

BBCMS Mortgage Trust, Series 2017 C1

.488

02/15/50

1,356

4,250,000

BBCMS Mortgage Trust, Series 2023 C19

.753

04/15/56

4,335

4,608,195

(a) BBCMS Mortgage Trust, Series 2023 C20

.383

07/15/56

4,780

5,000,000

(c) BBCMS Trust, Series 2015 SRCH

.798

08/10/35

4,782

4,600,000

(a),(c)

Benchmark Mortgage Trust, Series 2020 IG2

.791

09/15/48

3,857

2,740,000

(a),(c)

Benchmark Mortgage Trust, Series 2020 IG3

.199

09/15/48

2,276

2,500,000

(a),(c)

Benchmark Mortgage Trust, Series 2020 IG3

.654

09/15/48

2,409

3,000,000

(a) Benchmark Mortgage Trust, Series 2018 B2

.435

02/15/51

2,292

4,000,000

(a) Benchmark Mortgage Trust, Series 2018 B5

.598

07/15/51

3,499

3,452,143

Benchmark Mortgage Trust, Series 2019 B9

.016

03/15/52

3,388

3,000,000

Benchmark Mortgage Trust, Series 2019 B11

.784

05/15/52

2,809

830,000

Benchmark Mortgage Trust, Series 2018 B7

.241

05/15/53

828

4,960,000

(a) Benchmark Mortgage Trust, Series 2018 B7

.510

05/15/53

4,975

1,000,000

Benchmark Mortgage Trust, Series 2021 B27

.355

07/15/54

808

10,000,000

(a) Benchmark Mortgage Trust, Series 2021 B28

.244

08/15/54

8,302

3,150,000

Benchmark Mortgage Trust, Series 2021 B28

.429

08/15/54

2,725

9,500,000

Benchmark Mortgage Trust, Series 2021 B29

.612

09/15/54

8,270

3,000,000

Benchmark Mortgage Trust, Series 2019 B14

.352

12/15/62

2,735

2,000,000

Benchmark Mortgage Trust, Series 2019 B14

.493

12/15/62

1,666

2,665,000

Benchmark Mortgage Trust, Series 2019 B15

.231

12/15/72

2,421

1,641,000

(a) Benchmark Mortgage Trust, Series 2019 B15

.830

12/15/72

1,308

4,959,645

(a) BMO Mortgage Trust, Series 2024 C10

.013

11/15/57

5,209

2,500,000

(a) BMO Mortgage Trust, Series 2025 C12

.195

06/15/58

2,694

2,360,000

(c) BWAY Mortgage Trust, Series 2022 26BW

.402

02/10/44

1,973

5,000,000

(a),(c)

BX Commercial Mortgage Trust, (TSFR1M + 1.646%), Series 2019 IMC

.796

04/15/34

4,940

6,597,338

(a),(c)

BX Commercial Mortgage Trust, (TSFR1M + 1.385%), Series 2021 CIP

.535

12/15/38

6,596

10,000,000

(a),(c)

BX Commercial Mortgage Trust, (TSFR1M + 4.874%), Series 2024 BRBK

.021

10/15/41

10,052

CAD

671,469

(a),(c)

BX Commercial Mortgage Trust, Series 2024 PURE

.811

11/15/41

9,582,848

(a),(c)

BX Commercial Mortgage Trust, (TSFR1M + 1.380%), Series 2025 BCAT

.730

08/15/42

9,606

1,325,000

(c) BXP Trust, Series 2017 CC

.459

08/13/37

1,272

5,000,000

(c) BXP Trust, Series 2021 601L

.618

01/15/44

4,342

7,000,000

(a),(c)

BXP Trust, Series 2021 601L

.868

01/15/44

5,887

2,000,000

(a),(c)

BXP Trust, Series 2021 601L

.868

01/15/44

1,634

2,000,000

(a) Cantor Commercial Real Estate Lending, Series 2019 CF1

.352

05/15/52

1,721

1,415,076

CD Mortgage Trust, Series 2016 CD1

.622

08/10/49

1,409

9,000,000

CD Mortgage Trust, Series 2016 CD1

.926

08/10/49

8,616

5,750,000

(a) CD Mortgage Trust, Series 2016 CD2

.879

11/10/49

4,680

1,000,000

(a) CD Mortgage Trust, Series 2016 CD2

.106

11/10/49

606

500,000

(a) CD Mortgage Trust, Series 2017 CD3

.681

02/10/50

1,700,551

CD Mortgage Trust, Series 2017 CD5

.220

08/15/50

1,689

1,394,073

CD Mortgage Trust, Series 2019 CD8

.812

08/15/57

1,352

792,293

CFCRE Commercial Mortgage Trust, Series 2016 C4

.121

05/10/58

768

137,321

(a) CHL Mortgage Pass-Through Trust, Series 2004 HYB9

.388

02/20/35

354,837

(a),(c)

CIM Trust, Series 2021 J2

.670

04/25/51

3,000,000

(a),(c)

Citigroup Commercial Mortgage Trust, (TSFR1M + 1.064%), Series 2021 PRM2

.215

10/15/38

2,994

938,790

(a) Citigroup Commercial Mortgage Trust, Series 2015 GC29

.758

04/10/48

905

3,000,000

(a) Citigroup Commercial Mortgage Trust, Series 2015 GC29

.109

04/10/48

2,733

1,952,000

Citigroup Commercial Mortgage Trust, Series 2016 P3

.585

04/15/49

1,910

7,765,000

Citigroup Commercial Mortgage Trust, Series 2017 C4

.764

10/12/50

7,516

1,981,436

(a),(c)

CITIGROUP MORTGAGE LOAN TRUST, Series 2021 INV1

.708

05/25/51

1,632

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

OTHER MORTGAGE BACKED

(continued)

$

3,000,000

(c) COMM Mortgage Trust, Series 2022 HC

.376

%

01/10/39

$

2,829

123,617

COMM Mortgage Trust, Series 2012 CR4

.853

10/15/45

2,500,000

(a),(c)

COMM Mortgage Trust, Series 2014 UBS3

.767

06/10/47

1,138

1,870,776

(a) COMM Mortgage Trust, Series 2015 LC19

.829

02/10/48

1,839

1,000,000

(c) COMM Mortgage Trust, Series 2015 CR22

.000

03/10/48

600

2,696,000

(a) COMM Mortgage Trust, Series 2015 CR22

.824

03/10/48

2,533

2,489,430

(a) COMM Mortgage Trust, Series 2015 CR22

.926

03/10/48

2,397

3,000,000

(a) COMM Mortgage Trust, Series 2015 CR24

.463

08/10/48

2,730

234,220

(a) COMM Mortgage Trust, Series 2015 CR24

.364

08/10/48

1,467,000

(a) COMM Mortgage Trust, Series 2015 CR24

.364

08/10/48

1,431

164,095

COMM Mortgage Trust, Series 2015 CR26

.630

10/10/48

969,308

COMM Mortgage Trust, Series 2015 LC23

.774

10/10/48

968

1,875,000

(a) COMM Mortgage Trust, Series 2015 CR26

.647

10/10/48

1,848

4,855,000

(a) COMM Mortgage Trust, Series 2015 LC23

.679

10/10/48

4,683

887,321

COMM Mortgage Trust, Series 2016 CR28

.651

02/10/49

884

4,742,262

(a) COMM Mortgage Trust, Series 2016 CR28

.735

02/10/49

4,651

4,600,000

(a) COMM Mortgage Trust, Series 2018 COR3

.497

05/10/51

4,191

2,055,000

(a) COMM Mortgage Trust, Series 2018 COR3

.668

05/10/51

1,749

1,550,000

COMM Mortgage Trust, Series 2019 GC44

.263

08/15/57

1,443

2,000,000

(a) COMM Mortgage Trust, Series 2019 GC44

.632

08/15/57

1,647

13,830,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 3.500%), Series 2022 R03

.856

03/25/42

14,276

6,000,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 3.000%), Series 2022 R05

.356

04/25/42

6,163

28,280,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 3.850%), Series 2022 R06

.206

05/25/42

29,441

10,260,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR + 3.600%), Series 2022 R08

.956

07/25/42

10,679

13,640,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 4.750%), Series 2022 R09

.106

09/25/42

14,545

17,250,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 3.750%), Series 2023 R01

.106

12/25/42

18,132

4,270,400

(a),(c)

CSMC, Series 2019 NQM1

.388

10/25/59

4,119

6,366,833

(a),(c)

CSMC, Series 2021 NQM8

.405

10/25/66

5,635

7,400,000

(a),(c)

CSMC Trust, Series 2017 CALI

.854

11/10/32

4,921

9,500,000

DBGS Mortgage Trust, Series 2018 C1

.466

10/15/51

9,479

3,500,000

DBJPM Mortgage Trust, Series 2016 C3

.041

08/10/49

3,414

3,153,496

DBJPM Mortgage Trust, Series 2017 C6

.121

06/10/50

3,129

7,737,500

DBJPM Mortgage Trust, Series 2020 C9

.340

08/15/53

6,787

4,215,000

(a),(c)

DBSG Mortgage Trust, Series 2024 ALTA

.144

06/10/37

4,288

2,000,000

(a),(c)

DBSG Mortgage Trust, Series 2024 ALTA

.595

06/10/37

2,036

9,817,500

(a),(c)

DBWF Mortgage Trust, Series 2015 LCM

.535

06/10/34

9,477

2,479,341

(a),(c)

ELP Commercial Mortgage Trust, (TSFR1M + 1.235%), Series 2021 ELP

.386

11/15/38

2,478

6,942,156

(a),(c)

ELP Commercial Mortgage Trust, (TSFR1M + 1.434%), Series 2021 ELP

.585

11/15/38

6,936

4,383,476

(a),(c)

ELP Commercial Mortgage Trust, (TSFR1M + 2.233%), Series 2021 ELP

.384

11/15/38

4,383

10,751,000

(a),(c)

EQT Trust, Series 2024 EXTR

.331

07/05/41

11,007

2,094,080

(a),(c)

Flagstar Mortgage Trust, Series 2017 2

.971

10/25/47

1,921

76,517

(a),(c)

Flagstar Mortgage Trust, Series 2018 5

.000

09/25/48

2,836,800

(a),(c)

Flagstar Mortgage Trust, Series 2021 2

.500

04/25/51

2,340

8,108,188

(a),(c)

Flagstar Mortgage Trust, Series 2021 4

.500

06/01/51

6,688

2,455,590

(a),(c)

Flagstar Mortgage Trust, Series 2021 5INV

.342

07/25/51

2,028

763,768

(a),(c)

Flagstar Mortgage Trust, Series 2021 7

.925

08/25/51

629

3,304,126

(a),(c)

Flagstar Mortgage Trust, Series 2021 10IN

.500

10/25/51

2,729

405,000

(a),(c)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%), Series 2023 HQA3

.702

11/25/43

GBP

860,459

(a),(c)

Frost CMBS DAC, (SONIA Interest Rate Benchmark + 2.900%), Series 2021 1A

.886

11/20/33

1,154

2,000,000

(a),(c)

GS Mortgage Securities Corp Trust, (TSFR1M + 1.747%), Series 2018 TWR

.898

07/15/31

5,235,000

(a),(c)

GS Mortgage Securities Corp Trust, (TSFR1M + 1.897%), Series 2018 TWR

.048

07/15/31

739

1,130,000

(a),(c)

GS Mortgage Securities Corp Trust, Series 2017 375H

.591

09/10/37

1,094

2,500,000

(a),(c)

GS Mortgage Securities Corp Trust, Series 2017 375H

.599

09/10/37

2,368

2,530,450

GS Mortgage Securities Trust, Series 2016 GS3

.143

10/10/49

2,468

1,500,000

(a) GS Mortgage Securities Trust, Series 2016 GS4

.032

11/10/49

1,369

4,250,000

(a) GS Mortgage Securities Trust, Series 2017 GS5

.826

03/10/50

4,067

2,845,781

GS Mortgage Securities Trust, Series 2017 GS6

.230

05/10/50

2,830

6,000,000

GS Mortgage Securities Trust, Series 2017 GS6

.433

05/10/50

5,911

2,540,000

(a) GS Mortgage Securities Trust, Series 2015 GC30

.113

05/10/50

2,423

5,000,000

(a) GS Mortgage Securities Trust, Series 2015 GC30

.157

05/10/50

4,288

3,000,000

GS Mortgage Securities Trust, Series 2017 GS8

.837

11/10/50

2,949

4,844,000

(a) GS Mortgage Securities Trust, Series 2017 GS8

.459

11/10/50

4,448

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

OTHER MORTGAGE BACKED

(continued)

$

3,050,000

(a) GS Mortgage Securities Trust, Series 2019 GC38

.158

%

02/10/52

$

2,955

2,500,000

(a) GS Mortgage Securities Trust, Series 2020 GC45

.173

02/13/53

2,313

2,190,000

GS Mortgage Securities Trust, Series 2020 GSA2

.012

12/12/53

1,932

116,880

(a),(c)

GS Mortgage-Backed Securities Corp Trust, Series 2019 PJ2

.000

11/25/49

305,313

(a),(c)

GS Mortgage-Backed Securities Corp Trust, Series 2019 PJ2

.000

11/25/49

757,186

(a),(c)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ4

.000

01/25/51

654

32,272,619

(a),(c)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ5

.252

03/27/51

1,103,103

(a),(c)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ5

.000

03/27/51

952

1,729,074

(a),(c)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ6

.500

05/25/51

1,422

10,771,787

(a),(c)

GS Mortgage-Backed Securities Corp Trust, Series 2021 PJ5

.500

10/25/51

8,884

10,296,394

(a),(c)

GS Mortgage-Backed Securities Corp Trust, Series 2022 PJ2

.000

06/25/52

8,851

3,815,970

(a),(c)

GS Mortgage-Backed Securities Corp Trust, Series 2022 PJ4

.000

09/25/52

3,283

959,422

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2020 PJ1

.610

05/25/50

853

854,723

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2021 GR1

.091

11/25/51

725

1,166,932

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2021 INV1

.022

12/25/51

970

19,229,529

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2021 PJ7

.500

01/25/52

15,862

8,621,298

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2021 PJ8

.500

01/25/52

7,112

3,215,442

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2021 PJ7

.721

01/25/52

2,614

2,169,747

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2022 LTV1

.243

06/25/52

1,803

6,106,736

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2022 INV1

.000

07/25/52

5,263

8,294,107

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2022 HP1

.000

09/25/52

7,136

6,252,074

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2022 PJ5

.000

10/25/52

5,375

4,944,593

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2022 PJ6

.000

01/25/53

4,253

7,198,985

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2023 PJ1

.500

02/25/53

6,396

1,475,889

(a),(c)

GS Mortgage-Backed Securities Trust, Series 2025 PJ4

.000

09/25/55

1,490

8,000,000

(a),(c)

Houston Galleria Mall Trust, Series 2025 HGLR

.644

02/05/45

8,287

2,500,000

(a),(c)

Hudson Yards Mortgage Trust, Series 2016 10HY

.076

08/10/38

2,453

3,500,000

(a),(c)

Hudson Yards Mortgage Trust, Series 2016 10HY

.076

08/10/38

3,424

4,750,000

(a),(c)

Hudson Yards Mortgage Trust, Series 2019 55HY

.041

12/10/41

4,229

2,500,000

(a),(c)

Hudson Yards Mortgage Trust, Series 2019 55HY

.041

12/10/41

2,168

2,000,000

(c) ICNQ Mortgage Trust, Series 2024 MF

.778

12/10/34

2,065

3,750,000

(c) ICNQ Mortgage Trust, Series 2024 MF

.074

12/10/34

3,854

2,000,000

(c) Ilpt Commercial Mortgage Trust, Series 2022 LPFX

.385

03/15/32

1,816

1,532,953

(a),(c)

Imperial Fund Mortgage Trust, Series 2020 NQM1

.051

10/25/55

1,462

1,043,500

(a),(c)

Imperial Fund Mortgage Trust, Series 2020 NQM1

.531

10/25/55

972

5,182,000

(a),(c)

IP Mortgage Trust, Series 2025 IP

.425

06/10/42

5,280

1,110,585

(a),(c)

J.P. Morgan Mortgage Trust, Series 2022 5

.953

09/25/52

892

1,000,000

(a),(c)

JP Morgan Chase Commercial Mortgage Securities Corp, Series 2018 AON

.767

07/05/31

1,592,096

JP Morgan Chase Commercial Mortgage Securities Corp, Series 2015 JP1

.914

01/15/49

1,584

3,155,000

(c) JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020 NNN

.065

01/16/37

2,556

9,000,000

(a),(c)

JP Morgan Chase Commercial Mortgage Securities Trust, (TSFR1M + 1.600%), Series 2025

BMS

.750

01/15/42

8,997

1,552,539

(a),(c)

JP Morgan Mortgage Trust, (LIBOR 1 M - 0.000%), Series 2015 1

.662

12/25/44

1,530

170,224

(a),(c)

JP Morgan Mortgage Trust, Series 2015 3

.500

05/25/45

1,608,651

(a),(c)

JP Morgan Mortgage Trust, Series 2015 6

.500

10/25/45

1,489

1,950,542

(a),(c)

JP Morgan Mortgage Trust, Series 2018 3

.500

09/25/48

1,748

2,716,789

(a),(c)

JP Morgan Mortgage Trust, Series 2018 5

.500

10/25/48

2,446

1,581,142

(a),(c)

JP Morgan Mortgage Trust, Series 2017 5

.967

10/26/48

1,585

556,358

(a),(c)

JP Morgan Mortgage Trust, Series 2018 9

.000

02/25/49

521

428,826

(a),(c)

JP Morgan Mortgage Trust, Series 2019 1

.000

05/25/49

6,154,434

(a),(c)

JP Morgan Mortgage Trust, Series 2020 1

.821

06/25/50

5,573

25,584,574

(a),(c)

JP Morgan Mortgage Trust, Series 2021 3

.134

07/25/51

17,915,268

(a),(c)

JP Morgan Mortgage Trust, Series 2021 4

.129

08/25/51

2,266,222

(a),(c)

JP Morgan Mortgage Trust, Series 2021 4

.879

08/25/51

1,846

34,510,693

(a),(c)

JP Morgan Mortgage Trust, Series 2021 6

.133

10/25/51

6,450,263

(a),(c)

JP Morgan Mortgage Trust, Series 2021 6

.500

10/25/51

5,326

9,237,426

(a),(c)

JP Morgan Mortgage Trust, Series 2021 INV2

.400

12/25/51

2,188,722

(a),(c)

JP Morgan Mortgage Trust, Series 2021 10

.500

12/25/51

1,805

1,962,427

(a),(c)

JP Morgan Mortgage Trust, Series 2021 INV4

.208

01/25/52

1,598

2,171,011

(a),(c)

JP Morgan Mortgage Trust, Series 2021 12

.500

02/25/52

1,795

1,355,270

(a),(c)

JP Morgan Mortgage Trust, Series 2022 INV1

.292

03/25/52

1,145

3,341,670

(a),(c)

JP Morgan Mortgage Trust, Series 2021 14

.500

05/25/52

2,756

2,170,717

(a),(c)

JP Morgan Mortgage Trust, Series 2021 LTV2

.927

05/25/52

1,867

Core Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

OTHER MORTGAGE BACKED

(continued)

$

667,861

(a),(c)

JP Morgan Mortgage Trust, Series 2021 INV8

.280

%

05/25/52

$

549

14,586,828

(a),(c)

JP Morgan Mortgage Trust, Series 2022 2

.000

08/25/52

12,550

6,434,190

(a),(c)

JP Morgan Mortgage Trust, Series 2022 INV3

.000

09/25/52

5,538

10,249,901

(a),(c)

JP Morgan Mortgage Trust, Series 2022 LTV2

.500

09/25/52

9,094

6,226,850

(a),(c)

JP Morgan Mortgage Trust, Series 2022 7

.000

12/25/52

5,348

1,951,340

(a),(c)

JP Morgan Mortgage Trust, Series 2022 7

.000

12/25/52

1,790

1,514,678

JPMBB Commercial Mortgage Securities Trust, Series 2014 C22

.110

09/15/47

1,496

2,686,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2014 C23

.688

09/15/47

2,609

3,000,000

JPMBB Commercial Mortgage Securities Trust, Series 2015 C27

.898

02/15/48

2,587

1,016,705

(a) JPMBB Commercial Mortgage Securities Trust, Series 2015 C29

.118

05/15/48

1,015

1,964,519

JPMBB Commercial Mortgage Securities Trust, Series 2015 C31

.106

08/15/48

1,946

3,000,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2015 C31

.709

08/15/48

2,373

8,452,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2015 C31

.709

08/15/48

8,021

1,820,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2016 C1

.849

03/17/49

1,780

868,186

JPMCC Commercial Mortgage Securities Trust, Series 2017 JP5

.457

03/15/50

863

1,000,000

(a) JPMCC Commercial Mortgage Securities Trust, Series 2017 JP5

.904

03/15/50

897

322,178

JPMCC Commercial Mortgage Securities Trust, Series 2017 JP7

.379

09/15/50

1,000,000

(a) JPMDB Commercial Mortgage Securities Trust, Series 2016 C4

.145

12/15/49

858

3,000,000

JPMDB Commercial Mortgage Securities Trust, Series 2017 C5

.694

03/15/50

2,957

7,575,000

JPMDB Commercial Mortgage Securities Trust, Series 2020 COR7

.536

05/13/53

6,205

3,500,000

(a),(c)

KSL Commercial Mortgage Trust, (TSFR1M + 2.341%), Series 2024 HT2

.491

12/15/39

3,509

1,361,384

(c) Ladder Capital Commercial Mortgage Securities, Series 2013 GCP

.575

02/15/36

1,324

EUR

599,877

(a),(c)

Last Mile Securities, (EURIBOR 3 M + 2.350%), Series 2021 1A

.384

08/17/31

706

1,536,813

(c) LCCM, Series 2017 LC26

.357

07/12/50

1,525

5,000,000

(c) Legends Outlets Kansas City KS Mortgage Secured Trust, Series 2024 LGND

.021

11/05/39

5,027

5,000,000

(c) LSTAR Commercial Mortgage Trust, Series 2017 5

.021

03/10/50

4,844

348,246

(a) Merrill Lynch Mortgage Investors Trust, (TSFR1M + 0.634%), Series 2006 WMC1

.278

01/25/37

3,500,000

(a),(c)

MF1 LLC, (TSFR1M + 1.488%), Series 2025 FL19

.624

05/18/42

3,515

1,687,000

(c) MIRA Trust, Series 2023 MILE

.755

06/10/38

1,758

3,000,000

Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015 C22

.561

04/15/48

2,894

968,260

Morgan Stanley Capital I Trust, Series 2017 H1

.304

06/15/50

965

2,840,000

(a) Morgan Stanley Capital I Trust, Series 2018 H3

.429

07/15/51

2,809

1,050,000

Morgan Stanley Capital I Trust, Series 2019 L2

.272

03/15/52

1,019

23,878,869

(a),(c)

Morgan Stanley Capital I Trust, Series 2024 NSTB

.900

09/24/57

23,519

514,833

(a),(c)

Morgan Stanley Residential Mortgage Loan Trust, Series 2021 4

.500

07/25/51

5,533,169

(a),(c)

Morgan Stanley Residential Mortgage Loan Trust, Series 2023 1

.000

02/25/53

5,090

2,500,000

(c) MRCD Mortgage Trust, Series 2019 PARK

.718

12/15/36

2,227

3,000,000

(a),(c)

MSDB Trust, Series 2017 712F

.427

07/11/39

2,876

2,250,000

(a),(c)

MTN Commercial Mortgage Trust, (TSFR1M + 1.397%), Series 2022 LPFL

.557

03/15/39

2,250

12,741,348

(a),(c)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 1.579%), Series 2019 MILE

.915

07/15/36

12,263

5,000,000

(a),(c)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 1.879%), Series 2019 MILE

.030

07/15/36

4,654

2,900,000

(a),(c)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 2.279%), Series 2019 MILE

.430

07/15/36

2,475

5,000,000

(a),(c)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 2.829%), Series 2019 MILE

.980

07/15/36

3,982

2,700,000

(c) Natixis Commercial Mortgage Securities Trust, Series 2019 LVL

.885

08/15/38

2,630

549,024

(c) Natixis Commercial Mortgage Securities Trust, Series 2020 2PAC

.966

12/15/38

529

1,634,493

(a),(c)

New Residential Mortgage Loan Trust, Series 2022 INV1

.515

03/25/52

1,359

91,079

(a) New York Mortgage Trust, (TSFR1M + 0.594%), Series 2005 3

.752

02/25/36

5,200,000

(a),(b),(c)

NRTH PARK Mortgage Trust, (TSFR1M + 1.393%), Series 2025 PARK

.543

10/15/40

5,192

5,000,000

(a),(c)

NYC Trust, (TSFR1M + 1.991%), Series 2024 3ELV

.141

08/15/29

5,030

3,800,000

(a),(c)

NYC Trust, (TSFR1M + 2.291%), Series 2024 3ELV

.441

08/15/29

3,819

9,814,876

(a),(c)

OBX Trust, Series 2021 J2

.500

07/25/51

8,096

369,808

(a),(c)

OBX Trust, Series 2022 J2

.416

08/25/52

8,542,093

(a),(c)

OBX Trust, Series 2022 INV5

.000

10/25/52

7,837

2,949,801

(a),(c)

Oceanview Mortgage Trust, Series 2021 1

.500

05/25/51

2,433

2,179,301

(a),(c)

Oceanview Mortgage Trust, Series 2022 1

.500

11/25/52

2,084

8,234,000

(c) Olympic Tower Mortgage Trust, Series 2017 OT

.566

05/10/39

7,877

11,190,000

(c) One Bryant Park Trust, Series 2019 OBP

.516

09/15/54

10,316

7,180,000

(a),(c)

ONNI Commerical Mortgage Trust, Series 2024 APT

.753

07/15/39

7,353

7,000,000

(a),(c)

ONNI Commerical Mortgage Trust, Series 2024 APT

.150

07/15/39

7,157

2,400,000

(a),(c)

OPEN Trust, (TSFR1M + 5.236%), Series 2023 AIR

.386

11/15/40

2,410

2,500,000

(a),(c)

PKHL Commercial Mortgage Trust, (TSFR1M + 0.994%), Series 2021 MF

.145

07/15/38

2,354

2,761,459

(a),(c)

RCKT Mortgage Trust, Series 2022 4

.500

06/25/52

2,453

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

OTHER MORTGAGE BACKED

(continued)

$

10,000,000

(a),(c)

SCG Trust, (TSFR1M + 1.500%), Series 2025 SNIP

.750

%

09/15/30

$

10,023

515,686

(a),(c)

Sequoia Mortgage Trust, Series 2015 2

.500

05/25/45

462,933

(a),(c)

Sequoia Mortgage Trust, Series 2016 1

.500

06/25/46

113,164

(a),(c)

Sequoia Mortgage Trust, Series 2017 2

.500

02/25/47

1,749,590

(a),(c)

Sequoia Mortgage Trust, Series 2017 6

.726

09/25/47

1,669

741,481

(a),(c)

Sequoia Mortgage Trust, Series 2018 3

.500

03/25/48

673

55,591

(a),(c)

Sequoia Mortgage Trust, Series 2018 7

.000

09/25/48

4,953,439

(a),(c)

Sequoia Mortgage Trust, Series 2020 3

.000

04/25/50

4,263

375,896

(a),(c)

Sequoia Mortgage Trust, Series 2021 1

.658

03/25/51

4,145,409

(a),(c)

Sequoia Mortgage Trust, Series 2023 1

.000

01/25/53

4,014

337,735

(a),(c)

Shellpoint Co-Originator Trust, Series 2017 1

.500

04/25/47

4,350,000

(c) SLG Office Trust, Series 2021 OVA

.585

07/15/41

3,872

17,215,000

(c) SLG Office Trust, Series 2021 OVA

.851

07/15/41

14,934

9,614,610

(a),(c)

SMR Mortgage Trust, (TSFR1M + 1.650%), Series 2022 IND

.800

02/15/39

9,616

9,156,771

(a),(c)

SMR Mortgage Trust, (TSFR1M + 2.950%), Series 2022 IND

.100

02/15/39

9,178

3,000,000

(a),(c)

SREIT Trust, (TSFR1M + 1.286%), Series 2021 MFP2

.436

11/15/36

2,998

GBP

347,448

(a),(c)

Taurus UK DAC, (SONIA Interest Rate Benchmark + 1.300%), Series 2021 UK1A

.533

05/17/31

GBP

506,281

(a),(c)

Taurus UK DAC, (SONIA Interest Rate Benchmark + 1.650%), Series 2021 UK1A

.636

05/17/31

683

3,500,000

(a),(c)

TX Trust, (TSFR1M + 1.591%), Series 2024 HOU

.742

06/15/39

3,499

3,500,000

(a),(c)

TX Trust, (TSFR1M + 2.640%), Series 2024 HOU

.959

06/15/39

3,514

2,012,525

UBS Commercial Mortgage Trust, Series 2017 C1

.256

06/15/50

2,003

710,848

UBS Commercial Mortgage Trust, Series 2017 C4

.366

10/15/50

706

1,570,000

UBS Commercial Mortgage Trust, Series 2017 C4

.563

10/15/50

1,536

7,665,000

(a) UBS Commercial Mortgage Trust, Series 2018 C9

.318

03/15/51

7,320

2,000,000

(a) UBS Commercial Mortgage Trust, Series 2018 C11

.492

06/15/51

1,961

2,500,000

(a) UBS Commercial Mortgage Trust, Series 2018 C11

.713

06/15/51

2,348

1,750,000

UBS Commercial Mortgage Trust, Series 2018 C13

.334

10/15/51

1,734

1,444,904

(a),(c)

Verus Securitization Trust, Series 2021 7

.240

10/25/66

1,279

4,000,000

(a),(c)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 1.742%), Series 2025 NYCH

.892

06/15/42

4,007

10,000,000

(a),(c)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 1.350%), Series 2025 B33RP

.500

08/15/42

10,015

2,279,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2015 NXS1

.988

05/15/48

2,131

Wells Fargo Commercial Mortgage Trust, Series 2016 C35

.788

07/15/48

0^

872,111

Wells Fargo Commercial Mortgage Trust, Series 2017 RB1

.635

03/15/50

849

2,000,000

Wells Fargo Commercial Mortgage Trust, Series 2017 RB1

.757

03/15/50

1,927

3,091,255

Wells Fargo Commercial Mortgage Trust, Series 2017 C38

.261

07/15/50

3,074

2,197,255

(a) Wells Fargo Commercial Mortgage Trust, Series 2017 C38

.903

07/15/50

2,006

3,004,924

Wells Fargo Commercial Mortgage Trust, Series 2017 C39

.212

09/15/50

2,977

1,254,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2018 C45

.405

06/15/51

1,235

1,700,000

Wells Fargo Commercial Mortgage Trust, Series 2021 21-C60

.547

08/15/54

1,491

1,000,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2015 NXS2

.105

07/15/58

961

6,900,000

Wells Fargo Commercial Mortgage Trust, Series 2016 C33

.749

03/15/59

6,853

131,570

(a),(c)

Wells Fargo Mortgage Backed Securities Trust, Series 2019 2

.000

04/25/49

1,883,803

(a),(c)

Wells Fargo Mortgage Backed Securities Trust, Series 2019 4

.500

09/25/49

1,700

797,173

(a),(c)

Wells Fargo Mortgage Backed Securities Trust, Series 2020 4

.000

07/25/50

688

9,966,684

(a),(c)

Wells Fargo Mortgage Backed Securities Trust, Series 2021 2

.500

06/25/51

8,233

1,221,713

(a),(c)

Wells Fargo Mortgage Backed Securities Trust, Series 2021 INV2

.640

09/25/51

1,029

4,036,006

(a),(c)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 2

.500

12/25/51

3,329

3,412,767

(a),(c)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 INV1

.000

03/25/52

2,938

3,934,462

(a),(c)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 INV1

.423

03/25/52

3,292

5,862,979

(a),(c)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 INV1

.500

03/25/52

5,212

2,610,475

(a) WFRBS Commercial Mortgage Trust, Series 2013 C11

.714

03/15/45

2,586

247,062

(a),(c)

WinWater Mortgage Loan Trust, Series 2014 1

.929

06/20/44

TOTAL OTHER MORTGAGE BACKED

1,061,496

TOTAL STRUCTURED ASSETS

(Cost $1,666,554)

1,584,611

TOTAL LONG-TERM INVESTMENTS

(Cost $12,052,795)

11,608,941

Core Bond

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

RATE

VALUE (000)

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.3%

35,873,698

(g) State Street Navigator Securities Lending Government Money Market Portfolio

4.180%(h)

$

35,874

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $35,874)

35,874

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

SHORT-TERM INVESTMENTS - 1.3%

GOVERNMENT AGENCY DEBT - 0.6%

$

8,330,000

Federal Home Loan Bank Discount Notes

.000

10/10/25

8,321

10,000,000

Federal Home Loan Bank Discount Notes

.000

10/14/25

9,984

14,250,000

Federal Home Loan Bank Discount Notes

.000

10/15/25

14,226

5,000,000

Federal Home Loan Bank Discount Notes

.000

10/17/25

4,991

12,500,000

Federal Home Loan Bank Discount Notes

.000

10/22/25

12,469

10,000,000

Federal Home Loan Bank Discount Notes

.000

11/12/25

9,954

7,500,000

Federal Home Loan Bank Discount Notes

.000

01/06/26

7,422

5,000,000

Federal Home Loan Bank Discount Notes

.000

01/20/26

4,941

TOTAL GOVERNMENT AGENCY DEBT

72,308

TREASURY DEBT - 0.7%

15,000,000

United States Treasury Bill

.000

10/23/25

14,963

10,000,000

United States Treasury Bill

.000

10/28/25

9,969

20,000,000

United States Treasury Bill

.000

10/30/25

19,935

10,000,000

United States Treasury Bill

.000

11/18/25

9,947

25,000,000

United States Treasury Bill

.000

11/25/25

24,847

TOTAL TREASURY DEBT

79,661

TOTAL SHORT-TERM INVESTMENTS

(Cost $151,958)

151,969

TOTAL INVESTMENTS - 98.7%

(Cost $12,240,627)

11,796,784

OTHER ASSETS & LIABILITIES, NET - 1.3%

150,150

NET ASSETS - 100.0%

$11,946,934

Principal denominated in U.S. Dollars, unless otherwise noted.

Investments in Derivatives

AUD

Australian Dollar

BRL

Brazilian Real

CAD

Canadian Dollar

CHF

Switzerland Franc

CLP

Chilean Peso

CNY

Chinese Yuan

COP

Colombia Peso

CZK

Czech Republic Koruna

EUR

Euro

EURIBOR

EURO Interbank Offer Rate

GBP

Pound Sterling

HUF

Hungary Forint

IDR

Indonesian Rupiah

INR

Indian Rupee

JPY

Japanese Yen

KRW

South Korean Won

LIBOR

London Interbank Offered Rate

M

Month

MXN

Mexican Peso

MYR

Malaysian Ringgit

NOK

Norwegian Krone

NZD

New Zealand Dollar

PEN

Peruvian Sol

PLN

Polish Zloty

REIT

Real Estate Investment Trust

REMIC

Real Estate Mortgage Investment Conduit

RON

Romanian Leu

RSD

Serbian Dinar

SOFR

Secured Overnight Financing Rate

SOFR30A

30 Day Average Secured Overnight Financing Rate

SOFR90A

90 Day Average Secured Overnight Financing Rate

SONIA

Sterling Overnight Interbank Average Rate

THB

Thai Baht

TBD

Bank loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, senior

loans typically trade without accrued interest and therefore a coupon rate is not available prior to settlement. At settlement, if still unknown, the borrower or counterparty will provide the Fund

with the final coupon rate and maturity date.

TRY

Turkish Lira

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

TSFR6M

CME Term Secured Overnight Financing Rate 6 Month

UGX

Ugandan Shilling

UYU

Uruguayan Peso

UZS

Uzbekistani Som

ZAR

South African Rand

^

Amount represents less than $1,000.

(a) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(b) When-issued or delayed delivery security.

(c) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid and may be resold in transactions exempt from registration,

which are normally those transactions with qualified institutional buyers. As of the end of the reporting period, the aggregate value of these securities is $2,305,544,448 or 19.5% of Total

Investments.

(d) Perpetual security. Maturity date is not applicable.

(e) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $45,947,124.

(f) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.

(g) Investments made with cash collateral received from securities on loan.

(h) The rate shown is the one-day yield as of the end of the reporting period.

Core Bond

Portfolio of Investments September 30, 2025

(continued)

Futures Contracts - Long

Description

Number of

Contracts

(000) Expiration

Date

Notional

Amount

(000) Value

(000) Unrealized

Appreciation

(Depreciation)

(000) U.S. Treasury 10-Year Note

1,852

12/19/25

$

206,646

$

208,350

$

1,704

U.S. Treasury 5-Year Note

3,919

12/31/25

426,522

427,936

1,414

Total

5,771

$

633,168

$

636,286

$

3,118

Forward Foreign Currency Contracts

Currency

Purchased

Receive

(000) Currency

Sold

Deliver

(000) Counterparty

Settlement Date

Unrealized

Appreciation

(Depreciation)

(000) $

1,524

NZD

2,532

Australia and New Zealand Banking Group Limited

10/10/25

$

702

AUD

1,061

Bank of America, N.A.

10/10/25

(0)

^

$

1,140

CHF

899

Bank of America, N.A.

10/10/25

$

22,690

CNH

160,755

Bank of America, N.A.

11/14/25

$

110,739

EUR

93,847

Bank of America, N.A.

10/10/25

$

4,115

EUR

3,487

Bank of America, N.A.

10/10/25

$

764

EUR

650

Bank of America, N.A.

10/10/25

^

$

1,498

EUR

1,275

Bank of America, N.A.

10/10/25

$

25,443

GBP

18,723

Bank of America, N.A.

10/10/25

$

32,596

JPY

4,734,315

Bank of America, N.A.

10/10/25

547

$

1,173

CZK

24,319

Citibank N.A.

10/10/25

^

$

8,804

KRW

12,190,870

Citibank N.A.

10/15/25

$

685

RON

2,968

Citibank N.A.

10/10/25

$

541

HUF

181,629

Goldman Sachs

10/10/25

(6)

$

1,396

PLN

5,063

Goldman Sachs

10/10/25

JPY

354,707

$

2,404

Goldman Sachs

10/10/25

(3)

JPY

315,358

$

2,137

Goldman Sachs

10/10/25

(2)

$

10,849

CAD

14,765

Morgan Stanley Capital Services

10/10/25

$

512

EUR

Morgan Stanley Capital Services

10/10/25

$

706

EUR

599

Morgan Stanley Capital Services

10/10/25

$

EUR

Morgan Stanley Capital Services

10/10/25

$

706

EUR

595

Morgan Stanley Capital Services

10/10/25

$

MXN

8,338

Morgan Stanley Capital Services

10/10/25

(9)

$

608

NOK

6,121

Morgan Stanley Capital Services

10/10/25

(6)

$

PEN

1,710

Morgan Stanley Capital Services

10/15/25

(4)

EUR

$

Morgan Stanley Capital Services

10/10/25

EUR

680

$

799

Morgan Stanley Capital Services

10/10/25

(1)

GBP

717

$

965

Morgan Stanley Capital Services

10/10/25

(0)

^

JPY

334,279

$

2,262

Morgan Stanley Capital Services

10/10/25

$

5,220

AUD

7,988

Standard Chartered Bank

10/10/25

(67)

$

747

AUD

1,140

Standard Chartered Bank

10/10/25

(7)

$

2,421

IDR

39,909,990

Standard Chartered Bank

10/15/25

$

1,504

THB

47,593

Standard Chartered Bank

10/15/25

EUR

$

Standard Chartered Bank

10/10/25

(0)

^

JPY

196,628

$

1,334

Standard Chartered Bank

10/10/25

(3)

$

515

ZAR

9,047

Standard Chartered Bank

10/10/25

(8)

Total

$

1,773

Total unrealized appreciation on forward foreign currency contracts

$

1,889

Total unrealized depreciation on forward foreign currency contracts

$

(116)

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") and in conformity

with the applicable rules and regulations of the U.S. Securities and Exchange Commission ("SEC") related to interim filings. Part

F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain

footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or

omitted from this report pursuant to the rules of the SEC. For a full set of the Fund's notes to financial statements, please refer to

the Fund's most recently filed annual or semi-annual report.

Fair Value Measurements

The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Adviser,

subject to the review and oversight of the Board. Fair value is defined as the price that would be received upon selling an investment

or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the

investment. U.S. GAAP establishes the three-tier hierarchy that is used to maximize the use of observable market data and minimize

the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable

inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market

data obtained from sources independent of the reporting entity. Unobservable inputs reflect management's assumptions about the

assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information

available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.

Level 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest

rates, credit spreads, etc.).

Level 3 – Prices are determined using significant unobservable inputs (including management's assumptions in determining the

fair value of investments).

The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs

used to value them:

AUD

Australian Dollar

CAD

Canadian Dollar

CHF

Switzerland Franc

CNH

Chinese Yuan Renminbi Offshore

CZK

Czech Republic Koruna

EUR

Euro

GBP

Pound Sterling

HUF

Hungary Forint

IDR

Indonesia Rupiah

JPY

Japanese Yen

KRW

South Korean Won

MXN

Mexican Peso

NOK

Norwegian Krone

NZD

New Zealand Dollar

PEN

Peruvian Sol

PLN

Polish Zloty

RON

Romanian Leu

THB

Thai Baht

ZAR

South African Rand

^

Amount represents less than $1,000.

Credit Default Swaps - Centrally Cleared

SOLD

Counterparty

Reference

Entity

Fixed Rate

(Annualized)

Current

Credit

Spread(a)

Fixed Rate

Payment

Frequency

Maturity

Date

Notional

Amount

(000)(b)

Value

(000) Premiums

Paid

(Received)

(000) Unrealized

Appreciation

(Depreciation)

(000) Citigroup Global Markets,

Inc

CDX-

NAHYS45V1-5Y

5.000%

5.000%

Quarterly

12/20/30

$

150,000

$

(11,772)

$

(11,405)

$

(367)

(a) The credit spread generally serves as an indication of the current status of the payment/performance risk and therefore the likelihood of default of the credit derivative. The credit spread also reflects the cost

of buying/selling protection and may include upfront payments required to be made to enter into a credit default swap contract. Higher credit spreads are indicative of higher likelihood of performance by the

seller of protection.

(b) The maximum potential amount the Account could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs is defined under the terms of that

particular swap agreement. This amount may be reduced by any recoverable assets, if applicable.

Core Bond

Portfolio of Investments September 30, 2025

(continued)

Account

Level 1 (000)

Level 2 (000)

Level 3 (000)

Total (000)

Core Bond

Long-Term Investments

:

Bank loan obligations

$—

$20,688

$—

$20,688

Corporate bonds

—

3,137,450

—

3,137,450

Government bonds

—

6,861,757

—

6,861,757

Preferred stocks

4,435

—

—

4,435

Structured assets

—

1,584,611

—

1,584,611

Investments purchased with collateral from securities lending

35,874

—

—

35,874

Short-Term Investments

:

Government agency debt

—

72,308

—

72,308

Treasury debt

—

79,661

—

79,661

Investments in Derivatives

:

Futures contracts\*

3,118

—

—

3,118

Forward foreign currency contracts\*

—

1,773

—

1,773

Credit default swap contracts\*

—

(367) —

(367) Total

$43,427

$11,757,881

$—

$11,801,308

\*

Represents net unrealized appreciation (depreciation).

Portfolio of Investments September 30, 2025

Inflation-Linked Bond

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

LONG-TERM INVESTMENTS - 99.5%

BANK LOAN OBLIGATIONS - 0.2%

CAPITAL GOODS - 0.1%

$

2,072,708

(a) Core & Main LP, Term Loan B, (TSFR1M + 2.000%)

.166

%

07/27/28

$

2,076

1,925,000

(a) Fluidra, S.A., Term Loan B, (TSFR1M + 1.925%)

6.188 01/29/29

1,929

2,620,227

(a) Zurn Holdings, Inc., Term Loan B, (TSFR1M + 2.000%)

6.278 10/04/28

2,640

TOTAL CAPITAL GOODS

6,645

CONSUMER DURABLES & APPAREL - 0.0%

680,000

(a) Crocs, Inc., Term Loan, (TSFR3M + 2.250%)

6.252 02/20/29

683

TOTAL CONSUMER DURABLES & APPAREL

683

CONSUMER SERVICES - 0.1%

2,902,458

(a) 101B.C. Unlimited Liability Company, Term Loan B6, (TSFR1M + 1.750%)

5.913 09/23/30

2,896

2,407,125

(a) Flutter Financing B.V., Term Loan B, (TSFR3M + 1.750%)

5.752 11/29/30

2,404

TOTAL CONSUMER SERVICES

5,300

FINANCIAL SERVICES - 0.0%

1,503,605

(a) Trans Union, LLC, Term Loan B9, (TSFR1M + 1.750%)

5.913 06/24/31

1,504

TOTAL FINANCIAL SERVICES

1,504

HEALTH CARE EQUIPMENT & SERVICES - 0.0%

528,081

(a) Select Medical Corporation, Term Loan B, (TSFR1M + 2.000%)

6.163 12/03/31

530

TOTAL HEALTH CARE EQUIPMENT & SERVICES

530

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.0%

146,826

(a) Avantor Funding, Inc., Term Loan, (TSFR1M + 2.000%)

6.263 11/08/27

1,550,853

(a) Jazz Financing Lux S.a.r.l., First Lien Term Loan B, (TSFR1M + 2.250%)

6.413 05/05/28

1,554

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

1,702

SOFTWARE & SERVICES - 0.0%

1,694,000

(a) Gen Digital Inc., Term Loan B, (TSFR1M + 1.750%)

5.913 09/12/29

1,691

TOTAL SOFTWARE & SERVICES

1,691

TECHNOLOGY HARDWARE & EQUIPMENT - 0.0%

91,763

(a) Coherent Corp, (TSFR1M + 2.000%)

6.316 07/02/29

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

TOTAL BANK LOAN OBLIGATIONS

(Cost $18,052)

18,147

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

CORPORATE BONDS - 2.3%

AUTOMOBILES & COMPONENTS - 0.0%

2,000,000

(b) Ford Otomotiv Sanayi AS.

7.125 04/25/29

2,047

TOTAL AUTOMOBILES & COMPONENTS

2,047

BANKS - 0.2%

1,625,000

(b) Banco de Chile

2.990 12/09/31

1,483

3,000,000

Bank of America Corp

5.162 01/24/31

3,096

1,500,000

Bank of America Corp

5.511 01/24/36

1,568

1,825,000

(b) BBVA Bancomer S.A. Institucion de Banca Multiple Grupo Financiero BBVA Mexico

7.625 02/11/35

1,920

2,000,000

CitiBank NA

4.576 05/29/27

2,018

950,000

Citigroup, Inc

4.503 09/11/31

951

3,500,000

(c) JPMorgan Chase & Co

5.103 04/22/31

3,616

1,500,000

JPMorgan Chase & Co

5.502 01/24/36

1,569

2,000,000

Wells Fargo & Co

5.150 04/23/31

2,063

TOTAL BANKS

18,284

CAPITAL GOODS - 0.1%

2,000,000

Boeing Co

3.250 02/01/28

1,954

875,000

Embraer Netherlands Finance BV

5.980 02/11/35

928

1,275,000

(b) Sociedad Quimica y Minera de Chile S.A.

6.500 11/07/33

1,377

TOTAL CAPITAL GOODS

4,259

COMMERCIAL & PROFESSIONAL SERVICES - 0.1%

2,250,000

(b) Bidvest Group UK plc

6.200 09/17/32

2,264

Inflation-Linked Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

COMMERCIAL & PROFESSIONAL SERVICES

(continued)

$

1,111,000

(b) Prime Security Services Borrower LLC

5.750 %

04/15/26

$

1,116

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

3,380

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.1%

3,505,000

(b) Albertsons Cos, Inc

6.500 02/15/28

3,560

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

3,560

ENERGY - 0.6%

2,275,000

Ecopetrol S.A.

4.625 11/02/31

2,041

4,000,000

Ecopetrol S.A.

7.750 02/01/32

4,139

2,950,353

(b) EIG Pearl Holdings Sarl

3.545 08/31/36

2,721

1,500,000

Enbridge, Inc

6.000 11/15/28

1,578

2,000,000

Energy Transfer LP

6.400 12/01/30

2,168

2,000,000

EQT Corp

6.500 07/01/27

2,048

5,000,000

(b) Hilcorp Energy I LP

6.000 04/15/30

4,914

2,000,000

(b) Hilcorp Energy I LP

6.250 04/15/32

1,919

5,000,000

(b) Kinetik Holdings LP

5.875 06/15/30

5,029

5,000,000

Occidental Petroleum Corp

3.500 08/15/29

4,769

3,150,000

(b) Parkland Corp

4.625 05/01/30

3,063

4,000,000

Petrobras Global Finance BV

5.125 09/10/30

3,953

1,000,000

Petroleos Mexicanos

5.350 02/12/28

996

2,375,000

Petroleos Mexicanos

6.700 02/16/32

2,354

3,480,000

(b) Petronas Capital Ltd

4.950 01/03/31

3,592

2,000,000

(b) Petronas Capital Ltd

5.340 04/03/35

2,086

328,947

Reliance Industries Ltd

2.444 01/15/26

2,950,000

(b) Saudi Arabian Oil Co

5.250 07/17/34

3,034

TOTAL ENERGY

50,731

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 0.0%

1,000,000

Healthcare Realty Holdings LP

3.750 07/01/27

992

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

992

FINANCIAL SERVICES - 0.1%

2,000,000

AerCap Ireland Capital DAC

3.000 10/29/28

1,927

1,500,000

(b),(c)

Indian Railway Finance Corp Ltd

3.570 01/21/32

1,424

3,500,000

Morgan Stanley

5.192 04/17/31

3,614

1,000,000

Morgan Stanley

5.587 01/18/36

1,047

TOTAL FINANCIAL SERVICES

8,012

FOOD, BEVERAGE & TOBACCO - 0.1%

3,000,000

(b) Bimbo Bakeries USA, Inc

6.400 01/15/34

3,268

3,000,000

(b) Gruma SAB de C.V.

5.390 12/09/34

3,064

2,000,000

(b) Mars, Inc

4.800 03/01/30

2,038

TOTAL FOOD, BEVERAGE & TOBACCO

8,370

HEALTH CARE EQUIPMENT & SERVICES - 0.2%

2,000,000

CVS Health Corp

1.300 08/21/27

1,895

2,000,000

HCA, Inc

5.625 09/01/28

2,064

11,380,000

Montefiore Medical Center

2.895 04/20/32

10,156

2,000,000

UnitedHealth Group, Inc

4.000 05/15/29

1,993

TOTAL HEALTH CARE EQUIPMENT & SERVICES

16,108

INSURANCE - 0.0%

2,000,000

Reinsurance Group of America, Inc

5.750 09/15/34

2,091

TOTAL INSURANCE

2,091

MATERIALS - 0.2%

1,750,000

Amcor Group Finance plc

5.450 05/23/29

1,808

600,000

(b) Antofagasta plc

5.625 05/13/32

621

1,575,000

(b) Antofagasta plc

6.250 05/02/34

1,688

1,175,000

(b) Antofagasta plc

5.625 09/09/35

1,197

4,700,000

(b) Corp Nacional del Cobre de Chile

5.125 02/02/33

4,714

1,500,000

(b) Corp Nacional del Cobre de Chile

6.330 01/13/35

1,600

2,500,000

(b) Freeport Indonesia PT

5.315 04/14/32

2,530

650,000

(b),(c)

Nexa Resources S.A.

6.750 04/09/34

690

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MATERIALS

(continued)

$

2,300,000

(b) OCP S.A.

6.750 %

05/02/34

$

2,500

TOTAL MATERIALS

17,348

MEDIA & ENTERTAINMENT - 0.1%

5,000,000

(b) CCO Holdings LLC

5.125 05/01/27

4,966

TOTAL MEDIA & ENTERTAINMENT

4,966

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.0%

2,000,000

Amgen, Inc

5.150 03/02/28

2,047

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

2,047

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.1%

1,715,000

(b),(c)

SK Hynix, Inc

6.500 01/17/33

1,891

1,575,000

TSMC Arizona Corp

1.750 10/25/26

1,537

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

3,428

SOFTWARE & SERVICES - 0.0%

975,000

Oracle Corp

5.200 09/26/35

980

TOTAL SOFTWARE & SERVICES

980

TELECOMMUNICATION SERVICES - 0.2%

2,000,000

AT&T, Inc

2.550 12/01/33

1,703

3,550,000

(b) Sitios Latinoamerica SAB de C.V.

6.000 11/25/29

3,689

500,000

(b) Telefonica Moviles Chile S.A.

3.537 11/18/31

2,000,000

T-Mobile USA, Inc

5.050 07/15/33

2,043

4,500,000

(b) Turk Telekomunikasyon AS.

6.950 10/07/32

4,473

2,000,000

Verizon Communications, Inc

5.250 04/02/35

2,034

TOTAL TELECOMMUNICATION SERVICES

14,223

TRANSPORTATION - 0.1%

2,500,000

(b) Grupo Aeromexico SAB de C.V.

8.625 11/15/31

2,497

2,000,000

(b) Latam Airlines Group S.A.

7.625 01/07/31

2,071

5,460,000

(b) Transnet SOC Ltd

8.250 02/06/28

5,759

TOTAL TRANSPORTATION

10,327

UTILITIES - 0.1%

1,450,000

(b) Banco Nacional de Comercio Exterior SNC

5.875 05/07/30

1,502

1,700,000

(b) Comision Federal de Electricidad

5.700 01/24/30

1,726

2,000,000

Duke Energy Carolinas LLC

.550

04/15/31

1,831

2,500,000

(b) Ferrellgas LP

5.875 04/01/29

2,327

2,000,000

Florida Power & Light Co

4.800 05/15/33

2,034

1,450,000

(b) Israel Electric Corp Ltd

3.750 02/22/32

1,342

TOTAL UTILITIES

10,762

TOTAL CORPORATE BONDS

(Cost $180,567)

181,915

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

GOVERNMENT BONDS - 93.1%

FOREIGN GOVERNMENT BONDS - 0.1%

6,250,000

(b) Central American Bank for Economic Integration

.000

02/09/26

6,264

TOTAL FOREIGN GOVERNMENT BONDS

6,264

MORTGAGE BACKED - 1.9%

360,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

7.456 03/25/42

6,235,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.350%)

7.706 01/25/43

6,515

4,465,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

7.906 05/25/43

4,714

918,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 2.700%)

7.056 07/25/43

950

6,324,200

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.900%)

9.188 07/25/43

6,664

4,510,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

7.906 10/25/43

4,717

5,710,383

(a) Fannie Mae REMICS, (SOFR30A + 1.400%)

5.756 08/25/54

5,756

17,000,000

(a),(b)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%)

7.706 05/25/42

17,653

4,355,000

(a),(b)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.500%)

8.856 06/25/42

4,609

10,605,000

(a),(b)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.250%)

7.598 04/25/43

11,113

13,215,899

Ginnie Mae I Pool

3.600 09/15/31

12,914

6,760,166

Ginnie Mae I Pool

3.650 02/15/32

6,604

1,729,710

Ginnie Mae I Pool

3.380 07/15/35

1,642

2,341,840

Ginnie Mae I Pool

3.870 10/15/36

2,258

29,911,082

Ginnie Mae I Pool

1.730 07/15/37

25,566

20,511,746

Ginnie Mae I Pool

1.650 07/15/42

16,127

Inflation-Linked Bond

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MORTGAGE BACKED

(continued)

$

23,099,954

Ginnie Mae I Pool

2.750 %

01/15/45

$

21,807

TOTAL MORTGAGE BACKED

149,979

OTHER MORTGAGE BACKED - 0.0%

3,700,000

(a),(b)

DK Trust, (TSFR1M + 1.593%)

5.943 08/15/37

3,706

1,150,000

(a),(b)

DK Trust, (TSFR1M + 1.843%)

5.993 08/15/37

1,153

TOTAL OTHER MORTGAGE BACKED

4,859

U.S. TREASURY SECURITIES - 91.1%

13,694,670

(d) United States Treasury Inflation Indexed Bonds

0.125 10/15/25

13,685

122,390,347

(d) United States Treasury Inflation Indexed Bonds

0.625 01/15/26

122,044

31,615,159

(d) United States Treasury Inflation Indexed Bonds

2.000 01/15/26

31,643

92,197,985

(d) United States Treasury Inflation Indexed Bonds

0.125 04/15/26

91,711

111,517,210

(d) United States Treasury Inflation Indexed Bonds

0.125 07/15/26

111,127

250,927,888

(d) United States Treasury Inflation Indexed Bonds

0.125 10/15/26

249,539

211,958,880

(d) United States Treasury Inflation Indexed Bonds

0.375 01/15/27

210,301

132,887,817

(d) United States Treasury Inflation Indexed Bonds

2.375 01/15/27

135,227

165,208,040

(d) United States Treasury Inflation Indexed Bonds

0.125 04/15/27

162,919

154,504,350

(d) United States Treasury Inflation Indexed Bonds

0.375 07/15/27

153,454

147,214,800

(d) United States Treasury Inflation Indexed Bonds

1.625 10/15/27

149,574

252,096,075

(d) United States Treasury Inflation Indexed Bonds

0.500 01/15/28

249,166

188,733,456

(d) United States Treasury Inflation Indexed Bonds

1.750 01/15/28

191,816

213,989,965

(d) United States Treasury Inflation Indexed Bonds

1.250 04/15/28

214,807

135,262,402

(d) United States Treasury Inflation Indexed Bonds

3.625 04/15/28

143,879

120,581,593

(d) United States Treasury Inflation Indexed Bonds

0.750 07/15/28

120,024

59,693,190

(d) United States Treasury Inflation Indexed Bonds

2.375 10/15/28

62,175

293,603,940

(d) United States Treasury Inflation Indexed Bonds

0.875 01/15/29

291,354

147,297,403

(d) United States Treasury Inflation Indexed Bonds

2.500 01/15/29

153,900

394,051,245

(d) United States Treasury Inflation Indexed Bonds

2.125 04/15/29

406,734

53,722,827

(d) United States Treasury Inflation Indexed Bonds

3.875 04/15/29

58,728

246,257,700

(d) United States Treasury Inflation Indexed Bonds

0.250 07/15/29

238,866

150,122,643

(d) United States Treasury Inflation Indexed Bonds

1.625 10/15/29

153,092

297,094,519

(d) United States Treasury Inflation Indexed Bonds

0.125 01/15/30

283,610

284,877,378

(d) United States Treasury Inflation Indexed Bonds

1.625 04/15/30

289,240

173,220,101

(d) United States Treasury Inflation Indexed Bonds

0.125 07/15/30

164,684

318,786,143

(d) United States Treasury Inflation Indexed Bonds

0.125 01/15/31

299,318

283,789,370

(d) United States Treasury Inflation Indexed Bonds

0.125 07/15/31

264,997

160,212,831

(d) United States Treasury Inflation Indexed Bonds

0.125 01/15/32

147,508

50,229,240

(d) United States Treasury Inflation Indexed Bonds

3.375 04/15/32

56,207

255,102,510

(d) United States Treasury Inflation Indexed Bonds

0.625 07/15/32

241,424

358,166,724

(d) United States Treasury Inflation Indexed Bonds

1.125 01/15/33

347,118

277,905,246

(d) United States Treasury Inflation Indexed Bonds

1.375 07/15/33

273,608

444,601,056

(d) United States Treasury Inflation Indexed Bonds

1.750 01/15/34

446,672

344,718,030

(d) United States Treasury Inflation Indexed Bonds

1.875 07/15/34

349,721

333,859,232

(d) United States Treasury Inflation Indexed Bonds

2.125 01/15/35

343,690

72,373,079

(d) United States Treasury Inflation Indexed Bonds

1.875 07/15/35

72,959

TOTAL U.S. TREASURY SECURITIES

7,296,521

TOTAL GOVERNMENT BONDS

(Cost $7,492,723)

7,457,623

SHARES

DESCRIPTION

VALUE (000)

INVESTMENT COMPANIES - 0.1%

475,737

Invesco Senior Loan ETF

9,957

TOTAL INVESTMENT COMPANIES

(Cost $10,002)

9,957

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

STRUCTURED ASSETS - 3.8%

ASSET BACKED - 1.7%

4,925,000

CNH Equipment Trust, Series 2024 C

4.030 01/15/30

4,935

2,887,500

(b) DB Master Finance LLC, Series 2021 1A

.045

11/20/51

2,811

5,678,750

(b) DB Master Finance LLC, Series 2021 1A

2.493 11/20/51

5,352

4,235,000

(b) DB Master Finance LLC, Series 2021 1A

2.791 11/20/51

3,759

14,055,000

Ford Credit Auto Owner Trust, Series 2024 C

4.070 07/15/29

14,089

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

ASSET BACKED

(continued)

$

18,000,000

(b) Ford Credit Auto Owner Trust, Series 2024 1

4.870 %

08/15/36

$

18,432

9,900,000

GM Financial Consumer Automobile Receivables Trust, Series 2024 4

4.400 08/16/29

9,968

2,934,427

(b),(e)

Industrial DPR Funding Ltd, Series 2022 1A

5.380 04/15/34

2,639

2,041,005

(b) MVW LLC, Series 2021 2A

1.830 05/20/39

1,933

6,108,962

(b) Oak Street Investment Grade Net Lease Fund Series, Series 2021 2A

2.380 11/20/51

5,891

3,859,944

(b) Sunnova Helios VIII Issuer LLC, Series 2022 A

2.790 02/22/49

3,266

16,425,000

(b) Tesla Auto Lease Trust, Series 2024 B

4.820 10/20/27

16,516

18,650,000

Toyota Auto Receivables Owner Trust, Series 2024 D

4.400 06/15/29

18,777

25,000,000

(b) Verizon Master Trust Series, Series 2024 5

5.000 06/21/32

25,764

TOTAL ASSET BACKED

134,132

OTHER MORTGAGE BACKED - 2.1%

5,000,000

(a),(b)

ARDN Mortgage Trust, (TSFR1M + 1.750%), Series 2025 ARCP

5.900 06/15/35

5,008

3,000,000

(a),(b)

ARDN Mortgage Trust, (TSFR1M + 3.000%), Series 2025 ARCP

7.150 06/15/35

3,007

2,000,000

(a) Benchmark Mortgage Trust, Series 2018 B2

4.435 02/15/51

1,528

12,600,000

(a),(b)

BX Commercial Mortgage Trust, (TSFR1M + 1.312%), Series 2021 XL2

5.462 10/15/38

12,593

5,277,870

(a),(b)

BX Commercial Mortgage Trust, (TSFR1M + 1.385%), Series 2021 CIP

5.535 12/15/38

5,277

4,762,490

(a),(b)

BX Commercial Mortgage Trust, (TSFR1M + 1.392%), Series 2024 XL5

5.542 03/15/41

4,771

1,855,952

(a),(b)

BX Trust, (TSFR1M + 1.501%), Series 2021 SDMF

6.598 09/15/34

1,849

2,000,000

(a),(b)

BX TRUST, (TSFR1M + 1.840%), Series 2022 AHP

5.990 01/17/39

1,999

5,650,000

(a),(b)

Citigroup Commercial Mortgage Trust, (TSFR1M + 2.014%), Series 2021 PRM2

6.165 10/15/38

5,618

7,500,000

(a),(b)

Citigroup Commercial Mortgage Trust, (TSFR1M + 2.514%), Series 2021 PRM2

6.665 10/15/38

7,496

706,540

(b) COMM Mortgage Trust, Series 2013 CR6

3.397 03/10/46

689

1,765,535

(a) COMM Mortgage Trust, Series 2014 CR14

3.792 02/10/47

1,718

5,130,062

COMM Mortgage Trust, Series 2014 CR17

4.377 05/10/47

4,993

2,500,000

(a) COMM Mortgage Trust, Series 2015 CR26

4.647 10/10/48

2,464

150,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.850%), Series 2022 R06

8.206 05/25/42

4,000,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR + 3.600%), Series 2022 R08

7.956 07/25/42

4,163

4,500,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 4.750%), Series 2022 R09

9.106 09/25/42

4,799

10,855,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.750%), Series 2023 R01

8.106 12/25/42

11,410

2,949,000

DBJPMortgage Trust, Series 2016 C1

3.539 05/10/49

2,906

4,041,327

(a),(b)

ELP Commercial Mortgage Trust, (TSFR1M + 1.434%), Series 2021 ELP

5.585 11/15/38

4,038

1,983,473

(a),(b)

ELP Commercial Mortgage Trust, (TSFR1M + 2.233%), Series 2021 ELP

6.384 11/15/38

1,983

11,000,000

(b) GM Financial Revolving Receivables Trust, Series 2024 1

4.980 12/11/36

11,288

5,000,000

(a),(b)

INTOWN Mortgage Trust, (TSFR1M + 2.250%), Series 2025 STAY

6.500 03/15/42

5,001

2,000,000

(b) JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020 NNN

3.620 01/16/37

840

2,391,000

(a),(b)

JP Morgan Chase Commercial Mortgage Securities Trust, (TSFR1M + 2.064%), Series 2021

MHC

6.215 04/15/38

2,395

2,200,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2014 C23

4.688 09/15/47

2,137

5,750,000

(a),(b)

MF1 LLC, (TSFR1M + 1.488%), Series 2025 FL19

5.624 05/18/42

5,775

2,500,000

(b) MRCD Mortgage Trust, Series 2019 PARK

2.718 12/15/36

1,863

2,500,000

(b) MRCD Mortgage Trust, Series 2019 PARK

2.718 12/15/36

1,765

8,497,000

(a),(b)

MTN Commercial Mortgage Trust, (TSFR1M + 1.397%), Series 2022 LPFL

5.557 03/15/39

8,498

6,555,000

(a),(b)

MTN Commercial Mortgage Trust, (TSFR1M + 2.943%), Series 2022 LPFL

7.773 03/15/39

6,547

2,500,000

(a),(b)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 2.279%), Series 2019 MILE

6.430 07/15/36

2,133

2,000,000

(a),(b)

NYC Trust, (TSFR1M + 2.291%), Series 2024 3ELV

6.441 08/15/29

2,010

2,000,000

(a),(b)

PKHL Commercial Mortgage Trust, (TSFR1M + 0.994%), Series 2021 MF

5.145 07/15/38

1,883

2,100,000

(a),(b)

SCG Trust, (TSFR1M + 1.500%), Series 2025 SNIP

5.750 09/15/30

2,105

7,325,417

(a),(b)

SMR Mortgage Trust, (TSFR1M + 2.400%), Series 2022 IND

6.550 02/15/39

7,337

5,000,000

(a),(b)

TX Trust, (TSFR1M + 1.591%), Series 2024 HOU

5.742 06/15/39

4,998

7,165,000

UBS Commercial Mortgage Trust, Series 2017 C1

4.036 06/15/50

6,815

6,096,642

(a),(b)

Verus Securitization Trust, Series 2021 7

2.240 10/25/66

5,398

1,951,000

(a) WFRBS Commercial Mortgage Trust, Series 2013 C11

4.146 03/15/45

1,880

TOTAL OTHER MORTGAGE BACKED

169,133

TOTAL STRUCTURED ASSETS

(Cost $306,661)

303,265

TOTAL LONG-TERM INVESTMENTS

(Cost $8,008,005)

7,970,907

Inflation-Linked Bond

Portfolio of Investments September 30, 2025

(continued)

Investments in Derivatives

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") and in conformity

with the applicable rules and regulations of the U.S. Securities and Exchange Commission ("SEC") related to interim filings. Part

F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain

footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or

omitted from this report pursuant to the rules of the SEC. For a full set of the Fund's notes to financial statements, please refer to

the Fund's most recently filed annual or semi-annual report.

SHARES

DESCRIPTION

RATE

VALUE (000)

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.1%

6,018,521

(f) State Street Navigator Securities Lending Government Money Market Portfolio

4.180%(g)

$

6,019

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $6,019)

6,019

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

SHORT-TERM INVESTMENTS - 0.4%

REPURCHASE AGREEMENT - 0.4%

$

33,272,000

(h) Fixed Income Clearing Corporation

4.200 10/01/25

33,272

TOTAL REPURCHASE AGREEMENT

33,272

TOTAL SHORT-TERM INVESTMENTS

(Cost $33,272)

33,272

TOTAL INVESTMENTS - 100.0%

(Cost $8,047,296)

8,010,198

OTHER ASSETS & LIABILITIES, NET - (0.0)%

(2,565)

NET ASSETS - 100.0%

$8,007,633

ETF

Exchange Traded Fund

REMIC

Real Estate Mortgage Investment Conduit

SOFR

Secured Overnight Financing Rate

SOFR30A

30 Day Average Secured Overnight Financing Rate

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

(a) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(b) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid and may be resold in transactions exempt from registration,

which are normally those transactions with qualified institutional buyers. As of the end of the reporting period, the aggregate value of these securities is $397,465,911 or 5.0% of Total

Investments.

(c) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $5,786,533.

(d) Principal amount for interest accrual purposes is periodically adjusted based on changes in the Consumer Price Index.

(e) For fair value measurement disclosure purposes, investment classified as Level 3.

(f) Investments made with cash collateral received from securities on loan.

(g) The rate shown is the one-day yield as of the end of the reporting period.

(h) Agreement with Fixed Income Clearing Corporation, 4.200% dated 9/30/25 to be repurchased at $33,275,882 on 10/1/25, collateralized by Government Agency Securities, with coupon rate

0.125% and maturity date 1/15/32, valued at $33,937,475.

Futures Contracts - Long

Description

Number of

Contracts

(000) Expiration

Date

Notional

Amount

(000) Value

(000) Unrealized

Appreciation

(Depreciation)

(000) U.S. Treasury 10-Year Note

988

12/19/25

$

110,241

$

111,150

$

909

U.S. Treasury 2-Year Note

523

12/31/25

108,789

108,992

U.S. Treasury 5-Year Note

1,293

12/31/25

140,723

141,190

Total

2,804

$

359,753

$

361,332

$

1,579

Fair Value Measurements

The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Adviser,

subject to the review and oversight of the Board. Fair value is defined as the price that would be received upon selling an investment

or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the

investment. U.S. GAAP establishes the three-tier hierarchy that is used to maximize the use of observable market data and minimize

the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable

inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market

data obtained from sources independent of the reporting entity. Unobservable inputs reflect management's assumptions about the

assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information

available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.

Level 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest

rates, credit spreads, etc.).

Level 3 – Prices are determined using significant unobservable inputs (including management's assumptions in determining the

fair value of investments).

The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs

used to value them:

Account

Level 1 (000)

Level 2 (000)

Level 3 (000)

Total (000)

Inflation-Linked Bond

Long-Term Investments

:

Bank loan obligations

$—

$18,147

$—

$18,147

Corporate bonds

—

181,915

—

181,915

Government bonds

—

7,457,623

—

7,457,623

Investment companies

9,957

—

—

9,957

Structured assets

—

300,626

2,639

303,265

Investments purchased with collateral from securities lending

6,019

—

—

6,019

Short-Term Investments

:

Repurchase agreement

—

33,272

—

33,272

Investments in Derivatives

:

Futures contracts\*

1,579

—

—

1,579

Total

$17,555

$7,991,583

$2,639

$8,011,777

\*

Represents net unrealized appreciation (depreciation).

Social Choice

Portfolio of Investments September 30, 2025

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

LONG-TERM INVESTMENTS - 99.4%

BANK LOAN OBLIGATIONS - 0.2%

CAPITAL GOODS - 0.0%

$

450,366

(a),(b)

KDC Agribusiness Fairless Hills LLC

12.000 %

09/17/25

$0^

TOTAL CAPITAL GOODS

0^

COMMERCIAL & PROFESSIONAL SERVICES - 0.1%

15,360,000

(c) Liberty Tire Recycling Holdco, LLC, Term Loan, (TSFR1M + 4.500%)

8.778 05/08/28

15,360

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

15,360

UTILITIES - 0.1%

10,944,627

(c) TerraForm Power Operating, LLC, Term Loan B, (TSFR3M + 2.000%)

6.002 05/30/29

10,948

4,676,500

(c) Vistra Zero Operating Company, LLC, Term Loan B, (TSFR1M + 2.000%)

6.163 04/30/31

4,634

TOTAL UTILITIES

15,582

TOTAL BANK LOAN OBLIGATIONS

(Cost $31,231)

30,942

SHARES

DESCRIPTION

VALUE (000)

COMMON STOCKS - 59.4%

AUTOMOBILES & COMPONENTS - 0.4%

113,025

(d) Aptiv plc

9,745

186,559

Bayerische Motoren Werke AG.

18,803

366,900

Bridgestone Corp

16,957

416,728

Cie Generale des Etablissements Michelin S.C.A

15,008

671,100

(d) Isuzu Motors Ltd

8,458

22,944

(d),(e)

Rivian Automotive, Inc

1,085,269

Yamaha Motor Co Ltd

8,126

TOTAL AUTOMOBILES & COMPONENTS

77,434

BANKS - 3.4%

1,117,638

Australia and New Zealand Banking Group

24,542

1,771,446

Banco Bilbao Vizcaya Argentaria S.A.

34,135

846,822

Bank Hapoalim Ltd

17,214

3,156,757

BOC Hong Kong Holdings Ltd

14,789

974,476

Citigroup, Inc

98,909

1,366

Citizens Financial Group, Inc

429,833

Commonwealth Bank of Australia

47,468

1,207,500

Concordia Financial Group Ltd

9,245

592,025

DNB Bank ASA

16,136

173,218

Erste Bank der Oesterreichischen Sparkassen AG.

17,028

4,352,653

(d) HSBC Holdings plc

61,429

4,846,851

Intesa Sanpaolo S.p.A.

32,082

659,447

JPMorgan Chase & Co

208,009

143,076

KBC Groep NV

17,146

556,324

Mediobanca S.p.A.

11,274

848,221

Mizuho Financial Group, Inc

28,514

1,532,867

Oversea-Chinese Banking Corp

19,543

2,518

PNC Financial Services Group, Inc

506

11,713

Regions Financial Corp

310,495

Societe Generale

20,672

1,048,991

Standard Chartered plc

20,358

1,118,300

Sumitomo Mitsui Financial Group, Inc

31,461

1,116,838

Svenska Handelsbanken AB

14,572

8,538

Truist Financial Corp

TOTAL BANKS

745,804

CAPITAL GOODS - 6.4%

3,206

3M Co

477,518

ABB Ltd

34,555

183,196

ACS Actividades de Construccion y Servicios S.A.

14,685

123,553

AerCap Holdings NV

14,950

231,561

(d) Alfa Laval AB

10,574

405,655

Alstom RGPT

10,615

239,621

Ashtead Group plc

16,069

487,399

(d) Assa Abloy AB

16,965

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

969,619

(d) Atlas Copco AB

$

14,590

1,154,768

(d) Atlas Copco AB

19,583

91,297

(d) Axon Enterprise, Inc

65,518

222,654

Bouygues S.A.

10,043

183,980

Bunzl plc

5,815

578,977

Carrier Global Corp

34,565

223,783

Caterpillar, Inc

106,778

17,300

CNH Industrial NV

3,787

Cummins, Inc

1,600

375,800

(d) Daifuku Co Ltd

12,027

114,200

(d) Daikin Industries Ltd

13,163

115,536

(e) DCC plc

7,437

134,813

Deere & Co

61,645

Dover Corp

240,867

Eaton Corp plc

90,144

80,554

Eiffage S.A.

10,320

87,215

(d) Epiroc AB

1,650

141,727

(d) Epiroc AB

3,000

567,855

(d) Fanuc Ltd

16,318

3,164

(d) Fastenal Co

576

Ferguson Enterprises, Inc

1,880

Fortive Corp

158,033

GE Vernova, Inc

97,174

178,713

(d) GEA Group AG.

13,213

9,137

(d) Geberit AG.

6,900

2,855

Graco, Inc

(d) IDEX Corp

282,472

Illinois Tool Works, Inc

73,657

625,425

Ingersoll Rand, Inc

51,673

928,900

(d) Ishikawajima-Harima Heavy Industries Co Ltd

17,300

6,519

Johnson Controls International plc

717

1,751,970

Keppel Corp Ltd

12,127

144,706

(d) Kingspan Group plc

12,099

85,003

(d) Knorr-Bremse AG.

7,998

514,400

Komatsu Ltd

17,920

1,096,900

(d) Kubota Corp

13,782

125,545

(d) Legrand S.A.

20,861

729,018

(d),(e)

Metso Outotec Oyj

10,049

846,200

Mitsubishi Electric Corp

21,734

707,700

(d) Nidec Corp

12,579

160,100

Obayashi Corp

2,628

Owens Corning, Inc

60,186

Parker-Hannifin Corp

45,630

Pentair plc

162,841

(d) Prysmian S.p.A.

16,206

183,912

Quanta Services, Inc

76,217

262,284

Rexel S.A.

8,635

957

Rockwell Automation, Inc

640,732

(d) Sandvik AB

17,899

153,100

Schneider Electric S.A.

43,093

41,500

(d) Sekisui Chemical Co Ltd

773

192,895

Siemens AG.

52,077

398,959

Smiths Group plc

12,649

475,500

Swire Pacific Ltd (Class A)

4,030

74,925

Trane Technologies plc

31,615

716

United Rentals, Inc

684

22,190

(d),(f)

VAT Group AG.

8,858

759,100

(d) Vestas Wind Systems A.S.

14,441

37,099

W.W. Grainger, Inc

35,354

494,714

(d) Wartsila Oyj (B Shares)

14,839

Social Choice

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

CAPITAL GOODS

(continued)

104,846

Xylem, Inc

$

15,465

TOTAL CAPITAL GOODS

1,385,357

COMMERCIAL & PROFESSIONAL SERVICES - 1.2%

267,616

Automatic Data Processing, Inc

78,545

923,423

Brambles Ltd

15,151

2,380

Broadridge Financial Solutions, Inc

567

249,071

(d) Bureau Veritas S.A.

7,812

483,397

Computershare Ltd

11,614

1,147,881

(d) Copart, Inc

51,620

217,428

Dai Nippon Printing Co Ltd

3,697

84,695

Paychex, Inc

10,736

45,233

(d) Randstad Holdings NV

1,929

454,000

Recruit Holdings Co Ltd

24,409

549,038

RELX plc

26,232

138,042

Secom Co Ltd

5,065

62,514

SGS S.A.

6,497

1,371

TransUnion

1,081

Veralto Corp

81,027

Wolters Kluwer NV

11,060

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

255,164

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 2.1%

(d) Autozone, Inc

(d) Burlington Stores, Inc

1,212

(d) Carvana Co

25,834

Dieteren S.A.

4,849

764,934

eBay, Inc

69,571

64,800

Fast Retailing Co Ltd

19,681

679

Genuine Parts Co

54,291

(e) Hennes & Mauritz AB (B Shares)

1,015

321,608

Home Depot, Inc

130,312

401,892

Industria de Diseno Textil S.A.

22,242

1,505,698

(d) Kingfisher plc

6,272

136,580

Lowe's Cos, Inc

34,324

(d) Mercadolibre, Inc

799

21,176

Pool Corp

6,566

446,080

Prosus NV

31,545

764,700

(d) Rakuten, Inc

4,959

664,984

TJX Cos, Inc

96,117

4,840

Tractor Supply Co

(d) Ulta Beauty, Inc

401,864

(d) Wesfarmers Ltd

24,447

1,624

Williams-Sonoma, Inc

100,912

(d),(f)

Zalando SE

3,097

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

457,401

CONSUMER DURABLES & APPAREL - 0.7%

66,177

(d) Adidas-Salomon AG.

14,022

476,600

Asics Corp

12,471

519,680

(d) Barratt Developments plc

2,734

134,911

(d) Deckers Outdoor Corp

13,676

2,369

DR Horton, Inc

9,455

Hermes International

23,250

55,626

Kering

18,640

520

(d) Lululemon Athletica, Inc

171,437

Moncler S.p.A

10,090

(d) NVR, Inc

1,533,000

Panasonic Corp

16,639

714

Pulte Homes, Inc

89,500

Sekisui House Ltd

2,035

1,652,000

Sony Corp

47,490

TOTAL CONSUMER DURABLES & APPAREL

161,716

CONSUMER SERVICES - 2.1%

221,986

Amadeus IT Holding S.A.

17,646

SHARES

DESCRIPTION

VALUE (000)

CONSUMER SERVICES

(continued)

17,230

Booking Holdings, Inc

$

93,029

598,310

Compass Group plc

20,394

1,439

Darden Restaurants, Inc

150,216

(d) DoorDash, Inc

40,857

125,721

(d) Expedia Group, Inc

26,873

281,669

McDonald's Corp

85,596

552,200

Oriental Land Co Ltd

13,293

660,083

(d) Pearson plc

9,387

234,383

Royal Caribbean Cruises Ltd

75,842

683,953

Starbucks Corp

57,862

207,157

(d) Whitbread plc

8,988

3,316

Yum! Brands, Inc

504

TOTAL CONSUMER SERVICES

450,545

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.6%

660,000

(d) Aeon Co Ltd

8,011

637,964

(d) Carrefour S.A.

9,668

929,023

(d) Coles Group Ltd

14,300

2,001

(d) Dollar Tree, Inc

1,934,483

(d) J Sainsbury plc

8,698

24,505

(d) Kesko Oyj (B Shares)

522

418,301

(d) Koninklijke Ahold Delhaize NV

16,926

6,319

Kroger Co

1,136,620

(d) Marks & Spencer Group plc

5,577

346,593

Target Corp

31,089

3,367,407

Tesco plc

20,183

612,941

Woolworths Ltd

10,817

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

126,406

ENERGY - 0.7%

1,556,947

Baker Hughes Co

75,855

6,504

Cheniere Energy, Inc

1,528

1,124

Halliburton Co

508,413

Neste Oil Oyj

9,341

831,416

ONEOK, Inc

60,668

TOTAL ENERGY

147,420

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.4%

2,351

American Tower Corp

817

Boston Properties, Inc

1,190

Crown Castle, Inc

85,991

Equinix, Inc

67,352

65,487

(d) Fonciere Des Regions

4,414

53,066

Gecina S.A.

5,331

692,525

Goodman Group

15,008

239,025

Iron Mountain, Inc

24,366

635,022

Prologis, Inc

72,723

475,164

(d) Segro plc

4,198

169,197

Stockland Trust Group

684

134,644

Unibail-Rodamco-Westfield

14,180

498,279

Welltower, Inc

88,763

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

297,647

FINANCIAL SERVICES - 5.5%

402,676

3i Group plc

22,197

291,040

American Express Co

96,672

134,146

Ameriprise Financial, Inc

65,899

6,128

Annaly Capital Management, Inc

58,468

(d) Australian Stock Exchange Ltd

2,266

538,354

Bank of New York Mellon Corp

58,659

1,564,300

(d),(e)

Daiwa Securities Group, Inc

12,712

72,301

Deutsche Boerse AG.

19,361

383,171

(d) EQT AB

13,289

Factset Research Systems, Inc

1,680

Fidelity National Information Services, Inc

135,400

Goldman Sachs Group, Inc

107,826

Social Choice

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

FINANCIAL SERVICES

(continued)

445,746

(d) Hong Kong Exchanges and Clearing Ltd

$

25,305

160,478

(d) London Stock Exchange Group plc

18,404

143,358

Macquarie Group Ltd

20,808

250,349

Mastercard, Inc (Class A)

142,401

156,594

Moody's Corp

74,614

630,467

Morgan Stanley

100,219

184,388

Nasdaq Stock Market, Inc

16,309

2,188,500

(d) Nomura Holdings, Inc

16,039

918,234

(d) PayPal Holdings, Inc

61,577

175,232

S&P Global, Inc

85,287

929,630

(d) Schroders plc

4,717

538,450

Synchrony Financial

38,257

917,598

UBS Group AG

37,726

470,156

Visa, Inc (Class A)

160,502

TOTAL FINANCIAL SERVICES

1,201,304

FOOD, BEVERAGE & TOBACCO - 1.5%

576,926

Ajinomoto Co, Inc

16,540

3,327

Archer-Daniels-Midland Co

339,066

Associated British Foods plc

9,369

2,612

(e) Barry Callebaut AG.

3,597

1,758

Bunge Global S.A.

1,135,038

Coca-Cola Co

75,276

147,632

(d) Coca-Cola Europacific Partners plc

13,347

228,053

Coca-Cola HBC AG.

10,759

239,870

Danone

20,901

5,927

(d) General Mills, Inc

5,201

Hormel Foods Corp

118,369

Kerry Group plc (Class A)

10,686

2,155

Keurig Dr Pepper, Inc

245,500

(e) Kikkoman Corp

2,079

16,685

(d) Kraft Heinz Co

2,818

McCormick & Co, Inc

552,521

Mowi ASA

11,689

609,957

Nestle S.A.

56,015

799,409

Orkla ASA

8,358

629,960

PepsiCo, Inc

88,472

2,246,314

Wilmar International Ltd

4,968

TOTAL FOOD, BEVERAGE & TOBACCO

333,503

HEALTH CARE EQUIPMENT & SERVICES - 1.3%

198,511

(d) Alcon, Inc

14,931

AmerisourceBergen Corp

1,659

Cigna Group

26,274

(d) Cochlear Ltd

4,842

31,854

(d) Coloplast A.S.

2,746

149,844

(d) Cooper Cos, Inc

10,273

480,482

(d) Edwards Lifesciences Corp

37,367

671

Elevance Health, Inc

94,186

Essilor International S.A.

30,681

155,180

HCA, Inc

66,138

4,376

(d) Hologic, Inc

135,300

(d) Hoya Corp

18,708

88,806

(d) IDEXX Laboratories, Inc

56,737

40,485

(d) Insulet Corp

12,499

543

Labcorp Holdings, Inc

33,963

McKesson Corp

26,238

4,292

(d) Solventum Corp

27,121

(e) STERIS plc

6,711

3,897

Zimmer Biomet Holdings, Inc

TOTAL HEALTH CARE EQUIPMENT & SERVICES

289,849

HOUSEHOLD & PERSONAL PRODUCTS - 1.1%

2,111

Church & Dwight Co, Inc

297,200

(d) Essity AB

7,768

SHARES

DESCRIPTION

VALUE (000)

HOUSEHOLD & PERSONAL PRODUCTS

(continued)

121,258

(d) Henkel KGaA

$

9,001

134,307

(d) Henkel KGaA (Preference)

10,837

1,125

Kimberly-Clark Corp

66,538

(d) L'Oreal S.A.

28,910

774,931

Procter & Gamble Co

119,068

270,568

Reckitt Benckiser Group plc

20,834

6,300

(d) Uni-Charm Corp

623,682

Unilever plc

36,865

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

233,649

INSURANCE - 2.5%

31,054

(d) Admiral Group plc

1,402

1,550,449

(d),(e)

Aegon NV

12,500

103,146

Allianz AG.

43,396

457,579

Assicurazioni Generali S.p.A.

17,983

1,815,795

(d) Aviva plc

16,798

582,013

AXA S.A.

27,910

240,555

(d) Gjensidige Forsikring ASA

7,069

19,606

Hartford Financial Services Group, Inc

2,615

2,025,228

(d) Insurance Australia Group Ltd

10,974

4,150,908

(d) Legal & General Group plc

13,332

233,109

Marsh & McLennan Cos, Inc

46,978

214,466

NN Group NV

15,124

824,080

(d) Phoenix Group Holdings plc

7,151

321,989

Progressive Corp

79,515

4,019

Prudential Financial, Inc

980,321

(d) QBE Insurance Group Ltd

13,341

1,437,727

(d) Sampo Oyj

16,530

521,000

Sompo Holdings, Inc

16,107

1,652,000

(d) Sony Financial Holdings, Inc

1,832

957,507

(d) Suncorp-Metway Ltd

12,838

15,361

(d) Swiss Life Holding

16,584

119,343

Swiss Re AG.

22,165

621,300

Tokio Marine Holdings, Inc

26,295

252,838

Travelers Cos, Inc

70,597

44,043

Zurich Insurance Group AG

31,481

TOTAL INSURANCE

530,934

MATERIALS - 1.7%

64,451

(d) Akzo Nobel NV

4,600

4,235

Amcor plc

473,963

Antofagasta plc

17,627

476,300

(d) Asahi Kasei Corp

3,744

1,098

Avery Dennison Corp

12,883

Ball Corp

649

341,436

Boliden AB

13,937

106,265

DSM-Firmenich AG.

9,066

284,411

Ecolab, Inc

77,889

731,462

(d) Evolution Mining Ltd

5,214

301,254

(d) Evonik Industries AG.

5,238

1,221,343

Fortescue Metals Group Ltd

15,126

3,854

Givaudan S.A.

15,721

3,900

International Flavors & Fragrances, Inc

600,629

International Paper Co

27,869

148,640

(d) James Hardie Industries plc

2,759

7,539

LyondellBasell Industries NV

182,201

(d) Mondi plc

2,520

1,015,538

Newmont Goldcorp Corp

85,620

504,200

(d) Nippon Paint Co Ltd

3,440

632,500

(d) Nitto Denko Corp

14,993

110,452

(d) Novozymes A.S.

6,798

653

PPG Industries, Inc

133,477

SIG Group AG.

1,384

59,516

Sika AG.

13,365

Social Choice

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

MATERIALS

(continued)

3,310

Steel Dynamics, Inc

$

685,268

(d),(e)

Stora Enso Oyj (R Shares)

7,541

297,200

Sumitomo Metal Mining Co Ltd

9,568

62,840

(d) Svenska Cellulosa AB (B Shares)

832

1,637,200

(d) Toray Industries, Inc

10,445

458,911

(d),(e)

UPM-Kymmene Oyj

12,568

TOTAL MATERIALS

369,866

MEDIA & ENTERTAINMENT - 2.5%

25,664

(d),(f)

Auto Trader Group plc

11,025

carsales.com Ltd

736

(d) Charter Communications, Inc

1,797,472

Comcast Corp (Class A)

56,477

364,092

Electronic Arts, Inc

73,437

1,105,758

(d) Informa plc

13,696

3,576

(d) Liberty Media Corp-Liberty Formula One (Class C)

270,997

(d) Live Nation, Inc

44,281

123,809

(d) Netflix, Inc

148,437

672,254

News Corp (Class A)

20,645

211,600

Nintendo Co Ltd

18,307

17,331

(d) Pinterest, Inc

558

138,906

Publicis Groupe S.A.

13,367

58,253

(d) REA Group Ltd

8,908

9,208

(d) ROBLOX Corp

1,275

2,189

(d),(f)

Scout24 SE

47,418

(d) Spotify Technology S.A.

33,098

296,184

(d) Take-Two Interactive Software, Inc

76,522

492,385

Universal Music Group NV

14,229

1,280,425

WPP plc

6,383

2,528,425

(d) Z Holdings Corp

8,116

TOTAL MEDIA & ENTERTAINMENT

539,128

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 3.7%

1,519

AbbVie, Inc

60,815

Agilent Technologies, Inc

7,806

(d) Alnylam Pharmaceuticals, Inc

294,206

Amgen, Inc

83,025

19,630

(d) Argenx SE

14,504

858,426

Astellas Pharma, Inc

9,357

292,406

AstraZeneca plc

44,797

(d) Biogen, Inc

359,724

Bristol-Myers Squibb Co

16,223

144,785

CSL Ltd

19,046

670,347

Daiichi Sankyo Co Ltd

15,083

425,045

Danaher Corp

84,269

117,600

(d) Eisai Co Ltd

3,973

215,859

Eli Lilly & Co

164,700

157,207

(d) Eurofins Scientific SE

11,464

33,445

(d) Genmab AS

10,319

467,783

Gilead Sciences, Inc

51,924

2,379

(d) IQVIA Holdings, Inc

28,409

Lonza Group AG.

18,995

106,241

Merck KGaA

13,784

(d) Mettler-Toledo International, Inc

462,428

Novartis AG.

59,458

741,540

Novo Nordisk A.S.

41,290

1,172

(d) Regeneron Pharmaceuticals, Inc

659

31,149

Sartorius AG.

7,282

164,132

(d) Vertex Pharmaceuticals, Inc

64,281

(d) Waters Corp

36,531

West Pharmaceutical Services, Inc

9,583

SHARES

DESCRIPTION

VALUE (000)

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

(continued)

393,027

Zoetis, Inc

$

57,508

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

810,552

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.5%

348,479

(d) CBRE Group, Inc

54,906

377,000

(d) Daiwa House Industry Co Ltd

13,540

67,880

(d) LEG Immobilien SE

5,410

730,372

Mitsubishi Estate Co Ltd

16,787

1,514,251

Mitsui Fudosan Co Ltd

16,484

4,338,000

Sino Land Co

5,485

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

112,612

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 7.2%

653,053

(d) Advanced Micro Devices, Inc

105,658

301,592

Advantest Corp

29,840

468,877

Applied Materials, Inc

95,998

93,236

ASML Holding NV

90,923

179,173

(d) First Solar, Inc

39,513

2,749,093

Intel Corp

92,232

744,009

Lam Research Corp

99,623

6,475

Marvell Technology, Inc

544

4,240,283

Nvidia Corp

791,152

339,934

(e) NXP Semiconductors NV

77,413

1,252,008

(d) Renesas Electronics Corp

14,405

469,990

Texas Instruments, Inc

86,351

146,724

Tokyo Electron Ltd

26,009

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

1,549,661

SOFTWARE & SERVICES - 8.0%

343,594

Accenture plc

84,730

223,927

(d) Adobe, Inc

78,990

4,265

(d) Akamai Technologies, Inc

248,793

(d) Autodesk, Inc

79,034

231,411

(d) Cadence Design Systems, Inc

81,285

377,865

(d) Dassault Systemes SE

12,712

805,900

(d) Fujitsu Ltd

18,905

130,360

(d) Gartner, Inc

34,268

4,126

(d) GoDaddy, Inc

565

724

(d) HubSpot, Inc

398,275

International Business Machines Corp

112,377

132,198

Intuit, Inc

90,279

1,311,100

Microsoft Corp

679,084

2,370

(d) MongoDB, Inc

736

667,205

(d) NEC Corp

21,357

221,000

(d) Nomura Research Institute Ltd

8,485

52,231

(d) PTC, Inc

10,604

388,954

Salesforce, Inc

92,182

246,930

SAP AG.

66,120

99,470

(d) ServiceNow, Inc

91,540

137,554

(d) Synopsys, Inc

67,868

473,019

(d) Trade Desk, Inc

23,183

4,420

(d) Twilio, Inc

158,564

WiseTech Global Ltd

9,479

277,322

(d) Workday, Inc

66,760

73,181

(d) Xero Ltd

7,636

TOTAL SOFTWARE & SERVICES

1,739,283

TECHNOLOGY HARDWARE & EQUIPMENT - 2.4%

657,341

(d) Arista Networks, Inc

95,781

1,555,122

Cisco Systems, Inc

106,401

689,500

FUJIFILM Holdings Corp

17,147

2,284,075

Hewlett Packard Enterprise Co

56,097

1,643,306

HP, Inc

44,747

301,755

(d) Keysight Technologies, Inc

52,783

97,164

Seagate Technology Holdings plc

22,937

(d) Shimadzu Corp

Social Choice

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE (000)

TECHNOLOGY HARDWARE & EQUIPMENT

(continued)

539,434

(d) Trimble Inc

$

44,045

601,515

(d) Western Digital Corp

72,218

164,232

(d) Yokogawa Electric Corp

4,713

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

516,870

TELECOMMUNICATION SERVICES - 1.1%

5,373,522

(d) BT Group plc

13,824

318,015

(f) Cellnex Telecom S.A.

11,015

1,155,164

KDDI Corp

18,423

875,467

Koninklijke KPN NV

4,202

12,413,600

SoftBank Corp

18,258

311,345

Softbank Group Corp

39,286

13,591

(d) Swisscom AG.

9,879

725,943

Telenor ASA

12,046

2,055,997

(d) TeliaSonera AB

7,844

4,204,466

(d) Telstra Corp Ltd

13,404

1,614,230

Verizon Communications, Inc

70,945

14,046,043

Vodafone Group plc

16,334

TOTAL TELECOMMUNICATION SERVICES

235,460

TRANSPORTATION - 0.7%

1,955,519

Auckland International Airport Ltd

8,939

CH Robinson Worldwide, Inc

808,221

CSX Corp

28,700

84,628

DSV AS

16,906

622,600

East Japan Railway Co

15,228

Expeditors International Washington, Inc

2,655,037

(d) Grab Holdings Ltd

15,983

176,000

(d) Hankyu Hanshin Holdings, Inc

5,190

1,288

JB Hunt Transport Services, Inc

36,480

(d) Kuehne & Nagel International AG.

6,827

1,869,364

(e) MTR Corp

6,331

201,658

Old Dominion Freight Line

28,389

30,400

(d),(e)

Tokyu Corp

1,700,973

Transurban Group

15,519

2,947

Union Pacific Corp

697

257,300

(d) West Japan Railway Co

5,642

TOTAL TRANSPORTATION

154,998

UTILITIES - 0.7%

752

American Water Works Co, Inc

7,380

Consolidated Edison, Inc

742

106,654

Edison International

5,896

3,060,196

Energias de Portugal S.A.

14,524

4,761

Essential Utilities, Inc

49,944

Eversource Energy

3,553

1,085,194

Exelon Corp

48,844

1,787,456

Iberdrola S.A.

33,835

762,455

(d) Meridian Energy Ltd

2,462

1,660,064

National Grid plc

23,853

188,376

(d) Orsted AS

3,277

166,783

Redeia Corp S.A.

3,220

TOTAL UTILITIES

140,501

TOTAL COMMON STOCKS

(Cost $9,442,704)

12,863,064

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

CORPORATE BONDS - 12.1%

AUTOMOBILES & COMPONENTS - 0.1%

$

2,025,000

Toyota Motor Corp

4.450 %

06/30/30

2,046

10,727,000

Toyota Motor Credit Corp

2.150 02/13/30

9,883

2,260,000

(f) ZF North America Capital, Inc

6.875 04/14/28

2,292

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

AUTOMOBILES & COMPONENTS

(continued)

$

4,980,000

(f) ZF North America Capital, Inc

7.125 %

04/14/30

$

4,931

TOTAL AUTOMOBILES & COMPONENTS

19,152

BANKS - 1.8%

6,925,000

(f) Banco Nacional de Comercio Exterior SNC

2.720 08/11/31

6,749

12,125,000

(g) Bank of America Corp

6.625 N/A

12,616

10,000,000

Bank of Montreal

3.803 12/15/32

9,823

8,875,000

Bank of Montreal

7.700 05/26/84

9,405

15,125,000

Bank of Montreal

6.875 11/26/85

15,393

8,895,000

(g) Bank of New York Mellon Corp

6.300 N/A

9,152

16,775,000

Canadian Imperial Bank of Commerce

6.950 01/28/85

17,011

10,075,000

Canadian Imperial Bank of Commerce

7.000 10/28/85

10,346

12,375,000

CitiBank NA

4.876 11/19/27

12,471

2,274,000

(c) CitiBank NA, (SOFR + 0.712%)

4.957 11/19/27

2,277

797,000

(f) Cooperatieve Rabobank UA

1.106 02/24/27

787

10,000,000

Credit Agricole Corporate & Investment Bank S.A.

4.570 08/25/30

9,968

5,775,000

(f) Credit Agricole S.A.

5.222 05/27/31

5,924

9,350,000

(f),(g)

Credit Agricole S.A.

7.125 N/A

9,548

7,500,000

Deutsche Bank AG.

6.819 11/20/29

8,022

4,950,000

(f) Federation des Caisses Desjardins du Quebec

5.147 11/27/28

5,131

9,125,000

(e),(f)

Federation des Caisses Desjardins du Quebec

5.250 04/26/29

9,445

8,300,000

(f) Federation des Caisses Desjardins du Quebec

4.565 08/26/30

8,346

10,050,000

HSBC Holdings plc

5.240 05/13/31

10,342

10,000,000

HSBC Holdings plc

5.874 11/18/35

10,334

4,650,000

HSBC Holdings plc

5.741 09/10/36

4,744

12,500,000

ING Groep NV

5.525 03/25/36

12,967

6,725,000

(g) ING Groep NV

7.000 N/A

6,934

3,650,000

(f) Intesa Sanpaolo S.p.A

6.625 06/20/33

4,018

13,800,000

(f) Intesa Sanpaolo S.p.A

7.200 11/28/33

15,726

15,000,000

(f) Intesa Sanpaolo S.p.A

7.800 11/28/53

18,533

15,193,000

(e) JPMorgan Chase & Co

6.070 10/22/27

15,495

12,575,000

JPMorgan Chase & Co

5.571 04/22/28

12,850

4,500,000

JPMorgan Chase & Co

5.766 04/22/35

4,794

6,575,000

JPMorgan Chase & Co

5.576 07/23/36

6,816

12,475,000

(e),(g)

JPMorgan Chase & Co

6.875 N/A

13,139

3,250,000

Lloyds Banking Group plc

6.068 06/13/36

3,412

3,075,000

M&T Bank Corp

4.833 01/16/29

3,113

7,750,000

Morgan Stanley Bank NA

5.504 05/26/28

7,921

3,675,000

Morgan Stanley Private Bank NA

4.734 07/18/31

3,730

3,700,000

(e),(g)

NatWest Group plc

8.125 N/A

4,165

5,500,000

(f),(g)

Nordea Bank Abp

6.750 N/A

5,580

14,600,000

PNC Bank NA

4.543 05/13/27

14,623

3,375,000

(f) Royal Bank of Canada

1.050 09/14/26

3,285

10,750,000

(e),(f)

Royal Bank of Canada

4.851 12/14/26

10,867

22,100,000

Royal Bank of Canada

6.750 08/24/85

22,796

6,100,000

Santander UK Group Holdings plc

5.136 09/22/36

6,043

TOTAL BANKS

384,641

CAPITAL GOODS - 0.3%

10,625,000

Air Lease Corp

5.100 03/01/29

10,787

10,384,000

Conservation Fund

3.474 12/15/29

9,786

8,725,000

Cummins, Inc

5.450 02/20/54

8,698

7,500,000

Deere & Co

5.450 01/16/35

7,895

2,000,000

Johnson Controls International plc

1.750 09/15/30

1,773

1,720,000

Nature Conservancy

2.668 03/01/26

1,709

3,000,000

Nature Conservancy

3.001 03/01/29

2,848

6,200,000

(f) Siemens Funding BV

5.200 05/28/35

6,428

4,376,000

(f) Sociedad de Transmision Austral S.A.

4.000 01/27/32

4,148

TOTAL CAPITAL GOODS

54,072

COMMERCIAL & PROFESSIONAL SERVICES - 0.3%

9,500,000

Automatic Data Processing, Inc

1.700 05/15/28

8,997

10,000,000

Automatic Data Processing, Inc

1.250 09/01/30

8,754

8,200,000

Automatic Data Processing, Inc

4.450 09/09/34

8,161

11,875,000

Capital Impact Partners

5.335 08/01/30

12,098

Social Choice

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

COMMERCIAL & PROFESSIONAL SERVICES

(continued)

$

16,750,000

Capital Impact Partners

5.999 %

08/01/35

$

17,380

15,810,000

Rockefeller Foundation

2.492 10/01/50

9,722

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

65,112

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.0%

5,525,000

Lowe's Cos, Inc

2.800 09/15/41

4,000

5,300,000

Lowe's Cos, Inc

5.750 07/01/53

5,349

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

9,349

CONSUMER SERVICES - 0.3%

1,250,000

Bush Foundation

2.754 10/01/50

787

5,915,000

Enterprise Community Loan Fund, Inc

4.152 11/01/28

5,830

2,250,000

Mary Free Bed Rehabilitation Hospital

3.786 04/01/51

1,616

7,725,000

Massachusetts Higher Education Assistance Corp

2.673 07/01/31

6,776

2,500,000

Massachusetts Institute of Technology

3.959 07/01/38

2,313

10,000,000

Mather Foundation

2.675 10/01/31

8,939

775,000

Salvation Army

5.637 09/01/26

783

21,500,000

Salvation Army

4.528 09/01/48

18,976

5,000,000

Starbucks Corp

4.450 08/15/49

4,211

3,335,000

Trustees of Dartmouth College

4.273 06/01/30

3,359

2,500,000

(f) WK Kellogg Foundation Trust

2.443 10/01/50

1,487

TOTAL CONSUMER SERVICES

55,077

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.3%

2,000,000

(f) Alimentation Couche-Tard, Inc

3.625 05/13/51

1,451

10,625,000

SYSCO Corp

5.750 01/17/29

11,109

13,598,000

SYSCO Corp

2.400 02/15/30

12,581

6,125,000

SYSCO Corp

5.100 09/23/30

6,315

6,000,000

SYSCO Corp

5.400 03/23/35

6,200

18,954,000

Walmart, Inc

1.800 09/22/31

16,722

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

54,378

ENERGY - 1.1%

10,300,000

(f) Amazon Conservation DAC

6.034 01/16/42

10,635

13,500,000

Cheniere Energy Partners LP

4.000 03/01/31

13,019

4,850,000

Cheniere Energy Partners LP

5.950 06/30/33

5,134

19,050,000

(h) CIF Capital Markets Mechanism plc

4.750 01/22/28

19,414

8,350,000

ConocoPhillips Co

5.050 09/15/33

8,604

8,875,000

ConocoPhillips Co

5.300 05/15/53

8,460

4,515,000

ConocoPhillips Co

5.550 03/15/54

4,448

6,100,000

Diamondback Energy, Inc

5.550 04/01/35

6,262

8,125,000

Equinor ASA

2.375 05/22/30

7,518

13,750,000

Equinor ASA

5.125 06/03/35

14,167

7,932,000

Equinor ASA

3.950 05/15/43

6,745

12,450,000

Equinor ASA

3.250 11/18/49

8,917

2,950,000

Kinder Morgan, Inc

5.850 06/01/35

3,107

2,500,000

Magellan Midstream Partners LP

3.950 03/01/50

1,840

6,850,000

MPLX LP

5.500 06/01/34

6,981

16,777,000

(f) New York State Electric & Gas Corp

5.650 08/15/28

17,432

2,000,000

(f) New York State Electric & Gas Corp

5.850 08/15/33

2,130

2,025,000

Occidental Petroleum Corp

6.050 10/01/54

1,976

6,800,000

Pioneer Natural Resources Co

5.100 03/29/26

6,833

2,975,000

(f) Raizen Fuels Finance S.A.

6.450 03/05/34

2,886

6,800,000

(f) Raizen Fuels Finance S.A.

6.950 03/05/54

6,255

7,875,000

TotalEnergies Capital S.A.

4.724 09/10/34

7,928

4,350,000

TotalEnergies Capital S.A.

5.488 04/05/54

4,303

14,025,000

TotalEnergies Capital S.A.

5.275 09/10/54

13,473

10,550,000

TotalEnergies Capital S.A.

5.638 04/05/64

10,511

10,850,000

TotalEnergies Capital S.A.

5.425 09/10/64

10,447

9,483,000

Williams Cos, Inc

5.400 03/02/26

9,526

10,000,000

Williams Cos, Inc

5.300 08/15/28

10,310

18,000,000

Woodside Finance Ltd

5.100 09/12/34

17,862

TOTAL ENERGY

247,123

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 0.0%

2,500,000

ERP Operating LP

4.150 12/01/28

2,508

5,946,000

(e) Host Hotels & Resorts LP

2.900 12/15/31

5,291

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

(continued)

$

1,920,000

(f),(i)

Starwood Property Trust, Inc

5.250 %

10/15/28

$

1,920

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

9,719

FINANCIAL SERVICES - 1.9%

13,900,000

(i) Bank of ,NV Scotia

6.875 10/27/85

13,858

5,000,000

BB Blue Financing DAC

4.395 09/20/29

4,867

10,839,600

BB Blue Financing DAC

4.395 09/20/37

10,610

3,325,000

Brookfield Asset Management Ltd

6.077 09/15/55

3,450

2,250,000

(f) Clearinghouse Community Development Financial Institution

7.000 10/15/30

2,230

11,645,000

Community Preservation Corp

2.867 02/01/30

10,829

1,500,000

Ford Foundation

2.415 06/01/50

899

12,150,000

Ford Foundation

2.815 06/01/70

7,016

2,500,000

Goldman Sachs Group, Inc

4.387 06/15/27

2,503

14,242,000

(f) GPS Blue Financing DAC

5.645 11/09/41

14,145

20,500,000

(e) HA Sustainable Infrastructure Capital, Inc

6.150 01/15/31

21,059

16,362,000

HA Sustainable Infrastructure Capital, Inc

6.375 07/01/34

16,652

9,900,000

HA Sustainable Infrastructure Capital, Inc

6.750 07/15/35

10,205

958,000

(f) HAT Holdings I LLC

3.375 06/15/26

949

9,585,000

(f) HAT Holdings I LLC

3.750 09/15/30

8,841

10,000,000

(c) International Finance Corp, (SOFR Compounded Index + 0.270%)

4.570 07/30/27

10,005

6,955,000

Kreditanstalt fuer Wiederaufbau

4.375 02/28/34

7,097

9,875,000

Low Income Investment Fund

3.711 07/01/29

9,504

7,725,000

Mastercard, Inc

1.900 03/15/31

6,880

1,644,000

National Rural Utilities Cooperative Finance Corp

1.350 03/15/31

1,404

12,255,000

National Rural Utilities Cooperative Finance Corp

4.150 12/15/32

11,951

1,925,000

NHP Foundation

5.850 12/01/28

2,011

4,850,000

NHP Foundation

6.000 12/01/33

5,236

16,475,000

Private Export Funding Corp

1.400 07/15/28

15,381

13,500,000

Private Export Funding Corp

4.300 12/15/28

13,639

14,050,000

Private Export Funding Corp

4.600 02/15/34

14,157

2,570,000

Reinvestment Fund, Inc

3.513 11/01/25

2,563

15,240,000

Reinvestment Fund, Inc

3.880 02/15/27

14,605

7,435,000

Reinvestment Fund, Inc

3.930 02/15/28

6,929

2,200,000

(f) Siemens Funding BV

5.800 05/28/55

2,360

11,350,000

(f) Societe Generale S.A.

5.439 10/03/36

11,321

4,430,000

(f) Starwood Property Trust, Inc

4.375 01/15/27

4,392

2,800,000

(f) Starwood Property Trust, Inc

7.250 04/01/29

2,940

13,170,000

(f) Starwood Property Trust, Inc

6.000 04/15/30

13,370

6,466,083

Thirax LLC

1.462 03/07/33

5,788

10,250,000

(f) UBS Group AG.

5.428 02/08/30

10,590

9,375,000

(f) UBS Group AG.

5.617 09/13/30

9,791

9,925,000

(f) UBS Group AG.

6.301 09/22/34

10,837

5,700,000

(f),(g)

UBS Group AG.

7.000 N/A

5,811

4,050,000

(f),(g)

UBS Group AG.

9.250 N/A

4,461

3,375,000

(e),(f),(g)

UBS Group AG.

9.250 N/A

4,019

7,500,000

Visa, Inc

1.900 04/15/27

7,290

17,000,000

Visa, Inc

1.100 02/15/31

14,649

5,116,422

(f) WLB Asset II C Pte Ltd

3.900 12/23/25

5,054

15,750,000

(f) WLB Asset II D Pte Ltd

6.500 12/21/26

15,178

9,750,000

(f) WLB Asset VI Pte Ltd

7.250 12/21/27

10,183

6,000,000

(f) WLB Asset VII Pte Ltd

5.880 07/30/29

6,049

18,375,000

(f) Wynnton Funding Trust

5.251 08/15/35

18,526

9,300,000

(f) Wynnton Funding Trust II

5.991 08/15/55

9,546

TOTAL FINANCIAL SERVICES

421,630

FOOD, BEVERAGE & TOBACCO - 0.2%

3,725,000

Campbell Soup Co

5.200 03/21/29

3,825

10,807,000

(f) Mars, Inc

4.650 04/20/31

10,966

10,000,000

(e),(f)

NBM US Holdings, Inc

6.625 08/06/29

10,125

10,000,000

PepsiCo, Inc

3.900 07/18/32

9,766

16,674,000

PepsiCo, Inc

2.875 10/15/49

11,190

TOTAL FOOD, BEVERAGE & TOBACCO

45,872

HEALTH CARE EQUIPMENT & SERVICES - 0.2%

12,125,000

(h) International Finance Facility for Immunisation Co

4.125 10/29/27

12,207

Social Choice

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

HEALTH CARE EQUIPMENT & SERVICES

(continued)

$

21,213,000

Kaiser Foundation Hospitals

2.810 %

06/01/41

$

15,690

11,265,000

Montefiore Medical Center

2.895 04/20/32

10,053

3,170,000

Seattle Children's Hospital

2.719 10/01/50

1,997

TOTAL HEALTH CARE EQUIPMENT & SERVICES

39,947

HOUSEHOLD & PERSONAL PRODUCTS - 0.4%

3,800,000

Ecolab, Inc

4.300 06/15/28

3,830

5,300,000

Procter & Gamble Co

3.000 03/25/30

5,086

12,975,000

Procter & Gamble Co

1.200 10/29/30

11,355

10,875,000

Procter & Gamble Co

4.550 01/29/34

11,036

11,075,000

Unilever Capital Corp

2.000 07/28/26

10,907

12,300,000

Unilever Capital Corp

4.875 09/08/28

12,638

5,523,000

Unilever Capital Corp

2.125 09/06/29

5,144

6,125,000

Unilever Capital Corp

1.375 09/14/30

5,401

8,475,000

Unilever Capital Corp

1.750 08/12/31

7,433

11,600,000

Unilever Capital Corp

4.625 08/12/34

11,657

9,425,000

Unilever Capital Corp

2.625 08/12/51

5,949

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

90,436

INSURANCE - 0.5%

7,850,000

(f) 200 Park Funding Trust

5.740 02/15/55

7,950

14,425,000

(f) Five Corners Funding Trust II

2.850 05/15/30

13,512

5,400,000

MetLife, Inc

6.350 03/15/55

5,737

11,600,000

(f) Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen

5.875 05/23/42

12,103

19,725,000

(f) Omnis Funding Trust

6.722 05/15/55

21,276

EUR

5,300,000

(h) Pacific Life Global Funding II

3.125 06/18/31

6,233

10,000,000

Principal Financial Group, Inc

2.125 06/15/30

9,054

9,850,000

Prudential Financial, Inc

5.200 03/14/35

10,125

2,152,000

Prudential Financial, Inc

3.700 10/01/50

2,010

3,000,000

Travelers Cos, Inc

5.050 07/24/35

3,054

2,650,000

Travelers Cos, Inc

5.700 07/24/55

2,744

14,473,000

(f) USAA Capital Corp

2.125 05/01/30

13,258

TOTAL INSURANCE

107,056

MATERIALS - 0.5%

10,500,000

Air Products and Chemicals, Inc

4.800 03/03/33

10,710

5,000,000

(e) Air Products and Chemicals, Inc

4.850 02/08/34

5,081

2,755,000

(f) Alcoa Nederland Holding BV

7.125 03/15/31

2,896

10,000,000

Amcor Group Finance plc

5.450 05/23/29

10,332

6,550,000

(e),(f)

Celulosa Arauco y Constitucion S.A.

4.200 01/29/30

6,312

9,145,000

(f) Celulosa Arauco y Constitucion S.A.

5.150 01/29/50

7,903

9,000,000

(e) Dow Chemical Co

5.150 02/15/34

9,025

8,000,000

(e) Dow Chemical Co

5.600 02/15/54

7,239

11,000,000

(e),(f)

FMG Resources August 2006 Pty Ltd

6.125 04/15/32

11,367

9,000,000

(f) Inversiones CMPC S.A.

4.375 04/04/27

9,017

1,210,000

(f) Inversiones CMPC S.A.

6.125 06/23/33

1,259

4,000,000

(f) Klabin Austria GmbH

7.000 04/03/49

4,230

4,000,000

(f) Klabin Finance S.A.

4.875 09/19/27

3,987

1,500,000

(e),(f)

LD Celulose International GmbH

7.950 01/26/32

1,586

11,125,000

(e) Nutrien Ltd

5.400 06/21/34

11,456

11,773,400

(f) Star Energy Geothermal Wayang Windu Ltd

6.750 04/24/33

12,171

TOTAL MATERIALS

114,571

MEDIA & ENTERTAINMENT - 0.1%

5,500,000

Alphabet, Inc

1.100 08/15/30

4,817

10,275,000

Asian Infrastructure Investment Bank

4.500 01/16/30

10,571

11,250,000

(e) Comcast Corp

4.650 02/15/33

11,300

TOTAL MEDIA & ENTERTAINMENT

26,688

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.2%

2,400,000

Eli Lilly & Co

5.550 10/15/55

2,469

2,450,000

Eli Lilly & Co

5.650 10/15/65

2,530

13,250,000

Johnson & Johnson

4.900 06/01/31

13,812

7,396,000

Johnson & Johnson

2.100 09/01/40

5,214

8,315,000

(e) Johnson & Johnson

2.250 09/01/50

5,003

7,119,000

Pfizer, Inc

2.625 04/01/30

6,676

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

(continued)

$

5,400,000

Pfizer, Inc

1.750 %

08/18/31

$

4,731

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

40,435

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.1%

4,000,000

Bridge Housing Corp

3.250 07/15/30

3,750

8,550,000

National Community Renaissance of California

3.270 12/01/32

7,518

9,770,000

Preservation Of Affordable Housing, Inc

4.479 12/01/32

9,198

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

20,466

TECHNOLOGY HARDWARE & EQUIPMENT - 0.1%

14,250,000

Apple, Inc

3.000 06/20/27

14,078

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

14,078

TELECOMMUNICATION SERVICES - 0.1%

7,250,000

(f) Central American Bank for Economic Integration

4.750 01/24/28

7,367

7,675,000

(e),(f)

Turkcell Iletisim Hizmetleri AS.

7.650 01/24/32

8,023

TOTAL TELECOMMUNICATION SERVICES

15,390

TRANSPORTATION - 0.1%

9,475,000

Canadian Pacific Railway Co

3.100 12/02/51

6,407

6,000,000

Norfolk Southern Corp

2.300 05/15/31

5,416

TOTAL TRANSPORTATION

11,823

UTILITIES - 3.5%

8,050,000

(h) Abu Dhabi Future Energy Co Pjsc Masdar

4.875 05/21/30

8,215

3,750,000

AES Corp

1.375 01/15/26

3,715

5,704,000

AES Corp

5.450 06/01/28

5,842

8,000,000

AES Corp

2.450 01/15/31

7,164

4,950,000

(f) AIB Group plc

5.320 05/15/31

5,096

3,325,000

(f) AltaGas Ltd

7.200 10/15/54

3,439

12,325,000

Ameren Illinois Co

2.900 06/15/51

7,951

9,325,000

American Water Capital Corp

5.250 03/01/35

9,564

5,750,000

American Water Capital Corp

5.700 09/01/55

5,840

4,500,000

Atlantic City Electric Co

2.300 03/15/31

4,038

13,200,000

Avangrid, Inc

3.800 06/01/29

12,959

CAD

4,125,000

(h) Brookfield Renewable Partners ULC

4.542 10/12/35

2,991

7,050,000

(f) Brooklyn Union Gas Co

4.632 08/05/27

7,100

10,000,000

(f) Brooklyn Union Gas Co

4.866 08/05/32

9,876

EUR

4,400,000

(f) California Buyer Ltd

5.625 02/15/32

5,369

5,810,000

(f) California Buyer Ltd

6.375 02/15/32

5,955

5,300,000

(f) Colbun S.A.

3.150 01/19/32

4,838

1,425,000

(f) Comision Federal de Electricidad

6.450 01/24/35

1,453

17,500,000

Commonwealth Edison Co

2.750 09/01/51

10,878

5,600,000

Connecticut Light and Power Co

4.650 01/01/29

5,702

7,525,000

(f) Consorcio Transmantaro SA

4.700 04/16/34

7,433

6,200,000

Consumers Energy Co

4.600 05/30/29

6,294

12,730,258

(f) Continental Wind LLC

6.000 02/28/33

13,041

2,250,000

(f) ContourGlobal Power Holdings S.A.

6.750 02/28/30

2,337

14,752,000

Dominion Energy, Inc

2.250 08/15/31

13,055

11,750,000

Dominion Energy, Inc

7.000 06/01/54

12,740

11,736,000

DTE Electric Co

3.950 03/01/49

9,450

9,025,000

DTE Electric Co

3.250 04/01/51

6,345

3,000,000

DTE Electric Co

3.650 03/01/52

2,243

3,688,000

Duke Energy Carolinas LLC

2.850 03/15/32

3,362

4,975,000

Duke Energy Carolinas LLC

3.550 03/15/52

3,662

10,000,000

Duke Energy Florida LLC

2.500 12/01/29

9,395

9,699,000

Duke Energy Florida LLC

2.400 12/15/31

8,718

10,000,000

Duke Energy Florida LLC

3.000 12/15/51

6,541

4,000,000

Duke Energy Progress LLC

3.450 03/15/29

3,920

5,276,000

Duke Energy Progress LLC

4.000 04/01/52

4,158

6,375,000

Florida Power & Light Co

4.625 05/15/30

6,492

9,885,000

Georgia Power Co

3.250 04/01/26

9,837

12,125,000

(f) International Development Association

4.375 11/27/29

12,398

13,375,000

(f) International Development Association

4.000 06/11/30

13,470

5,375,000

(f) International Development Association

3.875 09/17/32

5,326

4,925,000

(f) International Development Association

4.500 02/12/35

5,025

14,641,000

(f) Liberty Utilities Finance GP

2.050 09/15/30

13,065

Social Choice

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

UTILITIES

(continued)

$

7,511,000

MidAmerican Energy Co

3.650 %

04/15/29

$

7,402

5,725,000

MidAmerican Energy Co

5.350 01/15/34

5,979

1,000,000

MidAmerican Energy Co

3.950 08/01/47

805

1,925,000

MidAmerican Energy Co

5.850 09/15/54

2,027

11,250,000

National Fuel Gas Co

2.950 03/01/31

10,265

3,375,000

National Fuel Gas Co

5.950 03/15/35

3,520

11,610,000

(f) New York State Electric & Gas Corp

2.150 10/01/31

10,095

9,500,000

(f) New York State Electric & Gas Corp

5.050 08/15/35

9,554

6,275,000

(e) NextEra Energy Capital Holdings, Inc

6.750 06/15/54

6,744

3,829,000

(e),(f)

NextEra Energy Operating Partners LP

7.250 01/15/29

3,931

13,000,000

(f) Niagara Mohawk Power Corp

1.960 06/27/30

11,702

9,750,000

(f) Niagara Mohawk Power Corp

4.119 11/28/42

8,249

11,436,000

Northern States Power Co

2.900 03/01/50

7,676

623,000

Northern States Power Co

2.600 06/01/51

7,868,000

Northern States Power Co

3.200 04/01/52

5,532

8,125,000

Northern States Power Co

5.400 03/15/54

8,055

5,250,000

Northwest Natural Gas Co

3.078 12/01/51

3,314

21,737,000

Pacific Gas and Electric Co

6.700 04/01/53

23,244

10,534,000

PacifiCorp

2.900 06/15/52

6,424

5,512,008

PG&E Recovery Funding LLC

4.838 06/01/33

5,611

11,375,000

PG&E Recovery Funding LLC

5.231 06/01/42

11,634

4,750,000

PG&E Recovery Funding LLC

5.529 06/01/49

4,708

7,113,000

Piedmont Natural Gas Co, Inc

3.350 06/01/50

4,914

2,100,000

PPL Electric Utilities Corp

4.850 02/15/34

2,124

5,000,000

Public Service Co of Colorado

3.200 03/01/50

3,439

16,100,000

Public Service Co of Colorado

5.750 05/15/54

16,409

11,879,000

Public Service Co of Oklahoma

2.200 08/15/31

10,460

1,651,000

Public Service Electric and Gas Co

3.100 03/15/32

1,527

4,875,000

Public Service Electric and Gas Co

4.650 03/15/33

4,901

6,134,000

Public Service Electric and Gas Co

3.200 08/01/49

4,314

9,300,000

Public Service Electric and Gas Co

5.125 03/15/53

8,852

4,300,000

(f) RWE Finance US LLC

5.125 09/18/35

4,241

13,315,000

(e),(f)

RWE Finance US LLC

6.250 04/16/54

13,816

20,000,000

(f) RWE Finance US LLC

5.875 09/18/55

19,760

16,684,000

San Diego Gas & Electric Co

4.950 08/15/28

17,089

19,738,000

San Diego Gas & Electric Co

2.950 08/15/51

12,870

1,801,527

SCE Recovery Funding LLC

1.977 11/15/28

1,742

7,100,000

SCE Recovery Funding LLC

2.943 11/15/42

5,885

2,640,000

SCE Recovery Funding LLC

3.240 11/15/46

1,879

17,356,154

(f) Solar Star Funding LLC

3.950 06/30/35

16,614

16,781,308

(f) Solar Star Funding LLC

5.375 06/30/35

17,266

8,429,000

Southern California Edison Co

2.750 02/01/32

7,412

8,300,000

Southern California Edison Co

5.200 06/01/34

8,250

1,493,000

Southern California Edison Co

3.650 06/01/51

1,032

5,000,000

(e) Southern California Edison Co

3.450 02/01/52

3,325

12,318,000

Southwestern Electric Power Co

3.250 11/01/51

8,207

18,650,000

Southwestern Public Service Co

3.150 05/01/50

12,581

3,690,000

(b),(e),(f)

Sunnova Energy Corp

5.875 09/01/26

15,573,700

(f) Sweihan PV Power Co PJSC

3.625 01/31/49

13,207

8,612,000

(f) TerraForm Power Operating LLC

5.000 01/31/28

8,550

14,841,701

(f) Topaz Solar Farms LLC

4.875 09/30/39

12,986

12,408,093

(f) Topaz Solar Farms LLC

5.750 09/30/39

12,578

7,101,255

(f) UEP Penonome II S.A.

6.500 10/01/38

6,339

12,250,000

Union Electric Co

2.150 03/15/32

10,674

19,626,000

Union Electric Co

2.625 03/15/51

12,102

3,146,000

Union Electric Co

3.900 04/01/52

2,459

3,775,000

(f),(g)

Vistra Corp

7.000 N/A

3,833

12,250,000

Zions Bancorp NA

4.704 08/18/28

12,288

TOTAL UTILITIES

767,086

TOTAL CORPORATE BONDS

(Cost $2,688,235)

2,614,101

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

UTILITIES

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

GOVERNMENT BONDS - 23.8%

AGENCY SECURITIES - 0.5%

$

150,023

Abay Leasing LLC

2.654 %

11/09/26

$

11,289,962

Crowley Conro LLC

4.181 08/15/43

10,333

1,307,024

Ethiopian Leasing LLC

2.566 08/14/26

1,284

62,853

Export-Import Bank of the United States

2.578 12/10/25

25,000,000

Federal Home Loan Mortgage Corp

1.540 08/17/35

19,204

18,880,000

Federal National Mortgage Association

0.875 08/05/30

16,505

9,000,000

Federal National Mortgage Association

1.625 08/24/35

6,924

1,125,000

(c) India Government AID Bond, (LIBOR 3 M + 0.100%)

4.954 02/01/27

1,110

7,765,000

Private Export Funding Corp

3.900 10/15/27

7,781

222,857

Sandalwood LLC

2.821 02/12/26

18,189,829

Thirax LLC

0.968 01/14/33

16,058

2,945,393

Thirax 2 LLC

2.320 01/22/34

2,697

5,000,000

United States Department of Housing and Urban Development

3.535 08/01/36

4,500

1,775,000

United States International Development Finance Corp

1.440 04/15/28

1,690

1,000,000

United States International Development Finance Corp

1.650 04/15/28

956

3,283,848

United States International Development Finance Corp

1.790 10/15/29

3,146

10,262,024

United States International Development Finance Corp

2.360 10/15/29

9,930

1,776,500

United States International Development Finance Corp

2.930 05/15/30

1,722

2,935,900

United States International Development Finance Corp

3.040 05/15/30

2,854

7,133,398

United States International Development Finance Corp

1.630 07/15/38

5,896

4,402,326

United States International Development Finance Corp

2.450 07/15/38

3,829

TOTAL AGENCY SECURITIES

116,852

FOREIGN GOVERNMENT BONDS - 3.1%

9,623,000

African Development Bank

4.125 02/25/27

9,667

6,100,000

African Development Bank

3.500 09/18/29

6,045

6,313,000

(e) African Development Bank

5.750 08/07/74

6,350

10,200,000

(h) Agence Francaise de Developpement EPIC

4.875 01/16/30

10,525

11,850,000

(f) Arab Petroleum Investments Corp

1.483 10/06/26

11,520

14,000,000

(f) Arab Petroleum Investments Corp

5.428 05/02/29

14,561

22,676,000

Asian Development Bank

3.125 09/26/28

22,318

10,000,000

Asian Development Bank

3.875 06/14/33

9,887

6,263,000

Asian Infrastructure Investment Bank

0.500 01/27/26

6,192

5,375,000

(e) Asian Infrastructure Investment Bank

4.875 09/14/26

5,427

5,600,000

(c) Asian Infrastructure Investment Bank, (SOFR Compounded Index + 0.620%)

4.879 08/16/27

5,636

3,000,000

(c),(f)

Asian Infrastructure Investment Bank, (SOFR Compounded Index + 0.620%)

4.879 08/16/27

3,019

7,000,000

Asian Infrastructure Investment Bank

4.125 01/18/29

7,096

6,400,000

Asian Infrastructure Investment Bank

4.250 03/13/34

6,467

EUR

7,925,000

(f) Banque Ouest Africaine de Developpement

2.750 01/22/33

8,043

4,500,000

(f) Caisse d'Amortissement de la Dette Sociale

4.875 09/19/26

4,540

4,750,000

(f) Caisse d'Amortissement de la Dette Sociale

1.375 01/20/31

4,146

5,000,000

(f) Caisse d'Amortissement de la Dette Sociale

2.125 01/26/32

4,445

10,000,000

Canada Government International Bond

3.750 04/26/28

10,024

13,600,000

Canada Government International Bond

4.000 03/18/30

13,738

2,877,898

Canal Barge Co, Inc

4.500 11/12/34

2,854

4,450,000

(f) Central American Bank for Economic Integration

5.000 02/09/26

4,460

2,000,000

Central American Bank for Economic Integration

5.000 02/09/26

2,005

10,075,000

Chile Government International Bond

3.100 05/07/41

7,658

8,025,000

Colombia Government International Bond

8.000 11/14/35

8,611

4,800,000

Colombia Government International Bond

8.750 11/14/53

5,264

725,000

(f) Dominican Republic International Bond

6.600 06/01/36

759

2,250,000

European Investment Bank

2.375 05/24/27

2,203

11,961,000

European Investment Bank

0.625 10/21/27

11,248

6,250,000

European Investment Bank

3.250 11/15/27

6,199

11,600,000

European Investment Bank

1.625 10/09/29

10,704

10,000,000

European Investment Bank

0.875 05/17/30

8,784

19,749,000

European Investment Bank

0.750 09/23/30

17,051

6,445,000

European Investment Bank

3.750 02/14/33

6,344

2,000,000

European Investment Bank

4.875 02/15/36

2,107

Social Choice

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

FOREIGN GOVERNMENT BONDS

(continued)

$

11,250,000

Export Development Canada

3.750 %

09/07/27

$

11,266

13,050,000

Export Development Canada

3.875 02/14/28

13,107

10,000,000

Export Development Canada

4.125 02/13/29

10,132

11,400,000

Export Development Canada

4.000 06/20/30

11,504

18,675,000

Export Development Canada

4.750 06/05/34

19,528

4,500,000

Inter-American Development Bank

4.500 05/15/26

4,515

4,868,000

Inter-American Development Bank

1.125 07/20/28

4,541

5,000,000

Inter-American Development Bank

1.125 01/13/31

4,357

15,800,000

Inter-American Development Bank

3.500 04/12/33

15,207

2,644,000

Inter-American Investment Corp

0.625 02/10/26

2,611

19,785,000

Inter-American Investment Corp

4.126 02/15/28

19,933

21,780,000

International Bank for Reconstruction & Development

0.000 03/31/27

21,307

5,250,000

(a) International Bank for Reconstruction & Development

0.000 03/31/28

5,162

25,000,000

International Bank for Reconstruction & Development

1.745 07/31/33

25,513

5,000,000

(f) International Development Association

0.875 04/28/26

4,912

14,750,000

International Finance Corp

4.750 03/16/26

14,777

13,000,000

International Finance Corp

2.126 04/07/26

12,877

4,300,000

International Finance Corp

4.375 01/15/27

4,330

10,643,000

International Finance Facility for Immunisation Co

1.000 04/21/26

10,466

3,050,000

Japan Bank for International Cooperation

1.625 01/20/27

2,964

1,750,000

Japan Bank for International Cooperation

4.875 10/18/28

1,801

3,930,000

Japan International Cooperation Agency

4.250 05/22/30

3,978

8,750,000

Japan International Cooperation Agency

1.750 04/28/31

7,742

4,175,000

(f) Kommuninvest I Sverige AB

4.625 09/29/28

4,284

8,250,000

(f) Korea Electric Power Corp

4.875 01/31/27

8,326

6,500,000

Kreditanstalt fuer Wiederaufbau

1.750 09/14/29

6,037

6,500,000

(f) Kuntarahoitus Oyj

3.625 10/09/29

6,466

13,000,000

Landwirtschaftliche Rentenbank

0.875 09/03/30

11,319

12,375,000

(f) Nederlandse Waterschapsbank NV

4.000 06/01/28

12,453

4,450,000

(f) Nederlandse Waterschapsbank NV

4.375 02/28/29

4,536

10,250,000

(f) Nederlandse Waterschapsbank NV

4.500 01/16/30

10,521

7,000,000

Nederlandse Waterschapsbank NV

1.000 05/28/30

6,158

4,430,000

(f) Nederlandse Waterschapsbank NV

1.000 05/28/30

3,897

15,641,000

OMERS Finance Trust

3.500 04/19/32

14,995

7,666,000

(f) OMERS Finance Trust

3.500 04/19/32

7,349

750,000

OMERS Finance Trust

4.000 04/19/52

588

4,825,000

(f) OMERS Finance Trust

4.000 04/19/52

3,781

5,030,000

OPEC Fund for International Development

4.500 01/26/26

5,033

4,970,000

(f) OPEC Fund for International Development

4.500 01/26/26

4,973

9,750,000

Province of Ontario Canada

1.125 10/07/30

8,521

11,750,000

Province of Ontario Canada

5.050 04/24/34

12,326

9,100,000

Province of Ontario Canada

4.850 06/11/35

9,367

5,000,000

Province of Quebec Canada

7.500 09/15/29

5,660

10,625,000

Province of Quebec Canada

4.500 09/08/33

10,758

10,500,000

Province of Quebec Canada

4.250 09/05/34

10,390

7,750,000

Republic of Italy Government International Bond

4.000 10/17/49

5,829

5,100,000

(f) Serbia International Bond

6.000 06/12/34

5,315

TOTAL FOREIGN GOVERNMENT BONDS

677,309

MORTGAGE BACKED - 10.6%

2,115,000

(c),(f)

Angel Oak Mortgage Trust

2.837 11/25/66

1,555

51,124,172

(c),(f)

Citigroup Mortgage Loan Trust

0.153 02/25/52

5,731,357

(c),(f)

Citigroup Mortgage Loan Trust

0.250 02/25/52

9,130,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

7.456 03/25/42

9,386

19,159,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 4.650%)

9.006 06/25/42

20,280

2,930,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 3.350%)

7.706 01/25/43

3,062

3,930,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

7.906 05/25/43

4,149

13,540,482

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

7.456 06/25/43

14,082

4,574,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 2.700%)

7.056 07/25/43

4,731

5,720,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 3.900%)

9.188 07/25/43

6,028

4,470,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

7.906 10/25/43

4,675

2,420,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 1.800%)

6.150 02/25/44

2,443

586,791

Fannie Mae Pool

3.500 05/01/32

580

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MORTGAGE BACKED

(continued)

$

770,727

Fannie Mae Pool

5.000 %

05/01/35

$

788

529,071

Fannie Mae Pool

5.000 10/01/35

542

402,484

Fannie Mae Pool

5.000 02/01/36

888,636

Fannie Mae Pool

5.500 11/01/38

922

115,739

Fannie Mae Pool

3.000 05/01/40

320,188

Fannie Mae Pool

5.000 09/01/40

807,690

Fannie Mae Pool

5.000 05/01/41

827

554,823

Fannie Mae Pool

4.000 09/01/42

540

999,280

Fannie Mae Pool

4.500 03/01/44

998

44,943,129

Fannie Mae Pool

4.000 05/01/44

43,599

266,494

Fannie Mae Pool

4.500 06/01/44

2,879,316

Fannie Mae Pool

4.500 06/01/44

2,851

594,875

Fannie Mae Pool

4.500 08/01/44

589

1,512,868

Fannie Mae Pool

4.500 10/01/44

1,498

2,873,584

Fannie Mae Pool

4.500 11/01/44

2,845

501,064

Fannie Mae Pool

5.000 11/01/44

513

804,631

Fannie Mae Pool

4.500 12/01/44

797

328,594

Fannie Mae Pool

4.000 01/01/45

135,823

Fannie Mae Pool

4.500 03/01/45

230,641

Fannie Mae Pool

4.500 04/01/45

1,593,462

Fannie Mae Pool

3.500 05/01/45

1,501

2,333,686

Fannie Mae Pool

3.500 01/01/46

2,194

466,708

Fannie Mae Pool

4.000 04/01/46

2,686,855

Fannie Mae Pool

3.500 06/01/46

2,519

1,802,816

Fannie Mae Pool

3.500 07/01/46

1,691

2,901,563

Fannie Mae Pool

3.500 07/01/46

2,737

804,320

Fannie Mae Pool

3.500 08/01/46

754

254,662

Fannie Mae Pool

3.000 10/01/46

2,198,021

Fannie Mae Pool

3.500 10/01/46

2,060

917,615

Fannie Mae Pool

4.500 05/01/47

918

1,096,977

Fannie Mae Pool

4.000 10/01/47

1,055

219,668

Fannie Mae Pool

3.500 11/01/47

227,815

Fannie Mae Pool

4.500 11/01/47

12,243

Fannie Mae Pool

3.500 01/01/48

1,653,984

Fannie Mae Pool

4.500 01/01/48

1,635

1,290,256

Fannie Mae Pool

4.500 02/01/48

1,275

1,096,109

Fannie Mae Pool

4.500 05/01/48

1,083

706,884

Fannie Mae Pool

4.500 05/01/48

699

9,411,912

Fannie Mae Pool

3.000 07/01/50

8,453

5,697,742

Fannie Mae Pool

2.500 08/01/51

4,862

3,568,638

Fannie Mae Pool

3.000 09/01/51

3,192

3,907,802

Fannie Mae Pool

2.500 12/01/51

3,322

11,258,719

Fannie Mae Pool

2.500 02/01/52

9,635

3,800,469

Fannie Mae Pool

3.500 02/01/52

3,517

19,703,292

Fannie Mae Pool

3.000 04/01/52

17,357

1,119,402

Fannie Mae Pool

3.500 04/01/52

1,025

9,663,857

Fannie Mae Pool

3.500 05/01/52

8,884

22,708,401

Fannie Mae Pool

3.500 05/01/52

20,784

18,715,063

Fannie Mae Pool

4.000 05/01/52

17,685

11,239,309

Fannie Mae Pool

3.500 06/01/52

10,309

35,990,872

Fannie Mae Pool

3.500 06/01/52

32,997

50,268,139

Fannie Mae Pool

4.000 06/01/52

47,616

3,669,034

Fannie Mae Pool

4.500 06/01/52

3,579

36,192,700

Fannie Mae Pool

4.000 07/01/52

34,206

3,500,887

Fannie Mae Pool

4.500 07/01/52

3,414

16,136,566

Fannie Mae Pool

4.000 08/01/52

15,251

30,072,627

Fannie Mae Pool

4.500 08/01/52

29,308

23,448,794

Fannie Mae Pool

5.000 08/01/52

23,371

70,640,843

Fannie Mae Pool

4.000 09/01/52

66,818

137,122,590

Fannie Mae Pool

4.500 09/01/52

133,634

9,780,038

Fannie Mae Pool

5.000 09/01/52

9,747

23,190,295

Fannie Mae Pool

4.000 10/01/52

21,920

Social Choice

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MORTGAGE BACKED

(continued)

$

52,220,759

Fannie Mae Pool

4.500 %

10/01/52

$

50,925

62,046,965

Fannie Mae Pool

5.000 10/01/52

61,834

50,967,148

Fannie Mae Pool

4.500 11/01/52

49,655

26,431,122

Fannie Mae Pool

5.500 12/01/52

26,806

150,580

Fannie Mae Pool

5.000 01/01/53

33,871,328

Fannie Mae Pool

5.000 02/01/53

33,751

4,908,291

Fannie Mae Pool

6.000 02/01/53

5,029

2,607,787

Fannie Mae Pool

6.000 03/01/53

2,676

29,223,485

Fannie Mae Pool

5.000 04/01/53

29,117

2,374,471

Fannie Mae Pool

6.000 05/01/53

2,439

8,310,958

Fannie Mae Pool

5.000 06/01/53

8,331

39,990,734

Fannie Mae Pool

5.500 06/01/53

40,467

7,449,413

Fannie Mae Pool

4.500 07/01/53

7,251

7,998,343

Fannie Mae Pool

5.000 07/01/53

7,956

13,879,497

Fannie Mae Pool

5.000 08/01/53

13,818

45,330,100

Fannie Mae Pool

5.500 08/01/53

45,777

79,377,532

Fannie Mae Pool

5.500 10/01/53

80,275

38,255,208

Fannie Mae Pool

6.000 11/01/53

39,167

634,090

Fannie Mae Pool

6.000 01/01/54

649

12,668,709

Fannie Mae Pool

4.000 02/01/54

11,973

4,141,794

Fannie Mae Pool

5.500 04/01/54

4,182

64,097,827

Fannie Mae Pool

5.500 05/01/54

64,726

3,688,544

Fannie Mae Pool

6.000 06/01/54

3,770

87,113,192

Fannie Mae Pool

5.500 10/01/54

87,897

5,294,643

Fannie Mae Pool

6.000 10/01/54

5,415

1,127,339

(c) Fannie Mae REMICS, (SOFR30A + 5.836%)

1.479 09/25/43

4,379,362

Fannie Mae REMICS

3.500 02/25/48

3,928

3,249,251

Fannie Mae REMICS

4.000 07/25/48

3,102

4,611,329

Fannie Mae REMICS

2.000 08/25/50

586

6,548,325

Fannie Mae REMICS

2.000 10/25/50

4,631

11,288,457

Fannie Mae REMICS

2.500 11/25/50

1,575

4,078,030

Fannie Mae REMICS

3.000 12/25/50

699

3,419,747

Fannie Mae REMICS

3.000 02/25/51

571

4,438,733

Fannie Mae REMICS

2.500 11/25/51

12,510,402

Fannie Mae REMICS

3.500 04/25/52

9,767

2,626,347

Fannie Mae REMICS

4.000 05/25/52

2,146

7,159,626

Fannie Mae REMICS

4.500 07/25/52

6,504

2,628,488

Fannie Mae REMICS

4.500 08/25/52

2,289

1,979,302

Fannie Mae REMICS

4.000 09/25/52

1,747

2,465,644

Fannie Mae REMICS

4.000 09/25/52

2,186

1,910,894

Fannie Mae REMICS

4.500 10/25/52

1,822

2,193,140

Fannie Mae REMICS

4.500 10/25/52

2,111

3,943,194

Fannie Mae REMICS

5.500 11/25/52

4,020

8,644,279

(c) Fannie Mae-Aces

2.982 02/25/27

8,522

2,762,523

(c) Fannie Mae-Aces

3.421 06/25/28

2,722

2,505

Freddie Mac Gold Pool

8.000 01/01/31

62,908

Freddie Mac Gold Pool

4.500 07/01/33

427,059

Freddie Mac Gold Pool

7.000 12/01/33

74,396

Freddie Mac Gold Pool

7.000 05/01/35

320,670

Freddie Mac Gold Pool

5.000 06/01/36

104,136

Freddie Mac Gold Pool

5.000 07/01/39

68,448

Freddie Mac Gold Pool

4.000 06/01/42

153,466

Freddie Mac Gold Pool

4.500 10/01/44

195,686

Freddie Mac Gold Pool

4.500 11/01/44

391,153

Freddie Mac Gold Pool

4.500 11/01/44

200,999

Freddie Mac Gold Pool

4.500 12/01/44

193,706

Freddie Mac Gold Pool

4.500 12/01/44

857,592

Freddie Mac Gold Pool

3.500 04/01/45

809

3,237,395

Freddie Mac Gold Pool

3.500 10/01/45

3,047

58,078

Freddie Mac Gold Pool

3.000 04/01/47

345,048

Freddie Mac Gold Pool

4.500 06/01/47

776,344

Freddie Mac Gold Pool

4.000 09/01/47

746

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MORTGAGE BACKED

(continued)

$

618,711

Freddie Mac Gold Pool

3.500 %

12/01/47

$

580

2,492,936

Freddie Mac Gold Pool

4.500 08/01/48

2,467

5,131,179

Freddie Mac Pool

2.310 12/01/31

4,606

6,780,573

Freddie Mac Pool

3.740 06/01/37

6,201

7,210,211

Freddie Mac Pool

3.350 08/01/37

6,430

2,229,655

Freddie Mac Pool

3.400 12/01/37

1,987

5,646,500

Freddie Mac Pool

4.300 12/01/37

5,430

1,810,960

Freddie Mac Pool

3.500 03/01/38

1,641

640,000

Freddie Mac Pool

4.330 05/01/38

617

3,132,240

Freddie Mac Pool

2.970 07/01/38

2,659

3,357,410

Freddie Mac Pool

4.550 07/01/38

3,284

5,775,000

Freddie Mac Pool

3.500 10/01/38

5,136

393,884

Freddie Mac Pool

3.160 11/01/38

1,853,500

Freddie Mac Pool

3.910 01/01/39

1,710

2,293,500

Freddie Mac Pool

4.750 12/01/39

2,289

3,329,683

Freddie Mac Pool

3.000 01/01/41

2,753

752,816

Freddie Mac Pool

4.250 09/01/42

718

3,945,358

Freddie Mac Pool

3.000 11/01/49

3,539

3,451,152

Freddie Mac Pool

2.500 11/01/51

2,925

9,340,566

Freddie Mac Pool

3.000 11/01/51

8,392

1,133,190

Freddie Mac Pool

3.000 11/01/51

1,013

958,441

Freddie Mac Pool

3.000 11/01/51

865

1,365,922

Freddie Mac Pool

3.000 11/01/51

1,228

3,893,664

Freddie Mac Pool

2.500 01/01/52

3,294

9,218,766

Freddie Mac Pool

2.500 02/01/52

7,889

294,461

Freddie Mac Pool

3.000 02/01/52

5,857,062

Freddie Mac Pool

3.000 03/01/52

5,157

4,635,556

Freddie Mac Pool

2.500 04/01/52

3,935

13,332,932

Freddie Mac Pool

4.000 04/01/52

12,603

20,077,329

Freddie Mac Pool

3.000 05/01/52

17,675

450,015

Freddie Mac Pool

3.000 06/01/52

37,045

Freddie Mac Pool

3.000 06/01/52

7,885,554

Freddie Mac Pool

4.500 06/01/52

7,687

233,693

Freddie Mac Pool

4.500 07/01/52

7,852,793

Freddie Mac Pool

4.500 07/01/52

7,656

8,492,044

Freddie Mac Pool

6.000 11/01/52

8,720

13,885,791

Freddie Mac Pool

5.000 01/01/53

13,837

10,378,710

Freddie Mac Pool

5.000 06/01/53

10,338

9,457,576

Freddie Mac Pool

5.000 08/01/53

9,420

17,618,149

Freddie Mac Pool

5.500 08/01/53

17,823

6,347,055

Freddie Mac REMICS

3.500 01/15/47

5,802

1,222,176

Freddie Mac REMICS

4.000 10/15/47

1,159

2,167,961

Freddie Mac REMICS

4.000 11/15/47

2,074

5,425,082

Freddie Mac REMICS

4.000 01/15/48

5,188

6,408,105

Freddie Mac REMICS

4.000 03/15/48

6,124

1,764,463

Freddie Mac REMICS

4.000 04/15/48

1,686

5,807,281

Freddie Mac REMICS

4.000 04/15/48

5,518

2,451,990

(c) Freddie Mac REMICS, (SOFR30A + 9.737%)

2.742 06/15/48

2,299

1,667,874

(c) Freddie Mac REMICS, (SOFR30A + 9.657%)

2.662 10/15/48

1,495

5,827,938

Freddie Mac REMICS

2.000 09/25/50

4,015

2,331,319

Freddie Mac REMICS

2.000 09/25/50

6,542,076

Freddie Mac REMICS

3.000 09/25/50

4,834

4,992,573

Freddie Mac REMICS

3.000 10/25/50

3,629

14,898,697

Freddie Mac REMICS

2.500 02/25/51

2,446

1,719,221

Freddie Mac REMICS

4.000 08/25/52

1,532

2,946,438

Freddie Mac REMICS

4.500 10/25/52

2,776

3,649,802

Freddie Mac REMICS

5.500 11/25/52

3,740

2,903,792

Freddie Mac REMICS

5.500 02/25/53

2,964

500,000

(c),(f)

Freddie Mac STACR REMIC Trust, (SOFR30A + 7.100%)

11.456 01/25/42

531

2,285,000

(c),(f)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.750%)

9.106 02/25/42

2,382

3,000,000

(c),(f)

Freddie Mac STACR REMIC Trust, (SOFR30A + 5.650%)

8.647 04/25/42

3,186

8,255,000

(c),(f)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%)

7.706 05/25/42

8,572

Social Choice

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MORTGAGE BACKED

(continued)

$

12,438,292

(c),(f)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.500%)

8.856 %

06/25/42

$

13,165

8,581,000

(c),(f)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.000%)

8.356 07/25/42

9,040

11,830,000

(c),(f)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.550%)

7.906 08/25/42

12,393

6,442,557

(c),(f)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.700%)

8.056 09/25/42

6,775

9,695,000

(c),(f)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.250%)

7.598 04/25/43

10,159

7,970,000

(c),(f)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.500%)

7.856 05/25/43

8,410

58,931

(c),(f)

Freddie Mac STACR Securitized Participation Interests Trust

3.783 02/25/48

74,055

(c),(f)

Freddie Mac STACR Securitized Participation Interests Trust

3.851 05/25/48

6,300,475

Ginnie Mae I Pool

2.690 06/15/33

5,904

5,364,320

Ginnie Mae I Pool

3.700 10/15/33

5,212

43,003

Ginnie Mae I Pool

5.000 04/15/38

6,300,305

Ginnie Mae I Pool

3.700 08/15/40

5,888

10,424,612

Ginnie Mae I Pool

2.750 01/15/45

9,841

81,124

Ginnie Mae II Pool

6.500 11/20/38

3,428,201

Ginnie Mae II Pool

3.500 12/20/46

3,181

2,343,991

Ginnie Mae II Pool

3.500 01/20/47

2,175

1,253,487

Ginnie Mae II Pool

3.500 10/20/50

1,156

23,557,195

Ginnie Mae II Pool

3.000 06/20/51

21,050

38,147,296

Ginnie Mae II Pool

3.000 12/20/51

34,117

21,952,798

Ginnie Mae II Pool

3.000 01/20/52

19,615

4,681,134

Ginnie Mae II Pool

2.500 02/20/52

3,957

19,429,807

Ginnie Mae II Pool

3.500 04/20/52

17,819

33,775,644

Ginnie Mae II Pool

3.500 07/20/52

30,850

6,064,499

Ginnie Mae II Pool

4.000 08/20/52

5,760

14,062,902

Ginnie Mae II Pool

4.500 08/20/52

13,742

52,740,456

Ginnie Mae II Pool

4.000 09/20/52

49,967

3,161,066

Ginnie Mae II Pool

5.000 09/20/52

3,163

7,700,921

Ginnie Mae II Pool

5.000 11/20/52

7,706

26,234,761

Ginnie Mae II Pool

3.500 12/20/52

23,969

33,497,638

Ginnie Mae II Pool

4.500 12/20/52

32,708

14,640,213

Ginnie Mae II Pool

4.500 02/20/53

14,281

1,126,756

Ginnie Mae II Pool

5.000 02/20/53

1,127

4,943,701

Ginnie Mae II Pool

3.000 08/20/53

4,443

10,423,360

Government National Mortgage Association

5.000 01/20/40

2,092

4,845,540

Government National Mortgage Association

4.500 03/20/40

852

7,859,636

Government National Mortgage Association

5.000 03/20/40

1,501

6,231,493

Government National Mortgage Association

2.500 10/16/43

5,589

6,240,355

Government National Mortgage Association

2.500 12/20/43

5,620

2,129,729

Government National Mortgage Association

3.000 03/20/45

1,921

819,302

Government National Mortgage Association

4.000 06/20/46

2,823,813

Government National Mortgage Association

5.000 09/20/46

525

11,473,926

Government National Mortgage Association

3.000 11/20/51

8,377

13,638,197

Government National Mortgage Association

3.000 12/20/51

10,030

9,408,513

Government National Mortgage Association

3.000 01/20/52

7,056

11,176,320

Government National Mortgage Association

3.000 02/20/52

7,672

7,915,528

Government National Mortgage Association

4.000 04/20/52

6,702

8,241,147

Government National Mortgage Association

5.000 04/20/52

1,502

2,655,431

Government National Mortgage Association

4.000 07/20/52

2,258

4,759,387

Government National Mortgage Association

4.500 09/20/52

4,435

3,884,721

Government National Mortgage Association

4.500 09/20/52

3,622

3,266,828

Government National Mortgage Association

4.500 09/20/52

3,160

3,512,841

Government National Mortgage Association

4.500 09/20/52

3,160

4,143,990

Government National Mortgage Association

4.500 02/20/53

3,921

3,681,594

Government National Mortgage Association

5.500 02/20/53

3,697

6,034,841

(c) Government National Mortgage Association, (SOFR30A + 6.950%)

2.561 05/20/53

4,494,024

(c) Government National Mortgage Association, (SOFR30A + 23.205%)

6.089 08/20/53

4,998

2,461,019

(c) Government National Mortgage Association, (SOFR30A + 25.350%)

8.234 08/20/53

2,942

7,611,426

Government National Mortgage Association

5.000 12/20/53

7,458

6,734,085

Government National Mortgage Association

2.500 04/20/54

4,899

4,410,560

Government National Mortgage Association (GNMA)

3.000 02/20/51

3,941

14,214,635

Government National Mortgage Association (GNMA)

4.500 10/20/52

13,886

57,053,148

(c),(f)

GS Mortgage-Backed Securities Corp Trust

0.151 08/25/51

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MORTGAGE BACKED

(continued)

$

1,793,391

(c),(f)

GS Mortgage-Backed Securities Corp Trust

2.500 %

08/25/51

$

1,481

7,082,764

(c),(f)

GS Mortgage-Backed Securities Trust

2.500 11/25/51

5,840

3,982,764

(c),(f)

GS Mortgage-Backed Securities Trust

2.500 03/25/52

3,285

1,981,941

(c),(f)

GS Mortgage-Backed Securities Trust

2.823 05/28/52

1,659

93,816

(c) Impac CMB Trust, (TSFR1M + 0.774%)

4.932 03/25/35

2,892,213

(c),(f)

J.P. Morgan Mortgage Trust

3.242 10/25/52

2,385

176,993

(c),(f)

JP Morgan Mortgage Trust

3.500 05/25/47

216,277

(c),(f)

JP Morgan Mortgage Trust

3.500 10/25/48

75,590

(c),(f)

JP Morgan Mortgage Trust

4.000 01/25/49

15,951,025

(c),(f)

JP Morgan Mortgage Trust

0.119 06/25/51

28,056,563

(c),(f)

JP Morgan Mortgage Trust

0.106 11/25/51

2,059,623

(c),(f)

JP Morgan Mortgage Trust

2.500 11/25/51

1,699

29,427,150

(c),(f)

JP Morgan Mortgage Trust

0.113 12/25/51

2,464,236

(c),(f)

JP Morgan Mortgage Trust

2.500 12/25/51

2,033

2,995,130

(c),(f)

JP Morgan Mortgage Trust

2.845 12/25/51

2,430

3,551,940

(c),(f)

JP Morgan Mortgage Trust

2.500 01/25/52

2,927

5,736,986

(c),(f)

JP Morgan Mortgage Trust

2.500 06/25/52

4,711

7,457,324

(c),(f)

JP Morgan Mortgage Trust

3.000 06/25/52

6,467

32,080,905

(f) JP Morgan Mortgage Trust

0.224 07/25/52

5,550,010

(c),(f)

JP Morgan Mortgage Trust

2.500 07/25/52

4,562

7,887,442

(c),(f)

JP Morgan Mortgage Trust

3.250 07/25/52

7,045

8,600,436

(c),(f)

JP Morgan Mortgage Trust

3.000 08/25/52

7,394

4,424,634

(c),(f)

JP Morgan Mortgage Trust

3.000 10/25/52

3,804

4,396,438

(c),(f)

JP Morgan Mortgage Trust

3.000 11/25/52

3,782

5,979,841

(c),(f)

JP Morgan Mortgage Trust

3.000 04/25/53

5,141

329,581

(c),(f)

JP Morgan Mortgage Trust

5.000 06/25/53

2,255,800

(c),(f)

JP Morgan Mortgage Trust

5.500 06/25/53

2,251

3,282,157

(c),(f)

Morgan Stanley Residential Mortgage Loan Trust

2.500 08/25/51

2,707

2,290,151

(c),(f)

Morgan Stanley Residential Mortgage Loan Trust

2.500 09/25/51

2,053

2,130,546

(c),(f)

Morgan Stanley Residential Mortgage Loan Trust

2.500 09/25/51

1,755

1,811,778

(c),(f)

RCKT Mortgage Trust

3.007 09/25/51

1,490

5,879,979

(c),(f)

RCKT Mortgage Trust

2.500 02/25/52

4,850

2,848,669

(c),(f)

RCKT Mortgage Trust

3.000 05/25/52

2,451

1,184,390

(c),(f)

RCKT Mortgage Trust

3.186 05/25/52

998

49,272

(c),(f)

Sequoia Mortgage Trust

4.000 06/25/49

137,786

(c),(f)

Sequoia Mortgage Trust

3.500 12/25/49

2,495,414

(c),(f)

Sequoia Mortgage Trust

2.500 06/25/51

2,073

214,450

(c),(f)

Shellpoint Co-Originator Trust

3.500 10/25/47

TOTAL MORTGAGE BACKED

2,289,504

MUNICIPAL BONDS - 1.7%

4,835,000

American Municipal Power, Inc

6.270 02/15/50

5,051

1,990,000

California Health Facilities Financing Authority

2.984 06/01/33

1,800

2,430,000

California Health Facilities Financing Authority

4.190 06/01/37

2,297

2,130,000

California Health Facilities Financing Authority

4.353 06/01/41

1,969

50,000

California Municipal Finance Authority

2.288 08/15/28

8,500,000

(f) Chester Upland School District

5.330 12/30/25

8,431

3,035,000

City & County of Honolulu HI

2.668 10/01/27

2,974

5,645,000

City & County of Honolulu HI

3.974 09/01/35

5,412

1,615,000

City & County of Honolulu HI

4.004 09/01/36

1,535

10,250,000

City & County of San Francisco CA

5.770 06/15/45

10,435

7,085,000

City & County of San Francisco CA

4.000 04/01/47

5,535

4,910,000

City & County of San Francisco CA

5.450 06/15/64

4,745

350,000

City & County of San Francisco CA Community Facilities District No 2014-1

3.091 09/01/36

5,500,000

City & County of San Francisco CA Community Facilities District No 2014-1

4.000 09/01/48

4,419

7,790,000

City & County of San Francisco CA Community Facilities District No 2014-1

3.482 09/01/50

5,564

1,240,000

City & County of San Francisco CA Community Facilities District No 2014-1

6.332 09/01/51

1,278

7,500,000

City of Los Angeles CA

3.880 09/01/38

6,895

1,125,000

City of Los Angeles CA

4.750 09/01/38

1,122

5,445,000

City of Los Angeles CA

4.800 09/01/39

5,407

7,190,000

City of Los Angeles CA

5.000 09/01/42

7,030

1,530,000

City of Los Angeles Department of Airports Customer Facility Charge Revenue

3.158 05/15/29

1,479

1,780,000

(f) City of Miami FL

4.808 01/01/39

1,712

Social Choice

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MUNICIPAL BONDS

(continued)

$

3,300,000

City of New York NY

5.094 %

10/01/49

$

3,158

3,000,000

City of New York NY

5.828 10/01/53

3,145

4,835,000

City of Oakland CA

2.070 01/15/29

4,526

3,025,000

City of Port Lions AK

7.500 10/01/52

3,166

3,725,000

City of San Francisco CA Public Utilities Commission Water Revenue

3.950 11/01/36

3,495

1,000,000

City of San Juan Capistrano CA

3.700 08/01/31

979

5,255,000

City of Seattle WA Local Improvement District No 6751

2.999 11/01/43

4,494

5,235,000

City of Seattle WA Local Improvement District No 6751

3.079 11/01/43

4,430

4,000,000

Columbus Metropolitan Housing Authority

5.050 04/01/30

4,034

1,000,000

(f) County of Gallatin MT

11.500 09/01/27

1,030

3,500,000

(f) County of Gallatin MT

11.500 09/01/27

3,606

5,000,000

County of Santa Clara CA

4.970 08/01/39

5,074

10,000,000

District of Columbia Water & Sewer Authority

4.814 10/01/14

8,777

17,901,531

Freddie Mac Multifamily Variable Rate Certificate

4.050 08/25/38

17,083

640,000

Henry County Water Authority

3.000 01/01/43

850,000

Henry County Water Authority

3.200 01/01/49

588

1,000,000

Honolulu City & County Board of Water Supply

2.327 07/01/32

895

6,430,000

Lavaca-Navidad River Authority

4.430 08/01/35

6,420

1,025,000

Maine State Housing Authority

2.331 11/15/30

932

1,500,000

Maryland Economic Development Corp

5.433 05/31/56

1,455

3,925,000

Maryland Economic Development Corp

5.942 05/31/57

3,986

3,000,000

Massachusetts Clean Energy Cooperative Corp

2.020 07/01/28

2,846

3,000,000

Massachusetts Clean Energy Cooperative Corp

2.485 07/01/32

2,666

2,000,000

Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue

2.942 07/01/43

1,530

11,675,000

Metropolitan Water Reclamation District of Greater Chicago

5.720 12/01/38

12,240

4,225,000

Minnesota Housing Finance Agency

5.897 08/01/49

4,246

6,580,000

Minnesota Housing Finance Agency

5.947 08/01/54

6,635

22,250,000

(c),(f)

New Hampshire Business Finance Authority

4.400 02/01/29

22,250

8,295,000

(c),(f)

New Hampshire Business Finance Authority

4.270 07/01/33

8,295

6,750,000

New Hampshire Business Finance Authority

5.876 12/01/35

7,133

2,740,000

New Hampshire Business Finance Authority

5.694 11/01/45

2,713

1,960,000

New Hampshire Business Finance Authority

5.775 11/01/54

1,908

720,000

New Jersey Economic Development Authority

5.298 03/01/32

750

2,500,000

New York City Housing Development Corp

3.720 11/01/39

2,123

5,500,000

New York City Housing Development Corp

5.448 08/01/54

5,303

3,430,000

New York City Housing Development Corp

5.884 02/01/55

3,430

2,400,000

New York State Energy Research & Development Authority

6.222 04/01/40

2,474

17,500,000

New York Transportation Development Corp

5.000 01/01/26

17,565

7,420,000

New York Transportation Development Corp

6.971 06/30/51

7,377

6,925,000

(a),(b),(f)

Pennsylvania Economic Development Financing Authority

10.000 12/01/29

1,170,000

Pharr Economic Development Corp

3.513 08/15/30

1,139

1,140,000

Pharr Economic Development Corp

3.893 08/15/33

1,096

405,000

(a),(b)

Public Finance Authority

15.000 12/31/25

0^

1,735,000

(f) Public Finance Authority

7.500 06/01/29

1,688

6,700,000

Public Finance Authority

5.292 07/01/29

6,853

5,000,000

(f) Public Finance Authority

6.250 06/01/31

5,059

1,250,000

Redevelopment Authority of the City of Philadelphia

1.927 09/01/27

1,203

640,000

Redevelopment Authority of the City of Philadelphia

4.711 09/01/30

653

1,935,000

Redevelopment Authority of the City of Philadelphia

5.226 09/01/40

1,958

1,005,000

Sales Tax Securitization Corp

5.293 01/01/41

1,022

10,045,000

San Francisco City & County Public Utilities Commission Wastewater Revenue

4.655 10/01/27

10,196

2,000,000

San Francisco City & County Redevelopment Agency

4.375 08/01/44

1,721

1,325,000

San Luis Obispo County Financing Authority

5.571 09/01/40

1,378

1,315,000

South Dakota Housing Development Authority

5.460 05/01/53

1,337

3,770,000

State of Oregon

5.832 05/01/45

3,935

3,000

State of Wisconsin

5.700 05/01/26

1,650,000

(f) Syracuse Industrial Development Agency

5.000 01/01/36

1,242

315,000

Tampa Bay Water

2.612 10/01/25

1,965,000

Tampa Bay Water

2.612 10/01/25

1,965

3,225,000

Tampa Bay Water

2.782 10/01/26

3,225

3,000,000

Tampa Bay Water

2.952 10/01/27

3,000

1,255,000

Texas Water Development Board

4.248 10/15/35

1,245

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

MUNICIPAL BONDS

(continued)

$

4,170,000

Texas Water Development Board

4.648 %

04/15/50

$

3,861

3,020,000

Toledo-Lucas County Port Authority

5.850 11/15/49

2,956

1,830,000

United Nations Development Corp

6.536 08/01/55

1,956

1,000,000

University of Cincinnati

3.250 06/01/29

1,000

18,000,000

University of New Mexico

3.532 06/20/32

17,666

500,000

Upper Allegheny Joint Sanitary Authority

3.550 09/01/39

1,500,000

Upper Allegheny Joint Sanitary Authority

3.800 09/01/49

1,219

TOTAL MUNICIPAL BONDS

358,011

U.S. TREASURY SECURITIES - 7.9%

257,069,000

United States Treasury Note

3.500 09/30/27

256,517

132,113,000

United States Treasury Note

3.375 09/15/28

131,215

191,318,000

United States Treasury Note

3.625 09/30/30

190,346

222,945,000

United States Treasury Note

3.875 09/30/32

222,213

294,153,000

United States Treasury Note

4.250 08/15/35

296,543

180,042,000

United States Treasury Note

4.750 08/15/45

184,065

174,056,000

United States Treasury Note

4.750 05/15/55

174,600

10,000,000

United States Treasury Note/Bond

2.625 05/31/27

9,834

14,508,000

United States Treasury Note/Bond

1.875 02/15/41

10,199

4,700,000

United States Treasury Note/Bond

2.250 05/15/41

3,482

202,078,800

United States Treasury Note/Bond

2.375 02/15/42

149,744

29,796,000

United States Treasury Note/Bond

3.250 05/15/42

25,031

35,830,000

United States Treasury Note/Bond

2.875 11/15/46

26,828

2,500,000

United States Treasury Note/Bond

3.000 02/15/49

1,872

40,008,000

United States Treasury Note/Bond

2.250 02/15/52

24,816

4,021,000

United States Treasury Note/Bond

4.625 05/15/54

3,951

TOTAL U.S. TREASURY SECURITIES

1,711,256

TOTAL GOVERNMENT BONDS

(Cost $5,245,476)

5,152,932

SHARES

DESCRIPTION

VALUE (000)

PREFERRED STOCKS - 0.1%

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.1%

390,000

Brookfield Property Partners LP

5,877

681,850

(e) Brookfield Property Partners LP

9,137

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

15,014

UTILITIES - 0.0%

490,000

Brookfield Infrastructure Partners LP

8,644

308,000

Brookfield Renewable Partners LP

5,824

TOTAL UTILITIES

14,468

TOTAL PREFERRED STOCKS

(Cost $46,746)

29,482

SHARES

DESCRIPTION

EXPIRATION DATE

VALUE (000)

RIGHTS/WARRANTS - 0.0%

HEALTH CARE EQUIPMENT & SERVICES - 0.0%

774

(a) ABIOMED, Inc

12/31/29

TOTAL HEALTH CARE EQUIPMENT & SERVICES

UTILITIES - 0.0%

2,825,640

Orsted AS.

10/02/25

2,813

TOTAL UTILITIES

2,813

TOTAL RIGHTS/WARRANTS

(Cost $4,706)

2,814

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

STRUCTURED ASSETS - 3.8%

ASSET BACKED - 1.1%

1,965,221

(f) Air Canada Pass Through Trust, Series 2017 1

3.550 01/15/30

1,852

1,000,000

(c),(f)

BFLD Trust, (TSFR1M + 2.214%), Series 2020 EYP

6.365 10/15/35

24,619

(c) C-BASS Trust, (TSFR1M + 0.274%), Series 2006 CB6

3.147 07/25/36

6,270,000

(f) Centersquare Issuer LLC, Series 2025 1A

5.500 03/26/55

6,125

3,505,152

Delta Air Lines Pass Through Trust, Series 2020 1

2.000 06/10/28

3,357

Social Choice

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

ASSET BACKED

(continued)

$

12,497,439

Delta Air Lines Pass Through Trust, Series 2020 1

2.500 %

06/10/28

$

11,941

11,875,000

(f) Frontier Issuer LLC, Series 2023 1

6.600 08/20/53

12,060

5,750,000

(f) Frontier Issuer LLC, Series 2023 1

8.300 08/20/53

5,891

7,540,000

(f) Frontier Issuer LLC, Series 2024 1

6.190 06/20/54

7,772

1,500,000

(f) Frontier Issuer LLC, Series 2024 1

11.160 06/20/54

1,683

2,657,068

(f) GoodLeap Sustainable Home Solutions Trust, Series 2021 3CS

2.100 05/20/48

2,120

2,835,935

(f) GoodLeap Sustainable Home Solutions Trust, Series 2021 4GS

1.930 07/20/48

2,346

10,364,177

(f) GoodLeap Sustainable Home Solutions Trust, Series 2021 5CS

2.310 10/20/48

8,790

3,599,067

(f) GoodLeap Sustainable Home Solutions Trust, Series 2022 1GS

2.700 01/20/49

3,240

2,907,728

(f) GoodLeap Sustainable Home Solutions Trust, Series 2022 1GS

2.940 01/20/49

1,936

12,861,287

(f) GoodLeap Sustainable Home Solutions Trust, Series 2022 3CS

4.950 07/20/49

11,630

8,297,000

(f) Grace Trust, Series 2020 GRCE

2.347 12/10/40

7,382

1,446,779

(f) HERO Funding Trust, Series 2015 1A

3.840 09/21/40

1,392

413,348

(f) HERO Funding Trust, Series 2014 2A

3.990 09/21/40

733,855

(f) HERO Funding Trust, Series 2016 2A

3.750 09/20/41

702

684,053

(f) HERO Funding Trust, Series 2016 1A

4.050 09/20/41

661

261,284

(f) HERO Funding Trust, Series 2016 3A

3.080 09/20/42

2,177,809

(f) HERO Funding Trust, Series 2017 1A

3.710 09/20/47

2,045

2,119,375

(f) HERO Funding Trust, Series 2017 3A

3.190 09/20/48

1,944

493,593

(f) HERO Funding Trust, Series 2017 2A

3.280 09/20/48

2,298,431

(f) HERO Funding Trust, Series 2018 1A

4.670 09/20/48

2,231

1,809,283

(f) HERO Funding Trust, Series 2021 1A

2.240 09/20/51

1,551

7,375,000

(f) Hertz Vehicle Financing III LLC, Series 2023 2A

5.570 09/25/29

7,596

6,569

(c) Home Equity Asset Trust, (TSFR1M + 1.614%), Series 2003 1

3.986 06/25/33

2,596,297

(f) Loanpal Solar Loan Ltd, Series 2021 1GS

2.290 01/20/48

2,174

4,525,881

(f) Loanpal Solar Loan Ltd, Series 2021 2GS

2.220 03/20/48

3,682

933,803

(f) Mosaic Solar Loan Trust, Series 2020 1A

2.100 04/20/46

821

1,292,317

(f) Mosaic Solar Loan Trust, Series 2020 1A

3.100 04/20/46

1,122

1,567,216

(f) Mosaic Solar Loan Trust, Series 2021 1A

2.050 12/20/46

1,252

1,305,000

(f) Mosaic Solar Loan Trust, Series 2024 1A

10.000 09/20/49

2,416,216

(f) Mosaic Solar Loan Trust, Series 2021 3A

1.440 06/20/52

1,978

1,984,912

(f) Mosaic Solar Loans LLC, Series 2017 2A

3.820 06/22/43

1,868

2,586,777

(f) Mosaic Solar Loans LLC, Series 2021 2A

1.640 04/22/47

2,142

750,000

(f) Progress Residential Trust, Series 2021 SFR9

2.711 11/17/40

702

1,561,098

(f) Renew, Series 2017 1A

3.670 09/20/52

1,458

3,159,162

(f) Renew, Series 2018 1

3.950 09/20/53

2,977

3,003,620

(f) Renew, Series 2021 1

2.060 11/20/56

2,449

4,010,407

SCE Recovery Funding LLC, Series 2021 A-1

0.861 11/15/31

3,565

176,200

(c) Structured Asset Investment Loan Trust, (TSFR1M + 1.014%), Series 2004 8

5.172 09/25/34

5,751,314

(f) Sunnova Helios VII Issuer LLC, Series 2021 C

2.030 10/20/48

4,919

3,276,932

(f) Sunnova Helios VIII Issuer LLC, Series 2022 A

2.790 02/22/49

2,772

2,139,559

(f) Sunnova Helios XII Issuer LLC, Series 2023 B

5.600 08/22/50

1,707

2,334,062

(f) Sunrun Athena Issuer LLC, Series 2018 1

5.310 04/30/49

2,260

7,946,191

(f) Sunrun Atlas Issuer LLC, Series 2019 2

3.610 02/01/55

7,599

4,892,204

(f) Sunrun Callisto Issuer LLC, Series 2021 2A

2.270 01/30/57

4,399

4,885,285

(f) Sunrun Julius Issuer LLC, Series 2023 2A

6.600 01/30/59

4,916

6,471,961

(f) Sunrun Jupiter Issuer LLC, Series 2022 1A

4.750 07/30/57

6,205

2,832,571

(f) Sunrun Neptune Issuer LLC, Series 2024 1A

6.270 02/01/55

2,824

8,250,000

(f) Switch ABS Issuer LLC, Series 2025 1A

5.036 03/25/55

8,173

1,708,965

(f) Tesla Auto Lease Trust, Series 2023 B

6.130 09/21/26

1,712

872,373

(f) Tesla Auto Lease Trust, Series 2024 B

4.790 01/20/27

873

2,385,000

(f) Tesla Auto Lease Trust, Series 2023 B

6.220 03/22/27

2,394

4,438,959

(f) Tesla Auto Lease Trust, Series 2024 A

5.300 06/21/27

4,452

5,380,000

(f) Tesla Auto Lease Trust, Series 2023 B

6.570 08/20/27

5,402

10,265,000

(f) Tesla Auto Lease Trust, Series 2024 B

4.820 10/20/27

10,322

10,013,000

(f) Tesla Auto Lease Trust, Series 2024 B

4.880 06/20/28

10,085

811,601

(f) Tesla Electric Vehicle Trust, Series 2023 1

5.540 12/21/26

812

4,650,000

(f) Tesla Electric Vehicle Trust, Series 2023 1

5.380 06/20/28

4,694

1,500,000

(f) Tesla Electric Vehicle Trust, Series 2023 1

5.380 02/20/29

1,528

12,350,348

(f) Vivint Colar Financing V LLC, Series 2018 1A

4.730 04/30/48

11,803

4,053,106

(f) Vivint Solar Financing VII LLC, Series 2020 1A

2.210 07/31/51

3,736

TOTAL ASSET BACKED

237,639

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

OTHER MORTGAGE BACKED - 2.7%

$

4,000,000

(f) 225 Liberty Street Trust, Series 2016 225L

3.597 %

02/10/36

$

3,922

59,894

(c),(f)

Agate Bay Mortgage Trust, Series 2015 6

3.500 09/25/45

1,500,000

(c),(f)

Alen Mortgage Trust, (TSFR1M + 2.364%), Series 2021 ACEN

6.515 04/15/34

1,378

4,000,000

(f) BANK, Series 2019 BN21

2.500 10/17/52

2,978

6,500,000

(c) BANK, Series 2019 BN21

3.517 10/17/52

5,652

8,000,000

(c) BANK, Series 2019 BN22

3.570 11/15/62

7,116

4,940,000

(c),(f)

BBCMS Mortgage Trust, Series 2018 CHRS

4.409 08/05/38

4,247

2,750,000

(f) BBCMS Trust, Series 2015 SRCH

4.798 08/10/35

2,630

1,316,000

(c),(f)

BBCMS Trust, Series 2015 SRCH

5.122 08/10/35

1,242

8,870,000

(c),(f)

Benchmark Mortgage Trust, Series 2019 B10

4.029 03/15/62

6,748

5,200,000

(f) BMO 360A, Series 2022 C1

3.776 02/17/55

4,678

4,690,000

(c),(f)

BX Commercial Mortgage Trust, (TSFR1M + 1.312%), Series 2021 XL2

5.462 10/15/38

4,687

6,000,000

(c),(f)

BX TRUST, (TSFR1M + 1.490%), Series 2022 AHP

5.640 01/17/39

5,997

6,000,000

(c),(f)

BX TRUST, (TSFR1M + 1.840%), Series 2022 AHP

5.990 01/17/39

5,996

2,901,500

(c),(f)

CCRC Affordable Multifamily Housing Mortgage Trust, Series 2017 Q005

5.631 06/25/34

2,670

2,000,000

(c) CD Mortgage Trust, Series 2016 CD2

3.879 11/10/49

1,628

14,270,000

(f) Century Plaza Towers, Series 2019 CPT

2.865 11/13/39

13,150

1,000,000

(c),(f)

Century Plaza Towers, Series 2019 CPT

3.097 11/13/39

908

1,750,000

(c),(f)

Century Plaza Towers, Series 2019 CPT

3.097 11/13/39

1,448

1,197,574

(c),(f)

CIM Trust, Series 2021 J2

2.670 04/25/51

984

2,000,000

(c) Citigroup Commercial Mortgage Trust, Series 2015 GC29

4.109 04/10/48

1,822

1,615,000

Citigroup Commercial Mortgage Trust, Series 2019 GC41

3.018 08/10/56

1,484

4,375,000

(f) COMM Mortgage Trust, Series 2022 HC

3.376 01/10/39

4,125

3,600,000

(f) COMM Mortgage Trust, Series 2025 167G

5.503 08/10/40

3,620

3,500,000

(c),(f)

COMM Mortgage Trust, Series 2015 CR22

3.824 03/10/48

2,820

256,942

(c) COMM Mortgage Trust, Series 2015 CR23

4.352 05/10/48

1,000,000

COMM Mortgage Trust, Series 2019 GC44

3.263 08/15/57

931

4,000,000

(c),(f)

Commercial Mortgage Pass Through Certificates, Series 2022 HC

4.084 01/10/39

3,744

20,509,198

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 3.500%), Series 2022 R03

7.856 03/25/42

21,171

5,015,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 3.000%), Series 2022 R05

7.356 04/25/42

5,152

15,710,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 3.850%), Series 2022 R06

8.206 05/25/42

16,355

4,918,240

(c),(f)

Connecticut Avenue Securities Trust, (SOFR + 3.600%), Series 2022 R08

7.956 07/25/42

5,119

20,120,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 4.750%), Series 2022 R09

9.106 09/25/42

21,455

25,804,000

(c),(f)

Connecticut Avenue Securities Trust, (SOFR30A + 3.750%), Series 2023 R01

8.106 12/25/42

27,124

6,650,000

(c),(f)

CSAIL Commercial Mortgage Trust, Series 2017 C8

3.800 06/15/37

6,331

6,100,000

(c),(f)

CSAIL Commercial Mortgage Trust, Series 2017 C8

3.800 06/15/37

5,433

2,000,000

(c),(f)

CSMC, Series 2019 NQM1

3.388 10/25/59

1,929

2,497,072

(c),(f)

CSMC, Series 2021 NQM8

2.405 10/25/66

2,210

5,000,000

(c),(f)

CSMC Trust, Series 2017 CALI

3.854 11/10/32

3,325

102,725,000

(c),(f)

DOLP Trust, Series 2021 NYC

0.665 05/10/41

2,955

3,000,000

(c),(f)

Durst Commercial Mortgage Trust, Series 2025 151

5.317 08/10/42

3,059

3,745,000

(c),(f)

EFMT, Series 2023 1

6.702 02/25/68

3,743

7,438,024

(c),(f)

ELP Commercial Mortgage Trust, (TSFR1M + 1.434%), Series 2021 ELP

5.585 11/15/38

7,432

2,975,210

(c),(f)

ELP Commercial Mortgage Trust, (TSFR1M + 2.233%), Series 2021 ELP

6.384 11/15/38

2,975

458,390

(c),(f)

Flagstar Mortgage Trust, Series 2017 2

3.971 10/25/47

1,992,096

(c),(f)

Flagstar Mortgage Trust, Series 2018 2

3.999 04/25/48

1,837

26,785

(c),(f)

Flagstar Mortgage Trust, Series 2018 5

4.000 09/25/48

788,920

(c),(f)

Flagstar Mortgage Trust, Series 2019 2

4.000 12/25/49

717

1,243,427

(c),(f)

Flagstar Mortgage Trust, Series 2021 2

2.500 04/25/51

1,026

3,831,215

(c),(f)

Flagstar Mortgage Trust, Series 2021 4

2.500 06/01/51

3,160

2,544,694

(c),(f)

Flagstar Mortgage Trust, Series 2021 7

2.925 08/25/51

2,095

2,113,017

(c),(f)

Flagstar Mortgage Trust, Series 2021 12

2.963 11/25/51

1,712

10,260,000

Freddie Mac Multiclass Certificates Series, Series 2021 P009

1.878 01/25/31

9,230

7,324,000

(c) Freddie Mac Multiclass Certificates Series, Series 2022 P013

2.852 02/25/32

6,724

13,750,000

(c) Freddie Mac Multiclass Certificates Series, Series 2024 P016

4.768 09/25/33

13,894

7,941,322

Freddie Mac Multifamily ML Certificates, Series 2021 21-ML08

1.877 07/25/37

6,462

38,049,033

(c),(f)

Freddie Mac Multifamily ML Certificates, Series 2021 ML08

1.782 11/25/37

4,005

15,258,511

Freddie Mac Multifamily ML Certificates, Series 2021 ML12

2.340 07/25/41

12,723

3,090,141

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2015 Q002

3.871 07/25/33

2,975

1,024,774

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2020 Q012

1.518 09/25/35

831

4,161,285

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2020 Q014

1.555 01/25/36

3,481

16,013,722

Freddie Mac Multifamily Variable Rate Certificate, Series 2022 M068

3.150 10/15/36

14,245

Social Choice

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

OTHER MORTGAGE BACKED

(continued)

$

1,685,000

Freddie Mac Multifamily Variable Rate Certificate, Series 2022 M069

4.013 %

04/15/37

$

1,648

5,795,000

Freddie Mac Multifamily Variable Rate Certificate, Series 2020 M061

1.761 09/15/38

4,730

3,755,000

(c),(f)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%), Series 2023 HQA3

7.702 11/25/43

3,964

3,000,000

GS Mortgage Securities Trust, Series 2016 GS3

3.143 10/10/49

2,926

300,263

(c),(f)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ4

3.000 01/25/51

22,715,200

(c),(f)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ5

0.252 03/27/51

618,520

(c),(f)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ5

3.000 03/27/51

534

1,470,574

(c),(f)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ6

2.500 05/25/51

1,209

4,771,396

(c),(f)

GS Mortgage-Backed Securities Corp Trust, Series 2021 PJ5

2.500 10/25/51

3,935

4,156,692

(c),(f)

GS Mortgage-Backed Securities Corp Trust, Series 2022 PJ2

3.000 06/25/52

3,573

2,040,711

(c),(f)

GS Mortgage-Backed Securities Corp Trust, Series 2022 PJ4

3.000 09/25/52

1,756

383,769

(c),(f)

GS Mortgage-Backed Securities Trust, Series 2020 PJ1

3.610 05/25/50

2,488,254

(c),(f)

GS Mortgage-Backed Securities Trust, Series 2021 GR1

2.500 11/25/51

2,052

9,218,085

(c),(f)

GS Mortgage-Backed Securities Trust, Series 2021 PJ7

2.500 01/25/52

7,604

4,009,087

(c),(f)

GS Mortgage-Backed Securities Trust, Series 2021 PJ8

2.500 01/25/52

3,307

2,386,951

(c),(f)

GS Mortgage-Backed Securities Trust, Series 2021 PJ7

2.721 01/25/52

1,940

4,736,420

(c),(f)

GS Mortgage-Backed Securities Trust, Series 2022 PJ5

3.000 10/25/52

4,072

2,595,911

(c),(f)

GS Mortgage-Backed Securities Trust, Series 2022 PJ6

3.000 01/25/53

2,233

5,062,048

(c),(f)

GS Mortgage-Backed Securities Trust, Series 2023 PJ1

3.500 02/25/53

4,497

1,088,918

(c),(f)

GS Mortgage-Backed Securities Trust, Series 2025 PJ4

6.000 09/25/55

1,099

3,785,000

(f) Hudson Yards Mortgage Trust, Series 2016 10HY

2.835 08/10/38

3,721

5,000,000

(c),(f)

Hudson Yards Mortgage Trust, Series 2016 10HY

3.076 08/10/38

4,907

7,000,000

(f) Hudson Yards Mortgage Trust, Series 2019 30HY

3.228 07/10/39

6,661

4,000,000

(c),(f)

Hudson Yards Mortgage Trust, Series 2019 55HY

3.041 12/10/41

3,561

6,000,000

(c),(f)

Hudson Yards Mortgage Trust, Series 2019 55HY

3.041 12/10/41

5,204

480,000

(c),(f)

Imperial Fund Mortgage Trust, Series 2020 NQM1

3.531 10/25/55

2,615,000

(c),(f)

Imperial Fund Mortgage Trust, Series 2022 NQM6

7.100 10/25/67

2,607

3,083,939

(c),(f)

J.P. Morgan Mortgage Trust, Series 2022 5

2.953 09/25/52

2,477

3,500,000

(f) Jackson Park Trust, Series 2019 LIC

2.766 10/14/39

3,210

698,084

(c),(f)

JP Morgan Mortgage Trust, (LIBOR 1 M - 0.000%), Series 2015 1

5.662 12/25/44

688

65,069

(c),(f)

JP Morgan Mortgage Trust, Series 2015 3

3.500 05/25/45

323,141

(c),(f)

JP Morgan Mortgage Trust, Series 2015 6

3.500 10/25/45

262,177

(c),(f)

JP Morgan Mortgage Trust, Series 2018 3

3.500 09/25/48

728,379

(c),(f)

JP Morgan Mortgage Trust, Series 2018 5

3.500 10/25/48

656

1,162,604

(c),(f)

JP Morgan Mortgage Trust, Series 2017 5

4.967 10/26/48

1,166

813,604

(c),(f)

JP Morgan Mortgage Trust, Series 2017 4

3.874 11/25/48

718

157,839

(c),(f)

JP Morgan Mortgage Trust, Series 2018 9

4.000 02/25/49

136,562

(c),(f)

JP Morgan Mortgage Trust, Series 2019 1

4.000 05/25/49

1,450,178

(c),(f)

JP Morgan Mortgage Trust, Series 2020 1

3.821 06/25/50

1,313

18,479,518

(c),(f)

JP Morgan Mortgage Trust, Series 2021 3

0.134 07/25/51

12,928,027

(c),(f)

JP Morgan Mortgage Trust, Series 2021 4

0.129 08/25/51

2,503,178

(c),(f)

JP Morgan Mortgage Trust, Series 2021 4

2.879 08/25/51

2,039

25,047,581

(c),(f)

JP Morgan Mortgage Trust, Series 2021 6

0.133 10/25/51

2,799,104

(c),(f)

JP Morgan Mortgage Trust, Series 2021 6

2.500 10/25/51

2,311

1,056,625

(c),(f)

JP Morgan Mortgage Trust, Series 2021 10

2.500 12/25/51

872

945,440

(c),(f)

JP Morgan Mortgage Trust, Series 2021 12

2.500 02/25/52

782

3,398,928

(c),(f)

JP Morgan Mortgage Trust, Series 2021 13

3.135 04/25/52

2,758

1,563,398

(c),(f)

JP Morgan Mortgage Trust, Series 2021 14

2.500 05/25/52

1,290

2,886,147

(c),(f)

JP Morgan Mortgage Trust, Series 2021 LTV2

2.927 05/25/52

2,483

5,935,597

(c),(f)

JP Morgan Mortgage Trust, Series 2022 2

3.000 08/25/52

5,107

5,347,501

(c),(f)

JP Morgan Mortgage Trust, Series 2022 LTV2

3.500 09/25/52

4,744

3,007,718

(c),(f)

JP Morgan Mortgage Trust, Series 2022 7

3.000 12/25/52

2,583

1,372,065

(c),(f)

JP Morgan Mortgage Trust, Series 2022 7

4.000 12/25/52

1,259

19,170,863

(c),(f)

JP Morgan Mortgage Trust Series, Series 2024 3

3.000 05/25/54

16,481

1,110,000

(c),(f)

MAC Trust, (TSFR1M + 1.700%), Series 2025 801B

5.950 10/15/40

1,116

2,000,000

(c),(f)

Manhattan West Mortgage Trust, Series 2020 1MW

2.413 09/10/39

1,902

1,850,000

(f) MCR Mortgage Trust, Series 2024 TWA

5.924 06/12/39

1,877

2,169,000

(c),(f)

Menora Mivtachim Holdings Ltd, Series 2022 C1

4.070 02/17/55

1,499

725,883

(c),(f)

Morgan Stanley Residential Mortgage Loan Trust, Series 2021 4

2.500 07/25/51

651

6,116,834

(c),(f)

Morgan Stanley Residential Mortgage Loan Trust, Series 2023 1

4.000 02/25/53

5,627

3,000,000

(c),(f)

MSDB Trust, Series 2017 712F

3.427 07/11/39

2,876

4,880,929

(c),(f)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 1.579%), Series 2019 MILE

5.915 07/15/36

4,698

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

OTHER MORTGAGE BACKED

(continued)

$

6,750,000

(c),(f)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 1.879%), Series 2019 MILE

6.030 %

07/15/36

$

6,283

4,250,000

(c),(f)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 2.279%), Series 2019 MILE

6.430 07/15/36

3,626

9,800,000

(c),(f)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 3.579%), Series 2019 MILE

7.730 07/15/36

7,196

1,500,000

(c),(f)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 4.329%), Series 2019 MILE

8.480 07/15/36

1,019

13,233

(c) New York Mortgage Trust, (TSFR1M + 0.594%), Series 2005 3

4.752 02/25/36

9,135,000

(c),(f)

NYC Commercial Mortgage Trust, Series 2025 300P

4.879 07/13/42

9,189

1,375,000

(c),(f)

NYC Commercial Mortgage Trust, Series 2025 300P

6.161 07/13/42

1,389

4,509,131

(c),(f)

OBX Trust, Series 2021 J2

2.500 07/25/51

3,719

1,245,475

(c),(f)

OBX Trust, Series 2022 J2

3.416 08/25/52

1,067

1,336,354

(c),(f)

Oceanview Mortgage Trust, Series 2021 1

2.500 05/25/51

1,102

1,558,916

(c),(f)

Oceanview Mortgage Trust, Series 2022 1

4.500 11/25/52

1,490

11,800,000

(f) One Bryant Park Trust, Series 2019 OBP

2.516 09/15/54

10,878

3,432,374

(f) One Market Plaza Trust, Series 2017 1MKT

3.614 02/10/32

3,329

1,000,000

(c),(f)

PENN Commercial Mortgage Trust, Series 2025 P11

5.522 08/10/42

1,019

2,327,876

(c),(f)

RCKT Mortgage Trust, Series 2021 3

2.775 07/25/51

1,849

4,344,296

(c),(f)

RCKT Mortgage Trust, Series 2021 4

2.500 09/25/51

3,583

4,723,423

(c),(f)

RCKT Mortgage Trust, Series 2021 5

2.920 11/25/51

3,792

4,441,165

(c),(f)

RCKT Mortgage Trust, Series 2022 4

3.500 06/25/52

3,946

350,282

(c),(f)

Sequoia Mortgage Trust, Series 2015 2

3.500 05/25/45

154,310

(c),(f)

Sequoia Mortgage Trust, Series 2016 1

3.500 06/25/46

548,158

(c),(f)

Sequoia Mortgage Trust, Series 2017 6

3.726 09/25/47

523

7,412

(c),(f)

Sequoia Mortgage Trust, Series 2018 7

4.000 09/25/48

1,317,539

(c),(f)

Sequoia Mortgage Trust, Series 2020 3

3.000 04/25/50

1,134

1,240,016

(c),(f)

Sequoia Mortgage Trust, Series 2021 1

2.658 03/25/51

1,031

3,102,610

(c),(f)

Sequoia Mortgage Trust, Series 2023 1

5.000 01/25/53

3,004

78,068,000

(c),(f)

SLG Office Trust, Series 2021 OVA

0.258 07/15/41

925

1,125,000

(c),(f)

STWD Mortgage Trust, (TSFR1M + 1.371%), Series 2021 LIH

5.522 11/15/36

1,123

4,000,000

(f) SUMIT Mortgage Trust, Series 2022 BVUE

2.789 02/12/41

3,605

2,027,133

(c),(f)

Verus Securitization Trust, Series 2021 7

2.240 10/25/66

1,795

1,095,000

(c),(f)

WB Commercial Mortgage Trust, Series 2024 HQ

6.134 03/15/40

1,098

1,000,000

(c),(f)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 0.921%), Series 2017 SMP

6.258 12/15/34

936

7,150,000

(f) Wells Fargo Commercial Mortgage Trust, Series 2024 SVEN

6.011 06/10/37

7,448

8,500,000

(c),(f)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 1.542%), Series 2025 609M

5.693 08/15/42

8,508

1,700,000

(c),(f)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 1.842%), Series 2025 609M

5.992 08/15/42

1,699

1,175,000

(c),(f)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 2.341%), Series 2025 609M

6.492 08/15/42

1,175

73,713

(c),(f)

Wells Fargo Mortgage Backed Securities Trust, Series 2019 2

4.000 04/25/49

585,695

(c),(f)

Wells Fargo Mortgage Backed Securities Trust, Series 2020 4

3.000 07/25/50

505

6,055,659

(c),(f)

Wells Fargo Mortgage Backed Securities Trust, Series 2021 2

2.500 06/25/51

5,003

2,089,709

(c),(f)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 2

2.500 12/25/51

1,724

145,780

(c),(f)

WinWater Mortgage Loan Trust, Series 2014 1

3.929 06/20/44

TOTAL OTHER MORTGAGE BACKED

578,187

TOTAL STRUCTURED ASSETS

(Cost $867,827)

815,826

TOTAL LONG-TERM INVESTMENTS

(Cost $18,326,925)

21,509,161

SHARES

DESCRIPTION

RATE

VALUE (000)

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.3%

71,772,598

(j) State Street Navigator Securities Lending Government Money Market Portfolio

4.180 (k)

71,773

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $71,773)

71,773

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

SHORT-TERM INVESTMENTS - 0.5%

REPURCHASE AGREEMENT - 0.2%

49,074,000

(l) Fixed Income Clearing Corporation

4.200 10/01/25

49,074

TOTAL REPURCHASE AGREEMENT

49,074

TREASURY DEBT - 0.3%

10,000,000

United States Treasury Bill

0.000 10/23/25

9,975

5,000,000

United States Treasury Bill

0.000 10/28/25

4,985

8,452,000

United States Treasury Bill

0.000 10/30/25

8,424

10,000,000

United States Treasury Bill

0.000 11/04/25

9,962

Social Choice

Portfolio of Investments September 30, 2025

(continued)

Principal denominated in U.S. Dollars, unless otherwise noted.

Investments in Derivatives

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") and in conformity

with the applicable rules and regulations of the U.S. Securities and Exchange Commission ("SEC") related to interim filings. Part

F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain

footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or

omitted from this report pursuant to the rules of the SEC. For a full set of the Fund's notes to financial statements, please refer to

the Fund's most recently filed annual or semi-annual report.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE (000)

TREASURY DEBT

(continued)

$

20,000,000

United States Treasury Bill

0.000 %

11/13/25

$

19,906

5,000,000

United States Treasury Bill

0.000 11/18/25

4,974

TOTAL TREASURY DEBT

58,226

TOTAL SHORT-TERM INVESTMENTS

(Cost $107,299)

107,300

TOTAL INVESTMENTS - 100.2%

(Cost $18,505,997)

21,688,234

OTHER ASSETS & LIABILITIES, NET - (0.2)%

(36,130)

NET ASSETS - 100.0%

$21,652,104

CAD

Canadian Dollar

EUR

Euro

LIBOR

London Interbank Offered Rate

M

Month

REMIC

Real Estate Mortgage Investment Conduit

SOFR

Secured Overnight Financing Rate

SOFR30A

30 Day Average Secured Overnight Financing Rate

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

^

Amount represents less than $1,000.

(a) For fair value measurement disclosure purposes, investment classified as Level 3.

(b) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.

(c) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(d) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.

(e) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $98,846,162.

(f) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid and may be resold in transactions exempt from registration,

which are normally those transactions with qualified institutional buyers. As of the end of the reporting period, the aggregate value of these securities is $1,932,234,839 or 8.9% of Total

Investments.

(g) Perpetual security. Maturity date is not applicable.

(h) All or a portion of this security is owned by CREF Social Choice Account Taxable Offshore Limited which is a 100% owned subsidiary of the account.

(i) When-issued or delayed delivery security.

(j) Investments made with cash collateral received from securities on loan.

(k) The rate shown is the one-day yield as of the end of the reporting period.

(l) Agreement with Fixed Income Clearing Corporation, 4.200% dated 9/30/25 to be repurchased at $49,079,725 on 10/1/25, collateralized by Government Agency Securities, with coupon rate

3.500% and maturity date 9/30/29, valued at $50,055,552.

Forward Foreign Currency Contracts

Currency

Purchased

Receive

(000) Currency

Sold

Deliver

(000) Counterparty

Settlement Date

Unrealized

Appreciation

(Depreciation)

(000) $

3,016

CAD

4,105

JP Morgan Chase N.A.

10/10/25

$

19,785

EUR

16,756

Morgan Stanley Capital Services

10/10/25

Total

$

Total unrealized appreciation on forward foreign currency contracts

$

Total unrealized depreciation on forward foreign currency contracts

$

–

CAD

Canadian Dollar

EUR

Euro

Fair Value Measurements

The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Adviser,

subject to the review and oversight of the Board. Fair value is defined as the price that would be received upon selling an investment

or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the

investment. U.S. GAAP establishes the three-tier hierarchy that is used to maximize the use of observable market data and minimize

the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable

inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market

data obtained from sources independent of the reporting entity. Unobservable inputs reflect management's assumptions about the

assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information

available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.

Level 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest

rates, credit spreads, etc.).

Level 3 – Prices are determined using significant unobservable inputs (including management's assumptions in determining the

fair value of investments).

The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs

used to value them:

K

Account

Level 1 (000)

Level 2 (000)

Level 3 (000)

Total (000)

Social Choice

Long-Term Investments

:

Bank loan obligations

$—

$30,942

$—^

$30,942

Common stocks

9,083,362

3,779,702

—

12,863,064

Corporate bonds

—

2,614,101

—

2,614,101

Government bonds

—

5,147,769

5,163

5,152,932

Preferred stocks

29,482

—

—

29,482

Rights/Warrants

2,813

—

2,814

Structured assets

—

815,826

—

815,826

Investments purchased with collateral from securities lending

71,773

—

—

71,773

Short-Term Investments

:

Repurchase agreement

—

49,074

—

49,074

Treasury debt

—

58,226

—

58,226

Investments in Derivatives

:

Forward foreign currency contracts\*

—

—

Total

$9,187,430

$12,495,805

$5,164

$21,688,399

^

Amount represents less than $1,000.

\*

Represents net unrealized appreciation (depreciation).

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** College Retirement Equities Fund

- **b. Investment Company Act file number:** 811-04415

- **c. CIK number of Registrant:** 0000777535

- **d. LEI of Registrant:** 549300W86TWR1A52Z652

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 212-490-9000

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

- **a. Name of Series:** College Retirement Equities Fund - Core Bond Account

- **b. EDGAR series identifier (if any):** S000005084

- **c. LEI of Series:** 549300D9S43U3EJHB803

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $11994658843.00

**Total Liabilities:** $53353075.00

**Net Assets:** $11941305768.00

**Delayed Delivery Securities:** $5216575.00

**Cash Not Reported:** $119276676.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -19389.52000000 | **1-Year:** -256956.82000000 | **5-Year:** -792812.03000000 | **10-Year:** -1951925.92000000 | **30-Year:** -3058046.74000000

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

- **3-Month:** -10544.78000000 | **1-Year:** -37976.04000000 | **5-Year:** -315652.40000000 | **10-Year:** -64814.63000000 | **30-Year:** -73845.47000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000154485 | -0.24%               | 1.01%                | 1.10%                |
| Class ID C000154486 | -0.23%               | 1.01%                | 1.11%                |
| Class ID C000154487 | -0.23%               | 1.02%                | 1.11%                |
| Class ID C000234675 | -0.22%               | 1.03%                | 1.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4384330.29             | $-64187071.35                              |
| Month 2  | $1856063.18              | $93394382.21                               |
| Month 3  | $-2129403.05             | $93921120.14                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LFI:LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     7974667 | PA      | $7182243.24   | 0.06%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31287NMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        3215 | PA      | $3359.51      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        4214 | PA      | $4231.04      | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31385XM87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137536 | PA      | $137243.93    | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                          | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $1001902.40   | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                          | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     6000000 | PA      | $6792241.26   | 0.06%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                                                   | Chase Funding Mortgage Loan Asset-Backed Certificates                              | CUSIP: 161546JL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      428194 | PA      | $381447.06    | 0.00%             | 2035-02-26      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CIT Group Home Equity Loan Tru                                                   | CIT Group Home Equity Loan Trust (Step Bond)                                       | CUSIP: 12558MAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1529 | PA      | $1526.00      | 0.00%             | 2030-02-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                              | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1400000 | PA      | $1323700.00   | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                          | Home Equity Asset Trust                                                            | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      171287 | PA      | $168723.53    | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1148846 | PA      | $1176537.87   | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138AFEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2557684 | PA      | $2618334.37   | 0.02%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond (Step Bond)                              | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1027973 | PA      | $1013922.96   | 0.01%             | 2032-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                             | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2800000 | PA      | $2274929.19   | 0.02%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                             | Paraguay Government International Bond                                             | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1000000 | PA      | $1022610.00   | 0.01%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2268909 | PA      | $2246363.17   | 0.02%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6948687 | PA      | $6766764.24   | 0.06%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                   | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $2949220.58   | 0.02%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                                   | C-BASS Trust                                                                       | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       68622 | PA      | $68150.85     | 0.00%             | 2036-07-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2161835 | PA      | $2140350.40   | 0.02%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                            | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4691215.32   | 0.04%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                            | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     5060000 | PA      | $4355132.54   | 0.04%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2686000 | PA      | $2608639.44   | 0.02%             | 2047-09-15      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                       | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3347307.48   | 0.03%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                  | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1003194.79   | 0.01%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HC6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      920794 | PA      | $912746.79    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                         | Children's Hospital Medic                                                          | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    19230000 | PA      | $16941925.76  | 0.14%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3832051 | PA      | $3793970.37   | 0.03%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      880095 | PA      | $872403.57    | 0.01%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      440294 | PA      | $436445.96    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      435838 | PA      | $432029.45    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      452249 | PA      | $443825.68    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2221590 | PA      | $2306185.66   | 0.02%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1443766 | PA      | $1429418.06   | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      407471 | PA      | $403420.27    | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                                                   | University of California                                                           | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    17045000 | PA      | $15665633.38  | 0.13%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust                                                    | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      137321 | PA      | $138366.47    | 0.00%             | 2035-02-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                      | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3300000000 | PA      | $744169.66    | 0.01%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust                                 | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2894185.50   | 0.02%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     2592398 | PA      | $2444614.40   | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $8043881.65   | 0.07%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF NEW MEXICO NM                                                            | University of New Mexico                                                           | CUSIP: 914692X60<br>LEI: 549300WZXG6PIBC7KB43 | Long             | DBT              | MUN               | US        |    20000000 | PA      | $19628300.00  | 0.16%             | 2032-06-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| PORT OF CORPUS CHRISTI TX AUTH                                                   | Port of Corpus Christi Authority of Nueces County                                  | CUSIP: 733911BR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $999222.10    | 0.01%             | 2025-12-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                               | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     5788000 | PA      | $4900511.55   | 0.04%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35680000 | PA      | $27766287.32  | 0.23%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                 | French Republic Government Bond OAT                                                | CUSIP: ED3871594<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      290000 | PA      | $376335.94    | 0.00%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $4726361.46   | 0.04%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRUSTEES SMITH COLLEGE                                                           | Smith College                                                                      | CUSIP: 898377AA4<br>LEI: 549300C7SRCL4TVMZB13 | Long             | DBT              | CORP              | US        |     5619000 | PA      | $5018645.76   | 0.04%             | 2045-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                                            | Jamaica Government International Bond                                              | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     2350000 | PA      | $2827120.50   | 0.02%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 36187SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |     8748646 | PA      | $8175577.09   | 0.07%             | 2040-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                 | CUSIP: 75884RAU7<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6340380.77   | 0.05%             | 2025-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41710000 | PA      | $31694712.01  | 0.27%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      793606 | PA      | $812355.01    | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1651559 | PA      | $1689191.12   | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8785615.21   | 0.07%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 3617A4PJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |     8628572 | PA      | $8383182.08   | 0.07%             | 2033-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       26462 | PA      | $26361.60     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BP59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230641 | PA      | $228348.79    | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                    | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2968495.04   | 0.02%             | 2025-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12636FBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      969308 | PA      | $968046.80    | 0.01%             | 2048-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5003473 | PA      | $4712533.21   | 0.04%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                       | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     8475000 | PA      | $8470568.25   | 0.07%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife, Inc                                                                       | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1248944.54   | 0.01%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMHERST COLLEGE                                                                  | Amherst College                                                                    | CUSIP: 898361AQ3<br>LEI: 549300AS419G4Y35BP63 | Long             | DBT              | CORP              | US        |     9820000 | PA      | $8367958.63   | 0.07%             | 2045-11-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Corp                                | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1592096 | PA      | $1583706.54   | 0.01%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                                | Lebanon Government International Bond                                              | CUSIP: EJ4558353<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1750000 | PA      | $392122.50    | 0.00%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128LXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      197428 | PA      | $199159.79    | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                             | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    18725000 | PA      | $1062872.92   | 0.01%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple, Inc                                                                         | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3015758.74   | 0.03%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5085532.27   | 0.04%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95000LBB8<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |     6900000 | PA      | $6852904.74   | 0.06%             | 2059-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 29429CAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1952000 | PA      | $1910188.55   | 0.02%             | 2049-04-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                          | New York Mortgage Trust                                                            | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       91079 | PA      | $90908.03     | 0.00%             | 2036-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2418000 | PA      | $2400322.36   | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | Hydro-Quebec                                                                       | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1475000 | PA      | $1134956.17   | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                         | New South Wales Treasury Corp                                                      | CUSIP: EK4579513<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $331687.02    | 0.00%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52140000 | PA      | $36662974.09  | 0.31%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14600000 | PA      | $14515911.88  | 0.12%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                                                   | New York State Dormitory Authority                                                 | CUSIP: 64990CER8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     6000000 | PA      | $4970446.20   | 0.04%             | 2046-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31297U5N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      283149 | PA      | $280884.50    | 0.00%             | 2034-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                                          | Japan Finance Organization for Municipalities                                      | CUSIP: JK3182835<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |   140000000 | PA      | $943886.79    | 0.01%             | 2026-03-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital                                                 | CUSIP: 649322AC8<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4434308.85   | 0.04%             | 2036-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6205035.50   | 0.05%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                           | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     8425000 | PA      | $8386107.25   | 0.07%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95000FAU0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |         108 | PA      | $107.90       | 0.00%             | 2048-07-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5245000 | PA      | $5239798.64   | 0.04%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    31425000 | PA      | $31195674.49  | 0.26%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                      | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     7305000 | PA      | $7261278.77   | 0.06%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple, Inc                                                                         | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $4771944.93   | 0.04%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                   | County of Miami-Dade FL Aviation Revenue                                           | CUSIP: 59333PV54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2500000 | PA      | $2474288.75   | 0.02%             | 2026-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                  | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      500000 | PA      | $584591.25    | 0.00%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA REDEV REFU                                                   | Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy    | CUSIP: 54465AGY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4805000 | PA      | $4340138.83   | 0.04%             | 2035-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                     | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    26300000 | PA      | $25985355.48  | 0.22%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                   | County of Miami-Dade FL Aviation Revenue                                           | CUSIP: 59333PV47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4365000 | PA      | $4365000.00   | 0.04%             | 2025-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12514MBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $8616446.10   | 0.07%             | 2049-08-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3423675.15   | 0.03%             | 2038-08-10      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2453404.25   | 0.02%             | 2038-08-10      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12514MBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1415076 | PA      | $1409094.31   | 0.01%             | 2049-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                            | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $3405359.71   | 0.03%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                            | Japan Government Ten Year Bond                                                     | CUSIP: QZ4138504<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   118000000 | PA      | $792653.24    | 0.01%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36251PAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2530450 | PA      | $2467686.24   | 0.02%             | 2049-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                            | Japan Government Thirty Year Bond                                                  | CUSIP: QZ4675638<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   225000000 | PA      | $996107.13    | 0.01%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    36375000 | PA      | $36072399.29  | 0.30%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST PORT AUTH PORT FAC                                                   | Virginia Port Authority                                                            | CUSIP: 928077KC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2160000 | PA      | $2110357.80   | 0.02%             | 2036-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                     | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3206966.95   | 0.03%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6534320 | PA      | $6143035.47   | 0.05%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAN5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2714956.86   | 0.02%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $1949425.27   | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5373711 | PA      | $5038805.63   | 0.04%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group, Inc                                                          | CUSIP: JK7702612<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      750000 | PA      | $881123.90    | 0.01%             | 2026-05-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                            | Japan Government Twenty Year Bond                                                  | CUSIP: AL7975124<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    93000000 | PA      | $551796.81    | 0.00%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                 | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1017825.54   | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                                | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2050000 | PA      | $1805946.02   | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      113164 | PA      | $103088.25    | 0.00%             | 2047-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Asset Backed Funding Corporati                                                   | Asset Backed Funding Corp NIM Trust                                                | CUSIP: 045442AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       74236 | PA      | $0.74         | 0.00%             | 2035-07-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $7869788.08   | 0.07%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Mortgage Trust                                                               | CUSIP: 07332VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1366402 | PA      | $1356119.99   | 0.01%             | 2050-02-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                              | United Kingdom Gilt                                                                | CUSIP: QZ5541813<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      575000 | PA      | $386204.86    | 0.00%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                               | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1100000 | PA      | $1160005.00   | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                      | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      500000 | PA      | $644092.82    | 0.01%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                   | DBJPM Mortgage Trust                                                               | CUSIP: 23312VAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3413954.95   | 0.03%             | 2049-08-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                           | Oman Government International Bond                                                 | CUSIP: 682051AE7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1000000 | PA      | $1013104.15   | 0.01%             | 2027-03-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36252HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4250000 | PA      | $4067052.80   | 0.03%             | 2050-03-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95000TBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1927443.20   | 0.02%             | 2050-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                                                   | LSTAR Commercial Mortgage Trust                                                    | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4843955.00   | 0.04%             | 2050-03-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                   | JPMDB Commercial Mortgage Securities Trust                                         | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2956770.90   | 0.02%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                    | CUSIP: 26442TAD9<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1668488.44   | 0.01%             | 2038-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1369113.90   | 0.01%             | 2049-11-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                           | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     3500000 | PA      | $3687857.29   | 0.03%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                     | CUSIP: EK9125668<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    27700000 | PA      | $1165441.88   | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL A                                                   | State of Wisconsin                                                                 | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     9900000 | PA      | $9821481.12   | 0.08%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                          | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $469039.66    | 0.00%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA WSTWTR SYS REVE                                                   | City of Los Angeles CA Wastewater System Revenue                                   | CUSIP: 53945CHK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3995000 | PA      | $3665134.45   | 0.03%             | 2039-06-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                       | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     2067000 | PA      | $2073795.24   | 0.02%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: AN5751838<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      600000 | PA      | $694816.34    | 0.01%             | 2028-05-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                                                   | New York State Dormitory Authority                                                 | CUSIP: 64990CZW4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     5680000 | PA      | $5134495.64   | 0.04%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                            | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1332546.65   | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36253PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2845781 | PA      | $2829576.80   | 0.02%             | 2050-05-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1075000 | PA      | $818427.73    | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust                                                     | CUSIP: 61691JAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      968260 | PA      | $965478.89    | 0.01%             | 2050-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                              | Korea Treasury Bond                                                                | CUSIP: QZ3475089<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1800000000 | PA      | $1269163.08   | 0.01%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government International Bond                                            | CUSIP: 401494AP4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      450000 | PA      | $446625.00    | 0.00%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $442815.02    | 0.00%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90276EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2012525 | PA      | $2002813.68   | 0.02%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                   | DBJPM Mortgage Trust                                                               | CUSIP: 23312JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3153496 | PA      | $3128705.44   | 0.03%             | 2050-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                                                   | LCCM                                                                               | CUSIP: 50190DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1536813 | PA      | $1525357.88   | 0.01%             | 2050-07-12      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                            | CUSIP: 00652MAD4<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1850000 | PA      | $1814907.91   | 0.02%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                          | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2253242.61   | 0.02%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95001MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3091255 | PA      | $3073674.95   | 0.03%             | 2050-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MSDB Trust                                                                       | MSDB Trust                                                                         | CUSIP: 55354JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2876476.80   | 0.02%             | 2039-07-11      | Variable      | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      276080 | PA      | $269592.73    | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700551 | PA      | $1689237.42   | 0.01%             | 2050-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1210147 | PA      | $1196673.23   | 0.01%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                      | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BAW8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $197450.00    | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                               | HERO Funding Trust                                                                 | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      164531 | PA      | $152144.91    | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                               | HERO Funding Trust                                                                 | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      329062 | PA      | $312363.99    | 0.00%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                              | Minejesa Capital BV                                                                | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     2157600 | PA      | $2137764.32   | 0.02%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3497984.46   | 0.03%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95000XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3004924 | PA      | $2976942.32   | 0.02%             | 2050-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $6813745.06   | 0.06%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                   | County of Miami-Dade FL Aviation Revenue                                           | CUSIP: 59333P2R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3730000 | PA      | $3366994.54   | 0.03%             | 2037-10-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                   | County of Miami-Dade FL Aviation Revenue                                           | CUSIP: 59333P2S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3900000 | PA      | $3395368.08   | 0.03%             | 2041-10-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                      | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5027871.49   | 0.04%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRAQ                                                                 | Iraq Government International Bond                                                 | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |      640625 | PA      | $636674.17    | 0.01%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644ABL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2586750.00   | 0.02%             | 2048-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                                  | QazaqGaz NC JSC                                                                    | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |     2950000 | PA      | $2928438.10   | 0.02%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      775000 | PA      | $709396.73    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710848 | PA      | $705504.94    | 0.01%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1570000 | PA      | $1536248.93   | 0.01%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3500000 | PA      | $2756950.00   | 0.02%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                                            | Intercorp Financial Services, Inc                                                  | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |     2125000 | PA      | $2109590.14   | 0.02%             | 2027-10-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: AP6382349<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      700000 | PA      | $821419.25    | 0.01%             | 2026-10-23      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $2494853.17   | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17326FAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7765000 | PA      | $7516099.91   | 0.06%             | 2050-10-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications, Inc                                                        | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $451817.02    | 0.00%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications, Inc                                                        | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $316567.94    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                                   | City & County of San Francisco CA Community Facilities District No 2014-1          | CUSIP: 79772EBK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1607069.80   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                                   | City & County of San Francisco CA Community Facilities District No 2014-1          | CUSIP: 79772EBJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      845000 | PA      | $760910.16    | 0.01%             | 2037-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                                   | SMB Private Education Loan Trust                                                   | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |      740764 | PA      | $736338.68    | 0.01%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Trust                                                                         | CUSIP: 12652FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7400000 | PA      | $4921000.00   | 0.04%             | 2032-11-10      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                                                            | Grupo Bimbo SAB de C.V.                                                            | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     2500000 | PA      | $2168400.00   | 0.02%             | 2047-11-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30710000 | PA      | $22196372.34  | 0.19%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: AN2901261<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $351228.33    | 0.00%             | 2027-05-04      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                                   | SoFi Professional Loan Program LLC                                                 | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      161631 | PA      | $161278.82    | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1580368.26   | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1815698 | PA      | $1745544.72   | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA REDEV AGY SUCCESSO                                                   | San Jose Redevelopment Agency Successor Agency                                     | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6360000 | PA      | $5928378.60   | 0.05%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644RBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1016705 | PA      | $1014486.23   | 0.01%             | 2048-05-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                                   | Merrill Lynch Mortgage Investors Trust                                             | CUSIP: 59020U4M4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      348246 | PA      | $342514.12    | 0.00%             | 2037-01-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE                                                     | Illinois Finance Authority                                                         | CUSIP: 45204ED47<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     5080000 | PA      | $4165995.22   | 0.03%             | 2047-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                                                              | Commonwealth Financing Authority                                                   | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4055000 | PA      | $3764489.26   | 0.03%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                           | BBVA Bancomer S.A.                                                                 | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1473000.00   | 0.01%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138WH5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6769350 | PA      | $6344418.66   | 0.05%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36254KAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4844000 | PA      | $4448442.35   | 0.04%             | 2050-11-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                                   | WFRBS Commercial Mortgage Trust                                                    | CUSIP: 92937EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2610475 | PA      | $2585845.53   | 0.02%             | 2045-03-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                           | Export-Import Bank of India                                                        | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     2000000 | PA      | $1978784.28   | 0.02%             | 2028-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA                                                                         | Republic of Bulgaria                                                               | CUSIP: EK8173834<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      950000 | PA      | $1092517.35   | 0.01%             | 2035-03-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2696000 | PA      | $2533195.30   | 0.02%             | 2048-03-10      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2729625.00   | 0.02%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      164095 | PA      | $163790.57    | 0.00%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     2279000 | PA      | $2131377.78   | 0.02%             | 2048-05-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                              | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4118851.94   | 0.03%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94989MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $961442.90    | 0.01%             | 2058-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2205196.04   | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06650AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1067340 | PA      | $979661.65    | 0.01%             | 2050-11-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                           | Dartmouth-Hitchcock Health                                                         | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4105000 | PA      | $3246363.14   | 0.03%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | Israel Electric Corp Ltd                                                           | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     3525000 | PA      | $3473140.20   | 0.03%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2867808.93   | 0.02%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings, Inc                                                            | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      500000 | PA      | $573028.91    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                              | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1000000 | PA      | $621141.77    | 0.01%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    20555000 | PA      | $18288555.13  | 0.15%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                                   | SMB Private Education Loan Trust                                                   | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |      623077 | PA      | $619628.57    | 0.01%             | 2036-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                                                       | Public Finance Authority                                                           | CUSIP: 74442PGN9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     1910000 | PA      | $1745363.92   | 0.01%             | 2040-07-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                                                            | Rio Oil Finance Trust                                                              | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1366075 | PA      | $1408436.99   | 0.01%             | 2028-04-06      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                    | State of California                                                                | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    13060000 | PA      | $13326346.95  | 0.11%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3236959.88   | 0.03%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                       | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     5925000 | PA      | $5819540.81   | 0.05%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12595VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4600000 | PA      | $4190719.60   | 0.04%             | 2051-05-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12595VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2055000 | PA      | $1748525.11   | 0.01%             | 2051-05-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial, Inc                                                          | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1161628.60   | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                              | 20 Times Square Trust                                                              | CUSIP: 90137LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1510400.00   | 0.01%             | 2035-05-15      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                              | 20 Times Square Trust                                                              | CUSIP: 90137LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12000000 | PA      | $10977000.00  | 0.09%             | 2035-05-15      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6155000 | PA      | $4746082.03   | 0.04%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                     | CUSIP: AR6731004<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $292565.84    | 0.00%             | 2028-03-29      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     6435646 | PA      | $6035232.86   | 0.05%             | 2048-06-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3891880 | PA      | $3846755.21   | 0.03%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion S.A.                                                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $197782.96    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5750000 | PA      | $4680387.88   | 0.04%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      170224 | PA      | $158774.87    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      894472 | PA      | $811045.53    | 0.01%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1608651 | PA      | $1488721.94   | 0.01%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                         | Spain Government International Bond                                                | CUSIP: AT2820591<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      845000 | PA      | $969146.02    | 0.01%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593YBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4742262 | PA      | $4651466.65   | 0.04%             | 2049-02-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      957548 | PA      | $949178.51    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Mortgage Trust                                                               | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1074601.50   | 0.01%             | 2038-08-05      | Variable      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     6954094 | PA      | $6881807.39   | 0.06%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      865520 | PA      | $886993.37    | 0.01%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $605769.30    | 0.01%             | 2049-11-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| CANAL BARGE CO                                                                   | Canal Barge Co, Inc                                                                | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |     2305253 | PA      | $2285863.91   | 0.02%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA, Inc                                                                           | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4359491.72   | 0.04%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51995000 | PA      | $39093740.63  | 0.33%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      193561 | PA      | $180746.29    | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                   | County of Miami-Dade FL Aviation Revenue                                           | CUSIP: 59333P3M8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2375000 | PA      | $2375000.00   | 0.02%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                   | County of Miami-Dade FL Aviation Revenue                                           | CUSIP: 59333P3N6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3750000 | PA      | $3744546.00   | 0.03%             | 2026-10-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                   | County of Miami-Dade FL Aviation Revenue                                           | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9160000 | PA      | $8421791.02   | 0.07%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WASHINGTON DC CONVENTION & SPO                                                   | Washington Convention & Sports Authority                                           | CUSIP: 93878LBE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      390000 | PA      | $386564.22    | 0.00%             | 2030-10-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4616441 | PA      | $4562912.94   | 0.04%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593JBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      234220 | PA      | $233333.00    | 0.00%             | 2048-08-10      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                 | French Republic Government Bond OAT                                                | CUSIP: AS9078385<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1325000 | PA      | $1478268.70   | 0.01%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       76517 | PA      | $72200.50     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1964519 | PA      | $1945679.48   | 0.02%             | 2048-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1980538 | PA      | $1957573.25   | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4797993 | PA      | $4300376.89   | 0.04%             | 2048-10-15      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      556358 | PA      | $520600.48    | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3046293 | PA      | $3010970.34   | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1733799.03   | 0.01%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8452000 | PA      | $8020715.57   | 0.07%             | 2048-08-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                                   | CFCRE Commercial Mortgage Trust                                                    | CUSIP: 12531YAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      792293 | PA      | $767601.99    | 0.01%             | 2058-05-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36254KAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2949483.00   | 0.02%             | 2050-11-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                                                         | Digital Stout Holding LLC                                                          | CUSIP: AU9275473<br>LEI: 549300N335X1857YDM81 | Long             | DBT              | CORP              | US        |      400000 | PA      | $507878.10    | 0.00%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                                    | Agate Bay Mortgage Trust                                                           | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |      838518 | PA      | $778646.81    | 0.01%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36250GAW5<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4287500.00   | 0.04%             | 2050-05-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                              | DBGS Mortgage Trust                                                                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9500000 | PA      | $9479185.50   | 0.08%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | The Procter & Gamble Company                                                       | CUSIP: AV2317205<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      400000 | PA      | $395854.03    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2373285.00   | 0.02%             | 2048-08-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1552539 | PA      | $1530210.61   | 0.01%             | 2044-12-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      887321 | PA      | $884040.33    | 0.01%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                         | Empresa Nacional del Petroleo                                                      | CUSIP: 29245JAL6<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $3055239.00   | 0.03%             | 2029-11-06      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      462933 | PA      | $426035.15    | 0.00%             | 2046-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1870776 | PA      | $1838973.15   | 0.02%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                   | JPMDB Commercial Mortgage Securities Trust                                         | CUSIP: 46646RAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $857601.80    | 0.01%             | 2049-12-15      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90276XAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2347524.00   | 0.02%             | 2051-06-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90276XAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1961226.00   | 0.02%             | 2051-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1514678 | PA      | $1496312.22   | 0.01%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46645LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1820000 | PA      | $1779978.20   | 0.01%             | 2049-03-17      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust                                         | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      322178 | PA      | $317550.01    | 0.00%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust                                         | CUSIP: 46647TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $896517.20    | 0.01%             | 2050-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2291936.10   | 0.02%             | 2051-02-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust                                                     | CUSIP: 61767YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2840000 | PA      | $2809260.98   | 0.02%             | 2051-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust                                         | CUSIP: 46647TAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      868186 | PA      | $862771.17    | 0.01%             | 2050-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2489430 | PA      | $2397352.41   | 0.02%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $225156.35    | 0.00%             | 2050-02-10      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust                                                  | CUSIP: 36254JAG0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2368116.75   | 0.02%             | 2037-09-10      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2093322.25   | 0.02%             | 2050-11-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                                     | Olympic Tower Mortgage Trust                                                       | CUSIP: 68162MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8234000 | PA      | $7877195.25   | 0.07%             | 2039-05-10      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12636FBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4855000 | PA      | $4683191.75   | 0.04%             | 2048-10-10      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2732930.10   | 0.02%             | 2048-04-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Corp                                | CUSIP: 46649XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $455535.20    | 0.00%             | 2031-07-05      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08160BAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3498604.80   | 0.03%             | 2051-07-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95001NBB3<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |     1254000 | PA      | $1234850.92   | 0.01%             | 2051-06-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1875000 | PA      | $1848091.13   | 0.02%             | 2048-10-10      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                                                             | 225 Liberty Street Trust                                                           | CUSIP: 902055AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5450000 | PA      | $5343283.01   | 0.04%             | 2036-02-10      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95001MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2197255 | PA      | $2006014.93   | 0.02%             | 2050-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust                                                                          | CUSIP: 05607CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1325000 | PA      | $1271649.67   | 0.01%             | 2037-08-13      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1467000 | PA      | $1431333.56   | 0.01%             | 2048-08-10      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      872111 | PA      | $849449.54    | 0.01%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5911213.80   | 0.05%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      938790 | PA      | $904642.72    | 0.01%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90291JAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7665000 | PA      | $7320291.92   | 0.06%             | 2051-03-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust                                                  | CUSIP: 36254JAA3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | USGSE             | US        |     1130000 | PA      | $1093692.42   | 0.01%             | 2037-09-10      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                              | DBWF Mortgage Trust                                                                | CUSIP: 23306NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9817500 | PA      | $9477176.36   | 0.08%             | 2034-06-10      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 060352AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $919116.00    | 0.01%             | 2060-07-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     5242723 | PA      | $4907361.65   | 0.04%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     2444035 | PA      | $270779.58    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     3257718 | PA      | $3223854.17   | 0.03%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20120000 | PA      | $16162804.64  | 0.14%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $575703.67    | 0.00%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                              | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     6975000 | PA      | $6873307.85   | 0.06%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                              | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      545000 | PA      | $550668.00    | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                                   | SoFi Professional Loan Program LLC                                                 | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      641249 | PA      | $636953.36    | 0.01%             | 2048-06-15      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      428826 | PA      | $401990.11    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                    | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     2100000 | PA      | $2148512.10   | 0.02%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                         | Thailand Government International Bond                                             | CUSIP: AV1262212<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    24400000 | PA      | $898532.20    | 0.01%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3452143 | PA      | $3388223.47   | 0.03%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                                   | City & County of San Francisco CA Community Facilities District No 2014-1          | CUSIP: 79772ECR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $949222.80    | 0.01%             | 2034-09-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                                                   | New York State Dormitory Authority                                                 | CUSIP: 64990GJY9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    10605000 | PA      | $9462095.97   | 0.08%             | 2044-07-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36252SAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3050000 | PA      | $2954487.42   | 0.02%             | 2052-02-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                           | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $4659932.10   | 0.04%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2816173.22   | 0.02%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Trust                                                                        | CUSIP: 05547HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4782368.00   | 0.04%             | 2035-08-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                      | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1657390.29   | 0.01%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OREGON ST DEPT OF ADMIN SVCS C                                                   | State of Oregon Department of Administrative Services                              | CUSIP: 68608VEE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9700000 | PA      | $8962672.93   | 0.08%             | 2039-05-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                          | Midwest Connector Capital Co LLC                                                   | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3540335.05   | 0.03%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                                   | Structured Asset Investment Loan Trust                                             | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      228438 | PA      | $218723.09    | 0.00%             | 2034-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Student Loan Trust                                                         | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1094828 | PA      | $1076136.70   | 0.01%             | 2059-12-15      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                              | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     7736200 | PA      | $7708489.71   | 0.06%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      741481 | PA      | $672751.10    | 0.01%             | 2048-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC                                               | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      444000 | PA      | $445818.18    | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                                             | Swiss Re Finance Luxembourg S.A.                                                   | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     5600000 | PA      | $5642458.86   | 0.05%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                              | Klabin Austria GmbH                                                                | CUSIP: 49836AAA2<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     3000000 | PA      | $3050502.21   | 0.03%             | 2029-04-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare I                                                   | BRE Grand Islander Timeshare Issuer LLC                                            | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      751868 | PA      | $744441.69    | 0.01%             | 2033-09-26      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4960000 | PA      | $4975063.52   | 0.04%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion S.A.                                                | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2934169.50   | 0.02%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10319397.59  | 0.09%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                                                              | Commonwealth Financing Authority                                                   | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    19355000 | PA      | $16690402.96  | 0.14%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      515686 | PA      | $475763.42    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1222379 | PA      | $1078952.76   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC                                                             | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16223000 | PA      | $15198190.82  | 0.13%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC                                                             | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23700000 | PA      | $23399069.01  | 0.20%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3750000 | PA      | $3693227.44   | 0.03%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      204306 | PA      | $193397.12    | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                            | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     8375000 | PA      | $8293187.39   | 0.07%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162BBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2809181.40   | 0.02%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J9FM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      298518 | PA      | $263498.79    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140QBBS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      417261 | PA      | $367269.61    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4267397.72   | 0.04%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3870985 | PA      | $411238.30    | 0.00%             | 2043-09-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings, Inc                                                            | CUSIP: 171239AD8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      450000 | PA      | $481605.85    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                             | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3515000 | PA      | $979778.48    | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5275361 | PA      | $5269639.17   | 0.04%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1970417 | PA      | $1846745.07   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia Government International Bond                                               | CUSIP: AZ2272021<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1250000 | PA      | $1361869.72   | 0.01%             | 2029-06-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1141062 | PA      | $1168996.03   | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $5057569.34   | 0.04%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2709429 | PA      | $2711779.43   | 0.02%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Listrik Negara PT                                                       | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $172723.22    | 0.00%             | 2049-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                              | United Kingdom Gilt                                                                | CUSIP: AR6412506<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1220000 | PA      | $1535336.82   | 0.01%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                         | Empresas Publicas de Medellin ESP                                                  | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     3445000 | PA      | $3266314.71   | 0.03%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK NY                                                                      | City of New York NY                                                                | CUSIP: 64966MGN3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     4940000 | PA      | $4904277.87   | 0.04%             | 2026-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                              | United Kingdom Gilt                                                                | CUSIP: AL0832686<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2665000 | PA      | $2571700.56   | 0.02%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                   | County of Miami-Dade FL Aviation Revenue                                           | CUSIP: 59333P4L9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3940000 | PA      | $3912698.16   | 0.03%             | 2026-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                              | Korea Treasury Bond                                                                | CUSIP: AT7624253<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2380000000 | PA      | $1593032.43   | 0.01%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                           | Pertamina Persero PT                                                               | CUSIP: 69370PAD3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $194540.83    | 0.00%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: —       |
| OMAN GOV INTERNTL BOND                                                           | Oman Government International Bond                                                 | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      625000 | PA      | $658602.95    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                 | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6347328.01   | 0.05%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                      | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $3060361.65   | 0.03%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                     | Hilton Grand Vacations Trust                                                       | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1134034 | PA      | $1125084.57   | 0.01%             | 2033-07-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| One Bryant Park Trust                                                            | One Bryant Park Trust                                                              | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11190000 | PA      | $10315779.01  | 0.09%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group, Inc                                             | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    22408000 | PA      | $21196201.58  | 0.18%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1394073 | PA      | $1351966.18   | 0.01%             | 2057-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      131570 | PA      | $125234.90    | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                 | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3198586.16   | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    11136380 | PA      | $10501545.85  | 0.09%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                                                   | Ladder Capital Commercial Mortgage Securities                                      | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1361384 | PA      | $1324282.52   | 0.01%             | 2036-02-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5173933 | PA      | $4875060.79   | 0.04%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                            | Japan Government Twenty Year Bond                                                  | CUSIP: AZ6944724<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   153000000 | PA      | $814059.57    | 0.01%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                                                       | GSCG Trust                                                                         | CUSIP: 36260TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $2799422.50   | 0.02%             | 2034-09-06      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1556941 | PA      | $1516188.64   | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                     | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $1867160.39   | 0.02%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       55591 | PA      | $52923.56     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3704553.36   | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                      | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $4092207.87   | 0.03%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple, Inc                                                                         | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    26100000 | PA      | $25677825.19  | 0.22%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                         | Spain Government International Bond                                                | CUSIP: AZ1293424<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1475000 | PA      | $1608004.41   | 0.01%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     8975000 | PA      | $8444283.12   | 0.07%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6927868 | PA      | $6499223.29   | 0.05%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                   | County of Miami-Dade FL Aviation Revenue                                           | CUSIP: 59333P5G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4700000 | PA      | $4372236.57   | 0.04%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                   | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     6025000 | PA      | $4414784.83   | 0.04%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2716789 | PA      | $2446277.30   | 0.02%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1950542 | PA      | $1747944.35   | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      949027 | PA      | $854684.87    | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1749590 | PA      | $1668826.40   | 0.01%             | 2047-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5303888 | PA      | $5002935.27   | 0.04%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4879828 | PA      | $4613989.27   | 0.04%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $929106.50    | 0.01%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group, Inc                                                          | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3140139.86   | 0.03%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW Owner Trust                                                                    | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1921516 | PA      | $1907947.38   | 0.02%             | 2038-10-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418DGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      766025 | PA      | $717275.11    | 0.01%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                    | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7000000 | PA      | $5265050.00   | 0.04%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond                                          | CUSIP: ZQ0630702<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1000000 | PA      | $1166257.44   | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC                                               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3168122.88   | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST THRUWAY AUTH                                                         | New York State Thruway Authority                                                   | CUSIP: 650009S20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6460000 | PA      | $6434944.89   | 0.05%             | 2026-01-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST THRUWAY AUTH                                                         | New York State Thruway Authority                                                   | CUSIP: 650009S38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4750000 | PA      | $4671728.08   | 0.04%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11979559 | PA      | $11301279.61  | 0.09%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion S.A.                                                | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $192746.02    | 0.00%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                    | Telecomunicaciones Digitales S.A.                                                  | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |      900000 | PA      | $859241.04    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     2540000 | PA      | $2422525.00   | 0.02%             | 2050-05-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Listrik Negara PT                                                       | CUSIP: 71568PAL3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3000000 | PA      | $2872479.00   | 0.02%             | 2030-02-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2734800.30   | 0.02%             | 2062-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | Dana, Inc                                                                          | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224693.89    | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | Springleaf Finance Corp                                                            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      550000 | PA      | $543764.49    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                                                         | Grifols Worldwide Operations USA, Inc., Term Loan B                                | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       96705 | PA      | $96526.40     | 0.00%             | 2027-11-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge, Inc                                                                      | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    12968000 | PA      | $12354940.65  | 0.10%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1049351 | PA      | $944485.55    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                                | ASGN, Inc                                                                          | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      325000 | PA      | $319025.17    | 0.00%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95002FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1883803 | PA      | $1700349.56   | 0.01%             | 2049-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1443453.78   | 0.01%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $3562335.84   | 0.03%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08160KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2665000 | PA      | $2420792.46   | 0.02%             | 2072-12-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08160KAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1641000 | PA      | $1307865.51   | 0.01%             | 2072-12-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10729076 | PA      | $9623916.02   | 0.08%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4750000 | PA      | $4228678.95   | 0.04%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2168417.00   | 0.02%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | Lithia Motors, Inc                                                                 | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      875000 | PA      | $866380.99    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                         | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5095750.12   | 0.04%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8000000 | PA      | $7479739.20   | 0.06%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                              | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9040887.00   | 0.08%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4654379.00   | 0.04%             | 2036-07-15      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2474517.80   | 0.02%             | 2036-07-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3981857.00   | 0.03%             | 2036-07-15      | Variable      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12741348 | PA      | $12262693.54  | 0.10%             | 2036-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $599700.00    | 0.01%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1618918 | PA      | $1527344.23   | 0.01%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $7884932.32   | 0.07%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3375000 | PA      | $3177225.00   | 0.03%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $12912808.55  | 0.11%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                 | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     6970000 | PA      | $4847474.55   | 0.04%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9125000 | PA      | $7811026.65   | 0.07%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                               | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3100000 | PA      | $2056488.91   | 0.02%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG                                                    | University of Massachusetts Building Authority                                     | CUSIP: 914437UR7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     7620000 | PA      | $6721948.71   | 0.06%             | 2035-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG                                                    | University of Massachusetts Building Authority                                     | CUSIP: 914437US5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    13000000 | PA      | $10982236.20  | 0.09%             | 2040-11-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      305313 | PA      | $288162.93    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      116880 | PA      | $110314.35    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2313467.50   | 0.02%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2094080 | PA      | $1920774.06   | 0.02%             | 2047-10-25      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                           | Power Finance Corp Ltd                                                             | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     3350000 | PA      | $3266030.37   | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC                                               | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $724365.12    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                                | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     4200000 | PA      | $3028267.41   | 0.03%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                                             | Bank Leumi Le-Israel BM                                                            | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     6300000 | PA      | $6244875.00   | 0.05%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe, Inc                                                                         | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $6840715.19   | 0.06%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                                | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1250000 | PA      | $1111875.00   | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      549024 | PA      | $529352.49    | 0.00%             | 2038-12-15      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                   | Grupo Aval Ltd                                                                     | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     3325000 | PA      | $3156839.12   | 0.03%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                    | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $6805016.02   | 0.06%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                 | French Republic Government Bond OAT                                                | CUSIP: ZP7360719<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      860000 | PA      | $450128.83    | 0.00%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION C                                                         | Community Preservation Corp                                                        | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5811859.75   | 0.05%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                      | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3512643.45   | 0.03%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | Open Text Holdings, Inc                                                            | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $521013.30    | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                       | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      450000 | PA      | $509748.92    | 0.00%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162TBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $828286.38    | 0.01%             | 2053-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                                            | Serbia Treasury Bonds                                                              | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    31700000 | PA      | $308807.47    | 0.00%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6154434 | PA      | $5573031.71   | 0.05%             | 2050-06-25      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                             | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $5488227.77   | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                            | China Government Bond                                                              | CUSIP: AZ6421871<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18900000 | PA      | $3419265.46   | 0.03%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                            | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     8850000 | PA      | $5621378.40   | 0.05%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10772139 | PA      | $10077275.75  | 0.08%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4953439 | PA      | $4263276.54   | 0.04%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     4075000 | PA      | $4060582.24   | 0.03%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa, Inc                                                                          | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $3236892.66   | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3767736.40   | 0.03%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                         | Hilton Domestic Operating Co, Inc                                                  | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125152.13    | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    55925000 | PA      | $51824949.78  | 0.43%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol S.A.                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2000000 | PA      | $2049473.36   | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9367180 | PA      | $8721686.28   | 0.07%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18750000 | PA      | $18732445.69  | 0.16%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3418280.24   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                              | Korea Treasury Bond                                                                | CUSIP: ZR8283619<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2660000000 | PA      | $1795847.68   | 0.02%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America, Inc                                                 | CUSIP: 081437AS4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      852000 | PA      | $842717.37    | 0.01%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                        | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     6675000 | PA      | $6290009.63   | 0.05%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                           | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4622593.92   | 0.04%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                            | Australia Government Bond                                                          | CUSIP: BJ3916126<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2460000 | PA      | $1415128.45   | 0.01%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | Raytheon Technologies Corp                                                         | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5106030.44   | 0.04%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                             | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1800691.16   | 0.02%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                           | Five Corners Funding Trust II                                                      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7325000 | PA      | $6861502.71   | 0.06%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162QCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2740000 | PA      | $2276044.57   | 0.02%             | 2048-09-15      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162QBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2408817.00   | 0.02%             | 2048-09-15      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7125000 | PA      | $6555631.42   | 0.05%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International S.A.                                           | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    11000000 | PA      | $7530943.97   | 0.06%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    16375000 | PA      | $15918223.80  | 0.13%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4979421.00   | 0.04%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares, Inc                                                         | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7076475.00   | 0.06%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                                   | Shellpoint Co-Originator Trust                                                     | CUSIP: 82280RAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      337735 | PA      | $308332.96    | 0.00%             | 2047-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO Distribution, Inc                                                            | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303900.00    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                     | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $2382228.20   | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                     | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     4120000 | PA      | $2608256.68   | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2478667.37   | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | Credit Suisse Group AG.                                                            | CUSIP: BJ8145408<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $648093.78    | 0.01%             | 2028-06-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                              | CUSIP: BJ8146422<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1500000 | PA      | $1432156.79   | 0.01%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies, Inc                                                            | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $9028088.87   | 0.08%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP                                                    | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      475000 | PA      | $457923.49    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio, Inc                                                               | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2508908.10   | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                                | Kommunalbanken AS.                                                                 | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     3000000 | PA      | $2654518.62   | 0.02%             | 2030-06-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group, Inc                                                     | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $4753424.18   | 0.04%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                                | Hellenic Republic Government International Bond                                    | CUSIP: BJ9482271<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1250000 | PA      | $1394073.63   | 0.01%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                         | Spain Government International Bond                                                | CUSIP: BJ9478998<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2350000 | PA      | $1973754.67   | 0.02%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162NAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4600000 | PA      | $3856950.96   | 0.03%             | 2048-09-15      | Variable      | 2.79%                 | Yes           |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                                             | Thaioil Treasury Center Co Ltd                                                     | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     2500000 | PA      | $2258295.00   | 0.02%             | 2030-06-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America, Inc                                                 | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     4879000 | PA      | $4500969.32   | 0.04%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | Dana, Inc                                                                          | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      350000 | PA      | $349509.30    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    34550000 | PA      | $25460389.07  | 0.21%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                           | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4700000 | PA      | $773259.64    | 0.01%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                   | JPMDB Commercial Mortgage Securities Trust                                         | CUSIP: 46652JBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7575000 | PA      | $6205281.68   | 0.05%             | 2053-05-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                               | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1025000 | PA      | $1020817.63   | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC                                                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4606156.50   | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                             | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1850000 | PA      | $1642525.35   | 0.01%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                             | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3300000 | PA      | $2199747.46   | 0.02%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | Avantor Funding, Inc                                                               | CUSIP: BK4245605<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      500000 | PA      | $585814.80    | 0.00%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | Avantor Funding, Inc                                                               | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1475486.25   | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA Tower Trust                                                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11046000 | PA      | $10962201.73  | 0.09%             | 2026-01-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France S.A.                                                         | CUSIP: AU6699071<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $558465.53    | 0.00%             | 2030-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17100067 | PA      | $14687984.77  | 0.12%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4970414 | PA      | $4183314.82   | 0.04%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2941208 | PA      | $2048972.29   | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                         | Pattern Energy Operations LP                                                       | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $584777.04    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CEZ AS                                                                           | CEZ AS.                                                                            | CUSIP: ZQ7313468<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      350000 | PA      | $403535.14    | 0.00%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANISTMO SA                                                                      | Banistmo S.A.                                                                      | CUSIP: 06034LAB6<br>LEI: 549300E94AMW3HSSMU17 | Long             | DBT              | CORP              | PA        |     1750000 | PA      | $1725618.21   | 0.01%             | 2027-07-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                            | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     2000000 | PA      | $1974693.80   | 0.02%             | 2027-08-04      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3050787.33   | 0.03%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                           | Group 1 Automotive, Inc                                                            | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      550000 | PA      | $534496.22    | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                         | Banco Nacional de Panama                                                           | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     2000000 | PA      | $1752478.40   | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC                                               | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1287995.93   | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                            | China Government Bond                                                              | CUSIP: BG6396942<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1694379.42   | 0.01%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust                                                  | CUSIP: 36251SAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $420000.00    | 0.00%             | 2031-07-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                        | Ball Corp                                                                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1703329.54   | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                            | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4452700.03   | 0.04%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $8856153.16   | 0.07%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource, Inc                                                                      | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    20060000 | PA      | $17421119.24  | 0.15%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                                   | OneMain Financial Issuance Trust                                                   | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16621497 | PA      | $16335328.33  | 0.14%             | 2035-09-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                           | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $3656345.25   | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies, Inc                                                            | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2851886.34   | 0.02%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial, Inc                                                          | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $6501253.18   | 0.05%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $6306250.00   | 0.05%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                   | DBJPM Mortgage Trust                                                               | CUSIP: 233063AZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7737500 | PA      | $6786974.43   | 0.06%             | 2053-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond (Step Bond)                                  | CUSIP: ZO2094456<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      141600 | PA      | $125316.00    | 0.00%             | 2030-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond (Step Bond)                                  | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       99120 | PA      | $73844.40     | 0.00%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond (Step Bond)                                  | CUSIP: ZO2104560<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       28000 | PA      | $18410.00     | 0.00%             | 2040-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                                           | Emirate of Dubai Government International Bonds                                    | CUSIP: ZO2911030<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     1425000 | PA      | $1077025.84   | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $10808113.17  | 0.09%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                      | Hologic, Inc                                                                       | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3379570.60   | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                        | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     3350000 | PA      | $2942272.04   | 0.02%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | Danske Bank A.S.                                                                   | CUSIP: ZP3178248<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      600000 | PA      | $783745.01    | 0.01%             | 2028-01-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co                                                                        | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19927378.00  | 0.17%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                                 | SpringCastle America Funding LLC                                                   | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1896292 | PA      | $1795612.04   | 0.02%             | 2037-09-25      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                  | SkyMiles IP Ltd., Skymiles Term Loan B                                             | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |      163922 | PA      | $164331.71    | 0.00%             | 2027-10-20      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | Bath & Body Works, Inc                                                             | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      925000 | PA      | $945624.73    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                            | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    11875000 | PA      | $11204427.06  | 0.09%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic Government International Bond                                   | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1575000 | PA      | $1503022.50   | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3382795.96   | 0.03%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas S.A.                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5600000 | PA      | $5339507.32   | 0.04%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                  | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     8475000 | PA      | $7357951.52   | 0.06%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1394981.50   | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings plc                                                     | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     2825000 | PA      | $2695143.71   | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                                   | Ziff Davis, Inc                                                                    | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     1413000 | PA      | $1331735.40   | 0.01%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                    | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $10495554.08  | 0.09%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                         | Alliant Holdings Intermediate LLC                                                  | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $811302.54    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | Lamar Media Corp                                                                   | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $957336.20    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | Lamar Media Corp                                                                   | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $631930.22    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                           | Millicom International Cellular S.A.                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1375000 | PA      | $1301290.24   | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1937219.20   | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L                                                         | Weber-Stephen Products LLC, Term Loan B                                            | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      411253 | PA      | $408168.14    | 0.00%             | 2027-10-29      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                              | United Kingdom Gilt                                                                | CUSIP: BJ7876565<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1875000 | PA      | $875122.71    | 0.01%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                                | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $305147.40    | 0.00%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                       | CUSIP: BM1389774<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      800000 | PA      | $894264.48    | 0.01%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13958552 | PA      | $12536581.11  | 0.10%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                   | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     3300000 | PA      | $2906732.10   | 0.02%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                            | Japan Government Thirty Year Bond                                                  | CUSIP: ZO8080129<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   105000000 | PA      | $418810.29    | 0.00%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2205000 | PA      | $2198031.21   | 0.02%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5225442.64   | 0.04%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust                                          | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1305748 | PA      | $1235718.40   | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29505000 | PA      | $27677073.19  | 0.23%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                                 | SpringCastle America Funding LLC                                                   | CUSIP: 85022WAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9021000 | PA      | $7429925.64   | 0.06%             | 2037-09-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications, Inc                                                        | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    10300000 | PA      | $9011179.75   | 0.08%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $1899898.56   | 0.02%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                                                 | ENA Master Trust                                                                   | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |     3800000 | PA      | $2877930.00   | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie, Inc                                                                        | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     9850000 | PA      | $8815113.39   | 0.07%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                     | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3004652.63   | 0.03%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy, Inc                                                                    | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5751566.16   | 0.05%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                                                            | Cars Net Lease Mortgage Notes                                                      | CUSIP: 14576AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9662500 | PA      | $9100843.03   | 0.08%             | 2050-12-15      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| ARTERRA WINES CANADA INC                                                         | Arterra Wines Canada, Inc., Term Loan                                              | CUSIP: BL3482405<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |      236379 | PA      | $230896.51    | 0.00%             | 2027-11-26      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                           | Republic of Uzbekistan International Bond                                          | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      675000 | PA      | $623264.86    | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                            | China Government Bond                                                              | CUSIP: BM4399226<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    16100000 | PA      | $2457402.86   | 0.02%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia Government International Bond                                               | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     3450000 | PA      | $3012448.71   | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3000000 | PA      | $2470950.00   | 0.02%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond                                          | CUSIP: BM7280605<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      100000 | PA      | $111820.81    | 0.00%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                          | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     5000000 | PA      | $3699454.00   | 0.03%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                                           | Republic of Uganda Government Bonds                                                | CUSIP: AZ5159746<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  2000000000 | PA      | $508137.72    | 0.00%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                           | ICBC Standard Bank plc                                                             | CUSIP: 85312EDG5<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        |  2000000000 | PA      | $482022.27    | 0.00%             | 2034-06-26      | Fixed         | 14.25%                | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                            | China Government Bond                                                              | CUSIP: ZO3452687<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4700000 | PA      | $848132.67    | 0.01%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2190000 | PA      | $1932217.95   | 0.02%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR Securitized Participation Interests Trust                        | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      140861 | PA      | $137062.95    | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     4440000 | PA      | $4416480.43   | 0.04%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BK INDIA                                                           | Export-Import Bank of India                                                        | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     2000000 | PA      | $1791738.90   | 0.02%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     8975000 | PA      | $8901990.89   | 0.07%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                              | United Kingdom Gilt                                                                | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      275000 | PA      | $212661.19    | 0.00%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    22975000 | PA      | $21804878.43  | 0.18%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1581142 | PA      | $1585179.38   | 0.01%             | 2048-10-26      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                         | Banque Ouest Africaine de Developpement                                            | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     3650000 | PA      | $3704548.93   | 0.03%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    31910843 | PA      | $5239795.46   | 0.04%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust                                          | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2943727 | PA      | $2693040.51   | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9902885.00   | 0.08%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                               | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4439335.84   | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9968141 | PA      | $1267321.47   | 0.01%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                                                                       | FNA VI LLC                                                                         | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2079744 | PA      | $1952600.36   | 0.02%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                            | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     2700000 | PA      | $2403456.84   | 0.02%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG.                                                                      | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     9100000 | PA      | $9005293.48   | 0.08%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3358680 | PA      | $560765.55    | 0.00%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1900530.34   | 0.02%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple, Inc                                                                         | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     4675000 | PA      | $2982637.24   | 0.02%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    25400000 | PA      | $25207629.29  | 0.21%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                           | Indian Railway Finance Corp Ltd                                                    | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     2600000 | PA      | $2382283.57   | 0.02%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4371223 | PA      | $566365.87    | 0.00%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                                             | UltraTech Cement Ltd                                                               | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $182192.65    | 0.00%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR Securitized Participation Interests Trust                        | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       29416 | PA      | $28574.40     | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                   | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     2097570 | PA      | $1904497.20   | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                         | Asplundh Tree Expert, LLC, Term Loan B                                             | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1172322 | PA      | $1173506.25   | 0.01%             | 2027-09-07      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA, Inc                                                                         | CUSIP: BO1068085<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      250000 | PA      | $291715.68    | 0.00%             | 2026-03-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                                   | Alpek SAB de C.V.                                                                  | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     2600000 | PA      | $2279898.14   | 0.02%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC                                                                               | CUSIP: 12655VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4270400 | PA      | $4119121.93   | 0.03%             | 2059-10-25      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: BO1991161<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      500000 | PA      | $568430.28    | 0.00%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                                      | Taurus UK DAC                                                                      | CUSIP: BCC2QWFI2<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |      506281 | PA      | $682809.67    | 0.01%             | 2031-05-17      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Taurus CMBS                                                                      | Taurus UK DAC                                                                      | CUSIP: BCC2QWFH4<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |      347448 | PA      | $469247.66    | 0.00%             | 2031-05-17      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                                                | Bharti Airtel Ltd                                                                  | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |      225000 | PA      | $211472.94    | 0.00%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| REPUBLIC OF SERBIA                                                               | Serbia Government International Bond                                               | CUSIP: BO2494439<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      525000 | PA      | $514086.30    | 0.00%             | 2033-03-03      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND                                                           | Turkiye Government International Bond                                              | CUSIP: ZO8193765<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    25000000 | PA      | $601444.68    | 0.01%             | 2025-10-01      | Fixed         | 12.60%                | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                  | Spin Holdco Inc., Term Loan                                                        | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |      609413 | PA      | $513214.14    | 0.00%             | 2028-03-06      | Variable      | 8.39%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                   | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1023832.70   | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                       | SERVPRO Master Issuer LLC                                                          | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19772375 | PA      | $18629363.66  | 0.16%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                                    | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      445552 | PA      | $441820.38    | 0.00%             | 2037-11-20      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                                    | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      483098 | PA      | $479111.38    | 0.00%             | 2037-11-20      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                                    | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      267832 | PA      | $265672.22    | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18761763 | PA      | $15619527.94  | 0.13%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4476626 | PA      | $3458279.45   | 0.03%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                                    | Alen Mortgage Trust                                                                | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2296015.75   | 0.02%             | 2034-04-15      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| KFC HOLDING CO                                                                   | KFC Holding Co., Term Loan B                                                       | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      918026 | PA      | $922616.63    | 0.01%             | 2028-03-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | Sasol Financing USA LLC                                                            | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $264104.01    | 0.00%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                                                   | Stack Infrastructure Issuer LLC                                                    | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     5875000 | PA      | $5792637.20   | 0.05%             | 2046-03-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                         | Mizrahi Tefahot Bank Ltd                                                           | CUSIP: BO7663400<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |     3675000 | PA      | $3619875.00   | 0.03%             | 2031-04-07      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                                     | WinWater Mortgage Loan Trust                                                       | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |      247062 | PA      | $211985.88    | 0.00%             | 2044-06-20      | Variable      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                             | Cornerstone Building Brands, Inc., Term Loan B                                     | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      407637 | PA      | $388180.76    | 0.00%             | 2028-04-12      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                          | Dryden 49 Senior Loan Fund                                                         | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-O            | CORP              | KY        |     3800000 | PA      | $3805498.60   | 0.03%             | 2030-07-18      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                              | Inversiones CMPC S.A.                                                              | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     3600000 | PA      | $3241059.84   | 0.03%             | 2031-04-06      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6000000 | PA      | $4858500.00   | 0.04%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                             | CUSIP: BO9736303<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $1012963.42   | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                         | United Overseas Bank Ltd                                                           | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     3500000 | PA      | $3414116.65   | 0.03%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                   | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    27789188 | PA      | $26270714.04  | 0.22%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                 | Organon Finance  LLC                                                               | CUSIP: 68622TAC5<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      600000 | PA      | $685817.54    | 0.01%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    25490065 | PA      | $3556248.91   | 0.03%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                         | Oceanview Mortgage Trust                                                           | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2949801 | PA      | $2433150.05   | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2836800 | PA      | $2339941.21   | 0.02%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $8384832.41   | 0.07%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                 | French Republic Government Bond OAT                                                | CUSIP: BJ7361725<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2225000 | PA      | $1631200.91   | 0.01%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6450263 | PA      | $5326229.56   | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                         | Development Bank of Kazakhstan JSC                                                 | CUSIP: 25159XAD5<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     2425000 | PA      | $2159397.63   | 0.02%             | 2031-05-06      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA Tower Trust                                                                    | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25315000 | PA      | $24575865.29  | 0.21%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4811758.35   | 0.04%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6181467.50   | 0.05%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5138924 | PA      | $4268160.75   | 0.04%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12591YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1137500.00   | 0.01%             | 2047-06-10      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW LLC                                                                            | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1378719 | PA      | $1328668.63   | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $7624060.21   | 0.06%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                                      | BNG Bank NV                                                                        | CUSIP: 05591F2K5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     8000000 | PA      | $7850356.48   | 0.07%             | 2026-05-18      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                   | Avis Budget Rental Car Funding AESOP LLC                                           | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     9500000 | PA      | $9317798.55   | 0.08%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1103103 | PA      | $952164.92    | 0.01%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                              | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    44700000 | PA      | $1131375.89   | 0.01%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10771787 | PA      | $8883789.91   | 0.07%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $9591858.99   | 0.08%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                                | Hellenic Republic Government International Bond                                    | CUSIP: BN7651852<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      725000 | PA      | $758777.65    | 0.01%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America, Inc                                                 | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $8544564.19   | 0.07%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      750000 | PA      | $858203.26    | 0.01%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                                  | QNB Finance Ltd                                                                    | CUSIP: BN6735318<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     8000000 | PA      | $1128706.39   | 0.01%             | 2026-02-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $5316344.98   | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    30200000 | PA      | $29613773.61  | 0.25%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $1671916.31   | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4551160 | PA      | $3754375.73   | 0.03%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | Intesa Sanpaolo S.p.A                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $189048.91    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust                                                     | CUSIP: 14686KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1333032 | PA      | $1312716.68   | 0.01%             | 2028-03-10      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust                                                     | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       79957 | PA      | $77869.46     | 0.00%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                            | China Government Bond                                                              | CUSIP: BO9178522<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4700000 | PA      | $848935.82    | 0.01%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     6888365 | PA      | $6155245.91   | 0.05%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                         | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6635000 | PA      | $6513415.35   | 0.05%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10728083.04  | 0.09%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | Coty, Inc                                                                          | CUSIP: BP9627566<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      750000 | PA      | $880126.20    | 0.01%             | 2026-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8108188 | PA      | $6687551.54   | 0.06%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                        | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     8375000 | PA      | $7525714.28   | 0.06%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15502730 | PA      | $12782627.09  | 0.11%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendy's Funding LLC                                                                | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    18877080 | PA      | $17530972.41  | 0.15%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                                                 | SLG Office Trust                                                                   | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17215000 | PA      | $14934473.86  | 0.13%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| AKBANK TAS                                                                       | Akbank T.A.S.                                                                      | CUSIP: 00971YAJ9<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $2009851.68   | 0.02%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                                                 | SLG Office Trust                                                                   | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4350000 | PA      | $3871513.92   | 0.03%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                 | Vmed O2 UK Financing I plc                                                         | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $615419.64    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ANADOLU EFES BIR                                                                 | Anadolu Efes Biracilik Ve Malt Sanayii AS.                                         | CUSIP: 032523AB8<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |     1600000 | PA      | $1486443.90   | 0.01%             | 2028-06-29      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge, Inc                                                                      | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2950000 | PA      | $2022974.89   | 0.02%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5625356 | PA      | $4640509.26   | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                                            | Cayuga Park CLO Ltd                                                                | CUSIP: 149791AS4<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-O            | CORP              | KY        |     4150000 | PA      | $4158889.30   | 0.03%             | 2034-07-17      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     4300000 | PA      | $3858544.37   | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce, Inc                                                                    | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     9650000 | PA      | $7097168.16   | 0.06%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                              | Canadian Government International Bond                                             | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1475000 | PA      | $1046214.52   | 0.01%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust                                                     | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2353692.00   | 0.02%             | 2038-07-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust                                                       | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1043500 | PA      | $972175.84    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                              | Benin Government International Bond                                                | CUSIP: BQ5680468<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      850000 | PA      | $914973.42    | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                         | Adani Electricity Mumbai Ltd                                                       | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     1950000 | PA      | $1788552.48   | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                              | Korea Treasury Bond                                                                | CUSIP: BO9153574<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2400000000 | PA      | $1641785.77   | 0.01%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19229529 | PA      | $15861523.09  | 0.13%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      773006 | PA      | $742240.04    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DirecTV Financing, LLC, Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       40113 | PA      | $40191.02     | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD Mortgage Trust                                                                | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2226875.00   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36259VAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      757186 | PA      | $653507.64    | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | Capital Automotive REIT                                                            | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4172719 | PA      | $4042029.60   | 0.03%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7356654.00   | 0.06%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | Capital Automotive REIT                                                            | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5639598 | PA      | $5453766.67   | 0.05%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      797173 | PA      | $687829.75    | 0.01%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     2178000 | PA      | $1355735.54   | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                                               | Rwanda International Government Bond                                               | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     2550000 | PA      | $2286847.19   | 0.02%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163GAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $8302320.00   | 0.07%             | 2054-08-15      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163GAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3150000 | PA      | $2724569.19   | 0.02%             | 2054-08-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06540VBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1183000 | PA      | $1047700.88   | 0.01%             | 2062-11-15      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                             | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $4102422.65   | 0.03%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                          | Aeropuerto Internacional de Tocumen S.A.                                           | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     1450000 | PA      | $1199730.00   | 0.01%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                      | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5733187.95   | 0.05%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                              | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26399775 | PA      | $25494563.67  | 0.21%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                              | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16122825 | PA      | $14901221.12  | 0.12%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust                                                  | CUSIP: 36251SAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5235000 | PA      | $739312.88    | 0.01%             | 2031-07-15      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8621298 | PA      | $7111943.04   | 0.06%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7046560 | PA      | $5812283.66   | 0.05%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                         | New South Wales Treasury Corp                                                      | CUSIP: AP6181865<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2690000 | PA      | $1730133.62   | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      959422 | PA      | $853109.90    | 0.01%             | 2050-05-25      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7483466 | PA      | $6165937.53   | 0.05%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $808040.20    | 0.01%             | 2054-07-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                         | Mondelez International Holdings Netherlands BV                                     | CUSIP: BR2464112<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $236025.03    | 0.00%             | 2041-09-09      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $4424852.38   | 0.04%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas S.A.                                                                   | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $4689436.75   | 0.04%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart, Inc                                                                       | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2896289.16   | 0.02%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group, Inc                                                  | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7465000 | PA      | $7235285.53   | 0.06%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    46670000 | PA      | $32161139.86  | 0.27%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    42943000 | PA      | $36566361.72  | 0.31%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6553000 | PA      | $4672600.46   | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                                                      | NBK SPC Ltd                                                                        | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     6150000 | PA      | $5980875.00   | 0.05%             | 2027-09-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo S.p.A                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     3937938 | PA      | $3151983.02   | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                                                   | BHG Securitization Trust                                                           | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2583913 | PA      | $2545422.49   | 0.02%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                         | Sociedad Quimica y Minera de Chile S.A.                                            | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2118011.67   | 0.02%             | 2051-09-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                              | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1150000 | PA      | $988030.95    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9966684 | PA      | $8233479.74   | 0.07%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                              | Bangkok Bank PCL                                                                   | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     3010000 | PA      | $2736083.23   | 0.02%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group, Inc                                             | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1622256.90   | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust                                                       | CUSIP: 452760AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1532953 | PA      | $1462154.50   | 0.01%             | 2055-10-25      | Variable      | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Atom Mortgage Securities                                                         | Atom Mortgage Securities DAC                                                       | CUSIP: BCC31RXV9<br>LEI: 635400S9JQ1OOL8ZRR06 | Long             | ABS-MBS          | CORP              | IE        |      420888 | PA      | $532585.87    | 0.00%             | 2031-07-22      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9500000 | PA      | $8270483.40   | 0.07%             | 2054-09-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| GOODYEAR EUROPE BV                                                               | Goodyear Europe BV                                                                 | CUSIP: BR5232441<br>LEI: 529900AJU331P2QORU39 | Long             | DBT              | CORP              | NL        |      205000 | PA      | $235759.39    | 0.00%             | 2028-08-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                              | United Kingdom Gilt                                                                | CUSIP: BR2057668<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      550000 | PA      | $563412.24    | 0.00%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC                                               | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6100000 | PA      | $4393499.75   | 0.04%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                                         | Credit Agricole Assurances S.A.                                                    | CUSIP: BR6668346<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $314268.07    | 0.00%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government International Bond                                            | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      500000 | PA      | $428500.00    | 0.00%             | 2041-10-07      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       80000 | PA      | $74618.75     | 0.00%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                                          | Thermo Fisher Scientific Finance I BV                                              | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $845972.51    | 0.01%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA Tower Trust                                                                    | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    42100000 | PA      | $40210977.21  | 0.34%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                         | Bundesrepublik Deutschland                                                         | CUSIP: BP9803662<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6450000 | PA      | $6603511.68   | 0.06%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4747174 | PA      | $3911393.16   | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1626619 | PA      | $1458096.43   | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                              | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    36093750 | PA      | $35132003.16  | 0.29%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                              | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    28490000 | PA      | $26850679.70  | 0.22%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| BANK HAPOALIM                                                                    | Bank Hapoalim BM                                                                   | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     5000000 | PA      | $4875400.00   | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                   | Santander Drive Auto Receivables Trust                                             | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10370446 | PA      | $10314303.26  | 0.09%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9260116 | PA      | $7638228.83   | 0.06%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global, Inc                                                                  | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    14250000 | PA      | $14127236.25  | 0.12%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4018168 | PA      | $3460754.01   | 0.03%             | 2051-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003KBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5121969 | PA      | $4376464.23   | 0.04%             | 2051-08-25      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2250000 | PA      | $1848845.36   | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    21944000 | PA      | $21147268.00  | 0.18%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17291HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2993485.20   | 0.03%             | 2038-10-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                     | CUSIP: BS1707949<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      400000 | PA      | $462029.86    | 0.00%             | 2026-11-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol S.A.                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2125000 | PA      | $1905968.83   | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1195000 | PA      | $1036662.50   | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3861521 | PA      | $3451765.77   | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                            | Japan Government Thirty Year Bond                                                  | CUSIP: BR9216051<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   132000000 | PA      | $524485.86    | 0.00%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                                                     | ELP Commercial Mortgage Trust                                                      | CUSIP: 26863LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2479341 | PA      | $2477904.64   | 0.02%             | 2038-11-15      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| ELP 2021-ELP                                                                     | ELP Commercial Mortgage Trust                                                      | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6942156 | PA      | $6936384.28   | 0.06%             | 2038-11-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ELP 2021-ELP                                                                     | ELP Commercial Mortgage Trust                                                      | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4383476 | PA      | $4383409.88   | 0.04%             | 2038-11-15      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9299006 | PA      | $8318735.47   | 0.07%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    26685196 | PA      | $23975443.45  | 0.20%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    10347758 | PA      | $1162905.83   | 0.01%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8380931 | PA      | $7180672.78   | 0.06%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5362892 | PA      | $4545110.21   | 0.04%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1993969 | PA      | $1686264.98   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3001002 | PA      | $2543339.42   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                         | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      875000 | PA      | $384121.04    | 0.00%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                         | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      875000 | PA      | $599699.11    | 0.01%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      514833 | PA      | $461942.49    | 0.00%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG.                                                                  | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5575000 | PA      | $5453032.27   | 0.05%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX Trust                                                                          | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9814876 | PA      | $8095824.00   | 0.07%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     7916792 | PA      | $7080325.55   | 0.06%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Frost CMBS                                                                       | Frost CMBS DAC                                                                     | CUSIP: BCC3320N6<br>LEI: 635400USRLUMX8CQN243 | Long             | ABS-MBS          | CORP              | IE        |      860459 | PA      | $1153917.42   | 0.01%             | 2033-11-20      | Variable      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                                   | Bayview Opportunity Master Fund VI Trust                                           | CUSIP: 07335UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5708680 | PA      | $4911409.19   | 0.04%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6075000 | PA      | $4692265.18   | 0.04%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust                                                         | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1444904 | PA      | $1279275.82   | 0.01%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust                                                         | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1450000 | PA      | $1357238.86   | 0.01%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3488708 | PA      | $3137506.37   | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                      | SREIT Trust                                                                        | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2998302.60   | 0.03%             | 2036-11-15      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2336695 | PA      | $2110062.35   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co, Inc                                                            | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     6220000 | PA      | $5509464.33   | 0.05%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | SYSCO Corp                                                                         | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $3647243.06   | 0.03%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12655TBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1647272.00   | 0.01%             | 2057-08-15      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust                                                       | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6597338 | PA      | $6595967.16   | 0.06%             | 2038-12-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    13100000 | PA      | $12633221.59  | 0.11%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association (FNMA)                                       | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6298618 | PA      | $5322795.54   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1729074 | PA      | $1421911.28   | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC                                                                               | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6366832 | PA      | $5635124.27   | 0.05%             | 2066-10-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                                             | Japan Government Five Year Bond                                                    | CUSIP: BR9625400<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   277000000 | PA      | $1859044.05   | 0.02%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL                                                   | Cologix Data Centers US Issuer LLC                                                 | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $487968.80    | 0.00%             | 2051-12-26      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust                                                           | CUSIP: 03465MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5176000 | PA      | $3804776.15   | 0.03%             | 2066-11-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust                                                                          | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4341620.00   | 0.04%             | 2044-01-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust                                                                          | CUSIP: 05607TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $5887273.70   | 0.05%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust                                                                          | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1633611.80   | 0.01%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9642229 | PA      | $7917918.73   | 0.07%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46652BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3155000 | PA      | $2555550.00   | 0.02%             | 2037-01-16      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG.                                                                  | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $552637.68    | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG.                                                                      | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3065000 | PA      | $2339110.62   | 0.02%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5075000 | PA      | $3783666.25   | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ Secured Financing BV                                                            | CUSIP: BT3367682<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $774836.15    | 0.01%             | 2032-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2828570.40   | 0.02%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                                                              | Coca-Cola Icecek AS.                                                               | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |     3000000 | PA      | $2949060.03   | 0.02%             | 2029-01-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                         | Sweihan PV Power Co PJSC                                                           | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |     3664400 | PA      | $3107411.20   | 0.03%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                           | Indian Railway Finance Corp Ltd                                                    | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     1700000 | PA      | $1613831.47   | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: —       |
| CIA CERVECERIAS UNIDAS                                                           | Cia Cervecerias Unidas S.A.                                                        | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     3875000 | PA      | $3490793.09   | 0.03%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                          | EIG Pearl Holdings Sarl                                                            | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     2950353 | PA      | $2721343.65   | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |      860000 | PA      | $912758.42    | 0.01%             | 2042-01-25      | Variable      | 11.46%                | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6825000 | PA      | $5384090.17   | 0.05%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                                            | Hanwha Life Insurance Co Ltd                                                       | CUSIP: 41135UAB1<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |     3000000 | PA      | $2947947.42   | 0.02%             | 2032-02-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2171011 | PA      | $1795098.57   | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12164937 | PA      | $10000119.60  | 0.08%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                                | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1850000 | PA      | $1692565.00   | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                         | Bundesrepublik Deutschland                                                         | CUSIP: BT2450315<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      380000 | PA      | $383327.40    | 0.00%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                                      | SMR Mortgage Trust                                                                 | CUSIP: 78458MAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9156771 | PA      | $9177810.03   | 0.08%             | 2039-02-15      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                                      | SMR Mortgage Trust                                                                 | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9614610 | PA      | $9615990.65   | 0.08%             | 2039-02-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                                         | Tesco Corporate Treasury Services plc                                              | CUSIP: BH9923674<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $614787.77    | 0.01%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                         | Bundesrepublik Deutschland                                                         | CUSIP: BR2469814<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      925000 | PA      | $459053.21    | 0.00%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     5798312 | PA      | $4900999.55   | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust                                                                | CUSIP: 12429EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2360000 | PA      | $1972865.60   | 0.02%             | 2044-02-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2188722 | PA      | $1805372.75   | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |     3925000 | PA      | $4091536.97   | 0.03%             | 2042-02-25      | Variable      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| KIA CORP                                                                         | Kia Corp                                                                           | CUSIP: 49374JAD5<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $196050.73    | 0.00%             | 2027-02-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BOI FINANCE BV                                                                   | BOI Finance BV                                                                     | CUSIP: BU2015792<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $903699.47    | 0.01%             | 2027-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3341670 | PA      | $2756384.76   | 0.02%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   256002000 | PA      | $158791241.19 | 1.33%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    85325800 | PA      | $63227750.59  | 0.53%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                    | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1869506.13   | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust                                                                | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12605446 | PA      | $10397632.58  | 0.09%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9897055 | PA      | $9157857.15   | 0.08%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial, Inc                                                          | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $3889035.25   | 0.03%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                            | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $983221.23    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14586828 | PA      | $12549647.50  | 0.11%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19290669 | PA      | $17230892.11  | 0.14%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10296394 | PA      | $8851467.09   | 0.07%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    44761845 | PA      | $39432415.64  | 0.33%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | Raytheon Technologies Corp                                                         | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      500000 | PA      | $564692.19    | 0.00%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                    | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1098280.19   | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                                    | MTN Commercial Mortgage Trust                                                      | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2250406.58   | 0.02%             | 2039-03-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                              | Korea Treasury Bond                                                                | CUSIP: BR7206518<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1225000000 | PA      | $850060.79    | 0.01%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                           | Treasury Corp of Victoria                                                          | CUSIP: ZS9578676<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4650000 | PA      | $2480816.00   | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | Japan Government Ten Year Bond                                                     | CUSIP: BN3610597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   449600000 | PA      | $2861538.08   | 0.02%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | Japan Government Forty Year Bond                                                   | CUSIP: BP8093554<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   258000000 | PA      | $851822.12    | 0.01%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | United Kingdom Gilt                                                                | CUSIP: EH5295793<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      800000 | PA      | $902567.41    | 0.01%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $441629.00    | 0.00%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | Mizuho Financial Group, Inc                                                        | CUSIP: AS0648483<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $574786.23    | 0.00%             | 2028-04-10      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | Republic of Poland Government International Bond                                   | CUSIP: EH5337827<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5650000 | PA      | $1613662.32   | 0.01%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                 | French Republic Government Bond OAT                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     1525000 | PA      | $1422332.20   | 0.01%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | Morgan Stanley Capital I Trust                                                     | CUSIP: 61768HAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1050000 | PA      | $1018816.58   | 0.01%             | 2052-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | Benchmark Mortgage Trust                                                           | CUSIP: 08162YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1665793.40   | 0.01%             | 2062-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                         | Italy Buoni Poliennali Del Tesoro                                                  | CUSIP: BG2593013<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1875000 | PA      | $2027062.40   | 0.02%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec Canada                                                          | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2025000 | PA      | $1575286.16   | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                              | United Kingdom Gilt                                                                | CUSIP: BR1814184<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | CORP              | GB        |      425000 | PA      | $510851.50    | 0.00%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | Swiss Confederation Government Bond                                                | CUSIP: BP9778252<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      925000 | PA      | $1168664.66   | 0.01%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C60                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95003DCG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1490589.41   | 0.01%             | 2054-08-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | Australia Government Bond                                                          | CUSIP: EK8211675<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1300000 | PA      | $753285.84    | 0.01%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | Spain Government Bond                                                              | CUSIP: EJ8738761<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      700000 | PA      | $969244.55    | 0.01%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | Cantor Commercial Real Estate Lending                                              | CUSIP: 12529MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1720669.00   | 0.01%             | 2052-05-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | Spain Government International Bond                                                | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1000000 | PA      | $766230.87    | 0.01%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | New Zealand Government Bond                                                        | CUSIP: BK4327957<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3871000 | PA      | $1504700.15   | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                          | Ireland Government Bond                                                            | CUSIP: AM0125113<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      400000 | PA      | $403916.76    | 0.00%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | Japan Government Twenty Year Bond                                                  | CUSIP: ZQ2789928<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   190000000 | PA      | $1002928.14   | 0.01%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | Japan Government Twenty Year Bond                                                  | CUSIP: BI0184712<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   178000000 | PA      | $940031.53    | 0.01%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13830000 | PA      | $14276431.02  | 0.12%             | 2042-03-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                           | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     4920000 | PA      | $4198258.34   | 0.04%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16566706 | PA      | $14241845.33  | 0.12%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9651661 | PA      | $8303715.68   | 0.07%             | 2052-08-26      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                              | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $269681.99    | 0.00%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6434190 | PA      | $5537602.71   | 0.05%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Cassia S.r.l.                                                                    | Cassia SRL                                                                         | CUSIP: BCC35W5M5<br>LEI: 815600A9D6ADF4638276 | Long             | ABS-MBS          | CORP              | IT        |      573960 | PA      | $673164.04    | 0.01%             | 2034-05-22      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22635508 | PA      | $19339067.06  | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $2973009.00   | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                             | Sitios Latinoamerica SAB de C.V.                                                   | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     3300000 | PA      | $3300471.90   | 0.03%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    35503352 | PA      | $33549430.30  | 0.28%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                            | CUSIP: BP9634109<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      400000 | PA      | $444690.10    | 0.00%             | 2028-06-16      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    16740000 | PA      | $17208786.96  | 0.14%             | 2042-03-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    48834396 | PA      | $44786710.44  | 0.38%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                               | Angolan Government International Bond                                              | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3350000 | PA      | $3194984.58   | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | Freeport Indonesia PT                                                              | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1800000 | PA      | $1803744.00   | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |     6630000 | PA      | $7040277.66   | 0.06%             | 2042-04-25      | Variable      | 8.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                             | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      350000 | PA      | $336076.51    | 0.00%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    72997377 | PA      | $64262792.08  | 0.54%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14643824 | PA      | $13009233.50  | 0.11%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6106736 | PA      | $5263398.43   | 0.04%             | 2052-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25074272 | PA      | $22299541.39  | 0.19%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    25131000 | PA      | $25063602.43  | 0.21%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $8345568.66   | 0.07%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4036006 | PA      | $3329109.00   | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                                   | OneMain Financial Issuance Trust                                                   | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21646000 | PA      | $21684984.45  | 0.18%             | 2036-06-16      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust                                                                | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5401393 | PA      | $4647037.98   | 0.04%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8766748 | PA      | $7536481.66   | 0.06%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bruegel                                                                          | Bruegel 2021 DAC                                                                   | CUSIP: BCC30XSY7<br>LEI: 549300P1CR5XGGQ0OD33 | Long             | ABS-MBS          | CORP              | IE        |      670641 | PA      | $772485.77    | 0.01%             | 2031-05-22      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10249901 | PA      | $9093806.61   | 0.08%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36264RBZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3815970 | PA      | $3283033.62   | 0.03%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    72342329 | PA      | $68525140.21  | 0.57%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: BW3596622<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      500000 | PA      | $579488.13    | 0.00%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                                                 | Bundesobligation                                                                   | CUSIP: BK3064635<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      545000 | PA      | $639551.35    | 0.01%             | 2025-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |    11593800 | PA      | $12039370.60  | 0.10%             | 2042-05-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6000000 | PA      | $6163367.40   | 0.05%             | 2042-04-25      | Variable      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90554 | PA      | $79631.97     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8294107 | PA      | $7135756.76   | 0.06%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | Antofagasta plc                                                                    | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2069302.00   | 0.02%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| BP CAPITAL MARKETS PLC                                                           | BP Capital Markets plc                                                             | CUSIP: ZS4387933<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $531921.57    | 0.00%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                                        | Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen                         | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |     8200000 | PA      | $8555532.48   | 0.07%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26721000 | PA      | $22447727.44  | 0.19%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3412767 | PA      | $2938254.80   | 0.02%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5862979 | PA      | $5212210.17   | 0.04%             | 2052-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Last Mile Securities                                                             | Last Mile Securities                                                               | CUSIP: BCC2R5UF9<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |      599877 | PA      | $705620.74    | 0.01%             | 2031-08-17      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5345007 | PA      | $4598526.21   | 0.04%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6252074 | PA      | $5374700.18   | 0.05%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    47096768 | PA      | $44511976.72  | 0.37%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                  | Kingdom of Belgium Government Bond                                                 | CUSIP: BT5908418<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      875000 | PA      | $870302.98    | 0.01%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust                                                                | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2761459 | PA      | $2453437.67   | 0.02%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28280000 | PA      | $29441352.14  | 0.25%             | 2042-05-25      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                       | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    25050000 | PA      | $15430073.55  | 0.13%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |    23430000 | PA      | $24798340.12  | 0.21%             | 2042-06-25      | Variable      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23145000 | PA      | $24499445.40  | 0.21%             | 2042-06-25      | Variable      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     3909218 | PA      | $3570659.84   | 0.03%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6226850 | PA      | $5347809.58   | 0.04%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    41611492 | PA      | $41472720.84  | 0.35%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8085695 | PA      | $7880004.55   | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                   | CUSIP: BW9551233<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $592239.30    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $6240431.58   | 0.05%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife, Inc                                                                       | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1635273.36   | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14518442 | PA      | $14155126.46  | 0.12%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14603471 | PA      | $14236516.11  | 0.12%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6783788 | PA      | $6616828.70   | 0.06%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6806631 | PA      | $6636997.73   | 0.06%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2170717 | PA      | $1867251.14   | 0.02%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                              | Korea Treasury Bond                                                                | CUSIP: BT8260684<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   365000000 | PA      | $241507.67    | 0.00%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                              | Korea Treasury Bond                                                                | CUSIP: BQ7821821<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   400000000 | PA      | $245199.98    | 0.00%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19775000 | PA      | $20164704.15  | 0.17%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                         | Bundesrepublik Deutschland                                                         | CUSIP: BV9824384<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1750000 | PA      | $1638209.96   | 0.01%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2949601.29   | 0.02%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $905013.18    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1581844.69   | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                              | Canadian Government International Bond                                             | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $576835.88    | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                                             | Canada Housing Trust No                                                            | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1525000 | PA      | $1126332.54   | 0.01%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |    19670000 | PA      | $20721257.25  | 0.17%             | 2042-07-25      | Variable      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      173925 | NS      | $4435087.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    10277273 | PA      | $9760593.52   | 0.08%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                            | Japan Government Thirty Year Bond                                                  | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   118500000 | PA      | $549274.98    | 0.00%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    10260000 | PA      | $10679467.79  | 0.09%             | 2042-07-25      | Variable      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                  | Kingdom of Belgium Government Bond                                                 | CUSIP: AN7110397<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2325000 | PA      | $2205105.62   | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24534792 | PA      | $24452970.07  | 0.20%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   123946745 | PA      | $120793674.04 | 1.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG.                                                                      | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6200000 | PA      | $6442029.34   | 0.05%             | 2028-08-11      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                            | Japan Government Twenty Year Bond                                                  | CUSIP: EK4996816<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   202000000 | PA      | $1343817.97   | 0.01%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   122233683 | PA      | $115619039.03 | 0.97%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-CBDO         | USGSE             | US        |     1875000 | PA      | $1964159.44   | 0.02%             | 2042-08-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    91758000 | PA      | $78180683.44  | 0.65%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     6421127 | PA      | $6083465.94   | 0.05%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     8863242 | PA      | $1519976.88   | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    66549021 | PA      | $64897312.23  | 0.54%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13175488 | PA      | $13130191.02  | 0.11%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    78211895 | PA      | $73926278.55  | 0.62%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                                   | OneMain Financial Issuance Trust                                                   | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2726108 | PA      | $2728861.51   | 0.02%             | 2034-10-14      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                          | Hungary Government Bond                                                            | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   370000000 | PA      | $1066576.15   | 0.01%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5129219 | PA      | $4548129.87   | 0.04%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3585967 | PA      | $3195110.92   | 0.03%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander S.A.                                                               | CUSIP: BY5760339<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $539990.10    | 0.00%             | 2028-08-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG.                                                                  | CUSIP: BY6593473<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $626036.24    | 0.01%             | 2030-09-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG.                                                                  | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7350000 | PA      | $7533217.13   | 0.06%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |    14531000 | PA      | $15280738.57  | 0.13%             | 2042-09-25      | Variable      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4495842 | PA      | $3968803.49   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6976993 | PA      | $6797340.19   | 0.06%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance                                                    | Citibank Credit Card Issuance Trust                                                | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |     6520000 | PA      | $6578768.02   | 0.06%             | 2029-05-14      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    31854631 | PA      | $29217390.65  | 0.24%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5778731 | PA      | $4914710.44   | 0.04%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Student Loan Trust                                                         | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      522532 | PA      | $521621.63    | 0.00%             | 2059-12-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     8828351 | PA      | $8230609.28   | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4966036 | PA      | $4779084.68   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4348142 | PA      | $4144878.71   | 0.03%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     7358658 | PA      | $7118883.93   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      300000 | PA      | $396186.35    | 0.00%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | Becton Dickinson Euro Finance Sarl                                                 | CUSIP: BQ9087645<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $551672.55    | 0.00%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | ProLogis LP                                                                        | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1213712.71   | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | ProLogis LP                                                                        | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2793945.34   | 0.02%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    10396553 | PA      | $9687751.50   | 0.08%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1060599 | PA      | $975860.34    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8238460 | PA      | $8442997.49   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5994798 | PA      | $5220657.39   | 0.04%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     6716735 | PA      | $6327755.87   | 0.05%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications, Inc                                                        | CUSIP: 92343VGR9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $247357.29    | 0.00%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     7400000 | PA      | $7859264.72   | 0.07%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                              | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     8175000 | PA      | $7746963.70   | 0.06%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23583912 | PA      | $22878763.13  | 0.19%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     8146106 | PA      | $8151541.64   | 0.07%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   108076067 | PA      | $105293328.61 | 0.88%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     8261931 | PA      | $8422184.34   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                               | Republic of Poland Government International Bond                                   | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      950000 | PA      | $1017837.90   | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX Trust                                                                          | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     8542093 | PA      | $7837456.48   | 0.07%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133BQWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25492853 | PA      | $26178545.16  | 0.22%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group, Inc                                                          | CUSIP: ZN5738366<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      400000 | PA      | $500010.52    | 0.00%             | 2030-12-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    13640000 | PA      | $14545082.20  | 0.12%             | 2042-09-25      | Variable      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5267214.62   | 0.04%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                   | CUSIP: ZN3731462<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $618408.61    | 0.01%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                    | CUSIP: 3134GWQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    25000000 | PA      | $19204091.25  | 0.16%             | 2035-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                              | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1565000 | PA      | $1633536.72   | 0.01%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                          | Ireland Government Bond                                                            | CUSIP: ZM2350704<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      400000 | PA      | $441789.23    | 0.00%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38379LAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     4175939 | PA      | $3766726.64   | 0.03%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465978CV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3259192 | PA      | $3252598.58   | 0.03%             | 2053-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol S.A.                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $216796.51    | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    58006728 | PA      | $57801318.24  | 0.48%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    47521857 | PA      | $48131867.66  | 0.40%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    17250000 | PA      | $18132227.10  | 0.15%             | 2042-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                          | Romanian Government International Bond                                             | CUSIP: ZM1054521<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5655000 | PA      | $1335711.08   | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                 | French Republic Government Bond OAT                                                | CUSIP: BQ3977775<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      960000 | PA      | $486750.22    | 0.00%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                                             | Norway Government International Bond                                               | CUSIP: BN9945377<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     7000000 | PA      | $602213.00    | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                | CUSIP: ZM2756512<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       | 20900000000 | PA      | $1281293.56   | 0.01%             | 2028-01-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465978CU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3255530 | PA      | $3200743.58   | 0.03%             | 2053-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4944593 | PA      | $4253046.91   | 0.04%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                                           | OPEC Fund for International Development                                            | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | N/A       |     1800000 | PA      | $1801079.37   | 0.02%             | 2026-01-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H3XN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7155132 | PA      | $5200871.93   | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia Government International Bond                                               | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      560000 | PA      | $607498.46    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      375000 | PA      | $371568.86    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BNPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    10238554 | PA      | $9301073.24   | 0.08%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    17219524 | PA      | $12572119.31  | 0.11%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     7198985 | PA      | $6396079.63   | 0.05%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                         | Thailand Government Bond                                                           | CUSIP: BY4967448<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    13900000 | PA      | $525305.88    | 0.00%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                         | Italy Buoni Poliennali Del Tesoro                                                  | CUSIP: BS3661698<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4315000 | PA      | $4743524.01   | 0.04%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                         | Bundesrepublik Deutschland                                                         | CUSIP: ZM1985385<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1400000 | PA      | $1620434.96   | 0.01%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | Italy Buoni Poliennali Del Tesoro                                                  | CUSIP: ZM3378175<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      425000 | PA      | $521289.84    | 0.00%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                              | United Kingdom Gilt                                                                | CUSIP: ZN9056328<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      440000 | PA      | $546825.92    | 0.00%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8988872.02   | 0.08%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44786000 | PA      | $37027175.28  | 0.31%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie, Inc                                                                        | CUSIP: 00287YDQ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      500000 | PA      | $576551.20    | 0.00%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383FQ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    17383754 | PA      | $13037293.64  | 0.11%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen, Inc                                                                         | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    29850000 | PA      | $29773650.57  | 0.25%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    56675000 | PA      | $51439204.24  | 0.43%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp                                                                           | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     3900000 | PA      | $4071730.96   | 0.03%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                  | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6563062.72   | 0.05%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                    | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $4089010.61   | 0.03%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos, Inc                                                                  | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $9714456.47   | 0.08%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | Spain Government International Bond                                                | CUSIP: ZL1845482<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      475000 | PA      | $575554.03    | 0.00%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas S.A.                                                                   | CUSIP: ZL1224167<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $845734.73    | 0.01%             | 2029-02-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge, Inc                                                                      | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3925000 | PA      | $4130502.99   | 0.03%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    14125859 | PA      | $10437738.56  | 0.09%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2765000 | PA      | $2774267.06   | 0.02%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36263NBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2841674 | PA      | $2378540.35   | 0.02%             | 2052-05-28      | Variable      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2266222 | PA      | $1845568.14   | 0.02%             | 2051-08-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5751259 | PA      | $5436543.94   | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                            | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1165281.08   | 0.01%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                         | Oceanview Mortgage Trust                                                           | CUSIP: 67647AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2179301 | PA      | $2083611.70   | 0.02%             | 2052-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                       | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3038770.80   | 0.03%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                               | Republic of Poland Government International Bond                                   | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2245000 | PA      | $2173959.22   | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                    | CUSIP: ZL9360419<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    17000000 | PA      | $193409.15    | 0.00%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3215442 | PA      | $2613886.86   | 0.02%             | 2052-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    51317775 | PA      | $51130760.06  | 0.43%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6536781.81   | 0.05%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8851018 | PA      | $257004.36    | 0.00%             | 2052-04-25      | Variable      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383V7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     4982487 | PA      | $5003505.71   | 0.04%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                               | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1000000 | PA      | $1043182.54   | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653TBV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9237426 | PA      | $213276.46    | 0.00%             | 2051-12-25      | Variable      | 0.40%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2910000 | PA      | $2979840.00   | 0.02%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Mortgage Trust                                                               | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4250000 | PA      | $4335220.15   | 0.04%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart, Inc                                                                       | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $6627973.47   | 0.06%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $12829283.66  | 0.11%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H9U98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3918195 | PA      | $3999751.91   | 0.03%             | 2053-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14250000 | PA      | $14694938.58  | 0.12%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR251010                                                                          | CUSIP: EUR251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7782.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                            | CHF251010                                                                          | CUSIP: CHF251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9782.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                            | EUR251010                                                                          | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $488987.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                            | GBP251010                                                                          | CUSIP: GBP251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $261229.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                            | EUR251010                                                                          | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18771.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                  | NZD251010                                                                          | CUSIP: NZD251010<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $55417.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                            | JPY251010                                                                          | CUSIP: JPY251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $546870.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                          | AUD251010                                                                          | CUSIP: AUD251010<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-66475.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | CAD251010                                                                          | CUSIP: CAD251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $233668.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | NOK251010                                                                          | CUSIP: NOK251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5786.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                            | EUR251010                                                                          | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $452.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                            | EUR251010                                                                          | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $824.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                          | JPY251010                                                                          | CUSIP: JPY251010<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3273.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                          | EUR251010                                                                          | CUSIP: EUR251010<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                          | AUD251010                                                                          | CUSIP: AUD251010<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7451.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | JPY251010                                                                          | CUSIP: JPY251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $959.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                            | CNH251114                                                                          | CUSIP: CNH251114<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $64990.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR251010                                                                          | CUSIP: EUR251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-643.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | CZK251010                                                                          | CUSIP: CZK251010<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $264.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                                    | HUF251010                                                                          | CUSIP: HUF251010<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5879.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | KRW251015                                                                          | CUSIP: KRW251015<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $116428.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | RON251010                                                                          | CUSIP: RON251010<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $500.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                                    | PLN251010                                                                          | CUSIP: PLN251010<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3404.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                          | IDR251015                                                                          | CUSIP: IDR251015<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29384.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                          | THB251015                                                                          | CUSIP: THB251015<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33238.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                          | ZAR251010                                                                          | CUSIP: ZAR251010<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8411.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | MXN251010                                                                          | CUSIP: MXN251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8702.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | PEN251015                                                                          | CUSIP: PEN251015<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4398.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR251010                                                                          | CUSIP: EUR251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2131.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR251010                                                                          | CUSIP: EUR251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3689.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR251010                                                                          | CUSIP: EUR251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6695.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR251010                                                                          | CUSIP: EUR251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4550.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                            | AUD251010                                                                          | CUSIP: AUD251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-123.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                                    | JPY251010                                                                          | CUSIP: JPY251010<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2409.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                                    | JPY251010                                                                          | CUSIP: JPY251010<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2710.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | GBP251010                                                                          | CUSIP: GBP251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-465.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co                                                                | CUSIP: 742718GD5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      300000 | PA      | $360781.61    | 0.00%             | 2031-08-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305229 | PA      | $304305.43    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust                                                      | CUSIP: 17330CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    68926612 | PA      | $616403.80    | 0.01%             | 2052-02-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust                                                      | CUSIP: 17330CAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7727936 | PA      | $107425.26    | 0.00%             | 2052-02-25      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653PBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34510693 | PA      | $260459.10    | 0.00%             | 2051-10-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   239280000 | PA      | $238588332.45 | 2.00%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   113120000 | PA      | $112032986.93 | 0.94%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government International Bond                                   | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3700000 | PA      | $1066497.87   | 0.01%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                     | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2032255.20   | 0.02%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | Italy Buoni Poliennali Del Tesoro                                                  | CUSIP: T6052B2X5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      675000 | PA      | $840324.33    | 0.01%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                         | Italy Buoni Poliennali Del Tesoro                                                  | CUSIP: EG9398371<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      785000 | PA      | $1037235.32   | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    13689679 | PA      | $2747155.82   | 0.02%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain, Inc                                                                 | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     3845000 | PA      | $3962391.70   | 0.03%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592KBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25584574 | PA      | $193081.66    | 0.00%             | 2051-07-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46652VBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17915268 | PA      | $134686.99    | 0.00%             | 2051-08-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3001000 | PA      | $3013904.30   | 0.03%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                             | OI European Group BV                                                               | CUSIP: ZK6018079<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $302930.41    | 0.00%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BMZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3645146 | PA      | $2978755.82   | 0.02%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                           | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8341242.70   | 0.07%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                         | Bank Gospodarstwa Krajowego                                                        | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     3815000 | PA      | $3937296.50   | 0.03%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                     | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   535000000 | PA      | $571746.95    | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX                                                                                | CUSIP: 67448KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     5046919 | PA      | $4338668.16   | 0.04%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49620000 | PA      | $44946803.78  | 0.38%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383V7U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5738972 | PA      | $5430362.89   | 0.05%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                 | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    17400000 | PA      | $17859919.24  | 0.15%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    24425000 | PA      | $25449807.05  | 0.21%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1770600 | PA      | $1935278.90   | 0.02%             | 2043-05-25      | Variable      | 9.71%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust                                                                 | CUSIP: 055988AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7300000 | PA      | $7712363.86   | 0.06%             | 2056-06-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | Japan Government Forty Year Bond                                                   | CUSIP: ZK7862673<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   125000000 | PA      | $493060.60    | 0.00%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                   | CUSIP: ZK4366397<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $485801.08    | 0.00%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                                       | MIRA Trust                                                                         | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1687000 | PA      | $1758295.99   | 0.01%             | 2038-06-10      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FAES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     9072906 | PA      | $8294244.69   | 0.07%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Mortgage Trust                                                               | CUSIP: 07336DAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4608195 | PA      | $4779614.30   | 0.04%             | 2056-07-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36262AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    81511053 | PA      | $697490.08    | 0.01%             | 2051-08-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383YLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5011805 | PA      | $4508517.96   | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                           | BBVA Bancomer S.A.                                                                 | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1400000 | PA      | $1553623.40   | 0.01%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207942AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      915000 | PA      | $1017064.04   | 0.01%             | 2043-06-25      | Variable      | 11.21%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    11994552 | PA      | $11706107.97  | 0.10%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BP7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9366921 | PA      | $6624604.97   | 0.06%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38384AJQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     8618545 | PA      | $696456.03    | 0.01%             | 2053-05-20      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                              | United Kingdom Gilt                                                                | CUSIP: BZ6913918<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      900000 | PA      | $1073883.40   | 0.01%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14918821 | PA      | $14866761.28  | 0.12%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                                | Hellenic Republic Government International Bond                                    | CUSIP: ZJ7218432<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      750000 | PA      | $944275.74    | 0.01%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander S.A.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |      600000 | PA      | $698381.97    | 0.01%             | 2027-03-24      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5515000 | PA      | $5545720.26   | 0.05%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $6181675.50   | 0.05%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5365790.77   | 0.04%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2425000 | PA      | $2620380.80   | 0.02%             | 2043-07-25      | Variable      | 10.26%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3960000 | PA      | $4172938.31   | 0.03%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   104241288 | PA      | $105482264.67 | 0.88%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      340000 | PA      | $355263.79    | 0.00%             | 2043-01-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2255000 | PA      | $2345204.96   | 0.02%             | 2043-06-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                     | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1422401.50   | 0.01%             | 2030-07-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36260DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    32272619 | PA      | $408832.77    | 0.00%             | 2051-03-27      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655NCY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1951340 | PA      | $1790374.52   | 0.01%             | 2052-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies, Inc                                                         | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12508062.48  | 0.10%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2312500 | PA      | $2338605.95   | 0.02%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13135646 | PA      | $13459291.55  | 0.11%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                              | Malaysia Government Bond                                                           | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5500000 | PA      | $1408152.37   | 0.01%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                              | Frontier Issuer LLC                                                                | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2580000 | PA      | $2620217.30   | 0.02%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA, Inc                                                                           | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    11200000 | PA      | $10507301.62  | 0.09%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465976AH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    78452325 | PA      | $760312.86    | 0.01%             | 2052-07-25      | Fixed         | 0.22%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                     | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1921544.77   | 0.02%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20474667 | PA      | $20712732.15  | 0.17%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     5533169 | PA      | $5090410.71   | 0.04%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic Government International Bond                                   | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3050000 | PA      | $2702910.00   | 0.02%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    29644445 | PA      | $29513490.90  | 0.25%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21756463 | PA      | $21176017.32  | 0.18%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9560000 | PA      | $9226146.83   | 0.08%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-4                                                       | RCKT Mortgage Trust                                                                | CUSIP: 74938GAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      781895 | PA      | $717396.85    | 0.01%             | 2052-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     6387274 | PA      | $7104221.97   | 0.06%             | 2053-08-20      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384CSJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     3505088 | PA      | $4189653.62   | 0.04%             | 2053-08-20      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                         | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     6800000 | PA      | $7292394.80   | 0.06%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-7                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592NBS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    39550473 | PA      | $233039.30    | 0.00%             | 2051-11-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    41482511 | PA      | $263053.05    | 0.00%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-1                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592EBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22531838 | PA      | $145337.11    | 0.00%             | 2051-06-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    15966171 | PA      | $10960529.08  | 0.09%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: ZI1321820<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $626202.83    | 0.01%             | 2030-08-08      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | Mexican Bonos                                                                      | CUSIP: P4R07X3Z7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | CORP              | MX        |     9000000 | PA      | $497455.98    | 0.00%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | Indonesia Treasury Bond                                                            | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 15665000000 | PA      | $956107.73    | 0.01%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                             | Sartorius Finance BV                                                               | CUSIP: ZI6854247<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $368534.06    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $11116340.95  | 0.09%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38383FHY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    19082081 | PA      | $14033544.11  | 0.12%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      985000 | PA      | $993226.29    | 0.01%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7595115 | PA      | $7262905.77   | 0.06%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $7086528.00   | 0.06%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                                    | Tesla Auto Lease Trust                                                             | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1050000 | PA      | $1054297.23   | 0.01%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2023-DELC                                                               | BX Trust                                                                           | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1514969.10   | 0.01%             | 2038-05-15      | Variable      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136B0K39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6230460 | PA      | $5588857.10   | 0.05%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8811943 | PA      | $8421868.65   | 0.07%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38383PU82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    11255687 | PA      | $9529489.29   | 0.08%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11672315 | PA      | $11804316.31  | 0.10%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136B2JH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4470204 | PA      | $4267638.45   | 0.04%             | 2048-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $706472.26    | 0.01%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3526159.65   | 0.03%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                   | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $10167960.00  | 0.09%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                        | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $212265.03    | 0.00%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17267696 | PA      | $17309442.67  | 0.14%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                                           | Bimbo Bakeries USA, Inc                                                            | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1883327.72   | 0.02%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                            | China Government Bond                                                              | CUSIP: ZH3763864<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30300000 | PA      | $4387784.31   | 0.04%             | 2028-10-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | United Kingdom Gilt                                                                | CUSIP: ZH3058893<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      760000 | PA      | $1025774.62   | 0.01%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile S.A.                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1925000 | PA      | $2078668.90   | 0.02%             | 2033-11-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OPEN Trust 2023-AIR                                                              | OPEN Trust                                                                         | CUSIP: 68373BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2400000 | PA      | $2409583.93   | 0.02%             | 2040-11-15      | Variable      | 9.39%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                             | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      600000 | PA      | $643800.00    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | Japan Government Five Year Bond                                                    | CUSIP: ZH4376393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   445000000 | PA      | $2944598.02   | 0.02%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                   | EDP Finance BV                                                                     | CUSIP: BZ5052106<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $608390.72    | 0.01%             | 2030-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale S.A.                                                              | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $626346.38    | 0.01%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | Deutsche Bank AG.                                                                  | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4325000 | PA      | $4626273.57   | 0.04%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | Unilever Finance Netherlands BV                                                    | CUSIP: AR1039361<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $578664.85    | 0.00%             | 2027-02-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     5755000 | PA      | $6018989.33   | 0.05%             | 2043-10-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | Ford Motor Credit Co LLC                                                           | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      300000 | PA      | $367391.78    | 0.00%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13535000 | PA      | $13678809.38  | 0.11%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                     | CUSIP: ZG3792220<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      300000 | PA      | $413552.42    | 0.00%             | 2028-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2023-1                                                    | Sequoia Mortgage Trust                                                             | CUSIP: 81749BAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4145409 | PA      | $4013747.48   | 0.03%             | 2053-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16564642 | PA      | $16727812.94  | 0.14%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $10011718.80  | 0.08%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5650000 | PA      | $5809568.37   | 0.05%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31292HYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      143337 | PA      | $143478.62    | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      169383 | PA      | $177015.92    | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      971916 | PA      | $1015712.62   | 0.01%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31410GCT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      263506 | PA      | $262531.60    | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |     3440000 | PA      | $3604692.06   | 0.03%             | 2043-04-25      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     5400063 | PA      | $5131399.28   | 0.04%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1481647 | PA      | $1417209.39   | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial, Inc                                                          | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4575646.29   | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    10426194 | PA      | $1900482.53   | 0.02%             | 2052-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F4EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2239782 | PA      | $2140141.61   | 0.02%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137FDFK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1545348 | PA      | $1465317.65   | 0.01%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17392929 | PA      | $15945988.87  | 0.13%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5510000 | PA      | $5553046.88   | 0.05%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384GAR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     3572040 | PA      | $663580.43    | 0.01%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      825000 | PA      | $825573.63    | 0.01%             | 2025-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $49945312.50  | 0.42%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust 2019-LVL                            | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63874TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2630482.83   | 0.02%             | 2038-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    37174958 | PA      | $38038661.08  | 0.32%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group, Inc                                                           | CUSIP: BU0465338<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      500000 | PA      | $559280.74    | 0.00%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                          | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      750000 | PA      | $967767.13    | 0.01%             | 2038-12-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13142564 | PA      | $11574911.92  | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132E0SB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11385063 | PA      | $9665011.37   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    60225833 | PA      | $51192402.50  | 0.43%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co, Inc                                                   | CUSIP: ZM9440425<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      300000 | PA      | $366145.73    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | Spain Government International Bond                                                | CUSIP: ZF2464195<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      900000 | PA      | $1067922.40   | 0.01%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7360061.62   | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 36295QBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      141320 | PA      | $144238.56    | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | ProLogis International Funding II S.A.                                             | CUSIP: BU4887453<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $352262.48    | 0.00%             | 2032-02-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      673319 | PA      | $689505.13    | 0.01%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      162247 | PA      | $171457.11    | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | United Kingdom Gilt                                                                | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1100000 | PA      | $1239189.83   | 0.01%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | Ivory Coast Government International Bond (Step Bond)                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1050000 | PA      | $1095002.52   | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1250000 | PA      | $1351080.46   | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                  | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $7228583.80   | 0.06%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                       | Camelot U.S. Acquisition LLC, Term Loan B                                          | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      754708 | PA      | $750934.14    | 0.01%             | 2031-01-31      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 3620A56P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      329432 | PA      | $334942.21    | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 3620A56G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      625519 | PA      | $638753.23    | 0.01%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70450000 | PA      | $71184771.66  | 0.60%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | Hellenic Republic Government International Bond                                    | CUSIP: ZF6609647<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      975000 | PA      | $1154672.02   | 0.01%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128MJMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      333493 | PA      | $341969.23    | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones S.A.                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |      700000 | PA      | $757750.00    | 0.01%             | N/A             | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                    | CUSIP: ZF0736594<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1675000 | PA      | $1936203.46   | 0.02%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                                          | Bundesschatzanweisungen                                                            | CUSIP: ZF5529093<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      750000 | PA      | $882450.74    | 0.01%             | 2026-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | Ireland Government Bond                                                            | CUSIP: G4R49GBB8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      725000 | PA      | $827515.23    | 0.01%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government International Bond                                             | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      750000 | PA      | $794550.00    | 0.01%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3759000 | PA      | $3968217.67   | 0.03%             | 2043-05-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                              | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1850000 | PA      | $1961704.59   | 0.02%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International, Inc                                                   | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11358485.82  | 0.10%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12050000 | PA      | $11232388.70  | 0.09%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-CBDO         | USGSE             | US        |     5035000 | PA      | $5313036.73   | 0.04%             | 2043-05-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                            | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14949905.85  | 0.13%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding 2024-1 LLC                                    | Gracie Point International Funding LLC                                             | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13000000 | PA      | $13025269.40  | 0.11%             | 2028-03-01      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | Carrier Global Corp                                                                | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      700000 | PA      | $876008.93    | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |      790000 | PA      | $821950.21    | 0.01%             | 2043-03-25      | Variable      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | Carrier Global Corp                                                                | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      400000 | PA      | $486797.53    | 0.00%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International, Inc                                                       | CUSIP: 438516CW4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      500000 | PA      | $587538.18    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv, Inc                                                                        | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6794725.32   | 0.06%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International, Inc                                                       | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    20250000 | PA      | $20587379.38  | 0.17%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK, Inc                                                                         | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5325000 | PA      | $5040883.51   | 0.04%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | Public Service Electric and Gas Co                                                 | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4991182.80   | 0.04%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                              | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4205840.76   | 0.04%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | United Kingdom Gilt                                                                | CUSIP: ZD2171464<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      790000 | PA      | $1046442.15   | 0.01%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $9874284.38   | 0.08%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | Israel Government International Bond                                               | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1750000 | PA      | $1797909.44   | 0.02%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial, Inc                                                          | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $4226906.85   | 0.04%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                        | CUSIP: ZD4770776<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      925000 | PA      | $1091257.57   | 0.01%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                    | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3355940.16   | 0.03%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20935000 | PA      | $20571090.87  | 0.17%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384J4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     9899127 | PA      | $1890600.70   | 0.02%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                     | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1281145.75   | 0.01%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2435711 | PA      | $2005838.39   | 0.02%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 46654DAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1962427 | PA      | $1598345.57   | 0.01%             | 2052-01-25      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV8                                             | JP Morgan Mortgage Trust                                                           | CUSIP: 46654RBQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      667861 | PA      | $549127.36    | 0.00%             | 2052-05-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                              | CUSIP: ZD7301595<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      750000 | PA      | $933799.02    | 0.01%             | 2030-05-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| India Government Bond                                                            | India Government International Bond                                                | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    48000000 | PA      | $556658.76    | 0.00%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-5INV                                                | Flagstar Mortgage Trust                                                            | CUSIP: 33851PBX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2455590 | PA      | $2027650.18   | 0.02%             | 2051-07-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien Second Out Term Loan                            | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      345263 | PA      | $155800.03    | 0.00%             | 2028-05-15      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140XPDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11250882 | PA      | $10000788.22  | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384J4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     6119367 | PA      | $1075645.21   | 0.01%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien First Out Term Loan                             | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       70049 | PA      | $71012.30     | 0.00%             | 2028-05-15      | Variable      | 10.54%                | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy, Inc                                                                   | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2018524.79   | 0.02%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3540000 | PA      | $3551339.04   | 0.03%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular S.A.                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     2750000 | PA      | $2873843.50   | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-4                                                       | RCKT Mortgage Trust                                                                | CUSIP: 74938VBW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2264722 | PA      | $1862728.51   | 0.02%             | 2051-09-25      | Variable      | 3.01%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding Inc                                                              | Avantor Funding, Inc., Term Loan                                                   | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |       26939 | PA      | $27100.14     | 0.00%             | 2027-11-08      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital S.A.                                                         | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     2500000 | PA      | $2472683.78   | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                            | CUSIP: ZD8242046<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $716601.24    | 0.01%             | 2032-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | Avis Budget Rental Car Funding AESOP LLC                                           | CUSIP: 05377RHN7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $610192.59    | 0.01%             | 2030-02-20      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                   | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      400000 | PA      | $477943.36    | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Samsonite IP Holdings Sarl                                                       | Samsonite International S.A., Term Loan B                                          | CUSIP: 89969KAJ6<br>LEI: 222100XV7DJLCY8IA009 | Long             | LON              | CORP              | LU        |      165237 | PA      | $165754.12    | 0.00%             | 2030-06-10      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | Japan Government Twenty Year Bond                                                  | CUSIP: ZB3726658<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   142000000 | PA      | $831745.51    | 0.01%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    22925000 | PA      | $24423998.35  | 0.20%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    16900000 | PA      | $17651823.71  | 0.15%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4264171.72   | 0.04%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                                          | Ford Otomotiv Sanayi AS.                                                           | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |     3500000 | PA      | $3583089.44   | 0.03%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP S.A.                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2150000 | PA      | $2337219.25   | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | Hellenic Republic Government International Bond                                    | CUSIP: ZB6605172<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      390000 | PA      | $446738.17    | 0.00%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Antofagasta PLC                                                                  | Antofagasta plc                                                                    | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1150000 | PA      | $1232747.10   | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | ProLogis Euro Finance LLC                                                          | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      400000 | PA      | $480867.26    | 0.00%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | Canadian Government Bond                                                           | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1250000 | PA      | $926690.38    | 0.01%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | French Republic Government Bond OAT                                                | CUSIP: ZB4289912<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2150000 | PA      | $2533867.01   | 0.02%             | 2030-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG.                                                                      | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7500000 | PA      | $7833150.53   | 0.07%             | 2030-09-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America, Inc                                                  | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    10950000 | PA      | $11447977.53  | 0.10%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | Canadian Government Bond                                                           | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2425000 | PA      | $1607797.48   | 0.01%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | United Kingdom Gilt                                                                | CUSIP: ZF1280766<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1500000 | PA      | $2010702.04   | 0.02%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works, Inc                                                           | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $358213.34    | 0.00%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                  | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $477086.33    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America, Inc                                                    | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11878154.96  | 0.10%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD Netherlands Capital BV                                                         | CUSIP: YX1273912<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $426307.61    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                    | DBSG Mortgage Trust                                                                | CUSIP: 239918AC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2035647.60   | 0.02%             | 2037-06-10      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                    | DBSG Mortgage Trust                                                                | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4215000 | PA      | $4288029.09   | 0.04%             | 2037-06-10      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                          | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  5990000000 | PA      | $509956.77    | 0.00%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                             | Amcor UK Finance plc                                                               | CUSIP: 0234EVAB7<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $477385.88    | 0.00%             | 2032-05-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                              | Hotwire Funding LLC                                                                | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    13540000 | PA      | $13769056.18  | 0.12%             | 2054-06-20      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $4764937.49   | 0.04%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-LTV2                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36266VBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2169747 | PA      | $1802514.19   | 0.02%             | 2052-06-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                                | TX Trust                                                                           | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3498870.20   | 0.03%             | 2039-06-15      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1917373 | PA      | $1959923.35   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan J                                                       | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      890166 | PA      | $890731.12    | 0.01%             | 2031-02-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc., Term Loan B                                                      | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     1236492 | PA      | $1234408.18   | 0.01%             | 2029-09-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-INV1                                    | New Residential Mortgage Loan Trust                                                | CUSIP: 64831DBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1634493 | PA      | $1359178.76   | 0.01%             | 2052-03-25      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup, Inc                                                                     | CUSIP: ZB9408681<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $240100.48    | 0.00%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings, Inc                                               | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5588601.20   | 0.05%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                              | Frontier Issuer LLC                                                                | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12460000 | PA      | $12842813.56  | 0.11%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                     | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2192853.01   | 0.02%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 16 Ltd                                                                 | AIMCO CLO 16 Ltd                                                                   | CUSIP: 00901FAN6<br>LEI: 254900Q0PCRO7XC6LM21 | Long             | ABS-O            | CORP              | KY        |    15000000 | PA      | $15067875.00  | 0.13%             | 2037-07-17      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 101B.C. Unlimited Liability Company, Term Loan B6                                  | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      424905 | PA      | $424019.53    | 0.00%             | 2030-09-23      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4975000 | PA      | $5148572.82   | 0.04%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | Japan Government Five Year Bond                                                    | CUSIP: YX8917420<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   191000000 | PA      | $1265353.79   | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6075000 | PA      | $6111355.05   | 0.05%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | Dominican Republic Government International Bond                                   | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      200000 | PA      | $215510.00    | 0.00%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   128793759 | PA      | $130055933.11 | 1.09%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                          | ONNI Commerical Mortgage Trust                                                     | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7180000 | PA      | $7353352.48   | 0.06%             | 2039-07-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                          | ONNI Commerical Mortgage Trust                                                     | CUSIP: 682939AC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7000000 | PA      | $7156804.20   | 0.06%             | 2039-07-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2021-INV1                                          | CITIGROUP MORTGAGE LOAN TRUST                                                      | CUSIP: 17329PDT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1981436 | PA      | $1632390.21   | 0.01%             | 2051-05-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                                | CUSIP: YW1328411<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      700000 | PA      | $845156.20    | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | Japan Government Thirty Year Bond                                                  | CUSIP: YW1926073<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   105000000 | PA      | $592852.49    | 0.00%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-15                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2694186 | PA      | $2336476.17   | 0.02%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | Saudi Arabian Oil Co                                                               | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1475000 | PA      | $1517174.82   | 0.01%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12425000 | PA      | $12790843.32  | 0.11%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $5081854.40   | 0.04%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG.                                                                            | CUSIP: BO7978899<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $412687.04    | 0.00%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17700000 | PA      | $17604193.79  | 0.15%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2155349.36   | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                                             | NYC Trust                                                                          | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5030434.00   | 0.04%             | 2029-08-15      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                                             | NYC Trust                                                                          | CUSIP: 62956HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3800000 | PA      | $3818619.24   | 0.03%             | 2029-08-15      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    57151000 | PA      | $58019427.16  | 0.49%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | Peruvian Government International Bond                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1040000 | PA      | $1043120.00   | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv, Inc                                                                        | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13155384.32  | 0.11%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | Peruvian Government International Bond                                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      165000 | PA      | $168052.50    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | Virginia Electric and Power Co                                                     | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2180120.49   | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                              | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    10075000 | PA      | $10124508.05  | 0.08%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-7                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     7240207 | PA      | $6224164.96   | 0.05%             | 2053-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    15199413 | PA      | $11866553.87  | 0.10%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                               | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5314327.04   | 0.04%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EUP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24797319 | PA      | $23399141.47  | 0.20%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3167645.75   | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4033958.68   | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial, Inc                                                          | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3414618.46   | 0.03%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      621860 | PA      | $605427.77    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    97957900 | PA      | $97514028.27  | 0.82%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                                              | EQT Trust                                                                          | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10751000 | PA      | $11006549.12  | 0.09%             | 2041-07-05      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      363440 | PA      | $175359.80    | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                              | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       73700 | PA      | $35486.55     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    10550000 | PA      | $10671961.69  | 0.09%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                              | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      250000 | PA      | $170000.00    | 0.00%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital S.A.                                                         | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     1825000 | PA      | $1757222.40   | 0.01%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $5074320.25   | 0.04%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | Deutsche Bank AG.                                                                  | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2325000 | PA      | $2358294.98   | 0.02%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6675000 | PA      | $7014884.33   | 0.06%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | Italy Buoni Poliennali Del Tesoro                                                  | CUSIP: YV6828441<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      925000 | PA      | $1066252.36   | 0.01%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia-Banco Actinver S.A. Institucion de Banca Multiple                   | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2228642 | PA      | $2379409.21   | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK, Inc                                                                         | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1793733.59   | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance S.A.                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $2302750.00   | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners, L.P., Term Loan B5                                               | CUSIP: 11823LAP0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      346748 | PA      | $347553.73    | 0.00%             | 2026-11-02      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                  | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     8875000 | PA      | $8260710.57   | 0.07%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                          | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1525000 | PA      | $1638470.14   | 0.01%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                   | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $203947.80    | 0.00%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2024-NSTB                                         | Morgan Stanley Capital I Trust                                                     | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23878869 | PA      | $23519143.03  | 0.20%             | 2057-09-24      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1025000 | PA      | $1022837.89   | 0.01%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd                                                  | Sable International Finance Ltd                                                    | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      295000 | PA      | $299539.46    | 0.00%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7261400 | PA      | $5002472.08   | 0.04%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-INV1                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36263KBM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1166932 | PA      | $970293.65    | 0.01%             | 2051-12-25      | Variable      | 3.02%                 | Yes           |                  2 | On Loan: No      |
| Niagara Energy SAC                                                               | Niagara Energy SAC                                                                 | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $2059371.06   | 0.02%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6419588.92   | 0.05%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                          | Capital Automotive REIT                                                            | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10968000 | PA      | $10683201.92  | 0.09%             | 2054-10-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                  | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2621064.45   | 0.02%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-BRBK                                           | BX Commercial Mortgage Trust                                                       | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $10051609.00  | 0.08%             | 2041-10-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | Accenture Capital, Inc                                                             | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4117485.53   | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 US LLC                                                     | Avolon TLB Borrower 1 (US) LLC, Term Loan B6                                       | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      171028 | PA      | $171265.38    | 0.00%             | 2030-06-24      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2021-INV2 Trust                           | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003FBK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1221713 | PA      | $1029416.34   | 0.01%             | 2051-09-25      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                                | Chile Electricity Lux Mpc II Sarl                                                  | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1832822 | PA      | $1892898.85   | 0.02%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                                | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      804650 | PA      | $782372.37    | 0.01%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                                | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1432100 | PA      | $1205230.47   | 0.01%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | Japan Government Thirty Year Bond                                                  | CUSIP: YU3699938<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   116000000 | PA      | $638840.02    | 0.01%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-PURE                                           | BX Commercial Mortgage Trust                                                       | CUSIP: 74625PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | CA        |      671469 | PA      | $484907.20    | 0.00%             | 2041-11-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-IMC                                            | BX Commercial Mortgage Trust                                                       | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4940308.50   | 0.04%             | 2034-04-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd                                                         | OHA Credit Funding 6 Ltd                                                           | CUSIP: 67098UBA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    10000000 | PA      | $10036470.00  | 0.08%             | 2037-10-20      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Thunder Logistics 2024-1 DAC                                                     | Thunder Logistics DAC                                                              | CUSIP: BCC3HF8V6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      186104 | PA      | $218667.75    | 0.00%             | 2036-11-17      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | Italy Buoni Poliennali Del Tesoro                                                  | CUSIP: YU6597550<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1450000 | PA      | $1716834.43   | 0.01%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                      | BMO Mortgage Trust                                                                 | CUSIP: 096920AB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4959645 | PA      | $5209149.35   | 0.04%             | 2057-11-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5030000 | PA      | $5051613.31   | 0.04%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust               | Legends Outlets Kansas City KS Mortgage Secured Trust                              | CUSIP: 524947AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5026896.50   | 0.04%             | 2039-11-05      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    20000000 | PA      | $19934682.60  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management, Inc                                                              | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $19284700.94  | 0.16%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ICNQ 2024-MF Mortgage Trust                                                      | ICNQ Mortgage Trust                                                                | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2065117.60   | 0.02%             | 2034-12-10      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    97925000 | PA      | $98923375.73  | 0.83%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | Republic of South Africa Government International Bond                             | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1500000 | PA      | $1563768.78   | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    16450000 | PA      | $16900830.51  | 0.14%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health, Inc                                                               | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4613492.49   | 0.04%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York, Inc                                            | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11864956.68  | 0.10%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | Air Canada, Term Loan B                                                            | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      202438 | PA      | $202754.31    | 0.00%             | 2031-03-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                                | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $6948958.10   | 0.06%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                              | Select Medical Corporation, Term Loan B                                            | CUSIP: BL4807634<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |      375131 | PA      | $376305.44    | 0.00%             | 2031-12-03      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV1                                             | Verus Securitization Trust                                                         | CUSIP: 92539FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2535000 | PA      | $2542393.58   | 0.02%             | 2068-02-25      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | Expand Energy Corp                                                                 | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4727929.96   | 0.04%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Honduras Government International Bond                                           | Honduras Government International Bond                                             | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1350000 | PA      | $1481625.00   | 0.01%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    94645000 | PA      | $95203257.85  | 0.80%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                  | Trans Union, LLC, Term Loan B9                                                     | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     2095804 | PA      | $2096579.60   | 0.02%             | 2031-06-24      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust 2024-HT2                                           | KSL Commercial Mortgage Trust                                                      | CUSIP: 500937AE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3508584.10   | 0.03%             | 2039-12-15      | Variable      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22413562 | PA      | $22921466.37  | 0.19%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | China Government Bond                                                              | CUSIP: YT3047206<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    47200000 | PA      | $6738676.06   | 0.06%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                           | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2753807.61   | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                              | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1500000 | PA      | $1665611.54   | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |     2175000 | PA      | $2263109.25   | 0.02%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de C.V.                                                                  | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |      750000 | PA      | $745434.87    | 0.01%             | 2054-12-09      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de C.V.                                                                  | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     2975000 | PA      | $3038962.50   | 0.03%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24714336 | PA      | $24039659.39  | 0.20%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                 | IRB Holding Corp, First Lien Term Loan B                                           | CUSIP: BL4843100<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      350550 | PA      | $351014.92    | 0.00%             | 2027-12-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                                        | Flutter Financing B.V., Term Loan B                                                | CUSIP: BL4862100<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |     1965000 | PA      | $1962052.50   | 0.02%             | 2030-11-29      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2019-III Ltd                                                        | CIFC Funding Ltd                                                                   | CUSIP: 12554VBA3<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-O            | CORP              | KY        |    25000000 | PA      | $25090225.00  | 0.21%             | 2038-01-16      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| ICNQ 2024-MF Mortgage Trust                                                      | ICNQ Mortgage Trust                                                                | CUSIP: 450953AE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3750000 | PA      | $3853587.75   | 0.03%             | 2034-12-10      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                              | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2278087.52   | 0.02%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | Saudi Government International Bond                                                | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1750000 | PA      | $1864356.01   | 0.02%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1525000 | PA      | $1673702.75   | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1580000 | PA      | $1601539.84   | 0.01%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | Japan Government Ten Year Bond                                                     | CUSIP: YS4433282<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   355000000 | PA      | $2316580.02   | 0.02%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | Italy Buoni Poliennali Del Tesoro                                                  | CUSIP: YS4668580<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      750000 | PA      | $891570.26    | 0.01%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     8000000 | PA      | $8530000.00   | 0.07%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $214560.00    | 0.00%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     8625000 | PA      | $8966458.75   | 0.08%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   157425696 | PA      | $158968463.06 | 1.33%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    41830768 | PA      | $42206961.29  | 0.35%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | Hellenic Republic Government Bond                                                  | CUSIP: YS6039442<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      590000 | PA      | $706197.34    | 0.01%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7478841.60   | 0.06%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                              | Benin Government International Bond                                                | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1750000 | PA      | $1830669.00   | 0.02%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12450000 | PA      | $12857498.96  | 0.11%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14850000 | PA      | $15548047.12  | 0.13%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan B1                               | CUSIP: 23340DAV4<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      467674 | PA      | $469624.31    | 0.00%             | 2030-01-31      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4808438.47   | 0.04%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                     | Les Schwab Tire Centers, Term Loan B                                               | CUSIP: BL4979243<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |      403798 | PA      | $403420.24    | 0.00%             | 2031-04-23      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | Spain Government Bond                                                              | CUSIP: YS8297204<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      725000 | PA      | $847418.53    | 0.01%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC Financial Services Group, Inc                                                  | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6625601.30   | 0.06%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                                 | Arcos Dorados BV                                                                   | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2635000.00   | 0.02%             | 2032-01-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9000000 | PA      | $8997333.30   | 0.08%             | 2042-01-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings S.A.                                                  | CUSIP: YS7922364<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      215000 | PA      | $258334.10    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN S.A.                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     1275000 | PA      | $1333387.64   | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                        | Cablevision Lightpath LLC, Repriced Term Loan                                      | CUSIP: BL4985638<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |      295329 | PA      | $296191.10    | 0.00%             | 2027-11-30      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9725000 | PA      | $9777423.78   | 0.08%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | Egypt Government International Bond                                                | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2000000 | PA      | $2120037.92   | 0.02%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | Houston Galleria Mall Trust                                                        | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $8287294.40   | 0.07%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $11344144.58  | 0.09%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                              | CNT Holdings I Corp, Term Loan                                                     | CUSIP: BL4989556<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |      683502 | PA      | $683868.15    | 0.01%             | 2032-11-08      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico      | BBVA Bancomer S.A. Institucion de Banca Multiple Grupo Financiero BBVA Mexico      | CUSIP: 072912AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1825000 | PA      | $1919900.00   | 0.02%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25175000 | PA      | $26156034.51  | 0.22%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                 | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     6975000 | PA      | $7197195.04   | 0.06%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                     | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |       60000 | PA      | $63652.80     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      892262 | PA      | $723980.60    | 0.01%             | 2051-12-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-7                                                   | Flagstar Mortgage Trust                                                            | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      763768 | PA      | $628885.51    | 0.01%             | 2051-08-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2022-INV1                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 465973BY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1355270 | PA      | $1144485.13   | 0.01%             | 2052-03-25      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-1                                                    | Sequoia Mortgage Trust                                                             | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      375896 | PA      | $312406.12    | 0.00%             | 2051-03-25      | Variable      | 2.66%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                                | OBX Trust                                                                          | CUSIP: 67115QBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      369808 | PA      | $316686.35    | 0.00%             | 2052-08-25      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR1                                     | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262QBM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      854723 | PA      | $724699.48    | 0.01%             | 2051-11-25      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust 2021-J2                                                                | CIM Trust                                                                          | CUSIP: 12564ECH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      354837 | PA      | $291685.46    | 0.00%             | 2051-04-25      | Variable      | 2.67%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-3                                                       | RCKT Mortgage Trust                                                                | CUSIP: 74938XBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      355317 | PA      | $299482.97    | 0.00%             | 2052-05-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003NBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3934462 | PA      | $3292166.45   | 0.03%             | 2052-03-25      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | Uruguay Government International Bond                                              | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     2048000 | PA      | $2141184.00   | 0.02%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Ilpt Commercial Mortgage Trust 2022-Lpfx                                         | Ilpt Commercial Mortgage Trust                                                     | CUSIP: 449653AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1816305.60   | 0.02%             | 2032-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                                            | BAMLL Trust                                                                        | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6910000 | PA      | $6955038.00   | 0.06%             | 2042-02-15      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                                | J.P. Morgan Mortgage Trust                                                         | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1031289 | PA      | $850343.03    | 0.01%             | 2052-10-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-5                                                | J.P. Morgan Mortgage Trust                                                         | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1110585 | PA      | $892181.84    | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                               | Compass Datacenters Issuer III LLC                                                 | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $510627.80    | 0.00%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12825000 | PA      | $13006854.52  | 0.11%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    42773658 | PA      | $42605073.09  | 0.36%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    95854434 | PA      | $95480410.48  | 0.80%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                        | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4912429.38   | 0.04%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO Corp                                                                         | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2686851.00   | 0.02%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | Canada Housing Trust No                                                            | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $792415.75    | 0.01%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                           | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $5001360.94   | 0.04%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                    | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $7118024.44   | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RenaissanceRe Holdings Ltd                                                         | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     6600000 | PA      | $6920263.42   | 0.06%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA, Inc                                                                           | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10322824.30  | 0.09%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AutoNation, Inc                                                                    | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4425000 | PA      | $4572781.02   | 0.04%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 6 Ltd                                          | Goldentree Loan Management US CLO 6 Ltd                                            | CUSIP: 38137WBA2<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-O            | CORP              | KY        |    11000000 | PA      | $10937223.00  | 0.09%             | 2035-04-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO Series 2017-A                                                          | AIMCO CLO Series                                                                   | CUSIP: 00900CAY0<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-O            | CORP              | KY        |    26600000 | PA      | $26651737.00  | 0.22%             | 2038-01-20      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     8425000 | PA      | $8687460.82   | 0.07%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17120000 | PA      | $17227000.00  | 0.14%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                  | CUSIP: 478160DB7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236221.79    | 0.00%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                  | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $451873.16    | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oregon Tool Lux LP                                                               | Oregon Tool, Inc., First Lien Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       42026 | PA      | $42866.85     | 0.00%             | 2029-10-15      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA/Cayman Island                                           | Itau Unibanco Holding S.A.                                                         | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |     2400000 | PA      | $2492880.00   | 0.02%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Connecticut Avenue Securities Trust 2023-R06                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3995000 | PA      | $4132099.61   | 0.03%             | 2043-07-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19475000 | PA      | $19591393.51  | 0.16%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government International Bond                                             | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      675000 | PA      | $717491.25    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Oregon Tool Lux LP                                                               | Oregon Tool, Inc., 2nd Lien Term Loan                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      166869 | PA      | $130199.24    | 0.00%             | 2029-10-15      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5625000 | PA      | $5760799.71   | 0.05%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | China Government Bond                                                              | CUSIP: YR4041897<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    36850000 | PA      | $5072142.67   | 0.04%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp                                                       | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    10175000 | PA      | $10468457.18  | 0.09%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | Korea Treasury Bond                                                                | CUSIP: YS9198294<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1340000000 | PA      | $949824.51    | 0.01%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK Elevator Midco GmbH, Term Loan B                                                | CUSIP: BL5017431<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     1238926 | PA      | $1243405.03   | 0.01%             | 2030-04-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    13950000 | PA      | $14130599.35  | 0.12%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6225000 | PA      | $6314802.97   | 0.05%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $7103848.88   | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-CBDO         | CORP              | US        |      405000 | PA      | $427579.40    | 0.00%             | 2043-11-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Cikarang Listrindo Tbk PT                                                        | Cikarang Listrindo Tbk PT                                                          | CUSIP: 74448QAA5<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |     3000000 | PA      | $3021755.70   | 0.03%             | 2035-03-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics, Inc                                                              | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4638442.81   | 0.04%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial, Inc                                                          | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6758558.81   | 0.06%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife, Inc                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10890276.50  | 0.09%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                                | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10526448.86  | 0.09%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                                | Chile Electricity Lux Mpc II Sarl                                                  | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1236717.24   | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                                | TX Trust                                                                           | CUSIP: 90216DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3514401.80   | 0.03%             | 2039-06-15      | Variable      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource, Inc                                                                      | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3346628.21   | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                  | T-Mobile US, Inc                                                                   | CUSIP: 87264ADU6<br>LEI: 549300QHIJYOHPACPG31 | Long             | DBT              | CORP              | US        |     9625000 | PA      | $9831589.56   | 0.08%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications, Inc                                                        | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    31900000 | PA      | $32439551.18  | 0.27%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | Ivory Coast Government International Bond                                          | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2900000 | PA      | $2998309.68   | 0.03%             | 2036-04-01      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6025000 | PA      | $6042886.72   | 0.05%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                               | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     3500000 | PA      | $3613145.45   | 0.03%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                               | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      360000 | PA      | $375494.65    | 0.00%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    66260000 | PA      | $67140015.63  | 0.56%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARES Trust 2025-IND3                                                             | ARES Trust                                                                         | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1465000 | PA      | $1467165.86   | 0.01%             | 2042-04-15      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10470000 | PA      | $10501900.83  | 0.09%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7225000 | PA      | $7460480.74   | 0.06%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13550000 | PA      | $14296064.90  | 0.12%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    22250000 | PA      | $23452050.69  | 0.20%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                   | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    15925000 | PA      | $16712509.09  | 0.14%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | Italy Buoni Poliennali Del Tesoro                                                  | CUSIP: YP6540759<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      400000 | PA      | $473725.25    | 0.00%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ4                                     | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36271WAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1475889 | PA      | $1489794.92   | 0.01%             | 2055-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    15000000 | PA      | $14963081.25  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8375000 | PA      | $8386777.34   | 0.07%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart, Inc                                                                       | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3277933.60   | 0.03%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP S.A.                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1000000 | PA      | $1047490.49   | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                               | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20809780.00  | 0.17%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                               | Fiserv Funding ULC                                                                 | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $471540.15    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion S.A.                                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     1450000 | PA      | $1513075.00   | 0.01%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | Banco Nacional de Comercio Exterior SNC                                            | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     2100000 | PA      | $2174991.00   | 0.02%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | Tesco Corporate Treasury Services plc                                              | CUSIP: YO0374547<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $704862.79    | 0.01%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                      | CUSIP: 23338VAZ9<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2941833.61   | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1025000 | PA      | $1028283.20   | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | Windfall Mining Group, Inc                                                         | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     5200000 | PA      | $5408880.26   | 0.05%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82402000 | PA      | $82659506.25  | 0.69%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC                                                                | MF1 LLC                                                                            | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3515311.10   | 0.03%             | 2042-05-18      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                         | Pertamina Hulu Energi PT                                                           | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     3900000 | PA      | $3982856.63   | 0.03%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Netherlands International Finance BV                                      | Pfizer Netherlands International Finance BV                                        | CUSIP: 71708LAA7<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $354208.69    | 0.00%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole S.A.                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     9150000 | PA      | $9386347.43   | 0.08%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank Discount Notes                                              | CUSIP: 313385RL2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     7500000 | PA      | $7422110.40   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-10INV                                               | Flagstar Mortgage Trust                                                            | CUSIP: 33851RBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3304126 | PA      | $2728901.11   | 0.02%             | 2051-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-C12 Mortgage Trust                                                      | BMO Mortgage Trust                                                                 | CUSIP: 05615DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2694297.00   | 0.02%             | 2058-06-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CitiBank NA                                                                        | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    22100000 | PA      | $22706248.31  | 0.19%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2650000 | PA      | $2751859.38   | 0.02%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16720000 | PA      | $16778128.08  | 0.14%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | Omnis Funding Trust                                                                | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     9425000 | PA      | $10166256.74  | 0.09%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                        | IP Mortgage Trust                                                                  | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5182000 | PA      | $5280269.38   | 0.04%             | 2042-06-10      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6150000 | PA      | $6227835.94   | 0.05%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International, Inc                                                   | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $467151.78    | 0.00%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140W0GF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7222760 | PA      | $6826349.02   | 0.06%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN Mortgage Trust                                                                | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $6009654.00   | 0.05%             | 2035-06-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN Mortgage Trust                                                                | CUSIP: 039961AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2504626.25   | 0.02%             | 2035-06-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN Mortgage Trust                                                                | CUSIP: 039961AG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5011666.00   | 0.04%             | 2035-06-15      | Variable      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de C.V.                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2600000 | PA      | $2718300.00   | 0.02%             | N/A             | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | Brazilian Government International Bond                                            | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      600000 | PA      | $612000.00    | 0.01%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-NYCH                                  | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95004KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $4007236.00   | 0.03%             | 2042-06-15      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group plc                                                           | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2729229.88   | 0.02%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1925000 | PA      | $1937632.81   | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | Brown & Brown, Inc                                                                 | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1388679.53   | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank Discount Notes                                              | CUSIP: 313385MU7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     8330000 | PA      | $8320675.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                              | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1500000 | PA      | $1569220.88   | 0.01%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank Discount Notes                                              | CUSIP: 313385SA5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     5000000 | PA      | $4940655.55   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank Discount Notes                                              | CUSIP: 313385MZ6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    14250000 | PA      | $14226071.83  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank Discount Notes                                              | CUSIP: 313385NB8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     5000000 | PA      | $4990484.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barbados Government International Bond                                           | Barbados Government International Bond                                             | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     2100000 | PA      | $2183622.00   | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1715000 | PA      | $1770566.00   | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                                | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1125000 | PA      | $1320521.07   | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank Discount Notes                                              | CUSIP: 313385NG7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    12500000 | PA      | $12469215.25  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | Kazakhstan Government International Bond                                           | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1250000 | PA      | $1277931.90   | 0.01%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10000000 | PA      | $9969665.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                              | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $2771996.34   | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $10201942.83  | 0.09%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | Rocket Software, Inc., Term Loan B                                                 | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      688646 | PA      | $690942.19    | 0.01%             | 2028-11-28      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                              | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1925000 | PA      | $2289208.42   | 0.02%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd                                          | Montego Bay Airport Revenue Finance Ltd                                            | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     4600000 | PA      | $4703500.00   | 0.04%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank Discount Notes                                              | CUSIP: 313385PD2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9954252.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8915465.20   | 0.07%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10000000 | PA      | $9946800.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7307519.54   | 0.06%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                      | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    24700000 | PA      | $1295443.42   | 0.01%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank Discount Notes                                              | CUSIP: 313385MY9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9984327.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    25000000 | PA      | $24847413.25  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                            | Ellucian Holdings, Inc., First Lien Term Loan B                                    | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     1224065 | PA      | $1225490.69   | 0.01%             | 2029-10-09      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG Inc., Term Loan B                                                              | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      879909 | PA      | $880027.34    | 0.01%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| OSD CLO 2023-27, Ltd.                                                            | OSD CLO Ltd.                                                                       | CUSIP: 67570KAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     7050000 | PA      | $7105779.60   | 0.06%             | 2038-07-15      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                         | Eagle Funding Luxco Sarl                                                           | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     1625000 | PA      | $1648660.00   | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower, LP, Term Loan B                                                  | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      499916 | PA      | $500413.09    | 0.00%             | 2028-10-23      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   130100000 | PA      | $130633612.96 | 1.09%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1635000 | PA      | $1650766.14   | 0.01%             | 2044-02-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2025-BCAT                                           | BX Commercial Mortgage Trust                                                       | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9582848 | PA      | $9605604.75   | 0.08%             | 2042-08-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                                                               | Elmwood CLO 14 Ltd                                                                 | CUSIP: 29003WAQ8<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-O            | CORP              | KY        |     7000000 | PA      | $7043309.00   | 0.06%             | 2038-10-20      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $10014551.00  | 0.08%             | 2042-08-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                    | JG Wentworth XXII LLC                                                              | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1016054 | PA      | $1008429.75   | 0.01%             | 2048-12-15      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3660000 | PA      | $3660000.00   | 0.03%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | American Water Capital Corp                                                        | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2234448.96   | 0.02%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    75791000 | PA      | $76406801.88  | 0.64%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                            | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6069882.12   | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics, Inc                                                              | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $4137383.70   | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                    | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8675000 | PA      | $8827700.21   | 0.07%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                         | DK Trust                                                                           | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3706336.62   | 0.03%             | 2037-08-15      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 5YR NOTE (CBT) Dec25                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        3919 | NC      | $427936431.65 | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR NOTE (CBT)Dec25                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        1852 | NC      | $208350000.00 | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC                                               | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8150000 | PA      | $8227851.16   | 0.07%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust 2025-MHIL2                                         | MHP Commercial Mortgage Trust                                                      | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8150000 | PA      | $8161556.70   | 0.07%             | 2040-09-15      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                         | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    19600000 | PA      | $20235040.00  | 0.17%             | N/A             | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: —       |
| United States Treasury Note/Bond - When Issued                                   | United States Treasury Note                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8670000 | PA      | $8863720.31   | 0.07%             | 2045-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                         | Wynnton Funding Trust II                                                           | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9350000 | PA      | $9597329.66   | 0.08%             | 2055-08-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4                              | Bayview MSR Opportunity Master Fund Trust                                          | CUSIP: 07336GAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2061644 | PA      | $1700552.41   | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 48 Ltd                                        | Neuberger Berman Loan Advisers CLO 48 Ltd                                          | CUSIP: 64135GAQ1<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-O            | CORP              | JE        |    15000000 | PA      | $15014100.00  | 0.13%             | 2036-04-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2820000 | PA      | $2819889.85   | 0.02%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1250000 | PA      | $1243554.69   | 0.01%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    57166000 | PA      | $56996288.44  | 0.48%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                  | Antofagasta plc                                                                    | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1375000 | PA      | $1401001.25   | 0.01%             | 2035-09-09      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group, Inc                                                | CUSIP: 606822DP6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    25000000 | PA      | $25521275.00  | 0.21%             | N/A             | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | Suzano Netherlands BV                                                              | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     3010000 | PA      | $3013010.00   | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                        | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     2450000 | PA      | $2417782.50   | 0.02%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun S.A.                                                                        | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     3500000 | PA      | $3494400.00   | 0.03%             | 2035-09-11      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9605189.57   | 0.08%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | Virginia Electric and Power Co                                                     | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5675000 | PA      | $5652681.13   | 0.05%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SCG Trust 2025-SNIP                                                              | SCG Trust                                                                          | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $10022532.00  | 0.08%             | 2030-09-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70307000 | PA      | $69829131.76  | 0.58%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | Bidvest Group UK plc                                                               | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     2450000 | PA      | $2465729.00   | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                             | CUSIP: YK0049733<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      435000 | PA      | $504332.96    | 0.00%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                              | S.A. Global Sukuk Ltd                                                              | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |     4000000 | PA      | $3943298.80   | 0.03%             | 2030-09-17      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan K                                                       | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      957003 | PA      | $957141.37    | 0.01%             | 2030-03-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $4646953.14   | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      600000 | PA      | $714658.87    | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | ProLogis Euro Finance LLC                                                          | CUSIP: 74341EAT9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      350000 | PA      | $408870.28    | 0.00%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | Liberty Mutual Group, Inc                                                          | CUSIP: 53079EBQ6<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      600000 | PA      | $698812.64    | 0.01%             | 2035-09-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                              | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     4050000 | PA      | $3875595.74   | 0.03%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   150270000 | PA      | $149947153.92 | 1.26%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6234139.87   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corp Inmobiliaria Vesta SAB de CV                                                | Corp Inmobiliaria Vesta SAB de C.V.                                                | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     1950000 | PA      | $1970475.00   | 0.02%             | 2033-01-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $9895142.66   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   716932000 | PA      | $713291333.27 | 5.97%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                         | NRTH PARK Mortgage Trust                                                           | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $5192370.82   | 0.04%             | 2040-10-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS45V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11772228.00 | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12624QAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123617 | PA      | $119871.96    | 0.00%             | 2045-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                                            | Brazil Minas SPE via State of Minas Gerais                                         | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              |  | KY        |     1170000 | PA      | $1166351.94   | 0.01%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                            | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3625000 | PA      | $3358301.50   | 0.03%             | 2043-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group, Inc                                             | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $956092.28    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                            | Costa Rica Government International Bond                                           | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     2200000 | PA      | $2042924.33   | 0.02%             | 2043-04-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                           | CUSIP: 740816AK9<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | MUN               | US        |     8000000 | PA      | $7616903.76   | 0.06%             | 2031-10-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                           | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | MUN               | US        |    14250000 | PA      | $12686122.07  | 0.11%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REVENUE                                                    | State of Illinois                                                                  | CUSIP: 452227GG0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    10500000 | PA      | $10437299.25  | 0.09%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REVENUE                                                    | State of Illinois                                                                  | CUSIP: 452227GH8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    12500000 | PA      | $12333557.50  | 0.10%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                  | Impac CMB Trust                                                                    | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194897 | PA      | $180032.82    | 0.00%             | 2035-03-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                    | State Street Navigator Securities Lending Government Money Market Portfolio        | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    35873698 | NS      | $35873698.21  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** COLLEGE RETIREMENT EQUITIES FUND

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting