# EDGAR Filing Document

**Accession Number:** 0001505612
**File Stem:** 0001193125-25-334136
**Filing Date:** 2025-12
**Character Count:** 509012
**Document Hash:** 9d5b9fbb99363c0a9968f5ce175f21db
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-334136.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001193125-25-334136

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22496
- **FILM NUMBER:** 251606390

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 9499755000

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $36326805385.82

**Total Liabilities:** $6214219646.88

**Net Assets:** $30112585738.94

**Cash Not Reported:** $3922787.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8398.740000000000 | **1-Year:** -163013.360000000000 | **5-Year:** -399368.880000000000 | **10-Year:** -403316.560000000000 | **30-Year:** -135325.290000000000

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

- **3-Month:** -1722.580000000000 | **1-Year:** -30394.620000000000 | **5-Year:** 6864.660000000000 | **10-Year:** -2926.820000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000096495 | 1.89%                | 1.93%                | 1.46%                |
| Class ID C000096496 | 1.89%                | 1.94%                | 1.46%                |
| Class ID C000096497 | 1.81%                | 1.86%                | 1.39%                |
| Class ID C000096498 | 1.82%                | 1.85%                | 1.40%                |
| Class ID C000096499 | 1.87%                | 1.91%                | 1.41%                |
| Class ID C000096500 | 1.89%                | 1.92%                | 1.44%                |
| Class ID C000096501 | 1.91%                | 1.96%                | 1.46%                |
| Class ID C000096502 | 1.91%                | 1.96%                | 1.49%                |
| Class ID C000096504 | 1.82%                | 1.88%                | 1.36%                |
| Class ID C000096505 | 1.89%                | 1.91%                | 1.44%                |
| Class ID C000096506 | 1.91%                | 1.93%                | 1.49%                |
| Class ID C000096507 | 1.89%                | 1.92%                | 1.44%                |
| Class ID C000096509 | 1.82%                | 1.87%                | 1.37%                |
| Class ID C000096510 | 1.87%                | 1.88%                | 1.44%                |
| Class ID C000148460 | 1.84%                | 1.89%                | 1.39%                |
| Class ID C000164811 | 1.91%                | 1.92%                | 1.46%                |
| Class ID C000179967 | 1.91%                | 1.96%                | 1.46%                |
| Class ID C000189482 | 1.89%                | 1.93%                | 1.46%                |
| Class ID C000189483 | 1.92%                | 1.94%                | 1.46%                |
| Class ID C000224585 | 1.89%                | 1.96%                | 1.46%                |
| Class ID C000224586 | 1.91%                | 1.95%                | 1.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $27372370.17             | $520657475.64                              |
| Month 2  | $156286621.85            | $325321590.54                              |
| Month 3  | $271568367.44            | $39602344.70                               |

**Designated Index Information**

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

- **Index Identifier:** 60MXWO40LEGATRUU

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EXPORT IMPORT BANK OF THAILAND                                                   | EXPORT-IMPORT BANK OF THAILAND 5.354% 05-15-29                                      | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | USGA              | TH        |      4920000 | PA      | $5106404.04    | 0.02%             | 2029-05-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.0% 05-07-37                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      6900000 | PA      | $8018048.63    | 0.03%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.875% 12-31-79/03-15-27         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $913982.29     | 0.00%             | 2079-12-31      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      9800000 | PA      | $11011650.48   | 0.04%             | 2079-12-31      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA SA ESP                                                      | GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 4.875% 05-15-30                      | CUSIP: 40053XAA7<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |      3590000 | PA      | $3568442.05    | 0.01%             | 2030-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT                                                    | INDONESIA ASAHAN ALUMINIUM PT 144A LIFE SR UNSEC 5.45% 05-15-30                     | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      1580000 | PA      | $1634317.24    | 0.01%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.75% 06-01-31                                                    | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2525000 | PA      | $2313803.95    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.3% 06-01-27                                                     | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $972285.00     | 0.00%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 2.5% 06-03-50                                               | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4165000 | PA      | $2567793.31    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | AMERICAN ELECTRIC POWER CO INC SR UNSEC 1.0% 11-01-25                               | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       500000 | PA      | $500000.00     | 0.00%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27                                     | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      7635000 | PA      | $8604381.63    | 0.03%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31                                     | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      4757000 | PA      | $4322015.16    | 0.01%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 3.5% 09-15-53                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       652000 | PA      | $446520.90     | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.55% 12-01-33                                                    | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      8900000 | PA      | $7561707.00    | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28                                       | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |     18240000 | PA      | $19948710.03   | 0.07%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                            | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.417% 09-30-41                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     11775000 | PA      | $3017360.62    | 0.01%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                                                  | SONY GROUP CORP                                                                     | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      1862100 | NS      | $52116544.55   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO DENKO CORP                                                                 | NITTO DENKO CORP                                                                    | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |      9743200 | NS      | $242430255.49  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI CORP                                                                         | IHI CORP                                                                            | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |     12623100 | NS      | $263076001.88  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                                                  | NINTENDO CO LTD                                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       455300 | NS      | $39007302.99   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                                                      | ITOCHU CORP                                                                         | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |      1750000 | NS      | $100878588.97  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC                                                          | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      2333100 | NS      | $77896012.74   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY FINANCIAL GROUP INC                                                         | SONY FINANCIAL GROUP INC                                                            | CUSIP: N/A<br>LEI: 353800O7BDSU41WOZA60       | Long             | EC               | CORP              | JP        |      1862100 | NS      | $1877686.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                              | SOFTBANK GROUP CORP                                                                 | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       355727 | NS      | $62035241.65   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                               | ANGLO AMERICAN PLC                                                                  | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      3000000 | NS      | $113082051.21  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       680333 | NS      | $183941633.21  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       349502 | NS      | $76205416.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| ABBOTT LABORATORIES                                                              | ABBOTT LABORATORIES                                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1853990 | NS      | $229190243.80  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA DEVELOPMENT BANK (THE)                                                     | KOREA DEVELOPMENT BANK 6.75% 07-01-30                                               | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | USGA              | KR        |    549000000 | PA      | $6143697.84    | 0.02%             | 2030-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT IMPORT BANK ZRT                                                    | MAGYAR EXPORT-IMPORT BAN EUR REG S SR UNSEC 6.0% 05-16-29                           | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | USGA              | HU        |      3665000 | PA      | $4571446.93    | 0.02%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                    | OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27                                   | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |      1723000 | PA      | $1697733.93    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     96665000 | PA      | $99283558.19   | 0.33%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | AON CORP SR UNSEC 2.85% 05-28-27                                                    | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1276089.10    | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | ALFA DESARROLLO SPA REG S SR SEC 1ST LIEN SF 4.55% 09-27-51                         | CUSIP: N/A<br>LEI: 2549006BJAN34R520038       | Long             | DBT              | CORP              | CL        |      7040003 | PA      | $5788607.12    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.2% 03-01-33                                                    | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       800000 | PA      | $780442.40     | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-31-30                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     14957000 | PA      | $6029017.13    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.7% 04-02-27                                             | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      4193000 | PA      | $4217009.12    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 3.15% 11-15-25                                                | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       659000 | PA      | $658584.17     | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.15% 11-15-30                                                | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3330000 | PA      | $3314152.53    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.25% 02-01-28                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       650000 | PA      | $636823.85     | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                     | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 2.85% 05-15-51                                | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      1142000 | PA      | $728431.55     | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC 144A LIFE SR UNSEC 1.25% 08-12-26                                | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       325000 | PA      | $317915.00     | 0.00%             | 2026-08-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.137% 11-15-35                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |        75000 | PA      | $65032.13      | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                            | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3915000 | PA      | $3897707.45    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                            | BANQUE FEDERATIVE DU CREDIT MUTUEL SA EUR REG S SUB (B) 3.875% 06-16-32/27          | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $936585.30     | 0.00%             | 2032-06-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32                                    | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       820000 | PA      | $807041.54     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA EUR REG S SR NON PREF (B) 4.5% 01-13-33                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      8400000 | PA      | $10321056.83   | 0.03%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                           | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.5% 01-27-33                  | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      7280000 | PA      | $9133652.86    | 0.03%             | 2033-01-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                             | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28                    | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      6200000 | PA      | $7554226.77    | 0.03%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 7.25% 02-13-33                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      6846000 | PA      | $2788136.19    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX     | BBVA BANCOMER SA REG S SUB (H) 8.45% 06-29-38/33                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     30885000 | PA      | $34192629.08   | 0.11%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     24403000 | PA      | $10268172.33   | 0.03%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC GBP REG S SR UNSEC 7.09% 11-06-29/28                                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      4360000 | PA      | $6119033.46    | 0.02%             | 2029-11-06      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                               | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       418000 | PA      | $434648.10     | 0.00%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                            | NICKEL INDUSTRIES LTD 144A LIFE SR UNSEC 9.0% 09-30-30                              | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      6590000 | PA      | $6830304.35    | 0.02%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S 2.0% 10-01-37                                               | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     12168366 | PA      | $1829815.96    | 0.01%             | 2037-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE COMPANY                                                  | NEW YORK LIFE INSURANCE CO 144A LIFE SUB 3.75% 05-15-50                             | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      1261000 | PA      | $958979.15     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30            | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      6520000 | PA      | $5674773.28    | 0.02%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC EUR REG S SR UNSEC (B) 0.78% 02-26-30/29                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      8730000 | PA      | $9436728.61    | 0.03%             | 2030-02-26      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC EUR REG S SUB (B) 1.043% 09-14-32/27                              | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $784282.43     | 0.00%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A LIFE SR UNSEC 7.25% 01-15-29         | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     39450000 | PA      | $40605569.40   | 0.13%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.0% 01-09-34            | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       780000 | PA      | $795858.18     | 0.00%             | 2034-01-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE SA GBP REG S SR UNSEC (B) 5.375% 11-22-50                                    | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2439559.29    | 0.01%             | 2050-11-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 2.65% 07-15-26                                                 | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5224000 | PA      | $5173577.95    | 0.02%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 3.25% 11-15-27                                                 | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4246000 | PA      | $4167270.67    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE SA EUR REG S SR UNSEC (B) 3.625% 11-16-31                                    | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5987659.45    | 0.02%             | 2031-11-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.75% 05-15-54                        | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      1181000 | PA      | $1210182.51    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 03-01-55                          | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      6016000 | PA      | $6077471.49    | 0.02%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.85% 05-15-55                        | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      2912000 | PA      | $3019412.03    | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                           | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4260000 | PA      | $4469651.64    | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 2.75% 06-06-29                         | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       525000 | PA      | $605976.96     | 0.00%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.0% 10-29-30                              | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       241000 | PA      | $237503.09     | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.1% 05-01-30                              | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2078000 | PA      | $1897369.85    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 2.7% 01-15-51                         | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      1960000 | PA      | $1219125.88    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                           | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7757000 | PA      | $5306028.47    | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                          | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1267000 | PA      | $1259401.80    | 0.00%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1378000 | PA      | $1187237.95    | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                          | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1049000 | PA      | $1054895.38    | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                          | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       400000 | PA      | $399039.20     | 0.00%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.125% 03-04-43                            | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       819000 | PA      | $699939.51     | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 11-15-43                            | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1081000 | PA      | $1008286.54    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 12-01-55                                                          | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       588005 | PA      | $572875.63     | 0.00%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 12-01-55                                                          | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19724225 | PA      | $20434159.03   | 0.07%             | 2055-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 12-01-55                                                          | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58994001 | PA      | $55956517.88   | 0.19%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 2024-4 A2 144A 6.572% 06-25-69                                                | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |      6258212 | PA      | $6341395.79    | 0.02%             | 2069-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 2024-4 A1 144A 6.218% 06-25-69                                                | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     13943485 | PA      | $14144062.02   | 0.05%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                                                     | VERUS 2024-9 A1 144A FRN 11-25-69                                                   | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |      2378406 | PA      | $2392807.26    | 0.01%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-7                                                                     | VERUS 2025-7 A1 144A 5.129% 08-25-70                                                | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-CBDO         | CORP              | US        |      7824924 | PA      | $7845535.07    | 0.03%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                                                               | FRANCO-NEVADA CORP                                                                  | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |       221418 | NS      | $41359881.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                                | GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52                                   | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5670000 | PA      | $4061970.99    | 0.01%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| OHIO ST TPK COMMN                                                                | OHIO TURNPIKE & INFRASTRUCTURE COMMISSION 3.216% 02-15-48                           | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4090000 | PA      | $3087635.07    | 0.01%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | GENERAL DYNAMICS CORP                                                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       536062 | NS      | $184887783.80  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                             | GENERAL ELECTRIC CO AKA GE AEROSPACE                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        87591 | NS      | $27061239.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                   | GE HEALTHCARE TECHNOLOGIES INC                                                      | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       359085 | NS      | $26913420.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC                                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1279917 | NS      | $153321257.43  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                                                      | CORNING INC                                                                         | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2228061 | NS      | $198475673.88  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO MEXICO SAB DE CV                                                           | GRUPO MEXICO SAB DE CV SER B                                                        | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |     20000000 | NS      | $172909545.98  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL C                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       469121 | NS      | $132207680.22  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL A                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1086564 | NS      | $305530931.16  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                                                    | HDFC BANK LTD ADR                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      3385028 | NS      | $122605714.16  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                                                    | HDFC BANK LTD                                                                       | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      3131792 | NS      | $34770626.14   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HANNOVER RUECK SE                                                                | HANNOVER RUECK SE                                                                   | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |        83801 | NS      | $23907845.41   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $825.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $55023.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $343098.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $381325.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | INR FWD SALE TO USD NDF 11/10/2025                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-116986.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR FWD SALE TO USD NDF 11/10/2025                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $60500.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS FWD SALE TO USD 11/17/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-93605.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3025.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD PUR FROM USD 12/15/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1804596.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 11/4/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1804636.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD PUR FROM USD 11/10/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-948190.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD PUR FROM USD 11/10/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4786.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $585244.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $756436.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 11/21/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5781637.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $7660105.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-551.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW FWD SALE TO USD NDF 11/17/2025                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $82784.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW FWD SALE TO USD NDF 12/5/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-308115.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR FWD SALE TO USD 11/7/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-336493.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN FWD SALE TO USD 11/14/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $49234.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $25877.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN FWD SALE TO USD 11/26/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $451194.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                         | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      5395000 | PA      | $4447260.35    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                        | AUSTRALIA GOVERNMENT BOND AUD REG S 1.0% 11-21-31                                   | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     30660000 | PA      | $16969663.47   | 0.06%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5471 09-01-54                                                       | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70545900 | PA      | $72173393.92   | 0.24%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS9189 05-01-52                                                       | CUSIP: 3140XRF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1454394 | PA      | $1187353.96    | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS3056 10-01-52                                                       | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4035361 | PA      | $3291894.48    | 0.01%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 11-01-55                                                          | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23908775 | PA      | $24760907.65   | 0.08%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 11-01-55                                                          | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82465999 | PA      | $78255450.02   | 0.26%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 7.0 UMBS TBA 11-01-55                                                          | CUSIP: 01F0706B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41065170 | PA      | $42985295.22   | 0.14%             | 2055-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MIDEA GROUP CO LTD                                                               | MIDEA GROUP CO LTD A (SZSE NORTH)                                                   | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     11307578 | NS      | $121375289.82  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA GROUP LTD                                                                       | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      5017400 | NS      | $48820430.67   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC PROPERTY & CASUALTY CO LTD                                                  | PICC PROPERTY & CASUALTY CO LTD H                                                   | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |     21396000 | NS      | $50586625.12   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     13441200 | NS      | $650349713.95  | 2.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD                                                        | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |       966800 | NS      | $26148409.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIKIN INDUSTRIES LTD                                                            | DAIKIN INDUSTRIES LTD                                                               | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       365600 | NS      | $42661761.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                                                      | HITACHI LTD                                                                         | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      5603800 | NS      | $192202677.87  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC CV PFD SER A 6.75% 07-31-26                            | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      1340451 | NS      | $87585068.34   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ARM HOLDINGS PLC                                                                 | ARM HOLDINGS PLC ADR                                                                | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |       650000 | NS      | $110383000.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKINSREALIS GROUP INC                                                           | ATKINSREALIS GROUP INC                                                              | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |       416456 | NS      | $29369122.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2618902 | NS      | $968024746.26  | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25                                     | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       225000 | PA      | $224697.15     | 0.00%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC SR UNSEC 2.25% 08-15-31                                         | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       250000 | PA      | $221642.50     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                     | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10270000 | PA      | $10064764.32   | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA GBP REG S SR NON PREF (B) 4.0% 08-17-27/26                             | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      4310000 | PA      | $5652908.45    | 0.02%             | 2027-08-17      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 01-18-34          | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      1787000 | PA      | $1829639.61    | 0.01%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                        | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      2694000 | PA      | $2725385.10    | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.95% 02-15-35                           | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1668311.70    | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                        | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      2868000 | PA      | $2979665.58    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | EXELON CORP SR UNSEC 3.4% 04-15-26                                                  | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      4390000 | PA      | $4373006.31    | 0.01%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 2.15% 07-15-30                                                 | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      5662000 | PA      | $5122003.74    | 0.02%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 3.0% 07-15-50                                                  | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      1738000 | PA      | $1146257.93    | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                       | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |      8651000 | PA      | $8059444.62    | 0.03%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 2.125% 07-12-28                    | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      9491000 | PA      | $8991327.32    | 0.03%             | 2028-07-12      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSEC 1.4% 08-15-26                                            | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       425000 | PA      | $415788.13     | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE EUR REG S SR UNSEC (B) 1.625% 03-29-31                                      | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     13370000 | PA      | $14520517.82   | 0.05%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                        | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       579000 | PA      | $615327.62     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                        | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       628000 | PA      | $632524.74     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR SEC 2ND LIEN 9.375% 03-01-29                | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     17025000 | PA      | $18035791.28   | 0.06%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     11640000 | PA      | $12052032.72   | 0.04%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.75% 05-25-56              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     19030000 | PA      | $19871927.52   | 0.07%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26                                             | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       400000 | PA      | $397267.60     | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                                 | TIERRA MOJADA LUXEMBOURG II SARL REG S SR SEC 1ST LIEN SF 5.75% 12-01-40            | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |      2155460 | PA      | $2119067.06    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                 | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2520000 | PA      | $2633861.16    | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36        | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     14895000 | PA      | $15707015.82   | 0.05%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                   | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 4.8% 08-14-29                               | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      2175000 | PA      | $2219796.30    | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.15% 07-15-35                             | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       400000 | PA      | $422029.60     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO                                 | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO SR UNSEC 4.418% 11-15-35           | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |      4050000 | PA      | $3973742.55    | 0.01%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA GBP SR UNSEC (B) 7.0% 10-30-28                                             | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      2850000 | PA      | $4024968.18    | 0.01%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28                              | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      9800000 | PA      | $9372230.00    | 0.03%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26                                 | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       500000 | PA      | $488601.00     | 0.00%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                  | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       460000 | PA      | $451058.98     | 0.00%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTERNATIONAL INC EUR SR UNSEC 3.75% 03-01-36                             | CUSIP: 438516CW4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      3795000 | PA      | $4416295.74    | 0.01%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.5% 09-18-30                            | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       400000 | PA      | $399296.00     | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 4.583% 06-19-29/28                                       | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2600000 | PA      | $2616382.60    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTERNATIONAL INC EUR SR UNSEC 0.75% 03-10-32                             | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1059947.41    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30                                           | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1230326.40    | 0.00%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4619000 | PA      | $4460171.07    | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28                            | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      3275000 | PA      | $3087915.63    | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                            | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4850000 | PA      | $4768903.15    | 0.02%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                           | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       275000 | PA      | $268796.55     | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                        | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     21055000 | PA      | $22293476.16   | 0.07%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33                                            | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     20143000 | PA      | $22981833.56   | 0.08%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                                    | INTERSTATE POWER AND LIGHT CO SR UNSEC 2.3% 06-01-30                                | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2425431.05    | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 2.0% 11-18-31                                               | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      8291000 | PA      | $7360708.35    | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                    | MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27                       | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     14783000 | PA      | $14650943.46   | 0.05%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                            | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 0.0% 02-20-31           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     33610000 | PA      | $34008793.84   | 0.11%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                        | AUSTRALIA GOVERNMENT BOND AUD REG S 3.75% 05-21-34                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     59670000 | PA      | $37868476.03   | 0.13%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.778% 07-06-29/28                              | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      7610000 | PA      | $7917984.31    | 0.03%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                           | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.5% 06-18-38                 | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |       455000 | PA      | $535467.23     | 0.00%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31                                  | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     29270000 | PA      | $32475065.00   | 0.11%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38                               | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      3790000 | PA      | $4416866.00    | 0.01%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                           | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.625% 06-12-54               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      4545000 | PA      | $5034282.22    | 0.02%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                           | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.375% 06-15-40               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |        40000 | PA      | $45720.19      | 0.00%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                             | PROVINCE OF QUEBEC CANADA EUR REG S (B) 3.35% 07-23-39                              | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     13330000 | PA      | $15066193.83   | 0.05%             | 2039-07-23      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                       | PROVINCE OF SASKATCHEWAN CANADA CAD 3.05% 12-02-28                                  | CUSIP: 803854KF4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      8000000 | PA      | $5788257.10    | 0.02%             | 2028-12-02      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.45% 04-30-29                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      5780000 | PA      | $6480349.16    | 0.02%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.8% 07-30-27                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     23070000 | PA      | $26039859.17   | 0.09%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.5% 10-31-31                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     14540000 | PA      | $14803241.28   | 0.05%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 0.0% 01-31-27                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     20670000 | PA      | $23240960.71   | 0.08%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | SERBIA INTERNATIONAL BOND 144A LIFE 6.25% 05-26-28                                  | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      3915000 | PA      | $4083564.24    | 0.01%             | 2028-05-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.15% 04-30-33                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     16027000 | PA      | $18846705.24   | 0.06%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 10-31-33                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     18434000 | PA      | $22198540.98   | 0.07%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 04-30-34                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10010000 | PA      | $11764967.99   | 0.04%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 10-31-34                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     15210000 | PA      | $18098206.64   | 0.06%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-27                  | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24977412 | PA      | $24736488.73   | 0.08%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.875% 02-15-41                                         | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         4200 | PA      | $2977.73       | 0.00%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51                  | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19092011 | PA      | $10785492.64   | 0.04%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 05-15-41                                          | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4470000 | PA      | $3338880.36    | 0.01%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 08-15-52                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120365000 | PA      | $88976070.86   | 0.30%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 08-15-42                                         | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000000 | PA      | $51562500.00   | 0.17%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21391000 | PA      | $19118206.25   | 0.06%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 11-15-32                                         | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7247000 | PA      | $7352874.32    | 0.02%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 01-31-28                                           | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       776000 | PA      | $774530.18     | 0.00%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-28-30                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     73000000 | PA      | $73939991.80   | 0.25%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 05-15-43                                         | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10690000 | PA      | $9768827.73    | 0.03%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 06-30-28                                           | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000000 | PA      | $303111240.00  | 1.01%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 08-15-33                                         | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27488000 | PA      | $27359150.00   | 0.09%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 08-31-28                                         | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     94464000 | PA      | $96407530.68   | 0.32%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 09-30-28                                         | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125500000 | PA      | $129046278.60  | 0.43%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28                  | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4054969 | PA      | $4204494.36    | 0.01%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 11-15-33                                           | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3714000 | PA      | $3850953.75    | 0.01%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                          | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2742800 | PA      | $2774299.41    | 0.01%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-43                                          | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6794000 | PA      | $6922448.72    | 0.02%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 01-31-29                                           | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3231300 | PA      | $3268666.11    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 03-31-29                                         | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54850000 | PA      | $55723897.63   | 0.19%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 04-15-27                                           | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     77457000 | PA      | $78378823.50   | 0.26%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 04-30-29                                         | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19300000 | PA      | $19926259.91   | 0.07%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                         | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32445000 | PA      | $33304286.36   | 0.11%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.875% 05-31-26                                         | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       815000 | PA      | $819918.69     | 0.00%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                             | TURKIYE GOVERNMENT INTERNATIONAL BOND 7.125% 07-17-32                               | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     18760000 | PA      | $19546625.56   | 0.06%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 08-15-34                                         | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       271000 | PA      | $267912.80     | 0.00%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-35                                          | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    109601000 | PA      | $110962452.66  | 0.37%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 08-31-30                                         | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20029000 | PA      | $19962359.51   | 0.07%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 09-30-27                                           | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32710000 | PA      | $32649015.48   | 0.11%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5587 01-01-55                                                       | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       513080 | PA      | $525030.40     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                               | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 2.7% 10-31-48                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2940000 | PA      | $2824787.75    | 0.01%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-31                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        87697 | PA      | $14306763.99   | 0.05%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5612 02-01-55                                                       | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        85946 | PA      | $83832.91      | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RJ3264 02-01-55                                                       | CUSIP: 3142GTTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2771256 | PA      | $2703110.73    | 0.01%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8507 02-01-55                                                       | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1457044 | PA      | $1490979.85    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8506 02-01-55                                                       | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1669100 | PA      | $1687449.64    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5615 02-01-55                                                       | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11508230 | PA      | $11775496.93   | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5647 03-01-55                                                       | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2641019 | PA      | $2702353.56    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8491 12-01-54                                                       | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       201438 | PA      | $200564.98     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5674 04-01-55                                                       | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3149693 | PA      | $3222362.43    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2664 10-01-54                                                       | CUSIP: 3142GS6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        55045 | PA      | $54979.18      | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2836 11-01-54                                                       | CUSIP: 3142GTEJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        81613 | PA      | $81261.17      | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8525 04-01-55                                                       | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2726364 | PA      | $2789266.95    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC7823 12-01-54                                                       | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        74247 | PA      | $75959.60      | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FA0608 02-01-55                                                       | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19507290 | PA      | $19721753.40   | 0.07%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5699 05-01-55                                                       | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6396663 | PA      | $6367443.43    | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8532 05-01-55                                                       | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5862186 | PA      | $5835864.40    | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RQ0013 06-01-55                                                       | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3800631 | PA      | $3841525.42    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5701 05-01-55                                                       | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1722549 | PA      | $1761886.71    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5734 06-01-55                                                       | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3227859 | PA      | $3213113.89    | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RQ0012 06-01-55                                                       | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3429556 | PA      | $3414157.41    | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 11-01-55                                                          | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1115697 | PA      | $1087643.91    | 0.00%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 11-01-55                                                          | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2208000 | PA      | $1791164.93    | 0.01%             | 2055-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 11-01-55                                                          | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44479000 | PA      | $44943938.99   | 0.15%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                             | SMURFIT WESTROCK PLC                                                                | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      2707562 | NS      | $99963189.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                                                     | STRYKER CORP                                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       231286 | NS      | $82393324.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                                       | SYSCO CORP                                                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       702095 | NS      | $52151616.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC                                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      8855798 | NS      | $219181000.50  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT TYZ5 12-19-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1446 | NC      | $1198603.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 30YR FUT ULTRA WNZ5 12-19-25                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          594 | NC      | $356037.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT ULTRA UXYZ5 12-19-25                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          164 | NC      | $109005.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | UKG 10YR FUT G Z5 12-29-25                                                          | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |         3052 | NC      | $12045902.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                    | CAN GB 2YR FUT CVZ5 12-18-25                                                        | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          936 | NC      | $323843.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                                         | UNIVERSAL MUSIC GROUP NV                                                            | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |       902128 | NS      | $24200510.98   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       264641 | NS      | $90390779.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP                                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       240281 | NS      | $52950723.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                                               | UNITED RENTALS INC                                                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        47456 | NS      | $41342718.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON ADR                                                                      | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      3691051 | NS      | $44624806.59   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON                                                                          | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      8221395 | NS      | $99727365.07   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING HOLDINGS LTD                                                              | VIKING HOLDINGS LTD                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       612119 | NS      | $37247441.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                                         | VOLVO AB CL B                                                                       | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      6843935 | NS      | $188801500.49  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                       | VERTEX PHARMACEUTICALS INC                                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       600524 | NS      | $255564998.68  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | WASTE MANAGEMENT INC                                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       137138 | NS      | $27396058.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | RON FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $53200.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2697.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $68798.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $75427.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1968.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD FWD SALE TO USD 11/24/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2069.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRY FWD PUR FROM USD 11/3/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $242549.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB FWD SALE TO USD 11/17/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-411449.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-205.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRY FWD PUR FROM USD 11/17/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5259.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRY FWD PUR FROM USD 12/3/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-51661.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRY FWD SALE TO USD 11/3/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $38949.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                        | ZURICH INSURANCE GROUP AG                                                           | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       136215 | NS      | $94656754.76   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZAR FWD PUR FROM USD 11/10/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-83985.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZAR FWD PUR FROM USD 11/10/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4095.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       127178 | PA      | $20378867.59   | 0.07%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 01-01-26                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       726770 | PA      | $132030912.26  | 0.44%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                             | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 06-22-33                | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     15660000 | PA      | $18192231.59   | 0.06%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL (B) I/L 6.0% 08-15-40                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        13685 | PA      | $2235202.78    | 0.01%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                         | ACCOR SA                                                                            | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |      1024829 | NS      | $52271576.88   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTURE PLC                                                                    | ACCENTURE PLC CL A                                                                  | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       445347 | NS      | $111381284.70  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                                        | AIRBUS SE                                                                           | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | FR        |       496699 | NS      | $122489782.12  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                                      | ALNYLAM PHARMACEUTICALS INC                                                         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       269513 | NS      | $122908708.52  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | APPLIED MATERIALS INC                                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       219618 | NS      | $51192955.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| AMAZON.COM INC                                                                   | AMAZON.COM INC                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      2095357 | NS      | $511728086.54  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS & CHEMICALS INC                                                        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       314807 | NS      | $76369030.13   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC (GBP)                                                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       187089 | NS      | $30818749.23   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                                                      | B3 SA - BRASIL BOLSA BALCAO                                                         | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |    124038736 | NS      | $291885686.25  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       124428 | NS      | $25012516.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC                                                                     | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      5790111 | NS      | $142563951.60  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                                    | BANCO BPM SPA                                                                       | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |      6482521 | NS      | $94303744.32   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC                                                        | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      5094382 | NS      | $260770534.79  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC CL B S/V                                                             | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |       236267 | NS      | $33012187.79   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        13639 | PA      | $2157150.77    | 0.01%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-35                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       257532 | PA      | $39115252.33   | 0.13%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | BANCO BILBAO VIZCAYA ARGENTARIA SA                                                  | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      9455281 | NS      | $190680770.07  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | BLACKROCK INC                                                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       125983 | NS      | $136415652.23  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                      | BIOMARIN PHARMACEUTICAL INC                                                         | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       736542 | NS      | $39456554.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       737394 | NS      | $57034095.48   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICAN BONOS MXN 7.75% 05-29-31                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       174520 | PA      | $916702.27     | 0.00%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                           | CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-48                                         | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      9900000 | PA      | $6187779.17    | 0.02%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA                                                                         | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       626091 | NS      | $28256325.21   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | CATERPILLAR INC                                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        86308 | NS      | $49822156.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                        | CHUBB LTD                                                                           | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       655619 | NS      | $181567125.86  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND                                        | CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)                          | CUSIP: 14020L100<br>LEI: N/A                  | Long             | EC               | RF                | US        |     42400621 | NS      | $362101301.03  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8536 05-01-54                                                       | CUSIP: 3140QUPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1510606 | PA      | $1542526.13    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1413 05-01-54                                                       | CUSIP: 3142GRSB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11891214 | PA      | $12142487.18   | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS8131 06-01-54                                                       | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6246970 | PA      | $6369379.69    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAMECO CORP                                                                      | CAMECO CORP                                                                         | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       432459 | NS      | $44197121.71   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                                             | CELANESE CORPORATION                                                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       310825 | NS      | $11948113.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                        | CONSTELLATION ENERGY CORP                                                           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       323100 | NS      | $121808700.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                                | COMPAGNIE FINANCIERE RICHEMONT SA CL A                                              | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       443926 | NS      | $87731284.26   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP CL A                                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2791776 | NS      | $77709084.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD                                                      | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     10660883 | NS      | $341060083.57  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                              | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 4.7% 09-01-30    | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   2110000000 | PA      | $2182342.86    | 0.01%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA PEOPLES REP CNY 3.29% 05-23-29                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |       100000 | PA      | $15029.52      | 0.00%             | 2029-05-23      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP                                                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       289654 | NS      | $63720983.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CTP NV                                                                           | CTP NV                                                                              | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |      3460610 | NS      | $72195109.85   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 3.125% 04-15-31                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      9065000 | PA      | $7973574.00    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVT BOND CNY 3.81% 09-14-50                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      2640000 | PA      | $485145.19     | 0.00%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | CHEVRON CORP                                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464155 | NS      | $73206526.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC                                                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      3323384 | NS      | $195049406.96  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE POST AG                                                                 | DEUTSCHE POST AG                                                                    | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      2400568 | NS      | $110189737.95  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO                                                                       | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1058968 | NS      | $143532522.72  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG                                                                 | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      1718858 | NS      | $53282301.54   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP                                                                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       963219 | NS      | $119728121.70  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LIQUIDE SA                                                                   | AIR LIQUIDE SA LOYALTY BONUS SHARES 2027 (NOT LISTED OR TRADING)                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       160399 | NS      | $31079576.71   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBASSY OFFICE PARKS REIT                                                        | EMBASSY OFFICE PARKS REIT (REIT)                                                    | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |     12500000 | NS      | $60427607.19   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                           | CANADIAN GOVERNMENT BOND CAD 0.25% 03-01-26                                         | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     15710000 | PA      | $11128164.02   | 0.04%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                           | CANADIAN GOVERNMENT BOND CAD 2.0% 06-01-32                                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       810000 | PA      | $547042.83     | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPER BANCA SPA                                                                   | BPER BANCA SPA                                                                      | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |      3469164 | NS      | $41470925.28   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                             | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      5299233 | NS      | $98580492.56   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP (NEW)                                                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       296680 | NS      | $30650010.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2                                        | AESOP 2023-2A A 144A 5.2% 10-20-27                                                  | CUSIP: 05377RGJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8068000 | PA      | $8126154.14    | 0.03%             | 2027-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                           | CANADIAN GOVERNMENT BOND CAD 3.5% 03-01-28                                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     72153000 | PA      | $52686186.96   | 0.17%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVT BOND CNY 2.64% 01-15-28                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    293360000 | PA      | $42370835.92   | 0.14%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                        | AESOP 2023-6A A 144A 5.81% 12-20-29                                                 | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7122000 | PA      | $7420775.02    | 0.02%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                           | AASET 2025-1A A 144A 5.943% 02-16-50                                                | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1554692 | PA      | $1585407.64    | 0.01%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVT BOND CNY 2.88% 02-25-33                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    215080000 | PA      | $32780726.98   | 0.11%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVT BOND CNY 3.19% 04-15-53                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6820035.43    | 0.02%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVERNMENT BOND CNY 2.62% 06-25-30                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    162510000 | PA      | $23944215.27   | 0.08%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVERNMENT BOND CNY 2.37% 01-15-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    255520000 | PA      | $36954060.04   | 0.12%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVERNMENT BOND CNY 2.27% 05-25-34                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    130580000 | PA      | $19096246.53   | 0.06%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVERNMENT BOND CNY 1.92% 01-15-55                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    101180000 | PA      | $13564412.64   | 0.05%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| AASET 2025-2A                                                                    | AASET 2025-2A A 144A 5.522% 02-16-50                                                | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4961340 | PA      | $4999170.68    | 0.02%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| APL FINANCE LLC ASHPL_25-1A                                                      | ASHPL 2025-1A A 144A 4.81% 03-20-36                                                 | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |      2840487 | PA      | $2804435.36    | 0.01%             | 2036-03-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                     | BMO 2024-5C8 AS FRN 12-15-57                                                        | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3360000 | PA      | $3496022.88    | 0.01%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 2025-1A A 144A 5.783% 02-15-50                                                | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2182491 | PA      | $2222315.18    | 0.01%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                         | EQS 2024-2M A 144A 5.7% 12-20-32                                                    | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2481204 | PA      | $2473433.31    | 0.01%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                  | EVGRN 2025-CRT5 B 144A 5.24% 05-15-29                                               | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |       359000 | PA      | $363127.78     | 0.00%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                                  | EQS 2025-1M A 144A 5.48% 09-26-33                                                   | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6574338 | PA      | $6471522.03    | 0.02%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 2021-1 A 144A 2.38% 06-18-46                                                    | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3698999 | PA      | $3458967.33    | 0.01%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 2025-1A A 144A 4.91% 09-25-29                                                 | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      6128000 | PA      | $6191216.45    | 0.02%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A A1 144A 6.2% 08-15-29                                                  | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7757000 | PA      | $7817512.36    | 0.03%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8469 10-01-54                                                       | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       204507 | PA      | $206822.12     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5472 09-01-54                                                       | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        44169 | PA      | $45757.48      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8475 11-01-54                                                       | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3891515 | PA      | $3934298.21    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QX1414 12-01-54                                                       | CUSIP: 31425VSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       322289 | PA      | $325950.96     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Z40273 10-01-48                                                           | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       214568 | PA      | $213267.68     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS9792 12-01-50                                                       | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       139477 | PA      | $138438.66     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A B 144A 6.59% 08-15-29                                                  | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3831000 | PA      | $3854993.55    | 0.01%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_19-2A                                                      | MCLO 2019-2A A1R2 CLO 144A FRN 01-20-33                                             | CUSIP: 56578HAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10704504 | PA      | $10653229.81   | 0.04%             | 2033-01-20      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                      | MLANE 2025-B A 144A 5.06% 09-15-31                                                  | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6029000 | PA      | $6064926.81    | 0.02%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| MMP 2025-A                                                                       | MMP 2025-A A 144A 5.36% 12-15-31                                                    | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       425925 | PA      | $428945.60     | 0.00%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8795 08-01-54                                                       | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       288251 | PA      | $295004.94     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BU5361 12-01-54                                                       | CUSIP: 3140M65X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       842322 | PA      | $840693.44     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX1743 12-01-54                                                       | CUSIP: 31425V5D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       732181 | PA      | $730859.17     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX2834 12-01-54                                                       | CUSIP: 31425XEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       242782 | PA      | $242312.92     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV0894 01-01-52                                                       | CUSIP: 3140MD7G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       360537 | PA      | $293564.91     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4769 09-01-52                                                       | CUSIP: 31418EJP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        57996 | PA      | $47255.90      | 0.00%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB7061 12-01-50                                                       | CUSIP: 3133ADZ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       393222 | PA      | $322068.81     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BU8256 02-01-52                                                       | CUSIP: 3140MAE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1125344 | PA      | $916305.68     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                                                     | 3I GROUP PLC                                                                        | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       606622 | NS      | $35061119.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                              | IMPERIAL BRANDS PLC                                                                 | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      7322616 | NS      | $291021865.87  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV                                                                        | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      8885225 | NS      | $222750206.28  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | INTERNATIONAL PAPER CO                                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1544293 | NS      | $59671481.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO                                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       448357 | NS      | $139492829.84  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC                                                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       174451 | NS      | $50433784.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY AND CO                                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       433507 | NS      | $374055850.02  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNDIN GOLD INC                                                                  | LUNDIN GOLD INC                                                                     | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      2500000 | NS      | $169958290.26  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                      | MLANE 2025-C A 144A 4.78% 12-16-30                                                  | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5374000 | PA      | $5374053.74    | 0.02%             | 2030-12-16      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-A                                                                      | NMEF 2025-A A2 144A 4.72% 07-15-32                                                  | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2984138 | PA      | $2987990.86    | 0.01%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                              | LVMH MOET HENNESSY LOUIS VUITTON SE                                                 | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       162099 | NS      | $114615715.43  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP                                                                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      2906652 | NS      | $172509796.20  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC                                                            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1500000 | NS      | $93630000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                    | MEDTRONIC PLC                                                                       | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       896457 | NS      | $81308649.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC CL A                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       518046 | NS      | $335875124.10  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                     | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |     25266031 | NS      | $2527108403.62 | 8.39%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                   | COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                      | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      2287559 | NS      | $73038611.27   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                            | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-109365.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX CROSSOVER ISSUER                                                          | ITRAXX EUR XO S44 5.0% 09-22-25/12-20-30 ICE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-582.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX EUROPE ISSUER                                                             | ITRAXX EUR S44 1.0% 09-22-25/12-20-30 ICE                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-31463.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COMPANIES INC                                                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1049240 | NS      | $186922106.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC                                                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       237437 | NS      | $36342107.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MELROSE INDUSTRIES PLC                                                           | MELROSE INDUSTRIES PLC                                                              | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |      7231707 | NS      | $59557458.39   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUTI SUZUKI INDIA LTD                                                          | MARUTI SUZUKI INDIA LTD                                                             | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |       642823 | NS      | $117024465.15  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY                                                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       726652 | NS      | $119170928.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.79165% 01-13-23/01-13-26 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-4247.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.29015% 01-13-23/01-13-30 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $563289.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX GBP 4.34948% 06-21-23/06-21-33 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-37120.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX GBP 4.36738% 06-21-23/06-21-33 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-101378.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 10.045% 01-26-24/01-02-29                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-16366158.21  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX GBP 3.9322% 02-16-24/02-16-54 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $30688.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX GBP 3.968% 02-16-24/02-16-29 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $23505.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 11.495% 07-10-24/01-02-29                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3185093.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.5175% 08-15-24/08-15-27 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $4811.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 11.91% 09-03-24/01-04-27                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-77042.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 12.005% 09-20-24/01-02-29                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-443402.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVEL 2025-A                                                                     | NAVEL 2025-A A 144A 5.02% 07-15-55                                                  | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2300990 | PA      | $2327718.35    | 0.01%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 2025-1A A2 144A 4.94% 10-20-28                                                 | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2855000 | PA      | $2872855.17    | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC EUR REG S SR UNSEC (B) 5.75% 02-16-29/28                              | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      3310000 | PA      | $4081657.59    | 0.01%             | 2029-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.25% 03-02-33                                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     11392000 | PA      | $11799617.15   | 0.04%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.65% 03-02-53                                                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     19999000 | PA      | $19972561.32   | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 12.1725% 09-20-24/01-02-29                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-232974.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX GBP 3.947% 03-20-25/03-20-30 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $494150.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 13.995% 04-04-25/01-02-29                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $1969978.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.115% 04-08-25/01-02-29                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $631221.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC EUR SR UNSEC 4.3% 11-18-34                                                 | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1410000 | PA      | $1717564.57    | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31                                  | CUSIP: 02364WBL8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    177880000 | PA      | $9883793.51    | 0.03%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.05% 04-15-25/01-02-29                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $404690.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.05% 04-15-25/01-02-29                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $281244.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                     | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3684226.90    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64                                     | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      5230000 | PA      | $5195879.48    | 0.02%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.4925% 08-19-25/08-19-27 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-637347.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.9305% 09-23-25/09-23-55 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $199076.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                             | BANCO DE SABADELL SA EUR REG S SUB (B) 5.125% 06-27-34/29                           | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      6600000 | PA      | $8049827.54    | 0.03%             | 2034-06-27      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOWEGO-WARSAW 144A LIFE SR UNSEC 5.75% 07-09-34                | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | USGA              | PL        |       200000 | PA      | $213522.40     | 0.00%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.3395% 09-23-25/09-23-27 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $740533.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC CV PFD EQUITY UNITS 7.234% 11-01-27                              | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      1842800 | NS      | $90131348.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW INTERNATIONAL INVESTMENT BV                                                  | BMW INTERNATIONAL INVESTMENT BV GBP REG S SR UNSEC (B) 4.75% 09-04-30               | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |      6200000 | PA      | $8249056.76    | 0.03%             | 2030-09-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.528% 05-01-34                                                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     39400000 | PA      | $43615445.40   | 0.14%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| NESTLE SA                                                                        | NESTLE SA                                                                           | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       668117 | NS      | $63824708.87   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC                                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        61423 | NS      | $68723737.78   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.298% 05-01-29                                                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6310000 | PA      | $6695989.01    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.293% 01-14-36/35                                    | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $428968.80     | 0.00%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                           | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     15646000 | PA      | $16260371.48   | 0.05%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC EUR REG S SUB 4.616% 03-26-37/32                                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      6750000 | PA      | $8109280.07    | 0.03%             | 2037-03-26      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| PRNT 2025-A                                                                      | PRNT 2025-A A 144A 4.84% 09-15-29                                                   | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5458000 | PA      | $5462557.43    | 0.02%             | 2029-09-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C                                        | SMB 2023-C A1B 144A FRN 11-15-52                                                    | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3659427 | PA      | $3699915.10    | 0.01%             | 2052-11-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC                                                                   | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      8500000 | NS      | $127138153.42  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK AS                                                                  | NOVO NORDISK AS CL B                                                                | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      3406365 | NS      | $168060011.89  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA CORP                                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3415191 | NS      | $691542025.59  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC                                                                   | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     10438375 | NS      | $80100994.87   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 3.469% 04-15-34                                               | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      6531000 | PA      | $5985726.81    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                           | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2610000 | PA      | $2585205.00    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP FWD SALE TO USD NDF 11/10/2025                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1375.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD FWD SALE TO EUR 11/17/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-17476.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                           | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2181000 | PA      | $2164736.28    | 0.01%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29                                           | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2625000 | PA      | $2548392.00    | 0.01%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD FWD SALE TO USD 11/17/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-50023.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD FWD PUR FROM USD 11/17/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12285.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                       | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |      8470000 | PA      | $8071308.63    | 0.03%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                             | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      6883000 | PA      | $7331165.90    | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNH FWD SALE TO USD 11/17/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-763412.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNH FWD PUR FROM USD 11/17/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3322.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                          | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5278000 | PA      | $5606217.71    | 0.02%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                       | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      8969000 | PA      | $9080314.26    | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNH FWD SALE TO USD 11/17/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2785.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK FWD PUR FROM EUR 11/20/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2844.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2473.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $13981.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF FWD SALE TO USD 11/26/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $486890.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | COP FWD SALE TO USD NDF 12/5/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $18897.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF FWD PUR FROM USD 11/26/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-232126.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $430262.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK FWD PUR FROM EUR 11/20/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $323.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $58497.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK FWD SALE TO EUR 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-773.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 12/18/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-601661.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 12/18/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-28921.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/3/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $778518.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/4/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3995983.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/4/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3957094.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA (REPUBLIC OF)                                                            | CROATIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.25% 02-11-37                      | CUSIP: N/A<br>LEI: 74780000O00QGQ7CER13       | Long             | DBT              | NUSS              | HR        |      1750000 | PA      | $1996445.71    | 0.01%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                           | CHINA GOVERNMENT BOND CNY 1.65% 05-15-35                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    296190000 | PA      | $41215770.78   | 0.14%             | 2035-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                     | SSTRT 2025-A B 144A 5.038% 07-25-31                                                 | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |       361764 | PA      | $364571.80     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 2025-1A A3 144A 5.11% 11-21-33                                                | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7677000 | PA      | $7858315.39    | 0.03%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/14/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $791446.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 11/18/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-12165.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                                  | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                              | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3863396 | PA      | $3854239.83    | 0.01%             | 2032-07-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SMB 2025-A                                                                       | SMB 2025-A A1A 144A 5.13% 04-15-54                                                  | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7311048 | PA      | $7459359.83    | 0.02%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8341 07-01-53                                                       | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       183166 | PA      | $183071.94     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8329 06-01-53                                                       | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       605440 | PA      | $605283.31     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5071 07-01-53                                                       | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4441115 | PA      | $4438823.48    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4978 04-01-53                                                       | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13835865 | PA      | $13835850.78   | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6114 02-01-52                                                       | CUSIP: 3133KMYK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       640206 | PA      | $521454.44     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8363 09-01-53                                                       | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5148238 | PA      | $5276397.74    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5191 11-01-53                                                       | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13784737 | PA      | $14134345.60   | 0.05%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB4852 10-01-52                                                       | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23897052 | PA      | $23408261.45   | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB5912 03-01-53                                                       | CUSIP: 3140QRSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4390570 | PA      | $4532087.15    | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5166 10-01-53                                                       | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11537526 | PA      | $11829021.31   | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8370 11-01-53                                                       | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       990400 | PA      | $967276.70     | 0.00%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5139 09-01-53                                                       | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2869641 | PA      | $2939781.24    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7331 10-01-53                                                       | CUSIP: 3140QTED7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32610391 | PA      | $33125211.43   | 0.11%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7108 09-01-53                                                       | CUSIP: 3140QS3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5952619 | PA      | $6046593.44    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS6666 08-01-53                                                       | CUSIP: 3140XNMQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12116928 | PA      | $12307066.56   | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9084 08-01-53                                                       | CUSIP: 3133CACV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2300866 | PA      | $2334458.71    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG7411 07-01-53                                                       | CUSIP: 3133C8GU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       677824 | PA      | $687862.85     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9141 08-01-53                                                       | CUSIP: 3133CAEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1255864 | PA      | $1275690.43    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                     | SSTRT 2025-B B 144A 4.925% 12-29-32                                                 | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3495529 | PA      | $3520140.74    | 0.01%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 2020-1 A1 144A 1.69% 07-15-60                                                  | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2857981 | PA      | $2460627.47    | 0.01%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY3612 06-01-53                                                       | CUSIP: 3140NLAN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       294191 | PA      | $298971.00     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD4571 11-01-53                                                       | CUSIP: 3132DSCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17490954 | PA      | $17761381.54   | 0.06%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9008 08-01-53                                                       | CUSIP: 3133CAAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2143668 | PA      | $2176521.73    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7332 10-01-53                                                       | CUSIP: 3140QTEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11544979 | PA      | $11721917.03   | 0.04%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8402 02-01-54                                                       | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13220180 | PA      | $13537305.33   | 0.04%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5296 03-01-54                                                       | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        51003 | PA      | $51625.88      | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8408 03-01-54                                                       | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2047655 | PA      | $2072681.02    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5271 02-01-54                                                       | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        70535 | PA      | $71429.11      | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESTONIA (REPUBLIC OF)                                                            | ESTONIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.25% 01-17-34                      | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     11180000 | PA      | $12917438.98   | 0.04%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.25% 05-25-34              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     20510000 | PA      | $20185410.16   | 0.07%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                                  | USCLN 2025-SUP1 B 144A 5.582% 02-25-32                                              | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3253170 | PA      | $3262896.69    | 0.01%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| WEFUN 2025-1                                                                     | WEFUN 2025-1 A 144A 4.75% 07-16-35                                                  | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1622000 | PA      | $1631513.03    | 0.01%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4191 03-01-53                                                       | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2896329 | PA      | $2949406.71    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS5520 01-01-53                                                       | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1728673 | PA      | $1693316.86    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-30               | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    128880000 | PA      | $130105857.81  | 0.43%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 02-25-28              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2390000 | PA      | $2666838.62    | 0.01%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1415 05-01-54                                                       | CUSIP: 3142GRSD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20405284 | PA      | $20813266.76   | 0.07%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                  | ONDK 2024-1A B 144A 7.15% 06-17-31                                                  | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3554000 | PA      | $3594981.17    | 0.01%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                  | ONDK 2024-1A A 144A 6.27% 06-17-31                                                  | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13966000 | PA      | $14051262.43   | 0.05%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO ENAP                                               | EMPRESA NACIONAL DEL PETROLEO 144A LIFE SR UNSEC 5.95% 07-30-34                     | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      5855000 | PA      | $6166907.56    | 0.02%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 3.244% 10-05-26                                 | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $7343715.60    | 0.02%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.3% 01-30-34                                 | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |     60460000 | PA      | $3479783.22    | 0.01%             | 2034-01-30      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.35% 03-15-44                                                  | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25117.18      | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S (B) 3.0% 05-25-54           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       310000 | PA      | $283886.93     | 0.00%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                             | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.25% 05-25-45              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      6700000 | PA      | $6947181.91    | 0.02%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.5% 03-15-64                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        75000 | PA      | $75172.20      | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       650000 | PA      | $647052.90     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                  | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102910.00     | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29                               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |    647670000 | PA      | $36493573.35   | 0.12%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26                                      | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       645000 | PA      | $643018.56     | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45                                      | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       665000 | PA      | $591689.74     | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 3.2% 05-14-26                                                   | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2989407.00    | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | ABBOTT LABORATORIES SR UNSEC 3.75% 11-30-26                                         | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      1133000 | PA      | $1132483.35    | 0.00%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC GBP SR UNSEC 5.2% 11-18-33                                                 | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      6395000 | PA      | $8496539.73    | 0.03%             | 2033-11-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC EUR SR UNSEC 2.2% 06-15-27                                         | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      6300000 | PA      | $7232401.35    | 0.02%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | ADOBE INC SR UNSEC 2.15% 02-01-27                                                   | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      3585000 | PA      | $3513260.57    | 0.01%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC EUR SR UNSEC 2.05% 05-19-32                                                | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3440000 | PA      | $3713013.94    | 0.01%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.4% 06-01-29                                              | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      8600000 | PA      | $8901817.00    | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA EUR REG S SUB (B) 4.375% 08-08-36/31                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     10200000 | PA      | $12222726.01   | 0.04%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO SR UNSEC 4.65% 08-14-34                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      4037000 | PA      | $4113057.08    | 0.01%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO EUR SR UNSEC 3.75% 08-15-53                                            | CUSIP: 191216DX5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      1745000 | PA      | $1903208.59    | 0.01%             | 2053-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-50                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     14895000 | PA      | $7879396.03    | 0.03%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30                 | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      5405000 | PA      | $5961027.57    | 0.02%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.542% 09-19-30/29                                           | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       200000 | PA      | $201349.60     | 0.00%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY/THE                                                           | CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                          | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      3056000 | PA      | $2966119.98    | 0.01%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/17/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2178759.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/14/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $490174.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3720505.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD PUR FROM USD 11/20/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-243898.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD PUR FROM USD 11/20/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-12128.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $274975.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD FWD PUR FROM USD 11/20/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2812.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5634.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $47598.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK FWD PUR FROM USD 11/20/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-218924.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD FWD PUR FROM USD 11/25/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-347.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $58459.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.2% 02-15-34                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     13050000 | PA      | $14682937.80   | 0.05%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.625% 06-15-35               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |       750000 | PA      | $889812.66     | 0.00%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | PLN FWD PUR FROM USD 11/20/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-627.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN FWD SALE TO EUR 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $412.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.375% 04-25-30                              | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     30065000 | PA      | $32255235.25   | 0.11%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.5% 04-25-35                                | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       200000 | PA      | $225890.00     | 0.00%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 5.05% 05-15-35                                  | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      3605000 | PA      | $3676991.85    | 0.01%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS ENERGY CORP SR UNSEC 3.6% 11-15-25                                              | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1998124.00    | 0.01%             | 2025-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESOBLIGATION EUR REG S (B) 2.4% 04-18-30                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      7040000 | PA      | $8187931.38    | 0.03%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                            | HUNGARY GOVERNMENT BOND HUF 3.0% 08-21-30                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  36548270000 | PA      | $94001693.12   | 0.31%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS ENERGY CORP SR UNSEC 3.0% 05-15-26                                              | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1410789.88    | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47                                           | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       523000 | PA      | $485716.38     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                            | HUNGARY GOVERNMENT BOND HUF 4.5% 05-27-32                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  22398420000 | PA      | $59498368.84   | 0.20%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA TREASURY BOND IDR 6.125% 05-15-28                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   4751000000 | PA      | $292487.90     | 0.00%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEV BANK  CNY UNSEC 4.88% 02-09-28                                            | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    128750000 | PA      | $19416699.64   | 0.06%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO EUR SR UNSEC 1.25% 03-08-31                                            | CUSIP: 191216CK4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      5900000 | PA      | $6295007.81    | 0.02%             | 2031-03-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP EUR SR UNSEC 0.25% 05-20-27                                            | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3570000 | PA      | $3985845.40    | 0.01%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27                                         | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       355000 | PA      | $335253.13     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 2.5% 05-15-51                                                     | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       275000 | PA      | $166391.50     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27                                        | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       277000 | PA      | $271553.90     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-30                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     41415000 | PA      | $43072426.73   | 0.14%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.875% 01-24-52               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |       686000 | PA      | $521278.40     | 0.00%             | 2052-01-24      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 1.35% 04-01-30                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     15565000 | PA      | $17093339.03   | 0.06%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 0.95% 09-15-27                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       626000 | PA      | $706948.78     | 0.00%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                       | COPT DEFENSE PROPERTIES LP SR UNSEC 2.75% 04-15-31                                  | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |       180000 | PA      | $163455.30     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP EUR SR UNSEC 0.0% 09-14-26                                             | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4905000 | PA      | $5548068.41    | 0.02%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA TREASURY BOND IDR 6.375% 08-15-28                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   7216000000 | PA      | $448303.22     | 0.00%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA TREASURY BOND IDR 7.0% 02-15-33                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 242159000000 | PA      | $15359549.80   | 0.05%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP EUR SR UNSEC 0.25% 09-14-29                                            | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5185000 | PA      | $5444911.35    | 0.02%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                  | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      3453000 | PA      | $2598555.15    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.4% 05-01-33                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       660000 | PA      | $830709.76     | 0.00%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                              | IRELAND GOVT EUR REG S 3.00% 10-18-43                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      4770000 | PA      | $5265112.83    | 0.02%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                  | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10761000 | PA      | $7292869.59    | 0.02%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.879% 07-15-32                                   | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2860000 | PA      | $2875995.98    | 0.01%             | 2032-07-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.5% 10-01-53                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     14420000 | PA      | $17386353.99   | 0.06%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.35% 11-01-33                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     63090000 | PA      | $79114509.91   | 0.26%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32                                   | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10665000 | PA      | $10179497.21   | 0.03%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                               | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      6150000 | PA      | $6398367.75    | 0.02%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 4.8% 05-15-33                                                 | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       400000 | PA      | $401936.00     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                     | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      5290000 | PA      | $5037809.83    | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP EUR SR UNSEC 3.75% 04-01-31                                        | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      6870000 | PA      | $8118280.67    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                        | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV SR UNSEC 9.25% 06-01-32                   | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      1710000 | PA      | $2144912.85    | 0.01%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA TREASURY BOND IDR 6.625% 02-15-34                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 144009000000 | PA      | $8979779.48    | 0.03%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.2% 03-01-34                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     64634000 | PA      | $80213293.07   | 0.27%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG EUR REG S SR UNSEC (B) 1.75% 11-19-30/29                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     14000000 | PA      | $15369958.46   | 0.05%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 3.62% 07-27-28                                | CUSIP: 345397H22<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     13115000 | PA      | $15287615.33   | 0.05%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.5% 02-15-31                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1200000 | PA      | $1436685.56    | 0.00%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                              | IRELAND GOVERNMENT BOND EUR REG S 2.6% 10-18-34                                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      6830000 | PA      | $7711289.97    | 0.03%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.73% 09-05-30                                    | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4720000 | PA      | $4788147.36    | 0.02%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE SA GBP SR UNSEC (B) 5.625% 01-23-34                                          | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5870000 | PA      | $8124805.03    | 0.03%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1000000000 | PA      | $6443696.06    | 0.02%             | 2027-05-27      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2200000000 | PA      | $14033533.19   | 0.05%             | 2029-05-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV EUR REG S SR UNSEC (B) 5.25% 11-14-33/32                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      6400000 | PA      | $8284540.04    | 0.03%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA GBP REG S SR NON PREF (B) 6.5% 03-14-29/28                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2945000 | PA      | $4039269.19    | 0.01%             | 2029-03-14      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4561042.50    | 0.02%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13723000 | PA      | $14471040.73   | 0.05%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA TREASURY BOND IDR 6.75% 07-15-35                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  93110000000 | PA      | $5881494.99    | 0.02%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.3% 10-01-54                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     13360000 | PA      | $15555923.60   | 0.05%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                                | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 3.65% 08-01-35            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     20435000 | PA      | $24176757.28   | 0.08%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.2% 03-20-35                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  23487700000 | PA      | $146964021.84  | 0.49%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-27                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  11295600000 | PA      | $72590886.44   | 0.24%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 09-20-28                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2108700000 | PA      | $13342278.95   | 0.04%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-52                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1860000 | PA      | $922436.18     | 0.00%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.75% 06-18-32                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     35350000 | PA      | $38050125.33   | 0.13%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 06-20-50                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5339400000 | PA      | $20550193.74   | 0.07%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.4% 06-20-40                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   3239500000 | PA      | $16357782.84   | 0.05%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                        | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      1352000 | PA      | $1308714.37    | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.81% 10-22-36/35                                      | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2062000 | PA      | $2056226.40    | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.0% 03-20-42                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1239720.98    | 0.00%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                        | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      4805000 | PA      | $5442882.97    | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31                                            | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |        60000 | PA      | $62338.74      | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 03-20-51                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1806100000 | PA      | $6950900.84    | 0.02%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 03-20-41                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   7493900000 | PA      | $37598847.70   | 0.12%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                     | POSCO 144A LIFE SR UNSEC 4.875% 01-23-27                                            | CUSIP: 73730EAG8<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      2110000 | PA      | $2125922.06    | 0.01%             | 2027-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1452866.25    | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | DEUTSCHLAND REP EUR REG S (B) 0.0% 04-16-27                                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2390000 | PA      | $2680315.26    | 0.01%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICAN BONOS MXN 7.5% 05-26-33                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1040000 | PA      | $5288255.99    | 0.02%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 1.04% 02-04-27/26                                      | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       529000 | PA      | $524733.09     | 0.00%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.299% 07-24-29/28                                     | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5320000 | PA      | $5478089.12    | 0.02%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                     | QATARENERGY 144A LIFE SR UNSEC 1.375% 09-12-26                                      | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       680000 | PA      | $664887.00     | 0.00%             | 2026-09-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                     | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                      | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     19795000 | PA      | $15488696.73   | 0.05%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                        | KOREA ELECTRIC POWER CORP 144A LIFE SR UNSEC 4.75% 02-13-28                         | CUSIP: 500631BD7<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | USGA              | KR        |       605000 | PA      | $613309.07     | 0.00%             | 2028-02-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC EUR REG S SR UNSEC (B) 3.875% 05-14-32/31                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      1472000 | PA      | $1755742.61    | 0.01%             | 2032-05-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                          | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34                           | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      8145000 | PA      | $6938521.88    | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                          | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.95% 03-05-54                           | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      1040000 | PA      | $806988.00     | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-31                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |      3000000 | PA      | $18235.64      | 0.00%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 12-20-41                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   6447150000 | PA      | $31649143.44   | 0.11%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                    | REGENERON PHARMACEUTICALS INC SR UNSEC 1.75% 09-15-30                               | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      3502000 | PA      | $3107615.27    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 6.1% 03-15-34                                                     | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      3535000 | PA      | $3886545.15    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                            | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.291% 08-14-43                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     42824000 | PA      | $10716675.32   | 0.04%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53                                | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2170000 | PA      | $2160235.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29                                          | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12080000 | PA      | $12603523.04   | 0.04%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                    | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |       164000 | PA      | $167348.55     | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.0% 03-20-52                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    158000000 | PA      | $646842.42     | 0.00%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT FIVE YEAR BOND JPY 0.005% 03-20-27                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    831600000 | PA      | $5337349.21    | 0.02%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | SHELL FINANCE US INC SR UNSEC 2.375% 11-07-29                                       | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2060000 | PA      | $1939209.84    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                        | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      4390000 | PA      | $4453207.22    | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                           | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2586000 | PA      | $2670432.90    | 0.01%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                           | 200 PARK FUNDING TRUST 144A LIFE SR UNSEC 5.74% 02-15-55                            | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5805000 | PA      | $5885799.80    | 0.02%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.4% 09-20-52                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2924750000 | PA      | $13241881.07   | 0.04%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.6% 12-20-52                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5625150000 | PA      | $26723057.84   | 0.09%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                            | MALAYSIA GOVERNMENT BOND MYR 4.054% 04-18-39                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     39265000 | PA      | $9682000.83    | 0.03%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                            | MALAYSIA GOVERNMENT BOND MYR 4.18% 05-16-44                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     84830000 | PA      | $20951207.26   | 0.07%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICAN UDIBONOS MXN I/L 4.0% 10-29-54                                              | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        24973 | PA      | $126910.25     | 0.00%             | 2054-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICAN BONOS MXN 5.75% 03-05-26                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      7593000 | PA      | $40623418.48   | 0.13%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       150951 | PA      | $25900309.47   | 0.09%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                               | NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     22864000 | PA      | $14159410.13   | 0.05%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | PROVINCE OF ONTARIO CANADA EUR REG S (B) 3.25% 07-03-35                             | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      4590000 | PA      | $5317630.03    | 0.02%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                             | REPUBLIC OF POLAND GOVERNMENT BOND PLN 2.75% 10-25-29                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     16670000 | PA      | $4229309.45    | 0.01%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                         | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       600000 | PA      | $591357.00     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                         | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3910000 | PA      | $3996575.22    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.0% 03-01-32                                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       500000 | PA      | $513985.50     | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      6870000 | PA      | $7053854.94    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.2% 06-20-54                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    244700000 | PA      | $1322677.26    | 0.00%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.1% 09-20-54                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5567550000 | PA      | $29369359.13   | 0.10%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP SR UNSEC 3.3% 02-06-27                                               | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2586142.00    | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP EUR REG S SR UNSEC 1.6% 03-15-31                                    | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      5100000 | PA      | $5503283.53    | 0.02%             | 2031-03-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 2.4% 03-20-45                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  27950800000 | PA      | $176785953.44  | 0.59%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWO YEAR BOND JPY 0.7% 07-01-27                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   7112800000 | PA      | $46029199.12   | 0.15%             | 2027-07-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31                                          | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       500000 | PA      | $437434.50     | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 0.985% 12-10-26/25                                          | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       860000 | PA      | $857273.80     | 0.00%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                       | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 3.2% 09-23-26                   | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |        21000 | PA      | $20852.43      | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 5.4% 08-08-28                                              | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |     14233000 | PA      | $14547036.91   | 0.05%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.7% 03-20-44                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1425550000 | PA      | $8169786.26    | 0.03%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.3% 12-20-35                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1360000000 | PA      | $9333354.10    | 0.03%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.7% 06-20-33                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1426800000 | PA      | $9424545.89    | 0.03%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                              | KOREA TREASURY BOND KRW (B) 2.375% 12-10-27                                         | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  26409910000 | PA      | $18422559.66   | 0.06%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE (LUXEMBOURG) SA                                                 | SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29                   | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1011256.00    | 0.00%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                        | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       525000 | PA      | $495086.55     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                            | MINERVA LUXEMBOURG SA REG S SR UNSEC 8.875% 09-13-33                                | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |     11430000 | PA      | $12513655.44   | 0.04%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SP TRANSMISSION PLC                                                              | SP TRANSMISSION PLC GBP REG S SR UNSEC (B) 2.0% 11-13-31                            | CUSIP: N/A<br>LEI: 21380066GRV5QOWJZC71       | Long             | DBT              | CORP              | GB        |      3770000 | PA      | $4288117.41    | 0.01%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.0% 05-15-38                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     15810036 | PA      | $14677485.05   | 0.05%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                            | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.895% 05-08-47                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      6057000 | PA      | $1647386.85    | 0.01%             | 2047-05-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | STRYKER CORP EUR SR UNSEC 0.75% 03-01-29                                            | CUSIP: 863667AW1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2650743.59    | 0.01%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | STRYKER CORP EUR SR UNSEC 1.0% 12-03-31                                             | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1159932.57    | 0.00%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                              | KOREA NDFB 3212 KRW 4.25% 12-10-32                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 123216850000 | PA      | $93353184.86   | 0.31%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICAN BONOS MXN 7.5% 06-03-27                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       171329 | PA      | $924423.17     | 0.00%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                     | SK HYNIX INC REG S SR UNSEC 1.5% 01-19-26                                           | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     12210000 | PA      | $12135873.09   | 0.04%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 4.375% 06-18-30                                            | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      4220000 | PA      | $4157860.50    | 0.01%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                      | SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 2.95% 08-15-51                          | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       400000 | PA      | $261667.60     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 3.25% 08-08-31                                             | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      3930000 | PA      | $3619750.08    | 0.01%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 2.85% 03-08-29                                             | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      3000000 | PA      | $2844150.00    | 0.01%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA REG S SR UNSEC PIK 9.0% 06-30-31/12-30-25                      | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |     18643458 | PA      | $18654886.44   | 0.06%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                           | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 0.475% 10-18-30               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     13170000 | PA      | $13877481.96   | 0.05%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                        | PHILIPPINE GOVERNMENT INTERNATIONAL BOND EUR 0.7% 02-03-29                          | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |      4970000 | PA      | $5369081.87    | 0.02%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                            | MALAYSIA GOVERNMENT BOND MYR 3.828% 07-05-34                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    226939000 | PA      | $55317952.70   | 0.18%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 04-27-32                                 | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       425000 | PA      | $419209.38     | 0.00%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 02-15-52                                          | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18500000 | PA      | $11607305.15   | 0.04%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.875% 02-15-32                                         | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30345500 | PA      | $27049010.68   | 0.09%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.25% 05-15-42                                          | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         5000 | PA      | $4237.89       | 0.00%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                          | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12540000 | PA      | $11692570.63   | 0.04%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 08-31-29                                         | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25480000 | PA      | $25453217.97   | 0.08%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 08-31-26                                          | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40780000 | PA      | $40776015.79   | 0.14%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 09-30-29                                           | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50010000 | PA      | $49731774.37   | 0.17%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                          | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1851000 | PA      | $1879343.44    | 0.01%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA 144A LIFE SR UNSEC PIK 9.0% 06-30-31/12-30-25                  | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      3146016 | PA      | $3147944.51    | 0.01%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD                                                            | SATS TREASURY PTE LTD REG S SR UNSEC 4.828% 01-23-29                                | CUSIP: N/A<br>LEI: 254900I8S3NS01XMTR57       | Long             | DBT              | CORP              | SG        |       200000 | PA      | $204102.40     | 0.00%             | 2029-01-23      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 11-15-54                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        12000 | PA      | $11669.06      | 0.00%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                          | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       231000 | PA      | $232408.57     | 0.00%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-35                                         | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4887000 | PA      | $5098806.00    | 0.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                         | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       546000 | PA      | $541947.64     | 0.00%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TOTALENERGIES CAPITAL SA SR UNSEC 5.488% 04-05-54                                   | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      5640000 | PA      | $5557097.64    | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC EUR SR UNSEC 3.7% 05-08-32                                         | CUSIP: 87264ADJ1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2590000 | PA      | $3074288.53    | 0.01%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1768 06-01-54                                                       | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2828102 | PA      | $2883954.24    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1779 06-01-54                                                       | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5281721 | PA      | $5471345.04    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC EUR SR UNSEC 3.15% 02-11-32                                        | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       465000 | PA      | $537768.15     | 0.00%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 4.808% 06-03-30                                      | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      4880000 | PA      | $4978249.04    | 0.02%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8755 06-01-54                                                       | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1609541 | PA      | $1653721.23    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ1855 06-01-54                                                       | CUSIP: 3142GSBZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1808686 | PA      | $1805747.11    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                             | TENCENT HOLDINGS LTD 144A SR UNSEC 2.39% 06-03-30                                   | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      3954000 | PA      | $3706258.18    | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD EUR SR UNSEC 0.75% 07-09-27                            | CUSIP: 874060BA3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      1984000 | PA      | $2223347.00    | 0.01%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1857 06-01-54                                                       | CUSIP: 3142GSB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19254376 | PA      | $19580410.20   | 0.07%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8153 06-01-54                                                       | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4913282 | PA      | $5084721.51    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                  | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62028686 | PA      | $61374500.25   | 0.20%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                      | TREASURY CORP OF VICTORIA AUD 5.5% 09-15-39                                         | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |     54015000 | PA      | $35759757.10   | 0.12%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS7031 02-01-54                                                       | CUSIP: 3140XNY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3280685 | PA      | $3386434.65    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS7503 02-01-54                                                       | CUSIP: 3140XPKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1844605 | PA      | $1888830.90    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 1.5% 02-15-26                                             | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3867910.80    | 0.01%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                            | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3548157.60    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8447 07-01-54                                                       | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10884346 | PA      | $11149859.16   | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5421 07-01-54                                                       | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9464141 | PA      | $9688526.02    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       400000 | PA      | $391920.00     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                            | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2388415.00    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5303 04-01-54                                                       | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3247445 | PA      | $3346732.65    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4699 07-01-54                                                       | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4011207 | PA      | $4074198.70    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.15% 04-15-34                                            | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7926000 | PA      | $8097796.05    | 0.03%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                     | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3782998.80    | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 4.5% 06-01-42                                                     | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      4335000 | PA      | $3942834.23    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 3.25% 01-22-44                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3650000 | PA      | $3772738.70    | 0.01%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4700 07-01-54                                                       | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6591331 | PA      | $6772256.14    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QI8872 07-01-54                                                       | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1970265 | PA      | $2001206.19    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 4.125% 11-16-28                                                   | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5006925.00    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32                                           | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       800000 | PA      | $732204.00     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | VERALTO CORP EUR SR UNSEC 4.15% 09-19-31                                            | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |      1850000 | PA      | $2227701.71    | 0.01%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | VERALTO CORP SR UNSEC 5.45% 09-18-33                                                | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      3715000 | PA      | $3893999.85    | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI8874 07-01-54                                                       | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2685020 | PA      | $2755201.49    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB8872 07-01-54                                                       | CUSIP: 3140QU2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       975237 | PA      | $1018089.08    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERALLIA SAS                                                                     | VERALLIA SA EUR REG S SR UNSEC (B) 3.875% 11-04-32                                  | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | DBT              | CORP              | FR        |     13200000 | PA      | $15199156.48   | 0.05%             | 2032-11-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 4.78% 02-15-35                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5560000 | PA      | $5450273.40    | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB8725 06-01-54                                                       | CUSIP: 3140QUVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       640096 | PA      | $663859.71     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1964 07-01-54                                                       | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3386425 | PA      | $3519880.23    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8842 07-01-54                                                       | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9700220 | PA      | $9853046.55    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1963 07-01-54                                                       | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2550503 | PA      | $2589826.91    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.625% 11-13-25          | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      5445000 | PA      | $5445005.45    | 0.02%             | 2025-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                | VALE OVERSEAS LTD SR UNSEC 3.75% 07-08-30                                           | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |      3478000 | PA      | $3363740.74    | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 04-30-27                                          | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        69000 | PA      | $69114.75      | 0.00%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44498000 | PA      | $45078560.96   | 0.15%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC EUR SR UNSEC 0.75% 03-22-32                              | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      4480000 | PA      | $4463232.70    | 0.01%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC EUR SR UNSEC 0.375% 03-22-29                             | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      9780000 | PA      | $10471694.47   | 0.03%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO EUR REG S SR UNSEC 3.9% 07-22-32/31                                | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      6210000 | PA      | $7438090.32    | 0.02%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | FREEPORT-MCMORAN INC                                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1282478 | NS      | $53479332.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 3.35% 12-01-26                                             | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      4902000 | PA      | $4865735.00    | 0.02%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL DEVELOPMENT BANK OF CHINA                                           | AGRICULTURAL DEV BANK CHINA UNSEC 3.75% 01-25-29                                    | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | USGA              | CN        |      1030000 | PA      | $154390.24     | 0.00%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                           | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61 | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      3390000 | PA      | $2725729.50    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA PERSERO TBK PT                                             | BANK NEGARA INDONESIA PERSERO TBK PT REG S SR UNSEC 5.28% 04-05-29                  | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | ID        |     19640000 | PA      | $20198384.84   | 0.07%             | 2029-04-05      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEV BANK CNY UNSEC 3.43% 01-14-27                                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    194070000 | PA      | $27883177.90   | 0.09%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK CNY UNSEC 3.07% 03-10-30                                     | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |      2860000 | PA      | $425118.13     | 0.00%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEV BANK (BOND CONNECT) CNY UNSEC 3.39% 07-10-27                              | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    181600000 | PA      | $26271495.60   | 0.09%             | 2027-07-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                           | CHINA DEVELOPMENT BANK CNY UNSEC 3.09% 08-09-28                                     | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    136660000 | PA      | $19976539.76   | 0.07%             | 2028-08-09      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 7.5% 12-31-79/12-06-28           | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2786747.85    | 0.01%             | 2079-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.25% 01-25-32                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      6400000 | PA      | $7795868.08    | 0.03%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 2021-VOLT A 144A FRN 09-15-36                                                    | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9252309 | PA      | $9248385.66    | 0.03%             | 2036-09-15      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSEC 8.625% 01-19-29                                               | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      8650000 | PA      | $9337502.00    | 0.03%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                              | TRANSDIGM GROUP INC                                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106628 | NS      | $139523804.28  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                                   | TC ENERGY CORP                                                                      | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       399600 | NS      | $20051939.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC                                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1364402 | NS      | $131664793.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BX 2025-BIO3                                                                     | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                                | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4650000 | PA      | $4814317.05    | 0.02%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                 | BANK5 2025-5YR14 AS FRN 04-15-58                                                    | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4532000 | PA      | $4735713.40    | 0.02%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ASX LTD                                                                          | AUS GB 10YR FUT XMZ5 12-15-25                                                       | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |          763 | NC      | $60027.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                    | CORRA 90DAY FUT CORM6 09-15-26                                                      | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |            5 | NC      | $-226.92       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO 2025-NQM5                                                                  | BRAVO 2025-NQM5 A1 144A 5.496% 02-25-65                                             | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-CBDO         | CORP              | US        |      7296300 | PA      | $7357450.51    | 0.02%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                                | CGCMT 23-SMRT A 144A FRN 10-12-40                                                   | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8811000 | PA      | $9074457.71    | 0.03%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                         | CAS 2023-R04 1M1 144A FRN 05-25-43                                                  | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7660076 | PA      | $7828957.83    | 0.03%             | 2043-05-25      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                                | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                                 | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5765000 | PA      | $6019928.30    | 0.02%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                     | CAS 2023-R05 1M1 144A FRN 06-25-43                                                  | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3986611 | PA      | $4026536.46    | 0.01%             | 2043-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06                        | CAS 2023-R06 1M1 144A FRN 07-25-43                                                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2692199 | PA      | $2702889.54    | 0.01%             | 2043-07-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 2024-R01 1M2 144A FRN 01-25-44                                                  | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3943000 | PA      | $3976168.52    | 0.01%             | 2044-01-25      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1M1 144A FRN 05-25-44                                                  | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3434774 | PA      | $3436841.24    | 0.01%             | 2044-05-25      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1M2 144A FRN 05-25-44                                                  | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8122000 | PA      | $8179024.56    | 0.03%             | 2044-05-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                   | CFMT 2024-HB15 A 144A FRN 08-25-34                                                  | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      4699946 | PA      | $4685813.46    | 0.02%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TMX GROUP LTD                                                                    | CORRA 90DAY FUT CORH6 06-16-26                                                      | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         6325 | NC      | $4821111.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                    | CAN GB 5YR FUT XQZ5 12-18-25                                                        | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          734 | NC      | $846694.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAS 2025-R01                                                                     | CAS 2025-R01 1A1 144A FRN 01-25-45                                                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4044186 | PA      | $4048796.03    | 0.01%             | 2045-01-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                     | CAS 2025-R02 1A1 144A FRN 02-25-45                                                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1309089 | PA      | $1312253.38    | 0.00%             | 2045-02-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| TMX GROUP LTD                                                                    | CAN GB 10YR FUT CNZ5 12-18-25                                                       | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          473 | NC      | $207796.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BOBL 5YR FUT OEZ5 12-08-25                                                     | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         2502 | NC      | $879485.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAS 2025-R02                                                                     | CAS 2025-R02 1M1 144A FRN 02-25-45                                                  | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2921597 | PA      | $2926858.48    | 0.01%             | 2045-02-25      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CIM 2025-R1                                                                      | CIM 2025-R1 A1 144A 5.0% 02-25-99                                                   | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2212223 | PA      | $2202135.67    | 0.01%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BUND 10YR FUT RXZ5 12-08-25                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         1116 | NC      | $-2092540.43   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-SCHATZ 2YR FUT DUZ5 12-08-25                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         1580 | NC      | $71226.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAS 2025-R04                                                                     | CAS 2025-R04 1M1 144A FRN 05-25-45                                                  | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2035728 | PA      | $2040505.88    | 0.01%             | 2045-05-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151                                                                   | DURST 2025-151 A 144A FRN 08-10-42                                                  | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9024000 | PA      | $9206284.80    | 0.03%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                             | ESA 2025-ESH A 144A FRN 10-15-42                                                    | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3482000 | PA      | $3493354.80    | 0.01%             | 2042-10-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 4.5 MA3539 12-01-38                                                       | CUSIP: 31418C4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        67351 | PA      | $68294.76      | 0.00%             | 2038-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BUXL 30YR FUT UBZ5 12-08-25                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          602 | NC      | $-2228088.42   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | FRA GB 10YR FUT OATZ5 12-08-25                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |           17 | NC      | $-35974.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | ITA GB 10YR FUT IKZ5 12-08-25                                                       | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          555 | NC      | $-1853727.76   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | ITA GB 2YR FUT BTSZ5 12-08-25                                                       | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         3166 | NC      | $446778.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4577 04-01-52                                                       | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9826817 | PA      | $8010978.28    | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8266 11-01-52                                                       | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6400229 | PA      | $6269319.12    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                         | JPN GB 10YR FUT JBZ5 12-15-25                                                       | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |          428 | NC      | $2033168.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 5YR FUT FVZ5 12-31-25                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1374 | NC      | $314198.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4785 10-01-52                                                       | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        73752 | PA      | $73888.42      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB3394 04-01-52                                                       | CUSIP: 3140QNXY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       701029 | PA      | $570588.22     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4919 02-01-53                                                       | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        18123 | PA      | $18398.74      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5010 05-01-53                                                       | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         3142 | PA      | $3188.31       | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5038 06-01-53                                                       | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       334512 | PA      | $334425.57     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5039 06-01-53                                                       | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        11272 | PA      | $11433.14      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8342 07-01-53                                                       | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       136347 | PA      | $138232.91     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8331 06-01-53                                                       | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        50653 | PA      | $51211.07      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 2YR FUT TUZ5 12-31-25                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         5564 | NC      | $-1559186.29   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 20YR FUT USZ5 12-19-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1314 | NC      | $2665198.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5072 07-01-53                                                       | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        42730 | PA      | $43200.74      | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                          | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28505800 | PA      | $28892187.57   | 0.10%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 05-31-27                                         | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20639000 | PA      | $20713411.85   | 0.07%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 05-31-30                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25580000 | PA      | $25917996.21   | 0.09%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 06-30-27                                          | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5140000 | PA      | $5150530.83    | 0.02%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 06-30-30                                         | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210887000 | PA      | $212504418.94  | 0.71%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 07-31-27                                         | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    114036000 | PA      | $114526742.52  | 0.38%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 07-31-30                                         | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39508000 | PA      | $39808213.39   | 0.13%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                         | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21794000 | PA      | $21716895.01   | 0.07%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| STATE OF VICTORIA AUSTRALIA                                                      | TREASURY CORP OF VICTORIA EUR REG S 3.625% 09-29-40                                 | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |      3765000 | PA      | $4334823.38    | 0.01%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 10-15-28                                           | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12995000 | PA      | $12959974.58   | 0.04%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 10-31-30                                         | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19100000 | PA      | $19030613.52   | 0.06%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 4.25% 06-07-32                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     19255000 | PA      | $25618744.41   | 0.09%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 2.5% 07-22-65                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     22800000 | PA      | $16744687.13   | 0.06%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 1.25% 07-22-27                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      9740000 | PA      | $12295123.57   | 0.04%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 0.375% 10-22-30                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     36465000 | PA      | $40622172.72   | 0.13%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UTD KINGDOM GILT GBP REG S 0.125% 01-30-26                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       450000 | PA      | $586958.27     | 0.00%             | 2026-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 0.25% 07-31-31                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3715000 | PA      | $3981997.66    | 0.01%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UTD KINGDOM GILT GBP REG S 1.25% 07-31-51                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     27194796 | PA      | $15887264.81   | 0.05%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UK CONV GILT GBP REG S 1.0% 01-31-32                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      2920000 | PA      | $3201977.75    | 0.01%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 3.25% 01-31-33                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     38245000 | PA      | $47325429.70   | 0.16%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 05-15-53                                         | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15654000 | PA      | $13056414.38   | 0.04%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 4.375% 07-31-54                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     18125000 | PA      | $20959015.29   | 0.07%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 4.125% 07-22-29                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      6540000 | PA      | $8680392.16    | 0.03%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 4.25% 12-07-27                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      8920000 | PA      | $11872380.40   | 0.04%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)                | UNITED KINGDOM GILT GBP REG S 3.5% 01-22-45                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      2850000 | PA      | $3029333.02    | 0.01%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 11-15-46                                         | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1750000 | PA      | $1325078.13    | 0.00%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.375% 11-15-31                                         | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52150000 | PA      | $45353087.12   | 0.15%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                         | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000000 | PA      | $18871746.00   | 0.06%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-29-28                                           | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2481000 | PA      | $2503552.54    | 0.01%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | ASIAN DEVELOPMENT BANK INR SR UNSEC 6.72% 02-08-28                                  | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |   1303620000 | PA      | $14801172.65   | 0.05%             | 2028-02-08      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 7.4% 10-23-33                                              | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |   1230500000 | PA      | $14481049.77   | 0.05%             | 2033-10-23      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8454 08-01-54                                                       | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11286248 | PA      | $11553935.51   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3432 07-01-53                                                       | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1130631 | PA      | $1173980.89    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5896 07-01-54                                                       | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1178030 | PA      | $1208963.44    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8223 06-01-54                                                       | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1484083 | PA      | $1522117.36    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1441573 | NS      | $746460915.13  | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                    | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                       | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       162386 | NS      | $100392221.54  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.2577% 03-05-25/03-05-30 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $28768.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.2592% 03-05-25/03-05-30 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $27359.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX NOK 3.925% 03-05-25/03-05-30 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-26052.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX NOK 3.924% 03-05-25/03-05-30 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-23936.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.2562% 03-05-25/03-05-30 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $30177.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX NOK 3.92% 03-05-25/03-05-30 LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-25721.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX NOK 3.825% 03-06-25/03-06-30 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-67975.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.1912% 03-06-25/03-06-30 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $85295.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX NOK 4.1703% 03-24-25/03-24-30 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $24977.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX NOK 4.162% 03-24-25/03-24-30 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $23945.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX NOK 4.165% 03-24-25/03-24-30 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $40249.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS RECFIX NOK 4.165% 03-25-25/03-25-30 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $89685.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX EUR 2.8972% 09-11-25/09-11-55 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $4103.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX NOK 3.99% 09-22-25/09-22-30 LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-17178.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX NOK 4.08% 09-23-25/09-23-30 LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-83200.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX NOK 4.095% 09-23-25/09-23-30 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-94121.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5445 08-01-54                                                       | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9531673 | PA      | $9757744.96    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6878 06-01-54                                                       | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6776620 | PA      | $6940119.96    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | IRS PAYFIX NOK 4.09% 09-23-25/09-23-30 LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-46049.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | OMNICOM GROUP INC                                                                   | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       814397 | NS      | $61096062.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                                       | PACCAR INC                                                                          | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       381980 | NS      | $37586832.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP                                                                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      5334000 | NS      | $85130640.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6901 07-01-54                                                       | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4199021 | PA      | $4297756.69    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB5213 07-01-54                                                       | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       983065 | PA      | $994696.58     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                           | PROGRESSIVE CORP (THE)                                                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       159840 | NS      | $32927040.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | AUD FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1281972.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD SALE TO USD 11/17/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10497.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD FWD PUR FROM USD 11/10/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-434249.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRL FWD SALE TO USD NDF 11/6/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $818536.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRL FWD SALE TO USD NDF 11/10/2025                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $200227.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRL FWD PUR FROM USD NDF 11/10/2025                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-377728.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRL FWD SALE TO USD NDF 11/24/2025                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $19937.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK FWD PUR FROM EUR 11/7/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $335193.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK FWD SALE TO EUR 11/7/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-16593.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNH FWD PUR FROM USD 12/23/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-180077.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK FWD PUR FROM USD 11/10/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-351383.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD FWD SALE TO EUR 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-311339.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $62160.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK FWD PUR FROM USD 11/10/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-17382.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNH FWD PUR FROM USD 11/10/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $212046.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4840 05-01-53                                                       | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       159148 | PA      | $161035.71     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3512 08-01-53                                                       | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       484084 | PA      | $496805.31     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5873 07-01-54                                                       | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1815587 | PA      | $1861563.47    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8591 07-01-54                                                       | CUSIP: 3140XQRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2607244 | PA      | $2699256.70    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC0299 08-01-54                                                       | CUSIP: 3140AMKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1623997 | PA      | $1663910.27    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7692 08-01-54                                                       | CUSIP: 3140AHRN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1572501 | PA      | $1613587.71    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC0296 08-01-54                                                       | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       446647 | PA      | $460771.77     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5446 08-01-54                                                       | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        14598 | PA      | $15121.90      | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7687 08-01-54                                                       | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       557438 | PA      | $575151.81     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7039 07-01-54                                                       | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1102203 | PA      | $1132717.41    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7690 08-01-54                                                       | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       486628 | PA      | $502017.07     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI3333 04-01-54                                                       | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       665845 | PA      | $688886.83     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5692 05-01-54                                                       | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       860327 | PA      | $890593.54     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8219 06-01-54                                                       | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1329122 | PA      | $1371967.75    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2206 08-01-54                                                       | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       822655 | PA      | $833215.13     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2210 08-01-54                                                       | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2582755 | PA      | $2650364.13    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2247 08-01-54                                                       | CUSIP: 3142GSP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2358388 | PA      | $2457789.78    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2200 08-01-54                                                       | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2212976 | PA      | $2243764.70    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2243 08-01-54                                                       | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1277587 | PA      | $1294771.65    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2203 08-01-54                                                       | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       228373 | PA      | $231936.37     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2216 08-01-54                                                       | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7583728 | PA      | $7778091.18    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2228 08-01-54                                                       | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1345540 | PA      | $1395904.05    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7792 08-01-54                                                       | CUSIP: 3140AHUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4072480 | PA      | $4172549.33    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS8467 07-01-54                                                       | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11120824 | PA      | $11333609.56   | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2314 09-01-54                                                       | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9822180 | PA      | $10077164.22   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2298 09-01-54                                                       | CUSIP: 3142GSRU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7319817 | PA      | $7411621.98    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2309 09-01-54                                                       | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2889586 | PA      | $2963643.49    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2306 09-01-54                                                       | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4788174 | PA      | $4965930.06    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2308 09-01-54                                                       | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5003958 | PA      | $5180552.79    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2312 09-01-54                                                       | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5368406 | PA      | $5528346.74    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7104 09-01-53                                                       | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20959063 | PA      | $21328802.24   | 0.07%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB7783 08-01-54                                                       | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1695064 | PA      | $1718561.31    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS6767 01-01-54                                                       | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1748354 | PA      | $1834189.78    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ0326 11-01-53                                                       | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       610605 | PA      | $635038.48     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8756 08-01-54                                                       | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1828931 | PA      | $1883418.24    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD6029 08-01-54                                                       | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2817729 | PA      | $2901677.56    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4916 08-01-54                                                       | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2165412 | PA      | $2220908.84    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5813 07-01-54                                                       | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4678508 | PA      | $4827036.40    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8757 08-01-54                                                       | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4511590 | PA      | $4659781.69    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4968 08-01-54                                                       | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1421142 | PA      | $1454434.86    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 11/18/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-234261.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8866 09-01-54                                                       | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4283646 | PA      | $4408651.81    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8758 08-01-54                                                       | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2438870 | PA      | $2501373.77    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 11/14/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-12999.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 11/18/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-117659.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/17/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $7175.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO GBP 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-18800.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5470 09-01-54                                                       | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         5341 | PA      | $5402.60       | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4946 09-01-54                                                       | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1142925 | PA      | $1156601.45    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QJ3044 09-01-54                                                       | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2338533 | PA      | $2366995.17    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2474 09-01-54                                                       | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       234564 | PA      | $243570.12     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1305184.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 11/18/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4226.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2470 09-01-54                                                       | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        75160 | PA      | $77972.81      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2411 09-01-54                                                       | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       159780 | PA      | $166247.05     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 11/24/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-68905.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/24/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $874992.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO GBP 11/26/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-260847.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/26/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1435533.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2422 09-01-54                                                       | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1031488 | PA      | $1045839.32    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2415 09-01-54                                                       | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1993659 | PA      | $2035789.32    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2408 09-01-54                                                       | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1813980 | PA      | $1838194.59    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9146 09-01-54                                                       | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3077053 | PA      | $3125057.74    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 11/24/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-382060.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 11/3/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-144195.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 12/3/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $144994.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 11/26/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8216.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9210 09-01-54                                                       | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1172191 | PA      | $1187116.98    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD6286 08-01-54                                                       | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1598862 | PA      | $1628104.05    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO EUR 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $264594.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO USD 11/7/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $491068.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC1873 09-01-54                                                       | CUSIP: 3140APCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        77566 | PA      | $79713.58      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8401 02-01-54                                                       | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2033324 | PA      | $2059111.04    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO USD 11/7/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $23209.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO USD 11/10/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2566581.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5295 03-01-54                                                       | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       879740 | PA      | $901703.92     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8462 09-01-54                                                       | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         8927 | PA      | $9029.40       | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP FWD SALE TO EUR 11/20/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $390932.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RJ2851 11-01-54                                                       | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4777402 | PA      | $4662896.87    | 0.02%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2860 11-01-54                                                       | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2769018 | PA      | $2757662.15    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8493 12-01-54                                                       | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        78546 | PA      | $79413.39      | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3017 12-01-54                                                       | CUSIP: 3142GTK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3013978 | PA      | $3007401.93    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5552 12-01-54                                                       | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1042541 | PA      | $1038130.58    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                   | FMBT 2024-FBLU A 144A FRN 12-15-39                                                  | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1506000 | PA      | $1509852.35    | 0.01%             | 2039-12-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5531 11-01-54                                                       | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       715509 | PA      | $723536.28     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3163 12-01-54                                                       | CUSIP: 3142GTQR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1614854 | PA      | $1613227.67    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 6.95% 03-01-29                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |    365500000 | PA      | $4167798.30    | 0.01%             | 2029-03-01      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                                 | EUROPEAN BANK FOR RECONSTRUCTION A 6.75% 01-13-32                                   | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |   3576700000 | PA      | $40548457.18   | 0.13%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 2.875% 01-15-35                                            | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      2900000 | PA      | $3347404.88    | 0.01%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 2.78% 12-13-32                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      4215000 | PA      | $4857103.14    | 0.02%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION REG S SR UNSEC EUR (B) 4.0% 10-12-55                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     14214000 | PA      | $16502303.72   | 0.05%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 3.625% 12-12-40                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     98575000 | PA      | $114773015.38  | 0.38%             | 2040-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 06-02-28                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     10920000 | PA      | $11926576.93   | 0.04%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVT BK EUR REG S SR UNSEC 0.25% 01-20-32                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |     38000000 | PA      | $38086198.03   | 0.13%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVT BK EUR REG S UNSEC 0.375% 09-15-27                                    | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      8975000 | PA      | $10029686.13   | 0.03%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                                 | EUROPEAN BK RECON & DEV 6.3% 10-26-27                                               | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    255200000 | PA      | $2874985.74    | 0.01%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA1                                                                  | STACR 2025-DNA1 A1 144A FRN 01-25-45                                                | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-CBDO         | CORP              | US        |      1638125 | PA      | $1640519.94    | 0.01%             | 2045-01-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                   | SWCH 2025-DATA A 144A FRN 02-15-42                                                  | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18578000 | PA      | $18490367.57   | 0.06%             | 2042-02-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                                 | EUROPEAN BANK FOR RECONSTRUCTION A 5.25% 01-12-27                                   | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    594100000 | PA      | $6629606.21    | 0.02%             | 2027-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTL BK RECON/DEV SR UNSEC 6.75% 07-13-29                                           | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |   1555600000 | PA      | $17674920.97   | 0.06%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                  | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |      1723101 | PA      | $1729431.92    | 0.01%             | 2045-05-25      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BANK FOR RECONSTRUCT 6.75% 09-08-27                                   | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    911700000 | PA      | $10351351.70   | 0.03%             | 2027-09-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                  | INTER-AMERICAN DEVELOPMENT BANK 7.0% 01-25-29                                       | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | US        |     19000000 | PA      | $217072.53     | 0.00%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALA 2025-OANA                                                                    | ALA 2025-OANA A 144A FRN 06-15-40                                                   | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7860000 | PA      | $7902561.90    | 0.03%             | 2040-06-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 2025-SFR1 A 144A 3.655% 06-17-42                                               | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8151000 | PA      | $7861965.54    | 0.03%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4805 11-01-52                                                       | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3885846 | PA      | $3805964.68    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8276 12-01-52                                                       | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9755667 | PA      | $9757169.31    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8287 01-01-53                                                       | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6410401 | PA      | $6277955.35    | 0.02%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8318 07-01-54                                                       | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3191221 | PA      | $3303842.69    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1975 07-01-54                                                       | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6969402 | PA      | $7180721.36    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8858 07-01-54                                                       | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4560252 | PA      | $4695604.64    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SL1094 04-01-55                                                       | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2756150 | PA      | $2750152.55    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5614 02-01-55                                                       | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1013609 | PA      | $1024752.28    | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5700 05-01-55                                                       | CUSIP: 31418FKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        65930 | PA      | $66639.87      | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SL0799 03-01-55                                                       | CUSIP: 31427M3H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2686607 | PA      | $2677459.49    | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5671 04-01-55                                                       | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4386499 | PA      | $4277608.81    | 0.01%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5644 03-01-55                                                       | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4143618 | PA      | $4041730.11    | 0.01%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8534 05-01-55                                                       | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       729712 | PA      | $746536.56     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM6556 03-01-51                                                       | CUSIP: 3140XAJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       222959 | PA      | $181051.42     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5761 07-01-55                                                       | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5492551 | PA      | $5619731.00    | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY7483 07-01-55                                                       | CUSIP: 31426SJ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       863567 | PA      | $884344.60     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FA1162 04-01-55                                                       | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       944859 | PA      | $966946.47     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD4459 04-01-55                                                       | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       894228 | PA      | $914868.44     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FA2843 03-01-55                                                       | CUSIP: 3140W3ER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       105974 | PA      | $109892.72     | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5649 03-01-55                                                       | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11855494 | PA      | $12414670.43   | 0.04%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 SL2928 01-01-55                                                       | CUSIP: 31427QHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2643000 | PA      | $2769623.49    | 0.01%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA8947 06-20-53                                                            | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       281141 | PA      | $281792.17     | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA9170 09-20-53                                                            | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42892158 | PA      | $42859731.94   | 0.14%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                   | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                              | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13512981 | PA      | $13660339.79   | 0.05%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                     | HTL 2024-T53 A 144A FRN 05-10-39                                                    | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4481000 | PA      | $4541874.39    | 0.02%             | 2039-05-10      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                     | HY 2025-SPRL A 144A FRN 01-13-40                                                    | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8259000 | PA      | $8558033.61    | 0.03%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                            | HGMT 2025-HGLR A 144A FRN 02-05-45                                                  | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5233000 | PA      | $5444502.16    | 0.02%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI A 144A FRN 03-15-42                                                   | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5501000 | PA      | $5511743.45    | 0.02%             | 2042-03-15      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                               | TOWN 2025-STAY A 144A FRN 03-15-42                                                  | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18906000 | PA      | $18959636.32   | 0.06%             | 2042-03-15      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                                                     | KSL 2024-HT2 A 144A FRN 12-15-39                                                    | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8877976 | PA      | $8885247.50    | 0.03%             | 2039-12-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2024-01                                                                     | MCAS 2024-01 M7 144A FRN 07-25-54                                                   | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |      3343487 | PA      | $3392014.34    | 0.01%             | 2054-07-25      | Variable      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                                   | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                              | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3413377 | PA      | $3437428.02    | 0.01%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                     | MCAS 2025-01 M1 144A FRN 05-25-55                                                   | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1987275 | PA      | $1990982.95    | 0.01%             | 2055-05-25      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                     | MCAS 2025-01 M2 144A FRN 05-25-55                                                   | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1779000 | PA      | $1811625.08    | 0.01%             | 2055-05-25      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM3                                                           | MFRA 2025-NQM3 A1 144A 5.261% 08-25-70                                              | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-CBDO         | CORP              | US        |      5468948 | PA      | $5488127.24    | 0.02%             | 2070-08-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S REG S 1.5% 10-01-40                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    123490605 | PA      | $17497013.57   | 0.06%             | 2040-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S REG S 0.5% 10-01-43                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    150848941 | PA      | $19424669.32   | 0.06%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S REG S 1.0% 10-01-53                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     45664888 | PA      | $5560558.85    | 0.02%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S REG S 1.0% 10-01-50                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     44250597 | PA      | $5434587.59    | 0.02%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                    | NYMT 2024-CP1 A1 144A FRN 02-25-68                                                  | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3935681 | PA      | $3683076.93    | 0.01%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NYC 2025-28L                                                                     | NYC 2025-28L A 144A FRN 11-05-38                                                    | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8497000 | PA      | $8496320.24    | 0.03%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                    | OBX 2024-NQM5 A1 144A 5.988% 01-25-64                                               | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |      5214339 | PA      | $5267755.06    | 0.02%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                             | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                               | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9972558 | PA      | $10103238.34   | 0.03%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                    | OBX 2025-NQM1 A1 144A 5.547% 12-25-64                                               | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |      6717488 | PA      | $6769354.17    | 0.02%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                    | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                               | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |     12288479 | PA      | $12406386.62   | 0.04%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                                   | PROG 2025-SFR3 A 144A 3.39% 07-17-42                                                | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2334000 | PA      | $2223921.56    | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                                   | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                               | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1006457 | PA      | $972095.43     | 0.00%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                           | REALKREDIT DKK SR SEC REG S SF COVERED 1.0% 10-01-53                                | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | ABS-CBDO         | CORP              | DK        |     12392314 | PA      | $1509425.71    | 0.01%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                   | STAR 2025-SFR5 A 144A FRN 02-17-42                                                  | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       624176 | PA      | $624839.10     | 0.00%             | 2042-02-17      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                             | TCN 2023-SFR1 C 144A 5.1% 07-17-40                                                  | CUSIP: 89616WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       425000 | PA      | $424965.15     | 0.00%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                             | TCN 2023-SFR1 B 144A 5.1% 07-17-40                                                  | CUSIP: 89616WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1635000 | PA      | $1638830.81    | 0.01%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR4                                                                    | TCN 2024-SFR4 A 144A 4.3% 11-17-41                                                  | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4638602 | PA      | $4601632.43    | 0.02%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.0 UMBS TBA 11-01-55                                                          | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    132250000 | PA      | $135253794.25  | 0.45%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                                                     | POWER GRID CORP OF INDIA LTD                                                        | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |     40000000 | NS      | $129744811.21  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC                                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1842167 | NS      | $265879963.11  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                       | PINNACLE WEST CAPITAL CORP                                                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       852721 | NS      | $75482862.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| FERRARI NV                                                                       | FERRARI NV                                                                          | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |       264315 | NS      | $106770044.25  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                                                       | FERRARI NV                                                                          | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |        85560 | NS      | $34219617.84   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD                                                         | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       240558 | NS      | $68999251.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                                         | ROLLS-ROYCE HOLDINGS PLC                                                            | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      3341926 | NS      | $51267299.59   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP                                                                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3732473 | NS      | $666246430.50  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC                                                             | RYANAIR HOLDINGS PLC                                                                | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |      1206681 | NS      | $36507044.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                                                        | SAFRAN SA                                                                           | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       119831 | NS      | $42537830.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| SANOFI                                                                           | SANOFI                                                                              | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      3231506 | NS      | $326934872.93  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP                                                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1272517 | NS      | $102908449.79  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                                                          | SEMBCORP INDUSTRIES LTD                                                             | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |     16286300 | NS      | $81523752.33   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC (LONDON)                                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      3116020 | NS      | $116415284.48  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS RE AG                                                                      | SWISS RE AG                                                                         | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |       368664 | NS      | $67209358.25   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC                                                              | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     10533672 | NS      | $215845505.32  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                     | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |     33863582 | PA      | $33863582.23   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK FEDFUND                                                                | BLACKROCK FEDFUND                                                                   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5400000 | PA      | $5400000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT      | DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT         | CUSIP: 261908107<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5400000 | PA      | $5400000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                 | FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                    | CUSIP: 316175108<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5400000 | PA      | $5400000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                   | GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                      | CUSIP: 38141W273<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5400000 | PA      | $5400000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO | MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO    | CUSIP: 61747C707<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5400000 | PA      | $5400000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US GOVERNMENT MONEY MARKET FUND                                                  | US GOVERNMENT MONEY MARKET FUND                                                     | CUSIP: 74926P696<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5400000 | PA      | $5400000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO         | INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO            | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |      6285828 | PA      | $6285828.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                       | STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                          | CUSIP: 857492706<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5400000 | PA      | $5400000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-29

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior