# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001193125-26-074817
**Filing Date:** 2026-2
**Character Count:** 323703
**Document Hash:** eaf8ef5faf2bcb3047afdaffcb41cd93
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-074817.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001193125-26-074817

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN FUNDS INSURANCE SERIES
- **CENTRAL INDEX KEY:** 0000729528

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03857
- **FILM NUMBER:** 26683850

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-486-9200

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN FUND INSURANCE SERIES
- **DATE OF NAME CHANGE:** 20010829

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN VARIABLE INSURANCE SERIES
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN PATHWAY FUND
- **DATE OF NAME CHANGE:** 19880531

## Series and Classes Contracts Data

### American Funds Global Balanced Fund (Series ID: S000031859)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000099201 | Class 1      |  |
| C000099202 | Class 2      |  |
| C000121517 | Class 4      |  |
| C000176249 | Class 1A     |  |

## 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 INSURANCE SERIES

- **b. Investment Company Act file number:** 811-03857

- **c. CIK number of Registrant:** 0000729528

- **d. LEI of Registrant:** 5493006ZFTN01BKM5294

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

  - **Street Address 1:** 333 South Hope Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **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):** S000031859

- **c. LEI of Series:** JGEO1G15TNSISDFXHQ08

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $537020415.48

**Total Liabilities:** $86313231.10

**Net Assets:** $450707184.38

**Cash Not Reported:** $93078.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -168.840848000000 | **1-Year:** -2450.220000000000 | **5-Year:** -6609.520000000000 | **10-Year:** -5903.860000000000 | **30-Year:** -1849.130000000000

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

- **3-Month:** -20.697649700000 | **1-Year:** -591.773982000000 | **5-Year:** -617.490713000000 | **10-Year:** -330.521017400000 | **30-Year:** -79.234687800000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099201 | 1.48%                | 1.25%                | 0.05%                |
| Class ID C000099202 | 1.42%                | 1.26%                | 0.05%                |
| Class ID C000121517 | 1.45%                | 1.21%                | 0.07%                |
| Class ID C000176249 | 1.42%                | 1.26%                | 0.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3630600.03              | $877882.00                                 |
| Month 2  | $-170887.21              | $5029200.10                                |
| Month 3  | $7171710.43              | $-7160290.70                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TMX GROUP LTD                                                                | CAN GB 10YR FUT CNH6 03-20-26                                                    | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          7 | NC      | $9323.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-SCHATZ 2YR FUT DUH6 03-06-26                                                | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         22 | NC      | $2956.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BOBL 5YR FUT OEH6 03-06-26                                                  | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         22 | NC      | $-15407.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT RXH6 03-06-26                                                 | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          5 | NC      | $-4575.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUXL 30YR FUT UBH6 03-06-26                                                 | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          8 | NC      | $23214.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | FRA GB 10YR FUT OATH6 03-06-26                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          3 | NC      | $2906.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | ITA GB 2YR FUT BTSH6 03-06-26                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         44 | NC      | $-9743.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | ITA GB 10YR FUT IKH6 03-06-26                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          8 | NC      | $5257.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                     | JPN GB 10YR FUT JBH6 03-13-26                                                    | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |          3 | NC      | $17489.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                              | CATERPILLAR INC                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       1022 | NS      | $585473.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                    | CHUBB LTD                                                                        | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       9664 | NS      | $3016327.68   | 0.67%             |  |  |  | No            |                  1 | 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        |     100000 | PA      | $124640.18    | 0.03%             | 2029-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT TYH6 03-20-26                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         26 | NC      | $-20707.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 30YR FUT ULTRA WNH6 03-20-26                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         13 | NC      | $-27467.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 5.65% 03-02-53                                                | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     300000 | PA      | $293962.20    | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | 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        |    2000000 | PA      | $113148.52    | 0.03%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT ULTRA UXYH6 03-20-26                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          6 | NC      | $-6808.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 20YR FUT USH6 03-20-26                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         15 | NC      | $-23934.94    | -0.01%            |  |  |  | No            |                  1 | 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        |     100000 | PA      | $129804.25    | 0.03%             | 2033-11-14      | Variable      | 5.25%                 | 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        |      85000 | PA      | $86213.80     | 0.02%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                | UKG 10YR FUT G H6 03-27-26                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |          2 | NC      | $912.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 5YR FUT FVH6 03-31-26                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         12 | NC      | $-5239.49     | -0.00%            |  |  |  | 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        |     497993 | NS      | $4232938.55   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                                                  | CAMECO CORP                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       7668 | NS      | $702134.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 2YR FUT TUH6 03-31-26                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         94 | NC      | $-4259.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CAN GB 2YR FUT CVH6 03-20-26                                                     | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         12 | NC      | $-2504.83     | -0.00%            |  |  |  | No            |                  1 | 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        |     220000 | PA      | $230902.10    | 0.05%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                  | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     280000 | PA      | $249794.72    | 0.06%             | 2032-02-04      | Variable      | 1.95%                 | 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        |      30000 | PA      | $29888.31     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  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        |      21000 | PA      | $20917.43     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       6188 | NS      | $2042720.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                           | UNION PACIFIC CORP                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       8297 | NS      | $1919262.04   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                | LIMA METRO LINE 2 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 5.875% 07-05-34       | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      76241 | PA      | $79375.33     | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  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        |     150000 | PA      | $156321.15    | 0.03%             | 2030-04-18      | Variable      | 5.66%                 | 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        |     100000 | PA      | $123420.56    | 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        |     120000 | PA      | $151868.04    | 0.03%             | 2033-01-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS INC                                                           | UNITED RENTALS INC                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        817 | NS      | $661214.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                                   | US BANCORP                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      12427 | NS      | $663104.72    | 0.15%             |  |  |  | No            |                  1 | 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        |     100000 | PA      | $99674.50     | 0.02%             | 2055-02-15      | Fixed         | 5.74%                 | 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        |     105000 | PA      | $107960.48    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| VALE SA                                                                      | VALE SA ON ADR                                                                   | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      53750 | NS      | $700362.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | CHF FWD SALE TO USD 1/9/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1677.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP EUR REG S SR UNSEC 1.6% 03-15-31                                 | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     100000 | PA      | $109045.87    | 0.02%             | 2031-03-15      | Fixed         | 1.60%                 | 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        |     102000 | PA      | $90976.76     | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                         | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $123297.40    | 0.03%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | BBVA BANCOMER SA REG S SUB (H) 8.45% 06-29-38/33                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     200000 | PA      | $221328.60    | 0.05%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 1/12/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $5194.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DKK FWD SALE TO EUR 1/15/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-119.97      | -0.00%            |  |  |  | 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        |     200000 | PA      | $198793.20    | 0.04%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                   | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.778% 07-06-29/28                           | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     294000 | PA      | $305803.51    | 0.07%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                      | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $156880.00    | 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        |     100000 | PA      | $143552.23    | 0.03%             | 2029-11-06      | Variable      | 7.09%                 | 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        |     200000 | PA      | $218782.40    | 0.05%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                        | NICKEL INDUSTRIES LTD 144A LIFE SR UNSEC 9.0% 09-30-30                           | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $207613.60    | 0.05%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.4% 06-01-29                                           | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129523.25    | 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        |     200000 | PA      | $241941.48    | 0.05%             | 2036-08-08      | Variable      | 4.38%                 | 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        |      23000 | PA      | $17101.95     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | 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        |     175000 | PA      | $191970.25    | 0.04%             | 2030-02-26      | Variable      | 0.78%                 | 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        |      61000 | PA      | $62292.83     | 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        |     125000 | PA      | $133181.75    | 0.03%             | 2053-08-15      | Fixed         | 3.75%                 | 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        |     216000 | PA      | $214269.19    | 0.05%             | 2026-07-15      | Fixed         | 2.65%                 | 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        |     100000 | PA      | $120372.68    | 0.03%             | 2031-11-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SR UNSEC 4.542% 09-19-30/29                                        | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70602.56     | 0.02%             | 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        |      47000 | PA      | $45445.38     | 0.01%             | 2035-03-23      | Fixed         | 4.75%                 | 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        |     120000 | PA      | $126207.24    | 0.03%             | 2035-08-15      | Fixed         | 6.00%                 | 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        |      60000 | PA      | $59542.26     | 0.01%             | 2030-10-29      | Fixed         | 4.00%                 | 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        |     335000 | PA      | $354597.50    | 0.08%             | 2030-04-25      | Fixed         | 7.38%                 | 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        |     180000 | PA      | $179391.06    | 0.04%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP SR UNSEC 3.55% 05-01-28                                             | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69473.95     | 0.02%             | 2028-05-01      | Fixed         | 3.55%                 | 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        |    2040000 | PA      | $311060.63    | 0.07%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 3.8% 04-15-50                                                  | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       6000 | PA      | $4579.87      | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 2.5% 05-15-51                                                  | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      75000 | PA      | $44552.10     | 0.01%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-30                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   37400000 | PA      | $225462.74    | 0.05%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 06-20-50                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   26950000 | PA      | $95451.24     | 0.02%             | 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        |   50350000 | PA      | $238321.94    | 0.05%             | 2040-06-20      | Fixed         | 0.40%                 | 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        |  109950000 | PA      | $515966.21    | 0.11%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-31                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  174700000 | PA      | $1028520.60   | 0.23%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT FIVE YEAR BOND JPY 0.005% 12-20-26                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   84950000 | PA      | $537777.86    | 0.12%             | 2026-12-20      | Fixed         | 0.01%                 | 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        |   50500000 | PA      | $231430.82    | 0.05%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.0% 03-20-52                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   84000000 | PA      | $316162.08    | 0.07%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.4% 09-20-52                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   41100000 | PA      | $171570.20    | 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        |   76750000 | PA      | $336639.20    | 0.07%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.6% 12-20-33                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   55750000 | PA      | $322734.63    | 0.07%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.1% 09-20-54                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   82450000 | PA      | $403899.20    | 0.09%             | 2054-09-20      | Fixed         | 2.10%                 | 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        |  165550000 | PA      | $978746.74    | 0.22%             | 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        |  106550000 | PA      | $676695.21    | 0.15%             | 2027-07-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.7% 03-20-44                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   86550000 | PA      | $463112.12    | 0.10%             | 2044-03-20      | 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        |  348590000 | PA      | $239881.61    | 0.05%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA NDFB 3212 KRW 4.25% 12-10-32                                               | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 1830410000 | PA      | $1338903.84   | 0.30%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA TREASURY BOND KRW (B) 3.25% 12-10-35                                       | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  688360000 | PA      | $474428.20    | 0.11%             | 2035-12-10      | Fixed         | 3.25%                 | 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        |      93000 | PA      | $26274.56     | 0.01%             | 2047-05-08      | Fixed         | 4.89%                 | 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        |    3466000 | PA      | $875880.75    | 0.19%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                      | VALE SA ON                                                                       | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     120881 | NS      | $1580518.24   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| VIKING HOLDINGS LTD                                                          | VIKING HOLDINGS LTD                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       9998 | NS      | $713957.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.054% 04-18-39                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     601000 | PA      | $152539.81    | 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        |    1307000 | PA      | $335755.68    | 0.07%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| VOLVO AB                                                                     | VOLVO AB CL B                                                                    | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      76848 | NS      | $2463278.90   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                   | VERTEX PHARMACEUTICALS INC                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      11410 | NS      | $5172837.60   | 1.15%             |  |  |  | No            |                  1 | 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        |       5421 | PA      | $28147.96     | 0.01%             | 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        |     107100 | PA      | $592675.91    | 0.13%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       7990 | NS      | $744668.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                                         | WASTE MANAGEMENT INC                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       7570 | NS      | $1663204.70   | 0.37%             |  |  |  | No            |                  1 | 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        |       2230 | PA      | $376766.78    | 0.08%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NOVA SCOTIA (PROVINCE OF)                                                    | PROVINCE OF NOVA SCOTIA CANADA CAD 3.15% 12-01-51                                | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     170000 | PA      | $95373.65     | 0.02%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD FWD SALE TO USD 1/12/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-17590.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 1/23/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $30399.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 1/23/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1690.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COP FWD SALE TO USD NDF 1/9/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-735.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 5.5% 01-15-28                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     100000 | PA      | $125286.66    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  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        |     340000 | PA      | $207789.57    | 0.05%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHF FWD PUR FROM USD 1/9/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $1282.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD SALE TO USD 1/9/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-15864.70    | -0.00%            |  |  |  | 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        |     200000 | PA      | $232704.41    | 0.05%             | 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        |     410000 | PA      | $108281.23    | 0.02%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM EUR 1/9/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $1106.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD SALE TO USD 1/9/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-3087.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 0.475% 10-18-30            | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      50000 | PA      | $53517.37     | 0.01%             | 2030-10-18      | Fixed         | 0.47%                 | 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        |     560000 | PA      | $622216.00    | 0.14%             | 2031-03-01      | Fixed         | 7.50%                 | 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        |      70000 | PA      | $77138.62     | 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        |       5000 | PA      | $5746.52      | 0.00%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD SALE TO EUR 1/12/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $499.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 1/12/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $30037.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.8% 07-30-27                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     490000 | PA      | $564347.74    | 0.13%             | 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        |     165000 | PA      | $170581.46    | 0.04%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | CLP FWD SALE TO USD NDF 1/9/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-513.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD SALE TO USD 1/15/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-65137.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 0.0% 01-31-27                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     335000 | PA      | $384935.50    | 0.09%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.15% 04-30-33                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     317000 | PA      | $376519.72    | 0.08%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | CHF FWD SALE TO USD 1/9/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-787.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/9/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-5548.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                        | GFL ENVIRONMENTAL INC S/V (USD)                                                  | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |      11594 | NS      | $497962.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      18827 | NS      | $2310825.98   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/15/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-24172.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 3/16/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $2718.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORNING INC                                                                  | CORNING INC                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      37498 | NS      | $3283324.88   | 0.73%             |  |  |  | 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        |     295899 | NS      | $2793930.69   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODMAN GROUP                                                                | GOODMAN GROUP (REIT)                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      31735 | OU      | $652449.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                 | ALPHABET INC CL C                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       6924 | NS      | $2172751.20   | 0.48%             |  |  |  | No            |                  1 | 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        |     200000 | PA      | $163252.40    | 0.04%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 6.1% 03-15-34                                                  | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      55000 | PA      | $60203.66     | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | 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        |     150000 | PA      | $152163.45    | 0.03%             | 2035-03-01      | Fixed         | 5.45%                 | 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        |     200000 | PA      | $229361.90    | 0.05%             | 2032-11-04      | Fixed         | 3.88%                 | No            |                  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        |      94000 | PA      | $90617.50     | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 0.75% 03-22-32                           | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     100000 | PA      | $100751.19    | 0.02%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.5% 10-14-30                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      80000 | PA      | $93489.79     | 0.02%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 4.0% 10-12-55                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     215000 | PA      | $249288.07    | 0.06%             | 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        |    1475000 | PA      | $1727958.00   | 0.38%             | 2040-12-12      | Fixed         | 3.62%                 | 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        |     860000 | PA      | $872680.91    | 0.19%             | 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        |     110000 | PA      | $125495.71    | 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        |    4300000 | PA      | $47898.77     | 0.01%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                             | EUROPEAN BANK FOR RECONSTRUCTION A 5.25% 01-12-27                                | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |   10100000 | PA      | $110522.36    | 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        |   16200000 | PA      | $180965.91    | 0.04%             | 2029-07-13      | 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        |   22000000 | PA      | $247464.94    | 0.05%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                 | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                             | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $143868.76    | 0.03%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                 | BX 2025-VOLT A 144A FRN 12-15-44                                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     298000 | PA      | $298727.12    | 0.07%             | 2044-12-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-ARIA                                                                 | BX 2025-ARIA A 144A FRN 12-13-42                                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     335000 | PA      | $338465.24    | 0.08%             | 2042-12-13      | Variable      | 5.03%                 | 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        |     135000 | PA      | $139206.60    | 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        |     122093 | PA      | $124440.47    | 0.03%             | 2043-05-25      | Variable      | 6.17%                 | 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        |     100000 | PA      | $104235.90    | 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        |      54884 | PA      | $55329.47     | 0.01%             | 2043-06-25      | Variable      | 5.77%                 | 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        |      34612 | PA      | $34755.73     | 0.01%             | 2043-07-25      | Variable      | 5.57%                 | 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        |      55000 | PA      | $55397.38     | 0.01%             | 2044-01-25      | Variable      | 5.67%                 | 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        |      36465 | PA      | $36451.81     | 0.01%             | 2044-05-25      | Variable      | 4.97%                 | 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        |     121000 | PA      | $121537.97    | 0.03%             | 2044-05-25      | Variable      | 5.52%                 | 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        |     208000 | PA      | $210766.19    | 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        |     200000 | PA      | $209519.20    | 0.05%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  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        |    2000000 | PA      | $117361.65    | 0.03%             | 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      | $24719.73     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.5% 03-15-64                                                | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24302.65     | 0.01%             | 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        |      25000 | PA      | $24326.08     | 0.01%             | 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        |      25000 | PA      | $25700.55     | 0.01%             | 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        |    9100000 | PA      | $521853.61    | 0.12%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                | AMPHENOL CORP EUR SR UNSEC 3.125% 06-16-32                                       | CUSIP: 032095AU5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $116297.32    | 0.03%             | 2032-06-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                       | CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26                                   | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9982.78      | 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        |      20000 | PA      | $17477.94     | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | 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        |     100000 | PA      | $135672.52    | 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        |     170000 | PA      | $198908.35    | 0.04%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 2.2% 02-21-27                                                 | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196287.40    | 0.04%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 2.75% 06-01-31                                                 | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     165000 | PA      | $151614.05    | 0.03%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMERICAN TOWER CORP EUR SR UNSEC 0.875% 05-21-29                                 | CUSIP: 03027XBP4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     130000 | PA      | $142885.74    | 0.03%             | 2029-05-21      | Fixed         | 0.88%                 | 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        |      64000 | PA      | $54641.15     | 0.01%             | 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        |     230000 | PA      | $256699.57    | 0.06%             | 2033-09-09      | Variable      | 0.88%                 | 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        |     196896 | PA      | $159173.96    | 0.04%             | 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        |     200000 | PA      | $195578.80    | 0.04%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 RA5155 05-01-51                                                    | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     323294 | PA      | $261692.20    | 0.06%             | 2051-05-01      | 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        |      94716 | PA      | $92874.24     | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  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        |      31598 | PA      | $30980.48     | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | 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        |      52578 | PA      | $51544.80     | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | 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        |     386778 | PA      | $398087.20    | 0.09%             | 2053-11-01      | Fixed         | 6.00%                 | 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        |      64282 | PA      | $66629.44     | 0.01%             | 2053-03-01      | 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        |      13537 | PA      | $13745.10     | 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        |     195108 | PA      | $198105.78    | 0.04%             | 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        |      19001 | PA      | $19301.23     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS4191 03-01-53                                                    | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     242278 | PA      | $247630.72    | 0.05%             | 2053-03-01      | 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        |      88463 | PA      | $90420.18     | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | 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        |      40408 | PA      | $41308.64     | 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        |      78381 | PA      | $81471.82     | 0.02%             | 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        |      25806 | PA      | $25898.84     | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | 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        |      68223 | PA      | $70844.64     | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | 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        |      93687 | PA      | $96617.38     | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |      52136 | PA      | $54398.65     | 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        |     132534 | PA      | $135201.88    | 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        |      34624 | PA      | $35311.42     | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | 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        |     102426 | PA      | $105923.22    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |      97768 | PA      | $97578.55     | 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        |      89375 | PA      | $89202.18     | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5697 05-01-55                                                    | CUSIP: 31418FKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      57106 | PA      | $54215.80     | 0.01%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                                                                | MEDTRONIC PLC                                                                    | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      13170 | NS      | $1265110.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                           | META PLATFORMS INC CL A                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       4442 | NS      | $2932119.78   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                              | CAPITAL GROUP CENTRAL CASH FUND                                                  | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |     271669 | NS      | $27169651.69  | 6.03%             |  |  |  | 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        |      33369 | NS      | $1106645.55   | 0.25%             |  |  |  | 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      | $47.02        | 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      | $-2901.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COMPANIES INC                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      13476 | NS      | $2500067.52   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                    | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       2492 | NS      | $1645662.79   | 0.37%             |  |  |  | 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      | $3484.71      | 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      | $3463.11      | 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      | $-2276.16     | -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      | $3506.33      | 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      | $4019.58      | 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      | $312.80       | 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      | $285.31       | 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        |      60000 | PA      | $58965.78     | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                         | BANCO DE SABADELL SA EUR REG S SUB (B) 5.125% 06-27-34/29                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $123582.86    | 0.03%             | 2034-06-27      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BMW INTERNATIONAL INVESTMENT BV                                              | BMW INTERNATIONAL INVESTMENT BV GBP REG S SR UNSEC (B) 4.75% 09-04-30            | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $136571.73    | 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        |     604000 | PA      | $668452.84    | 0.15%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 6.298% 05-01-29                                               | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      95000 | PA      | $100870.43    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                        | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     243000 | PA      | $253254.84    | 0.06%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                        | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61704.94     | 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        |      75000 | PA      | $73181.03     | 0.02%             | 2029-09-06      | Fixed         | 3.46%                 | 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        |     220000 | PA      | $86154.20     | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  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        |       7000 | PA      | $6889.45      | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $63841.80     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP EUR SR UNSEC 0.25% 09-14-29                                         | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     250000 | PA      | $266733.09    | 0.06%             | 2029-09-14      | Fixed         | 0.25%                 | 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        |     200000 | PA      | $236916.56    | 0.05%             | 2028-07-27      | Fixed         | 3.62%                 | 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        |     200000 | PA      | $203155.80    | 0.05%             | 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        |      90000 | PA      | $126829.17    | 0.03%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  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        |     135000 | PA      | $141066.77    | 0.03%             | 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        |     225000 | PA      | $235638.68    | 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        |      33000 | PA      | $33739.89     | 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 5.9% 01-07-35                           | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     140000 | PA      | $146047.86    | 0.03%             | 2035-01-07      | Fixed         | 5.90%                 | 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        |     200000 | PA      | $195290.40    | 0.04%             | 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        |      50000 | PA      | $72111.01     | 0.02%             | 2028-10-30      | Fixed         | 7.00%                 | 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        |     100000 | PA      | $116087.55    | 0.03%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.1% 06-24-30                         | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      72000 | PA      | $73712.52     | 0.02%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  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        |     100000 | PA      | $100047.20    | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 4.619% 11-06-31/30                                    | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200659.80    | 0.04%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  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        |     100000 | PA      | $98858.80     | 0.02%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  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        |      60000 | PA      | $60495.42     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.244% 05-13-31/30                     | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     330000 | PA      | $340161.36    | 0.08%             | 2031-05-13      | Variable      | 5.24%                 | 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        |     100000 | PA      | $117201.02    | 0.03%             | 2031-11-13      | Fixed         | 2.00%                 | 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        |     200000 | PA      | $199734.20    | 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        |     200000 | PA      | $197519.40    | 0.04%             | 2030-06-18      | Variable      | 4.38%                 | 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        |     275686 | PA      | $279584.20    | 0.06%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                         | SAMARCO MINERACAO SA 144A LIFE SR UNSEC PIK 9.0% 06-30-31                        | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      46401 | PA      | $47057.11     | 0.01%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  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        |      85000 | PA      | $82245.83     | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC EUR SR UNSEC 3.15% 02-11-32                                     | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |     100000 | PA      | $116373.01    | 0.03%             | 2032-02-11      | Fixed         | 3.15%                 | 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        |     180585 | PA      | $180245.79    | 0.04%             | 2032-07-15      | Variable      | 4.90%                 | 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        |     161478 | PA      | $162325.98    | 0.04%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                              | ONDK 2024-1A B 144A 7.15% 06-17-31                                               | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101552.10    | 0.02%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  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      | $458.39       | 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      | $1089.15      | 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      | $14543.39     | 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      | $1040.02      | 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      | $113.03       | 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      | $-38.58       | -0.00%            |  |  |  | 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      | $6.10         | 0.00%             |  |  |  | No            |                  2 | 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      | $-22.40       | -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      | $11671.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 4.98038% 06-21-23/06-21-28 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $12276.95     | 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      | $-2935.22     | -0.00%            |  |  |  | No            |                  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        |    2870000 | PA      | $442933.18    | 0.10%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.62% 06-25-30                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    6220000 | PA      | $930094.34    | 0.21%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 3.0% 10-15-53                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     360000 | PA      | $58308.24     | 0.01%             | 2053-10-15      | Fixed         | 3.00%                 | 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        |    3860000 | PA      | $568108.77    | 0.13%             | 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        |    2410000 | PA      | $356696.14    | 0.08%             | 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        |    1520000 | PA      | $200829.71    | 0.04%             | 2055-01-15      | Fixed         | 1.92%                 | 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        |    3980000 | PA      | $559484.98    | 0.12%             | 2035-05-15      | Fixed         | 1.65%                 | 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        |     160000 | PA      | $186615.56    | 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 0.0% 11-25-30            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1320000 | PA      | $1355008.94   | 0.30%             | 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        |     410000 | PA      | $466251.48    | 0.10%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.0% 11-25-32            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     610000 | PA      | $667065.89    | 0.15%             | 2032-11-25      | Fixed         | 2.00%                 | 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        |     160000 | PA      | $165603.36    | 0.04%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  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        |     300000 | PA      | $152203.68    | 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        |      90000 | PA      | $100887.97    | 0.02%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  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        |    2459126 | PA      | $2591789.87   | 0.58%             | 2030-08-15      | Fixed         | 0.00%                 | 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        |      80000 | PA      | $37920.79     | 0.01%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 02-15-32             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     540000 | PA      | $543964.40    | 0.12%             | 2032-02-15      | 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        |     530000 | PA      | $578254.53    | 0.13%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  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        |     180000 | PA      | $166519.66    | 0.04%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.7% 08-15-32             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     674000 | PA      | $749697.97    | 0.17%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CELANESE CORPORATION                                                         | CELANESE CORPORATION                                                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       4784 | NS      | $202267.52    | 0.04%             |  |  |  | No            |                  1 | 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        |  548270000 | PA      | $1455804.07   | 0.32%             | 2030-08-21      | Fixed         | 3.00%                 | 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        |  336000000 | PA      | $920520.11    | 0.20%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                    | CONSTELLATION ENERGY CORP                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       3350 | NS      | $1183454.50   | 0.26%             |  |  |  | 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        |       6565 | NS      | $1416833.42   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 1.35% 04-01-30                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     250000 | PA      | $278663.42    | 0.06%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.5% 02-15-31                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1253000000 | PA      | $77361.31     | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP CL A                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      41626 | NS      | $1244201.14   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                               | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     245684 | NS      | $8321627.02   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                                  | CENCORA INC                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       1074 | NS      | $362743.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS GROUP PLC                                                            | COMPASS GROUP PLC                                                                | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      21303 | NS      | $677754.93    | 0.15%             |  |  |  | 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        | 2543000000 | PA      | $160635.40    | 0.04%             | 2033-02-15      | Fixed         | 7.00%                 | 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        |      10000 | PA      | $12708.18     | 0.00%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                       | CTP NV                                                                           | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |      50979 | NS      | $1067857.80   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                 | CHEVRON CORP                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6750 | NS      | $1028767.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                          | DOMINION ENERGY INC                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      72580 | NS      | $4252462.20   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE POST AG                                                             | DEUTSCHE POST AG                                                                 | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      35349 | NS      | $1936143.38   | 0.43%             |  |  |  | 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        |      80000 | PA      | $88128.44     | 0.02%             | 2043-10-18      | Fixed         | 3.00%                 | 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        |     210000 | PA      | $253063.48    | 0.06%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                | DTE ENERGY CO                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      17918 | NS      | $2311063.64   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                             | DUKE ENERGY CORP                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      14059 | NS      | $1647855.39   | 0.37%             |  |  |  | No            |                  1 | 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        |     740000 | PA      | $936732.65    | 0.21%             | 2033-11-01      | Fixed         | 4.35%                 | 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        | 1026000000 | PA      | $63682.39     | 0.01%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                        | MOLINA HEALTHCARE INC                                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       3573 | NS      | $620058.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUTI SUZUKI INDIA LTD                                                      | MARUTI SUZUKI INDIA LTD                                                          | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |       9473 | NS      | $1761024.43   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      10778 | NS      | $1913418.34   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                               | MICROSOFT CORP                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      21713 | NS      | $10500841.06  | 2.33%             |  |  |  | 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        |       1800 | NS      | $338732.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBASSY OFFICE PARKS REIT                                                    | EMBASSY OFFICE PARKS REIT (REIT)                                                 | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |     187618 | NS      | $909188.52    | 0.20%             |  |  |  | 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        |     900000 | PA      | $1127430.83   | 0.25%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  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        |     100000 | PA      | $113877.35    | 0.03%             | 2034-10-18      | Fixed         | 2.60%                 | 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        | 2889000000 | PA      | $182281.61    | 0.04%             | 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        |     200000 | PA      | $233294.59    | 0.05%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8758 08-01-54                                                    | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      72446 | PA      | $74670.30     | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | 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        |       2517 | PA      | $2554.54      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |     448272 | PA      | $455365.71    | 0.10%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 3.65% 08-01-35         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     795000 | PA      | $949080.26    | 0.21%             | 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        |  465250000 | PA      | $2773934.32   | 0.62%             | 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        |  134150000 | PA      | $847801.62    | 0.19%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ACCENTURE PLC                                                                | ACCENTURE PLC CL A                                                               | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       2486 | NS      | $666993.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                | AUTOMATIC DATA PROCESSING INC                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       4193 | NS      | $1078565.39   | 0.24%             |  |  |  | No            |                  1 | 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        |     119739 | PA      | $120296.20    | 0.03%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                                                           | FRANCO-NEVADA CORP (USD)                                                         | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |       5241 | NS      | $1086354.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCO-NEVADA CORP                                                           | FRANCO-NEVADA CORP                                                               | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |       4075 | NS      | $844689.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                                    | AIRBUS SE                                                                        | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | FR        |       7673 | NS      | $1779777.77   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                                               | AIR LIQUIDE SA                                                                   | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        974 | NS      | $183292.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 1/9/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-53.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD PUR FROM USD 1/12/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-152.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD SALE TO USD 1/12/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-771.73      | -0.00%            |  |  |  | No            |                  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        |     360000 | PA      | $380686.32    | 0.08%             | 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        |     290000 | PA      | $331036.74    | 0.07%             | 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        |      50000 | PA      | $45975.50     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINE GOVERNMENT INTERNATIONAL BOND EUR 0.875% 05-17-27                     | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     110000 | PA      | $126377.99    | 0.03%             | 2027-05-17      | Fixed         | 0.88%                 | 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        |     125000 | PA      | $75709.63     | 0.02%             | 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        |     137000 | PA      | $92559.26     | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | 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        |     697575 | PA      | $718665.56    | 0.16%             | 2028-10-15      | Fixed         | 2.38%                 | 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        |     822000 | PA      | $835903.39    | 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        |    1160000 | PA      | $1174358.48   | 0.26%             | 2027-04-15      | 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% 01-31-33                                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     330000 | PA      | $417899.67    | 0.09%             | 2033-01-31      | Fixed         | 3.25%                 | 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        |     205000 | PA      | $242317.71    | 0.05%             | 2054-07-31      | Fixed         | 4.38%                 | 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        |     200000 | PA      | $147929.10    | 0.03%             | 2046-11-15      | Fixed         | 2.88%                 | 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        |    2457960 | PA      | $2525922.75   | 0.56%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 BW9648 07-01-53                                                    | CUSIP: 3140N2WJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      85510 | PA      | $79294.44     | 0.02%             | 2053-07-01      | Fixed         | 3.50%                 | 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        |     998774 | PA      | $1026083.09   | 0.23%             | 2054-09-01      | 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        |       5047 | PA      | $5120.95      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |      71729 | PA      | $70093.74     | 0.02%             | 2054-11-01      | Fixed         | 4.50%                 | 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        |        874 | PA      | $886.88       | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD8484 11-01-54                                                    | CUSIP: 3132DWM91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     174978 | PA      | $166123.39    | 0.04%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD8487 12-01-54                                                    | CUSIP: 3132DWNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      94134 | PA      | $89370.70     | 0.02%             | 2054-12-01      | Fixed         | 4.00%                 | 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        |      12960 | PA      | $12935.26     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | 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        |      66640 | PA      | $68877.12     | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8453 08-01-54                                                    | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      21167 | PA      | $21487.83     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | 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        |       6379 | PA      | $6630.37      | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 0.5% 10-01-50                                      | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     438266 | PA      | $50227.53     | 0.01%             | 2050-10-01      | Fixed         | 0.50%                 | 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        |    4925416 | PA      | $636906.24    | 0.14%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 1.0% 10-01-50                                      | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     529717 | PA      | $64922.66     | 0.01%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                            | GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52                                | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      80000 | PA      | $55500.16     | 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        |     100000 | PA      | $73823.60     | 0.02%             | 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        |       7150 | NS      | $2407119.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                               | GE HEALTHCARE TECHNOLOGIES INC                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       5321 | NS      | $436428.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.3% 02-15-33             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     300000 | PA      | $344570.29    | 0.08%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.875% 06-15-28            | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      65000 | PA      | $79232.01     | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 02-15-35             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     130000 | PA      | $148891.37    | 0.03%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/26/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $23815.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO GBP 1/22/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $4244.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/29/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-3478.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD REG S 3.0% 11-21-33                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     725000 | PA      | $433418.63    | 0.10%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  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        |     905000 | PA      | $567122.77    | 0.13%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 2.9% 02-20-34        | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     120000 | PA      | $140076.60    | 0.03%             | 2034-02-20      | Fixed         | 2.90%                 | 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        |       1142 | PA      | $183143.00    | 0.04%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       1654 | PA      | $262771.27    | 0.06%             | 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        |      10887 | PA      | $1985672.40   | 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        |     270000 | PA      | $315951.65    | 0.07%             | 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        |        229 | PA      | $37339.21     | 0.01%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        229 | PA      | $35812.06     | 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        |       4075 | PA      | $609750.36    | 0.14%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                          | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 4.7% 09-01-30 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   55000000 | PA      | $60041.36     | 0.01%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  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        |     246000 | PA      | $178675.22    | 0.04%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADIAN GOVERNMENT BOND CAD 1.5% 12-01-31                                       | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      60000 | PA      | $39949.22     | 0.01%             | 2031-12-01      | Fixed         | 1.50%                 | 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        |      42000 | PA      | $31505.17     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     129000 | PA      | $85679.22     | 0.02%             | 2051-12-02      | Fixed         | 3.10%                 | 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        |     200000 | PA      | $207982.80    | 0.05%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  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        |      59000 | PA      | $56027.64     | 0.01%             | 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        |     100000 | PA      | $119178.21    | 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        |      45000 | PA      | $56150.91     | 0.01%             | 2032-06-01      | Fixed         | 9.25%                 | 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        |     200000 | PA      | $222034.06    | 0.05%             | 2030-11-19      | Variable      | 1.75%                 | 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        |     160000 | PA      | $157445.76    | 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        |     100000 | PA      | $134752.81    | 0.03%             | 2027-08-17      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                          | EQUINIX EUROPE 2 FINANCING CORP LLC SR UNSEC 5.5% 06-15-34                       | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103569.70    | 0.02%             | 2034-06-15      | Fixed         | 5.50%                 | 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        |      25000 | PA      | $25299.90     | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                           | ESSEX PORTFOLIO LP SR UNSEC 3.375% 04-15-26                                      | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39909.64     | 0.01%             | 2026-04-15      | Fixed         | 3.38%                 | 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        |      75000 | PA      | $74863.88     | 0.02%             | 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        |     176000 | PA      | $159781.78    | 0.04%             | 2030-07-15      | Fixed         | 2.15%                 | 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        |     200000 | PA      | $186208.40    | 0.04%             | 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        |     200000 | PA      | $190205.60    | 0.04%             | 2028-07-12      | Variable      | 2.12%                 | Yes           |                  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        |     250000 | PA      | $263565.75    | 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        |     200000 | PA      | $207275.20    | 0.05%             | 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        |     295000 | PA      | $305264.97    | 0.07%             | 2056-05-25      | Fixed         | 3.75%                 | 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        |     320000 | PA      | $246768.64    | 0.05%             | 2041-07-12      | Fixed         | 3.12%                 | 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        |    1119000 | PA      | $829884.58    | 0.18%             | 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        |    4100000 | PA      | $602250.55    | 0.13%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      46281 | NS      | $8487935.40   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC                                                         | RYANAIR HOLDINGS PLC                                                             | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |      21391 | NS      | $742864.28    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                                                    | SAFRAN SA                                                                        | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       1987 | NS      | $691438.23    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                                                       | SANOFI                                                                           | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      25714 | NS      | $2494713.92   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                               | STARBUCKS CORP                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      23917 | NS      | $2014050.57   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                                                      | SEMBCORP INDUSTRIES LTD                                                          | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |      60700 | NS      | $283364.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                    | SHELL PLC (LONDON)                                                               | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      45924 | NS      | $1686983.22   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS RE AG                                                                  | SWISS RE AG                                                                      | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |       5412 | NS      | $902472.67    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC                                                           | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     149081 | NS      | $3640708.56   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                         | SMURFIT WESTROCK PLC                                                             | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      40261 | NS      | $1556892.87   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                                                 | STRYKER CORP                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       3371 | NS      | $1184805.37   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                                   | SYSCO CORP                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      10540 | NS      | $776692.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     134741 | NS      | $3346966.44   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                                                          | TRANSDIGM GROUP INC                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1573 | NS      | $2091854.05   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                        | UBER TECHNOLOGIES INC                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      20061 | NS      | $1639184.31   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                                                      | AUS GB 10YR FUT XMH6 03-16-26                                                    | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |          8 | NC      | $2783.01      | 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        |          4 | NC      | $980.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CORRA 90DAY FUT CORH6 06-16-26                                                   | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         96 | NC      | $52058.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CAN GB 5YR FUT XQH6 03-20-26                                                     | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         14 | NC      | $-10218.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MIDEA GROUP CO LTD                                                           | MIDEA GROUP CO LTD A (SZSE NORTH)                                                | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     166950 | NS      | $1866440.68   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO USD 1/12/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1677.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RON FWD SALE TO USD 1/12/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-786.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SGD FWD SALE TO USD 1/12/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1057.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD SALE TO USD 1/12/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-2008.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRY FWD PUR FROM USD 1/7/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $3435.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 1/14/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $1947.84      | 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        |       1994 | NS      | $1513480.13   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZAR FWD PUR FROM USD 1/12/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $6212.16      | 0.00%             |  |  |  | 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        |     100000 | PA      | $121127.39    | 0.03%             | 2037-03-26      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 5.55% 06-23-35                                        | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7182.05      | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                | AIA GROUP LTD                                                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      74200 | NS      | $762144.79    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC PROPERTY & CASUALTY CO LTD                                              | PICC PROPERTY & CASUALTY CO LTD H                                                | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |     320000 | NS      | $670914.42    | 0.15%             |  |  |  | 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        |     214000 | NS      | $10454622.80  | 2.32%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                                                  | HITACHI LTD                                                                      | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      82300 | NS      | $2553246.00   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO DENKO CORP                                                             | NITTO DENKO CORP                                                                 | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |     122500 | NS      | $2910718.03   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI CORP                                                                     | IHI CORP                                                                         | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |     186108 | NS      | $3281479.25   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                                              | NINTENDO CO LTD                                                                  | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       8400 | NS      | $567414.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                                                  | ITOCHU CORP                                                                      | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     128500 | NS      | $1622008.99   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                   | MIZUHO FINANCIAL GROUP INC                                                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      34600 | NS      | $1256384.83   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                          | SOFTBANK GROUP CORP                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |      21252 | NS      | $599142.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                           | ANGLO AMERICAN PLC                                                               | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      43941 | NS      | $1810781.17   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                    | APPLE INC                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      13709 | NS      | $3726928.74   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       5175 | NS      | $1182435.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                          | ABBOTT LABORATORIES                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      27403 | NS      | $3433321.87   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOR SA                                                                     | ACCOR SA                                                                         | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |      10541 | NS      | $597263.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                                  | ALNYLAM PHARMACEUTICALS INC                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       3997 | NS      | $1589407.05   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                                        | APPLIED MATERIALS INC                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       3494 | NS      | $897923.06    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                               | AMAZON.COM INC                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      28311 | NS      | $6534745.02   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                 | AIR PRODUCTS & CHEMICALS INC                                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       4593 | NS      | $1134562.86   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                 | APOLLO GLOBAL MANAGEMENT INC CV PFD SER A 6.75% 07-31-26                         | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      20865 | NS      | $1575724.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARM HOLDINGS PLC                                                             | ARM HOLDINGS PLC ADR                                                             | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |       9479 | NS      | $1036149.49   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKINSREALIS GROUP INC                                                       | ATKINSREALIS GROUP INC                                                           | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |       7290 | NS      | $470579.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      34396 | NS      | $11904455.60  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                              | ASTRAZENECA PLC (GBP)                                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       3470 | NS      | $639145.86    | 0.14%             |  |  |  | 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        |    1689969 | NS      | $4398905.03   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                              | BAE SYSTEMS PLC                                                                  | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      85249 | NS      | $1959790.42   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                                | BANCO BPM SPA                                                                    | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |      95108 | NS      | $1444663.13   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                 | BRITISH AMERICAN TOBACCO PLC                                                     | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      75162 | NS      | $4260005.32   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | BOMBARDIER INC CL B S/V                                                          | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |       4123 | NS      | $701410.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     138658 | NS      | $3243229.93   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                | BLACKROCK INC                                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       1721 | NS      | $1842055.14   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                  | BIOMARIN PHARMACEUTICAL INC                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      10659 | NS      | $633464.37    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                               | BNP PARIBAS SA                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      10716 | NS      | $1014007.77   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                  | BOUYGUES SA                                                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      13919 | NS      | $721553.35    | 0.16%             |  |  |  | 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        |     180000 | PA      | $47618.25     | 0.01%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 8.0% 07-31-53                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       8810 | PA      | $41783.69     | 0.01%             | 2053-07-31      | Fixed         | 8.00%                 | 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        |     653000 | PA      | $169928.04    | 0.04%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                 | ALPHABET INC CL A                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      19544 | NS      | $6117272.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                                                | HDFC BANK LTD ADR                                                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      49471 | NS      | $1807670.34   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                                                | HDFC BANK LTD                                                                    | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      46716 | NS      | $516213.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HANNOVER RUECK SE                                                            | HANNOVER RUECK SE                                                                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |       1705 | NS      | $532715.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                                                 | 3I GROUP PLC                                                                     | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |      15320 | NS      | $666532.66    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                          | IMPERIAL BRANDS PLC                                                              | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     108137 | NS      | $4546269.99   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     129152 | NS      | $3630616.60   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       9865 | NS      | $3178700.30   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND CO                                                             | ELI LILLY AND CO                                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       7436 | NS      | $7991320.48   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNDIN GOLD INC                                                              | LUNDIN GOLD INC                                                                  | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      31847 | NS      | $2645583.00   | 0.59%             |  |  |  | No            |                  1 | 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        |       1773 | NS      | $1336665.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | MASTERCARD INC CL A                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       3306 | NS      | $1887329.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 3.469% 04-15-34                                            | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     123000 | PA      | $112196.17    | 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        |     105000 | PA      | $104263.64    | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FERRARI NV                                                                   | FERRARI NV                                                                       | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |       3878 | NS      | $1433153.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                                                   | FERRARI NV                                                                       | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |       1664 | NS      | $619564.35    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       3526 | NS      | $983471.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                                     | ROLLS-ROYCE HOLDINGS PLC                                                         | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      90309 | NS      | $1403685.37   | 0.31%             |  |  |  | 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        |     120000 | PA      | $101563.80    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                          | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     110000 | PA      | $117750.60    | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                       | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      78000 | PA      | $82827.42     | 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        |     107000 | PA      | $108167.05    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                        | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                     | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      21000 | PA      | $19898.34     | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | 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        |      65000 | PA      | $73594.82     | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                     | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26367.80     | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 10-31-33                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     370000 | PA      | $449620.63    | 0.10%             | 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        |     120000 | PA      | $142252.88    | 0.03%             | 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        |     240000 | PA      | $287812.78    | 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        |     377568 | PA      | $373245.37    | 0.08%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPER BANCA SPA                                                               | BPER BANCA SPA                                                                   | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |      39690 | NS      | $536707.95    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                      | E.ON SE                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      67347 | NS      | $1276690.56   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                           | EXPAND ENERGY CORP (NEW)                                                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       6349 | NS      | $700675.64    | 0.16%             |  |  |  | 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        |     125000 | PA      | $125846.25    | 0.03%             | 2027-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-49                 | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     271690 | PA      | $195541.92    | 0.04%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 05-15-50                                       | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1154700 | PA      | $554314.77    | 0.12%             | 2050-05-15      | Fixed         | 1.25%                 | 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        |     148000 | PA      | $154089.76    | 0.03%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-3                       | AASET 2025-3A A 144A 5.243% 02-16-50                                             | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     322546 | PA      | $323848.61    | 0.07%             | 2050-02-16      | Fixed         | 5.24%                 | Yes           |                  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        |     285200 | PA      | $199584.93    | 0.04%             | 2041-02-15      | Fixed         | 1.88%                 | 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        |     873300 | PA      | $643586.73    | 0.14%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  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        |      55000 | PA      | $57193.07     | 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        |      93464 | PA      | $95090.57     | 0.02%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  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        |     270000 | PA      | $234627.81    | 0.05%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                      | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     149100 | PA      | $120965.04    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  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        |     100000 | PA      | $101287.40    | 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        |     113000 | PA      | $113728.74    | 0.03%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  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        |    1094000 | PA      | $1108046.63   | 0.25%             | 2030-02-28      | Fixed         | 4.00%                 | 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        |    4484000 | PA      | $4536676.24   | 1.01%             | 2028-06-30      | Fixed         | 4.00%                 | 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        |     100000 | PA      | $100531.30    | 0.02%             | 2029-08-15      | Fixed         | 6.59%                 | 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        |     100000 | PA      | $100764.50    | 0.02%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 09-30-28                                      | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1875000 | PA      | $1928163.00   | 0.43%             | 2028-09-30      | Fixed         | 4.62%                 | 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        |     200000 | PA      | $211801.00    | 0.05%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                  | MLANE 2025-C A 144A 4.78% 12-16-30                                               | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100533.70    | 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        |      75552 | PA      | $75857.58     | 0.02%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                 | PEAC 2025-1A A2 144A 4.94% 10-20-28                                              | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86000 | PA      | $86564.76     | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                  | PRNT 2025-A A 144A 4.84% 09-15-29                                                | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100290.20    | 0.02%             | 2029-09-15      | Fixed         | 4.84%                 | Yes           |                  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        |     320000 | PA      | $290001.54    | 0.06%             | 2054-08-15      | Fixed         | 4.25%                 | 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        |     755000 | PA      | $751726.40    | 0.17%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  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        |      61878 | PA      | $62563.90     | 0.01%             | 2052-11-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                 | SSTRT 2025-A B 144A 5.038% 07-25-31                                              | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |       9959 | PA      | $10050.10     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  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        |    1544000 | PA      | $1603830.15   | 0.36%             | 2035-02-15      | Fixed         | 4.62%                 | 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        |     933698 | PA      | $886429.40    | 0.20%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  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        |     231000 | PA      | $236080.15    | 0.05%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  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        |      24000 | PA      | $24082.46     | 0.01%             | 2039-12-15      | Variable      | 5.20%                 | Yes           |                  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        |     813000 | PA      | $529702.41    | 0.12%             | 2039-09-15      | Fixed         | 5.50%                 | 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        |    1710000 | PA      | $1715360.85   | 0.38%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                       | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     326000 | PA      | $328954.41    | 0.07%             | 2035-05-15      | Fixed         | 4.25%                 | 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        |    1090000 | PA      | $1104050.75   | 0.24%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  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        |      10385 | PA      | $10539.13     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5583 01-01-55                                                    | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     177474 | PA      | $168493.27    | 0.04%             | 2055-01-01      | 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        |    1510000 | PA      | $1515838.72   | 0.34%             | 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        |    2117000 | PA      | $2133125.61   | 0.47%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8469 10-01-54                                                    | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      32310 | PA      | $32793.02     | 0.01%             | 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        |      14047 | PA      | $14601.97     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                  | TREASURY CORP OF VICTORIA EUR REG S 3.625% 09-29-40                              | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |     200000 | PA      | $230574.24    | 0.05%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 11-15-35                                        | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     390000 | PA      | $384698.42    | 0.09%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 DC7042 12-01-54                                                    | CUSIP: 3140AUZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     280707 | PA      | $274955.67    | 0.06%             | 2054-12-01      | Fixed         | 4.50%                 | 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        |      64307 | PA      | $65255.20     | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.5% 11-30-30                                        | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     210000 | PA      | $207940.95    | 0.05%             | 2030-11-30      | Fixed         | 3.50%                 | 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        |     785000 | PA      | $1068147.59   | 0.24%             | 2032-06-07      | Fixed         | 4.25%                 | 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        |      60412 | PA      | $61303.46     | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | 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        |     395084 | PA      | $386010.56    | 0.09%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 2.5% 07-22-65                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     340000 | PA      | $256029.14    | 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        |     410000 | PA      | $532702.41    | 0.12%             | 2027-07-22      | Fixed         | 1.25%                 | 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        |      98744 | PA      | $101443.40    | 0.02%             | 2055-02-01      | 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        |     205123 | PA      | $204794.47    | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | 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        |     210000 | PA      | $240410.93    | 0.05%             | 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 1.25% 07-31-51                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     413000 | PA      | $247034.89    | 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        |     750000 | PA      | $844514.60    | 0.19%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.375% 08-15-50                                      | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     570000 | PA      | $281031.43    | 0.06%             | 2050-08-15      | Fixed         | 1.38%                 | 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        |      49881 | PA      | $49772.34     | 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        |     237234 | PA      | $236774.70    | 0.05%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.375% 05-15-51                                      | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     510000 | PA      | $322207.44    | 0.07%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                        | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     560000 | PA      | $321629.78    | 0.07%             | 2051-08-15      | Fixed         | 2.00%                 | 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        |     306000 | PA      | $288644.05    | 0.06%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEVELOPMENT BANK INR SR UNSEC 6.72% 02-08-28                               | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |   18000000 | PA      | $201129.51    | 0.04%             | 2028-02-08      | Fixed         | 6.72%                 | 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        |      43071 | PA      | $43048.41     | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5670 04-01-55                                                    | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      37559 | PA      | $35658.38     | 0.01%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 3.375% 10-04-39                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      40000 | PA      | $46078.09     | 0.01%             | 2039-10-04      | Fixed         | 3.38%                 | 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        |   19300000 | PA      | $222100.08    | 0.05%             | 2033-10-23      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DB8491 07-01-54                                                    | CUSIP: 3140AJNH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     466646 | PA      | $474592.26    | 0.11%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DD0782 03-01-55                                                    | CUSIP: 3140B02Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      39313 | PA      | $39884.06     | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | 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        |    5700000 | PA      | $64008.93     | 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        |   43800000 | PA      | $487014.13    | 0.11%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK 2.875% 01-15-35                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      45000 | PA      | $52147.28     | 0.01%             | 2035-01-15      | Fixed         | 2.88%                 | 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        |     177844 | PA      | $181723.46    | 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        |     150906 | PA      | $155588.55    | 0.03%             | 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        |      72123 | PA      | $75055.60     | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DC0495 09-01-54                                                    | CUSIP: 3140AMRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     315780 | PA      | $320470.79    | 0.07%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8515 03-01-55                                                    | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     960703 | PA      | $974875.67    | 0.22%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 MA5737 06-01-55                                                    | CUSIP: 31418FLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      41442 | PA      | $43077.80     | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.5 QE1079 04-01-52                                                    | CUSIP: 3133BAFU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      66002 | PA      | $61204.39     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | 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        |      74636 | PA      | $77696.49     | 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        |      76033 | PA      | $78624.07     | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5792 08-01-55                                                    | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     234700 | PA      | $238107.87    | 0.05%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 RQ0026 07-01-55                                                    | CUSIP: 3142J6A45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     874508 | PA      | $872610.81    | 0.19%             | 2055-07-01      | Fixed         | 5.00%                 | 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        |     318708 | PA      | $325089.51    | 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        |      84606 | PA      | $86018.63     | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 4.254% 05-09-24/05-09-27 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $902.67       | 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      | $-21795.76    | -0.00%            |  |  |  | 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        |      63606 | PA      | $65617.72     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8757 08-01-54                                                    | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      66769 | PA      | $69342.86     | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | 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      | $575.80       | 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      | $-22101.33    | -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        |      84495 | PA      | $87373.88     | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | 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      | $-19811.67    | -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      | $37608.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.3395% 09-23-25/09-23-27 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-885.89      | -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      | $22528.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 14.115% 04-08-25/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7597.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 14.05% 04-15-25/01-02-29                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $4985.01      | 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      | $3048.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                           | NEXTERA ENERGY INC                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      12754 | NS      | $1023891.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                           | NEXTERA ENERGY INC CV PFD EQUITY UNITS 7.234% 11-01-27                           | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      27600 | NS      | $1345500.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                                                 | NEWMONT CORP                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       7198 | NS      | $718720.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                                    | NESTLE SA                                                                        | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       9977 | NS      | $991648.15    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                  | NETFLIX INC                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       9170 | NS      | $859779.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                                            | NATIONAL GRID PLC                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     125726 | NS      | $1937577.76   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK AS                                                              | NOVO NORDISK AS CL B                                                             | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      67966 | NS      | $3464417.18   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                  | NVIDIA CORP                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      54735 | NS      | $10208077.50  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NATWEST GROUP PLC                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     154953 | NS      | $1351493.69   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                            | OMNICOM GROUP INC                                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      12053 | NS      | $973279.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                                  | PAYCHEX INC                                                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       5809 | NS      | $651653.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                                   | PACCAR INC                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       6185 | NS      | $677319.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                    | PG&E CORP                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      78708 | NS      | $1264837.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT OPT RXG6C C @ 131.5 01-23-26                                  | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              |  | DE        |         18 | NC      | $4001.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT OPT RXG6P P @ 126.5 01-23-26                                  | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              |  | DE        |         18 | NC      | $-17.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                                                 | POWER GRID CORP OF INDIA LTD                                                     | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |     588187 | NS      | $1730248.13   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      28949 | NS      | $4643419.60   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                   | PINNACLE WEST CAPITAL CORP                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      12517 | NS      | $1110257.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | USD P JPY C FX OPT @ 147 02-18-26                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    2000000 | PA      | $2075.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                                           | QANTAS AIRWAYS LTD                                                               | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      97783 | NS      | $674597.82    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/30/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $693.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 1/9/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-3008.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO EUR 1/12/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1399.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 1/22/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-2990.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO EUR 1/16/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-4679.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 1/16/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-32163.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 1/12/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-29480.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INR FWD SALE TO USD NDF 1/9/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-2263.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IDR FWD SALE TO USD NDF 1/9/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $241.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ILS FWD SALE TO USD 1/15/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-877.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 1/9/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $7774.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 1/9/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $4863.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 1/15/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $99683.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 1/9/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1020.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 1/9/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $4022.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KRW FWD SALE TO USD NDF 1/9/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-23497.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KRW FWD SALE TO USD NDF 1/9/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-11117.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 1/8/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-15618.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 1/9/2026                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-4405.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 1/12/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1850.65     | -0.00%            |  |  |  | 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        |      75000 | PA      | $76569.68     | 0.02%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                 | TAKEDA PHARMACEUTICAL CO LTD EUR REG S SR UNSEC 2.25% 11-21-26                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $117437.85    | 0.03%             | 2026-11-21      | Fixed         | 2.25%                 | 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        |     200000 | PA      | $192065.60    | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC SR UNSEC 5.15% 04-15-34                                         | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     115000 | PA      | $117596.24    | 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        |      65000 | PA      | $63828.57     | 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        |      70000 | PA      | $63477.61     | 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        |     644168 | PA      | $680467.29    | 0.15%             | 2044-01-22      | Fixed         | 3.25%                 | 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        |     100000 | PA      | $100422.80    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 4.0% 05-15-29                                    | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149905.20    | 0.03%             | 2029-05-15      | Fixed         | 4.00%                 | 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        |     100000 | PA      | $122126.55    | 0.03%             | 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        |      40000 | PA      | $41763.60     | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | 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        |     140000 | PA      | $152374.32    | 0.03%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32                              | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88154.10     | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | 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        |     150000 | PA      | $180632.35    | 0.04%             | 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        |      19198 | NS      | $975066.42    | 0.22%             |  |  |  | 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        |     200000 | PA      | $198813.20    | 0.04%             | 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        |     550000 | PA      | $83311.33     | 0.02%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  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        |     280000 | PA      | $287441.28    | 0.06%             | 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        |    1060000 | PA      | $154547.05    | 0.03%             | 2027-01-14      | Fixed         | 3.43%                 | 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        |    8580000 | PA      | $1258932.04   | 0.28%             | 2027-07-10      | Fixed         | 3.39%                 | 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        |     200000 | PA      | $256383.98    | 0.06%             | 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        |     100000 | PA      | $123209.61    | 0.03%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSEC 8.625% 01-19-29                                            | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     125000 | PA      | $134062.13    | 0.03%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK OF THAILAND                                               | EXPORT-IMPORT BANK OF THAILAND 5.354% 05-15-29                                   | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | USGA              | TH        |     200000 | PA      | $207379.80    | 0.05%             | 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        |     100000 | PA      | $116663.51    | 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) 2.625% 12-31-79/06-01-28      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $229774.87    | 0.05%             | 2079-12-31      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK (THE)                                                 | KOREA DEVELOPMENT BANK 6.75% 07-01-30                                            | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | USGA              | KR        |   10000000 | PA      | $110273.21    | 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        |     100000 | PA      | $126027.74    | 0.03%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                      | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1455000 | PA      | $1478464.79   | 0.33%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                      | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      80000 | PA      | $65181.60     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND 6.4% 02-14-35                               | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $211420.00    | 0.05%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD 1.5% 06-21-31                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     115000 | PA      | $66211.20     | 0.01%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 0.0% 02-20-31        | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     500000 | PA      | $513810.96    | 0.11%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 2.78% 12-13-32                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      70000 | PA      | $81614.36     | 0.02%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  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        |      66167 | PA      | $65997.55     | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | 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        |      20148 | PA      | $20187.60     | 0.00%             | 2045-02-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                 | CAS 2025-R02 1M1 144A FRN 02-25-45                                               | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      35434 | PA      | $35499.30     | 0.01%             | 2045-02-25      | Variable      | 5.02%                 | Yes           |                  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        |      51449 | PA      | $52901.12     | 0.01%             | 2054-08-01      | 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        |      36656 | PA      | $38125.11     | 0.01%             | 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        |    1470079 | PA      | $1546598.49   | 0.34%             | 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        |     329898 | PA      | $347078.18    | 0.08%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5907 12-01-55                                                    | CUSIP: 31418FR58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     154905 | PA      | $147028.88    | 0.03%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SL1880 11-01-53                                                    | CUSIP: 31427PCS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      13536 | PA      | $14106.09     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 DD2618 03-01-55                                                    | CUSIP: 3140B24C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     930843 | PA      | $883515.57    | 0.20%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 DF7614 12-01-55                                                    | CUSIP: 3140BYN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      81495 | PA      | $85586.86     | 0.02%             | 2055-12-01      | Fixed         | 6.50%                 | 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        |     188628 | PA      | $190729.28    | 0.04%             | 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        |     100000 | PA      | $101276.70    | 0.02%             | 2039-05-10      | Variable      | 5.88%                 | 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        |     131000 | PA      | $135930.71    | 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        |     157000 | PA      | $162963.49    | 0.04%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                | HHT 2025-MAUI A 144A FRN 03-15-42                                                | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100221.30    | 0.02%             | 2042-03-15      | Variable      | 5.14%                 | 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        |     295000 | PA      | $295733.67    | 0.07%             | 2042-03-15      | Variable      | 5.10%                 | 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        |     138840 | PA      | $138988.73    | 0.03%             | 2039-12-15      | Variable      | 5.29%                 | 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        |      50228 | PA      | $50934.09     | 0.01%             | 2054-07-25      | Variable      | 6.62%                 | 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        |      98501 | PA      | $99344.01     | 0.02%             | 2069-12-25      | Variable      | 5.72%                 | 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        |      96541 | PA      | $96853.80     | 0.02%             | 2070-08-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S 1.5% 10-01-37                                            | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     396857 | PA      | $57986.77     | 0.01%             | 2037-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 1.5% 10-01-40                                      | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    1054205 | PA      | $151002.61    | 0.03%             | 2040-10-01      | Fixed         | 1.50%                 | 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        |      81952 | PA      | $76637.83     | 0.02%             | 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        |     128000 | PA      | $128367.23    | 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        |      69574 | PA      | $70220.91     | 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        |     135904 | PA      | $137538.59    | 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        |     196699 | PA      | $198454.52    | 0.04%             | 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        |     179921 | PA      | $181824.20    | 0.04%             | 2064-12-01      | Variable      | 5.65%                 | 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        |     175779 | PA      | $21330.31     | 0.00%             | 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        |      99868 | PA      | $100029.29    | 0.02%             | 2042-02-17      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA1                                                              | STACR 2025-DNA1 A1 144A FRN 01-25-45                                             | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-CBDO         | CORP              | US        |      22550 | PA      | $22561.93     | 0.01%             | 2045-01-25      | Variable      | 4.82%                 | 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        |     555000 | PA      | $550695.98    | 0.12%             | 2042-02-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.5 UMBS TBA 01-01-56                                                       | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     338486 | PA      | $330489.95    | 0.07%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 6.5 UMBS TBA 01-01-56                                                       | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19527 | PA      | $20296.31     | 0.00%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.0 UMBS TBA 01-01-56                                                       | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     485158 | PA      | $460249.50    | 0.10%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 3.5 UMBS TBA 01-01-56                                                       | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7232 | PA      | $6687.05      | 0.00%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 5.5 UMBS TBA 01-01-56                                                       | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     483000 | PA      | $489829.14    | 0.11%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 2.0 UMBS TBA 01-01-56                                                       | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1030000 | PA      | $832847.70    | 0.18%             | 2056-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 3.5 UMBS TBA 02-01-56                                                       | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     392005 | PA      | $361211.05    | 0.08%             | 2056-02-01      | Fixed         | 3.50%                 | 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        |      98269 | PA      | $99464.90     | 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        |     196536 | PA      | $199211.97    | 0.04%             | 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        |      83699 | PA      | $84329.79     | 0.02%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** AMERICAN FUNDS INSURANCE SERIES

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior