# EDGAR Filing Document

**Accession Number:** 0000883676
**File Stem:** 0001410368-25-031108
**Filing Date:** 2025-11
**Character Count:** 914469
**Document Hash:** c7855b5451450a3251c9df48f41f31cd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031108.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-031108

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB GLOBAL BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000883676

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06554
- **FILM NUMBER:** 251522261

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN GLOBAL BOND FUND INC
- **DATE OF NAME CHANGE:** 20071105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN GLOBAL GOVERNMENT INCOME TRUST INC
- **DATE OF NAME CHANGE:** 20060201

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN AMERICAS GOVERNMENT INCOME TRUST INC
- **DATE OF NAME CHANGE:** 20030319

## Series and Classes Contracts Data

### AB GLOBAL BOND FUND, INC. (Series ID: S000010128)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000028113 | Class A       | ANAGX           |
| C000028115 | Class C       | ANACX           |
| C000057411 | Class I       | ANAIX           |
| C000057412 | Advisor Class | ANAYX           |
| C000135460 | Class Z       | ANAZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB GLOBAL BOND FUND, INC.

- **b. Investment Company Act file number:** 811-06554

- **c. CIK number of Registrant:** 0000883676

- **d. LEI of Registrant:** U218ZJTWJ6O77RCA8603

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

- **a. Name of Series:** AB GLOBAL BOND FUND, INC.

- **b. EDGAR series identifier (if any):** S000010128

- **c. LEI of Series:** U218ZJTWJ6O77RCA8603

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

- **a. Date of fiscal year-end:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7657575308.04

**Total Liabilities:** $1207772486.42

**Net Assets:** $6449802821.62

**Delayed Delivery Securities:** $9907912.53

**Cash Not Reported:** $42269235.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5507.31000000 | **1-Year:** -188732.63000000 | **5-Year:** -531785.31000000 | **10-Year:** -262114.31000000 | **30-Year:** -98399.39000000

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

- **3-Month:** -2507.17000000 | **1-Year:** -32159.25000000 | **5-Year:** -47437.74000000 | **10-Year:** -31476.20000000 | **30-Year:** -15320.08000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000135460 | -0.15%               | 0.59%                | 0.74%                |
| Class ID C000057412 | 0.00%                | 0.59%                | 0.59%                |
| Class ID C000028113 | -0.17%               | 0.71%                | 0.57%                |
| Class ID C000057411 | -0.15%               | 0.59%                | 0.59%                |
| Class ID C000028115 | -0.09%               | 0.49%                | 0.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2315817.16              | $-138679690.20                             |
| Month 2  | $21856313.15             | $70311316.39                               |
| Month 3  | $16964655.71             | $-11199.76                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Bond Index (USD hedged)

- **Index Identifier:** LEGATRUU:IND

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OAKTREE SPECIALTY LEND                                    | Oaktree Specialty Lending Corp                                                                                                               | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |       517000 | PA      | $519483.79    | 0.01%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                       | United Airlines Inc                                                                                                                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      2341000 | PA      | $2336929.63   | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                            | Ren Finance BV                                                                                                                               | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |       363000 | PA      | $417711.07    | 0.01%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                            | Alpek SAB de CV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $175400.00    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $121405.12    | 0.00%             | 2034-06-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2007-3                                                                                                       | CUSIP: 12543RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       758810 | PA      | $328033.08    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        55000 | PA      | $57061.40     | 0.00%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     44032044 | PA      | $45112579.97  | 0.70%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       108000 | PA      | $110358.74    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                                                                             | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       371000 | PA      | $370989.12    | 0.01%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       681000 | PA      | $667971.51    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                                                   | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     10096000 | PA      | $8044717.69   | 0.12%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                                                                                            | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |       372000 | PA      | $426642.59    | 0.01%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |       260000 | PA      | $236516.80    | 0.00%             | 2049-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-2528618.04  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                        | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                             | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    117693012 | NS      | $117693011.55 | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO Ltd                                           | Allegro CLO XI Ltd                                                                                                                           | CUSIP: 01750HAU6<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-CBDO         | CORP              | KY        |     11754607 | PA      | $11764492.62  | 0.18%             | 2033-01-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SAMRUK KAZYNA JSC                                         | Fund of National Welfare Samruk-Kazyna JSC                                                                                                   | CUSIP: 84612WAA1<br>LEI: 213800N83GBAZJ4ER974 | Long             | DBT              | CORP              | KZ        |       473000 | PA      | $459699.24    | 0.01%             | 2026-10-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                              | Voya CLO 2024-7 Ltd                                                                                                                          | CUSIP: 92920XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10950000 | PA      | $10977068.40  | 0.17%             | 2038-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      5606000 | PA      | $5909425.76   | 0.09%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $251246.70    | 0.00%             | 2028-11-22      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 10YR ULTRA FUT DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2676 | NC      | $-2209187.47  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2730000 | PA      | $2410378.59   | 0.04%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       236000 | PA      | $276037.94    | 0.00%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       385000 | PA      | $402238.76    | 0.01%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS33IS8   IRS R01.58PCN07 04/03/30 CITIGROUPGL FIXED / Short: IS33IS8   IRS PCN07R01.58 04/03/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    396687000 | OU      | $-141832.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $209374.00    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     12010000 | PA      | $8015981.28   | 0.12%             | 2029-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                                      | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       319000 | PA      | $322560.63    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $119010.31    | 0.00%             | 2028-01-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux Mpc II Sarl                                                                                                            | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       234601 | PA      | $240466.23    | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31418CLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9515 | PA      | $8870.94      | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                                                   | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       714000 | PA      | $496580.61    | 0.01%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      5446000 | PA      | $6379215.55   | 0.10%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       308000 | PA      | $368801.28    | 0.01%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-GW                                                                                                                             | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5057000 | PA      | $5071223.82   | 0.08%             | 2042-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       643000 | PA      | $638729.39    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $195160.00    | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                  | Sappi Papier Holding GmbH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |      2522000 | PA      | $2921316.06   | 0.05%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       159000 | PA      | $137217.12    | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                                                                             | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       661000 | PA      | $680697.23    | 0.01%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $133291.60    | 0.00%             | 2027-10-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                                                                             | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       170000 | PA      | $183173.54    | 0.00%             | 2031-03-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                        | Advance Auto Parts Inc                                                                                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      6887000 | PA      | $7093166.48   | 0.11%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |       290000 | PA      | $263117.00    | 0.00%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1250000000 | PA      | $8594687.60   | 0.13%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                 | Mylan Inc                                                                                                                                    | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |       287000 | PA      | $248716.92    | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | FUTURE CONTRACT ON AUST 10Y BOND FUT DEC25 /AUD                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         1178 | NC      | $-201380.87   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       802000 | PA      | $849270.38    | 0.01%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       176000 | PA      | $181904.57    | 0.00%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                  | Sweihan PV Power Co PJSC                                                                                                                     | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |       448889 | PA      | $379436.89    | 0.01%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      3200000 | PA      | $3291117.45   | 0.05%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP PARIBAS /GBP/ REGD V/R REG S EMTN                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $557081.35    | 0.01%             | 2029-08-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $240564.24    | 0.00%             | 2047-12-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US LONG BOND(CBT) DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          124 | NC      | $318156.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |       100000 | PA      | $129901.14    | 0.00%             | 2027-03-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                      | Grupo Energia Bogota SA ESP                                                                                                                  | CUSIP: 40053XAB5<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |       200000 | PA      | $231931.85    | 0.00%             | 2033-11-09      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                     | Duke Energy Carolinas LLC                                                                                                                    | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       397000 | PA      | $410789.34    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       576000 | PA      | $633188.28    | 0.01%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4375000 | PA      | $5729687.31   | 0.09%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $255239.57    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HANWHA ENERGY USA HOLDN                                   | Hanwha Energy USA Holdings Corp                                                                                                              | CUSIP: 41135WAC5<br>LEI: 549300VVIE7XDIYNIT55 | Long             | DBT              | CORP              | US        |       250000 | PA      | $251628.93    | 0.00%             | 2028-07-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       990000 | PA      | $949417.37    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      4002000 | PA      | $5522051.16   | 0.09%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $122482.56    | 0.00%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                                  | John Deere Financial Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: C4WFU2AMZQ28CSQ23X49 | Long             | DBT              | CORP              | AU        |     12710000 | PA      | $8593463.20   | 0.13%             | 2029-06-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                                                                                     | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       138000 | PA      | $144050.67    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                        | Boston Gas Co                                                                                                                                | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       389000 | PA      | $382018.80    | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     67962000 | PA      | $17464788.69  | 0.27%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                                                                               | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       355000 | PA      | $354172.43    | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $675478.14    | 0.01%             | 2026-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                                           | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |         8000 | PA      | $8143.11      | 0.00%             | 2031-08-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       235000 | PA      | $244704.47    | 0.00%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $121637.55    | 0.00%             | 2051-06-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     17818000 | PA      | $21652416.83  | 0.34%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1469000 | PA      | $1094317.95   | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       593000 | PA      | $600594.22    | 0.01%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $151453.69    | 0.00%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       246000 | PA      | $322177.47    | 0.00%             | 2031-11-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       259000 | PA      | $307130.64    | 0.00%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VARANASI AURA NH-2 TOLL                                   | Varanasi Aurangabad Nh-2 Tollway Pvt Ltd                                                                                                     | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |       289275 | PA      | $301054.28    | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       644000 | PA      | $654892.49    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       118000 | PA      | $131993.42    | 0.00%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |        95000 | PA      | $122013.67    | 0.00%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       183000 | PA      | $184124.32    | 0.00%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                                           | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       137000 | PA      | $137817.07    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56955.28     | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                   | Corebridge Global Funding                                                                                                                    | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57951.28     | 0.00%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                             | VERDE CLO Ltd                                                                                                                                | CUSIP: 92338BAW5<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |      3609667 | PA      | $3608765.05   | 0.06%             | 2032-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       235000 | PA      | $231815.09    | 0.00%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       656000 | PA      | $650177.13    | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                                    | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      9605000 | PA      | $7382357.73   | 0.11%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55336.39     | 0.00%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GHP7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       930000 | PA      | $978253.37    | 0.02%             | 2027-06-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       895000 | PA      | $910181.25    | 0.01%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                                      | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |       929018 | PA      | $928750.21    | 0.01%             | 2044-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                | Kenvue Inc                                                                                                                                   | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       714000 | PA      | $663782.17    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       402000 | PA      | $419352.15    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       273000 | PA      | $298068.20    | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |        82000 | PA      | $84150.51     | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                          | BAT Capital Corp                                                                                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |         8000 | PA      | $6710.23      | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                                        | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |       237000 | PA      | $237690.15    | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $123728.75    | 0.00%             | 2048-06-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1352462.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        79000 | PA      | $63676.05     | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       373000 | PA      | $434214.55    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-26CB                                                                                                             | CUSIP: 02147WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       108778 | PA      | $50560.93     | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     14000000 | PA      | $17339053.01  | 0.27%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC /EUR/ REGD V/R REG S EMTN               | HSBC HOLDINGS PLC /EUR/ REGD V/R REG S EMTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       236000 | PA      | $297597.03    | 0.00%             | 2032-03-10      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD MYR                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $-71817.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       540000 | PA      | $472888.80    | 0.01%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115999.54    | 0.00%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                                      | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     13177888 | PA      | $13212940.68  | 0.20%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                      | Ooredoo International Finance Ltd                                                                                                            | CUSIP: 68341PAB5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |       200000 | PA      | $199831.71    | 0.00%             | 2034-10-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       347000 | PA      | $385968.99    | 0.01%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS36VA0   CDX 2I65BYEI2 01.000 SP 12/20/2030 MSNYUS33XXX FIXED / Short: IS36VA0   CDX 2I65BYEI2 01.000 SP 12/20/2030 MSNYUS33XXX FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     55700000 | OU      | $1280426.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                              | Shinhan Bank Co Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $200422.00    | 0.00%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       657000 | PA      | $850680.26    | 0.01%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    910701100 | PA      | $46896867.30  | 0.73%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL UK FUNDING UN                                  | GE Capital UK Funding Unlimited Co                                                                                                           | CUSIP: 000000000<br>LEI: BR7Z6BPTFF652NNO9651 | Long             | DBT              | CORP              | IE        |        76000 | PA      | $106849.01    | 0.00%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                   | Alaska Airlines 2020-1 Class A Pass Through Trust                                                                                            | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       466381 | PA      | $467322.17    | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48212800 | PA      | $47821071.00  | 0.74%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                        | RWE Finance US LLC                                                                                                                           | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |       679000 | PA      | $670048.03    | 0.01%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                   | Hyundai Auto Lease Securitization Trust 2025-A                                                                                               | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8465000 | PA      | $8563556.30   | 0.13%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                          | Enstar Group Ltd                                                                                                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |       767000 | PA      | $685603.77    | 0.01%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                       | LYB International Finance III LLC                                                                                                            | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |        12000 | PA      | $12506.98     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                             | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      9965000 | PA      | $11921755.20  | 0.18%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2440 | PA      | $2525.18      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                                                                             | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |       590000 | PA      | $545226.35    | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        37000 | PA      | $37355.19     | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       373000 | PA      | $372667.72    | 0.01%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |        78000 | PA      | $80231.36     | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       211000 | PA      | $211890.57    | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                                           | Axiata SPV2 Bhd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |       200000 | PA      | $179778.00    | 0.00%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                                             | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2265266 | PA      | $2302431.26   | 0.04%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                                                                            | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $265863.58    | 0.00%             | 2043-08-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $126479.74    | 0.00%             | 2032-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                                                                                 | CUSIP: 136375CM2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       355000 | PA      | $214780.97    | 0.00%             | 2047-08-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                                      | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      1878503 | PA      | $1887878.78   | 0.03%             | 2044-05-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2023-A                                                                                                              | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1017765 | PA      | $1019326.55   | 0.02%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       417000 | PA      | $422518.48    | 0.01%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       127000 | PA      | $134113.89    | 0.00%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                     | Sudzucker International Finance BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $243510.59    | 0.00%             | 2027-10-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3518336 | PA      | $3600524.04   | 0.06%             | 2042-05-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                                                                            | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       716000 | PA      | $685546.21    | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       533000 | PA      | $642106.41    | 0.01%             | 2030-07-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                                                                                        | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       204000 | PA      | $206652.00    | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H5LT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5984 | PA      | $5569.69      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1662627800 | PA      | $91683979.72  | 1.42%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |         8000 | PA      | $7573.01      | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                             | Takeda US Financing Inc                                                                                                                      | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |       514000 | PA      | $522345.95    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       506000 | PA      | $519380.11    | 0.01%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       763000 | PA      | $660825.88    | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                                                                                      | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       248000 | PA      | $298513.35    | 0.00%             | 2028-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        57000 | PA      | $58889.66     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56707.28     | 0.00%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD PLN                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $87051.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     33061000 | PA      | $34801036.98  | 0.54%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                   | New York Life Insurance Co                                                                                                                   | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |        80000 | PA      | $63530.46     | 0.00%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       464000 | PA      | $433536.95    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      1036000 | PA      | $685094.29    | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                              | SK Hynix Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       210000 | PA      | $231315.00    | 0.00%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                                         | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8967000 | PA      | $8958033.00   | 0.14%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA                                  | Corp Inmobiliaria Vesta SAB de CV                                                                                                            | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              |  | MX        |       260000 | PA      | $262158.00    | 0.00%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                                                                                     | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |       380000 | PA      | $396699.10    | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     65350000 | PA      | $437427.62    | 0.01%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $122102.70    | 0.00%             | 2030-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2025-1 LLC                                                                                                                               | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5514096 | PA      | $5583878.84   | 0.09%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                    | Hertz Corporation, The Initial Term C Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1512358 | PA      | $1355012.61   | 0.02%             | 2028-06-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                | Amdocs Ltd                                                                                                                                   | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |       295000 | PA      | $270447.41    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       210000 | PA      | $218482.89    | 0.00%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD HUF                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-29872.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                         | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |       634000 | PA      | $657832.09    | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       181000 | PA      | $196466.33    | 0.00%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                                                                                 | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |       274000 | PA      | $275541.17    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       666000 | PA      | $661161.47    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3549000 | PA      | $3539105.88   | 0.05%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1505000 | PA      | $1542173.50   | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HFJA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6657 | PA      | $6196.54      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                                                                            | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       724000 | PA      | $679827.09    | 0.01%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                              | Oriental Republic of Uruguay                                                                                                                 | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       594814 | PA      | $558961.59    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       362000 | PA      | $260149.50    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-15CB                                                                                                             | CUSIP: 02151CBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       234122 | PA      | $132344.93    | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $122054.87    | 0.00%             | 2028-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       244000 | PA      | $238326.10    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      2115000 | PA      | $2133160.53   | 0.03%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       202000 | PA      | $237293.48    | 0.00%             | 2031-09-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       676000 | PA      | $659540.70    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                       | Minejesa Capital BV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       927768 | PA      | $923129.16    | 0.01%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                                         | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       284000 | PA      | $282580.00    | 0.00%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       442000 | PA      | $446687.41    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        50000 | PA      | $65062.20     | 0.00%             | 2031-03-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32CD8   IRS R01.60PCN07 02/20/30 CITIGROUPGL FIXED / Short: IS32CD8   IRS PCN07R01.60 02/20/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    223010000 | OU      | $-58394.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAP                                   | TNB Global Ventures Capital Bhd                                                                                                              | CUSIP: 000000000<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | MY        |       430000 | PA      | $437408.90    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                       | Inversiones CMPC SA                                                                                                                          | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $208021.03    | 0.00%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4804333.31   | 0.07%             | 2029-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                           | WEA Finance LLC                                                                                                                              | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |       299000 | PA      | $288607.35    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                  | Banco de Credito del Peru S.A.                                                                                                               | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |       510000 | PA      | $499601.10    | 0.01%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                     | Transnet/South Africa                                                                                                                        | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      2580000 | PA      | $2719629.60   | 0.04%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       653000 | PA      | $650524.76    | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                                     | Transportadora de Gas del Peru SA                                                                                                            | CUSIP: 000000000<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |       120000 | PA      | $119865.00    | 0.00%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4249091 | PA      | $4336749.55   | 0.07%             | 2043-05-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                  | Israel Electric Corp Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      3001000 | PA      | $2951543.52   | 0.05%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                        | Aegea Finance Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      5407000 | PA      | $5516915.82   | 0.09%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       621000 | PA      | $633109.92    | 0.01%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA /EUR/ REGD V/R EMTN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       189000 | PA      | $199373.94    | 0.00%             | 2042-07-10      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                                                                                          | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     11600000 | PA      | $13838234.32  | 0.21%             | 2031-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                          | ENA Master Trust                                                                                                                             | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |      1226000 | PA      | $928486.58    | 0.01%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                            | Ohio Edison Co                                                                                                                               | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        98000 | PA      | $100183.96    | 0.00%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                      | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |      9608266 | PA      | $9608233.33   | 0.15%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       560000 | PA      | $557415.34    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                                                                                | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2691066.44   | 0.04%             | 2030-03-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                                      | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       365000 | PA      | $365898.40    | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       188000 | PA      | $224488.54    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                                      | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |      4004122 | PA      | $4187803.09   | 0.06%             | 2042-04-25      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| CALGARY (CITY OF)                                         | City of Calgary Canada                                                                                                                       | CUSIP: 178916AA0<br>LEI: 549300HSTXVCQ4ECT255 | Long             | DBT              | NUSS              | CA        |      3456000 | PA      | $2585057.16   | 0.04%             | 2034-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                           | Cigna Group/The                                                                                                                              | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |         7000 | PA      | $7034.51      | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1215441.01   | 0.02%             | 2032-01-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                  | Apollo Debt Solutions BDC                                                                                                                    | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       252000 | PA      | $264817.96    | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       300000 | PA      | $318981.73    | 0.00%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                                                                                            | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       618000 | PA      | $687012.43    | 0.01%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       426000 | PA      | $422726.14    | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       427000 | PA      | $519472.08    | 0.01%             | 2034-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $92505.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $25998.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                     | DP World Crescent Ltd                                                                                                                        | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |       390000 | PA      | $405956.59    | 0.01%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       280000 | PA      | $264360.60    | 0.00%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       673000 | PA      | $693426.25    | 0.01%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       162000 | PA      | $169413.12    | 0.00%             | 2030-10-07      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       473000 | PA      | $558972.94    | 0.01%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    120691000 | PA      | $141030821.49 | 2.19%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                         | EOG Resources Inc                                                                                                                            | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       199000 | PA      | $199400.13    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                | Hasbro Inc                                                                                                                                   | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |       275000 | PA      | $287147.32    | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                                                                                     | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       548000 | PA      | $543691.46    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | GWT 2024-WLF2                                                                                                                                | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2316000 | PA      | $2320340.42   | 0.04%             | 2041-05-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | FLUTTER TREASURY DAC /GBP/ REGD 144A P/P                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      2882000 | PA      | $3902203.65   | 0.06%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                  | MetLife Capital Trust IV                                                                                                                     | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $122828.63    | 0.00%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       334000 | PA      | $384517.59    | 0.01%             | 2026-09-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       133000 | PA      | $170502.31    | 0.00%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $119640.65    | 0.00%             | 2056-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                  | Southwestern Public Service Co                                                                                                               | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |        59000 | PA      | $61367.89     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95387000 | PA      | $68231513.44  | 1.06%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       316000 | PA      | $317067.58    | 0.00%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       250000 | PA      | $246970.00    | 0.00%             | 2031-03-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                  | Indofood CBP Sukses Makmur Tbk PT                                                                                                            | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |       490000 | PA      | $456312.50    | 0.01%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                              | MTR Corp Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |     40000000 | PA      | $5890167.86   | 0.09%             | 2054-09-20      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SWISS RE SUB FIN PLC                                      | Swiss RE Subordinated Finance PLC                                                                                                            | CUSIP: 000000000<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |       178000 | PA      | $212219.48    | 0.00%             | 2033-03-26      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4663000 | PA      | $4513426.81   | 0.07%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     11055000 | PA      | $12676411.89  | 0.20%             | 2027-03-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                                   | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       689000 | PA      | $692184.62    | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-9                                                                                                              | CUSIP: 03466VAA0<br>LEI: 254900OJMXBRORE83E96 | Long             | ABS-MBS          | CORP              | US        |      3911369 | PA      | $3924173.96   | 0.06%             | 2070-08-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      3486000 | PA      | $4157230.50   | 0.06%             | 2035-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                                                                                           | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       422000 | PA      | $427070.08    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-8 Mortgage Loan Trust                                                                                                              | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |      5161665 | PA      | $5210565.68   | 0.08%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                                                                                          | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      2567000 | PA      | $3072207.83   | 0.05%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                              | Voya CLO 2018-3 Ltd                                                                                                                          | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |      4533717 | PA      | $4534437.86   | 0.07%             | 2031-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ORG FOR WORKERS RETIREME                                  | ORG FOR WORKERS RETIREME /JPY/ REGD P/P SER 39                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      3000000 | PA      | $20147.13     | 0.00%             | 2026-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                   | Periama Holdings LLC/DE                                                                                                                      | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |      2478000 | PA      | $2486673.00   | 0.04%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                             | Fresnillo PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |       240000 | PA      | $189472.80    | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      1150000 | PA      | $1298062.50   | 0.02%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                          | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       450000 | PA      | $458554.50    | 0.01%             | 2035-03-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116936.13    | 0.00%             | 2035-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                     | Entergy Louisiana LLC                                                                                                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       298000 | PA      | $305678.29    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57513.97     | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       560000 | PA      | $623923.40    | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $478139.12    | 0.01%             | 2029-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                     | MKS Instruments, Inc. 2025-1 Dollar Term B Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2612114 | PA      | $2609397.89   | 0.04%             | 2029-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SASU                                                                                                                      | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $496814.58    | 0.01%             | 2028-07-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                       | Citycon Treasury BV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              |  | NL        |       100000 | PA      | $123902.93    | 0.00%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                     | Intercorp Financial Services Inc                                                                                                             | CUSIP: 000000000<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |       430000 | PA      | $426640.63    | 0.01%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $8580218.07   | 0.13%             | 2031-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |        23000 | PA      | $23582.65     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       367000 | PA      | $373632.84    | 0.01%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       370000 | PA      | $386201.53    | 0.01%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                                   | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       656000 | PA      | $639111.52    | 0.01%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       172000 | PA      | $196186.91    | 0.00%             | 2028-02-24      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       254000 | PA      | $314878.00    | 0.00%             | 2036-05-31      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        52000 | PA      | $53522.84     | 0.00%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                                                                                         | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       410000 | PA      | $306270.00    | 0.00%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BUXL 30Y BND DEC25 /EUR                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          221 | NC      | $653828.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      2683000 | PA      | $3061179.66   | 0.05%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                                    | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       430000 | PA      | $387150.50    | 0.01%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MBX0<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     11257000 | PA      | $8673139.95   | 0.13%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2987000 | PA      | $2756257.95   | 0.04%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                  | Indonesia Government International Bonds                                                                                                     | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1030000 | PA      | $907687.50    | 0.01%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                                        | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |      9361000 | PA      | $8948638.03   | 0.14%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US ULTRA BOND CBT DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           52 | NC      | $103250.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57834.79     | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-MGP                                                                                               | CUSIP: 95003TAS2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |      4554928 | PA      | $4551036.73   | 0.07%             | 2041-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                                                                                    | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $353830.99    | 0.01%             | 2030-10-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       520000 | PA      | $395525.00    | 0.01%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                                                                                      | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       300000 | PA      | $321459.00    | 0.00%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                  | Abu Dhabi National Energy Co PJSC                                                                                                            | CUSIP: 000000000<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |       420000 | PA      | $432801.60    | 0.01%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                                                                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139159.45    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       210000 | PA      | $156917.59    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2012-CCRE3 Mortgage Trust                                                                                                               | CUSIP: 12624PAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2322000 | PA      | $1918715.04   | 0.03%             | 2045-10-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC /EUR/ REGD V/R REG S                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7365000 | PA      | $9260801.62   | 0.14%             | 2031-05-10      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                       | JP Morgan Madison Avenue Securities Trust Series 2015-1                                                                                      | CUSIP: 46645DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1196371 | PA      | $1239712.81   | 0.02%             | 2025-10-25      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS                                   | Horizon Mutual Holdings Inc                                                                                                                  | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |       694000 | PA      | $679393.68    | 0.01%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       138000 | PA      | $170319.67    | 0.00%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       260000 | PA      | $254437.23    | 0.00%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       299000 | PA      | $366041.80    | 0.01%             | 2028-05-31      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                | MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |       260000 | PA      | $244805.60    | 0.00%             | 2032-03-28      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     42708419 | PA      | $25611659.97  | 0.40%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       140000 | PA      | $169052.75    | 0.00%             | 2031-02-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                                                                                     | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       130000 | PA      | $127487.67    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       423000 | PA      | $421883.82    | 0.01%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |        78000 | PA      | $79120.17     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                                | Clarus Capital Funding 2024-1 LLC                                                                                                            | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       261000 | PA      | $261632.69    | 0.00%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56029.35     | 0.00%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                     | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       154000 | PA      | $160346.43    | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES TRUST                                    | Vicinity Centres Trust                                                                                                                       | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |       181000 | PA      | $197030.61    | 0.00%             | 2029-11-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       635113 | PA      | $637488.54    | 0.01%             | 2028-04-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2475805.25   | 0.04%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                                                                                    | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $576127.34    | 0.01%             | 2047-12-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                              | QatarEnergy                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       500000 | PA      | $352687.50    | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2025-1                                                                                                          | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       861233 | PA      | $868887.59    | 0.01%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                          | Bain Capital Credit CLO 2020-1 Ltd                                                                                                           | CUSIP: 05684DBA0<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |      5856836 | PA      | $5859904.98   | 0.09%             | 2033-04-18      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $111226.45    | 0.00%             | 2031-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                                                                                        | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       199000 | PA      | $251904.49    | 0.00%             | 2033-07-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     46220000 | PA      | $6700319.88   | 0.10%             | 2035-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                                                                               | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       154000 | PA      | $124764.18    | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                                                                                         | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       591000 | PA      | $593910.68    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $876908.93    | 0.01%             | 2029-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                                                | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       331000 | PA      | $348707.93    | 0.01%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       551000 | PA      | $560850.21    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA /AUD/ REGD REG S MTN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2870000 | PA      | $1997209.42   | 0.03%             | 2028-10-24      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       143000 | PA      | $162573.14    | 0.00%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-6                                                                                                            | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |      2070412 | PA      | $2088005.92   | 0.03%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      5304000 | PA      | $6236098.82   | 0.10%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                       | Bangkok Bank PCL/Hong Kong                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       440000 | PA      | $497160.40    | 0.01%             | 2029-03-15      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                           | BAE Systems PLC                                                                                                                              | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |       449000 | PA      | $395341.28    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                  | Wisconsin Electric Power Co                                                                                                                  | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57804.02     | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       115000 | PA      | $139850.39    | 0.00%             | 2041-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                  | CNAC HK Finbridge Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |       540000 | PA      | $506946.60    | 0.01%             | 2030-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      3565000 | PA      | $3817959.35   | 0.06%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS35RI7   IRS R01.59PCN07 07/28/30 CITIGROUPGL FIXED / Short: IS35RI7   IRS PCN07R01.59 07/28/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    441560000 | OU      | $-183888.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       152478 | PA      | $154383.98    | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | NATIONAL AUSTRALIA BANK /GBP/ REGD V/R EMTN SER GMTN                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       160000 | PA      | $208631.17    | 0.00%             | 2031-09-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $690.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                      | MAD Commercial Mortgage Trust 2025-11MD                                                                                                      | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8900000 | PA      | $8875398.62   | 0.14%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                  | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                        | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |        23611 | PA      | $23605.72     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                              | WB Commercial Mortgage Trust 2024-HQ                                                                                                         | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $4005160.40   | 0.06%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      1944000 | PA      | $2406969.30   | 0.04%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       259000 | PA      | $261914.17    | 0.00%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      5328000 | PA      | $4890888.86   | 0.08%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                        | Vivion Investments Sarl                                                                                                                      | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |        23610 | PA      | $27489.12     | 0.00%             | 2029-02-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      4800000 | PA      | $5824598.40   | 0.09%             | 2030-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129045.47    | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       571000 | PA      | $652625.15    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       510000 | PA      | $523005.00    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2672000 | PA      | $2771078.72   | 0.04%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $617670.47    | 0.01%             | 2030-03-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INT DISTRIBUTION SERV                                     | International Distribution Services PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |       146000 | PA      | $169102.89    | 0.00%             | 2026-10-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       578000 | PA      | $599228.13    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2024-2                                                                                                                | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1599000 | PA      | $1604182.77   | 0.02%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     18605000 | PA      | $22218008.67  | 0.34%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                       | HINNT 2024-A LLC                                                                                                                             | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2124474 | PA      | $2142833.43   | 0.03%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                                                                               | CUSIP: 000000000<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       270000 | PA      | $311964.46    | 0.00%             | 2026-11-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                     | CCG Receivables Trust 2024-1                                                                                                                 | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4344689 | PA      | $4384170.56   | 0.07%             | 2032-03-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                     | Japan Government Forty Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2529000000 | PA      | $9974611.14   | 0.15%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |        17000 | PA      | $14440.58     | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       247000 | PA      | $300646.05    | 0.00%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                                                                            | CUSIP: 86721ZAN9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       474000 | PA      | $306913.85    | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $5727144.00   | 0.09%             | 2027-12-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                                                      | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      3676673 | PA      | $3677812.77   | 0.06%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $321.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                     | Northrop Grumman Corp                                                                                                                        | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       417000 | PA      | $422826.29    | 0.01%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite XIX Ltd                                                                                                                            | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |      5995714 | PA      | $5993093.87   | 0.09%             | 2034-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       256000 | PA      | $265206.87    | 0.00%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       100000 | PA      | $116899.91    | 0.00%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1809731 | PA      | $1886101.50   | 0.03%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-1, Ltd                                   | Invesco CLO 2021-1 Ltd                                                                                                                       | CUSIP: 46090XAA9<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |      5500000 | PA      | $5505549.50   | 0.09%             | 2034-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                        | F&G Global Funding                                                                                                                           | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57194.49     | 0.00%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2455000 | PA      | $2905549.78   | 0.05%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                    | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $398761.25    | 0.01%             | 2042-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $2457531.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-676.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       250000 | PA      | $260737.50    | 0.00%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                          | NMEF Funding 2023-A LLC                                                                                                                      | CUSIP: 62890QAB1<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      1577267 | PA      | $1587836.06   | 0.02%             | 2030-06-17      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD PEN                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1310.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                                                                                     | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3150338 | PA      | $3178687.95   | 0.05%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000000 | PA      | $671515.03    | 0.01%             | 2026-06-03      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                                                                                     | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |       415000 | PA      | $377643.63    | 0.01%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |        97000 | PA      | $130652.28    | 0.00%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $478366.57    | 0.01%             | 2031-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     14546718 | PA      | $16295381.33  | 0.25%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                   | Securitized Term Auto Receivables Trust                                                                                                      | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      3275464 | PA      | $3291911.52   | 0.05%             | 2031-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        59000 | PA      | $61677.19     | 0.00%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                    | Province of Ontario Generic Coupon Strip                                                                                                     | CUSIP: 68327ZBS3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5668626 | PA      | $1936006.73   | 0.03%             | 2042-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                     | Texas Instruments Inc                                                                                                                        | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       732000 | PA      | $679290.00    | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                                | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       636000 | PA      | $639675.35    | 0.01%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                                                                                         | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |       510000 | PA      | $474563.36    | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       502000 | PA      | $473980.54    | 0.01%             | 2028-07-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                  | Blue Owl Technology Finance Corp                                                                                                             | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       133000 | PA      | $134720.78    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       179000 | PA      | $179743.22    | 0.00%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 699500000000 | PA      | $44029887.94  | 0.68%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                                                                                | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      9600000 | PA      | $11229857.19  | 0.17%             | 2029-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       100000 | PA      | $126366.24    | 0.00%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RH INTL SINGAPORE CORP                                    | RH International Singapore Corp Pte Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 213800DFBAY9ELFJAI17 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $198396.00    | 0.00%             | 2028-03-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       240000 | PA      | $246738.73    | 0.00%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      8812000 | PA      | $11056251.23  | 0.17%             | 2032-11-16      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32WV6   IRS R04.15PNF3F 03/18/35 MSNYUS33XXX FIXED / Short: IS32WV6   IRS PNF3FR04.15 03/18/35 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     75120000 | OU      | $1792272.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                       | NuStar Logistics LP                                                                                                                          | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      1576000 | PA      | $1580296.44   | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1727657.82   | 0.03%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       129000 | PA      | $136644.16    | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      8450000 | PA      | $5657806.73   | 0.09%             | 2027-05-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD HUF                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-32151.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       167000 | PA      | $197810.67    | 0.00%             | 2029-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BDO UNIBANK INC                                           | BDO Unibank Inc                                                                                                                              | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | DBT              | CORP              | PH        |       240000 | PA      | $237900.00    | 0.00%             | 2026-01-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $137092.06    | 0.00%             | 2032-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                                          | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2782000 | PA      | $2814688.50   | 0.04%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                              | AES Andes SA                                                                                                                                 | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $209542.00    | 0.00%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                                                                            | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       633000 | PA      | $682715.50    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                    | Tennessee Gas Pipeline Co LLC                                                                                                                | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $234149.10    | 0.00%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                                                                                   | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      6874000 | PA      | $5372201.41   | 0.08%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $199450.04    | 0.00%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                          | Bundesobligation                                                                                                                             | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     36030448 | PA      | $42546732.47  | 0.66%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1156000 | PA      | $1235011.98   | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       247000 | PA      | $254928.38    | 0.00%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       557000 | PA      | $674331.39    | 0.01%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                       | Abu Dhabi Crude Oil Pipeline LLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |       540000 | PA      | $500007.60    | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities             | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                 | CUSIP: 32053LAK8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |       527225 | PA      | $119055.59    | 0.00%             | 2037-04-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | Great Wolf Trust 2024-WOLF                                                                                                                   | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16019000 | PA      | $16049035.63  | 0.25%             | 2039-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       501327 | PA      | $503217.48    | 0.01%             | 2041-10-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6864711 | PA      | $6947293.13   | 0.11%             | 2041-11-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      9200000 | PA      | $9840955.13   | 0.15%             | 2029-07-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $139317.95    | 0.00%             | 2033-06-02      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                | Intuit Inc                                                                                                                                   | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       408000 | PA      | $364307.02    | 0.01%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                                                                                   | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       396000 | PA      | $392008.93    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                | Affirm Asset Securitization Trust 2024-B                                                                                                     | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4022000 | PA      | $4036907.95   | 0.06%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                                                                               | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       830000 | PA      | $683744.46    | 0.01%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40772275 | PA      | $32859905.38  | 0.51%             | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  34033550000 | PA      | $229652404.98 | 3.56%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       201000 | PA      | $208591.03    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |      3500000 | PA      | $3892580.29   | 0.06%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                                          | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5089123.30   | 0.08%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                   | Dryden 113 CLO Ltd                                                                                                                           | CUSIP: 26253EAZ1<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |     19750000 | PA      | $19756991.50  | 0.31%             | 2037-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                    | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117457.67    | 0.00%             | 2049-05-26      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2023-1 LLC                                                                                                                          | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1424257 | PA      | $1430971.45   | 0.02%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                  | Johnson Controls International plc / Tyco Fire & Security Finance SCA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $112554.13    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CAIXABANK SA /GBP/ REGD V/R EMTN                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       100000 | PA      | $140522.67    | 0.00%             | 2033-10-25      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      7165000 | PA      | $8474753.67   | 0.13%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     10310000 | PA      | $14757408.11  | 0.23%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-26CB                                                                                                             | CUSIP: 02147WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       406354 | PA      | $188876.61    | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Trust 2025-ASHF                                                                                                                        | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17283000 | PA      | $17304586.47  | 0.27%             | 2042-02-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                       | Cardinal Health Inc                                                                                                                          | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56186.92     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     11630000 | PA      | $11991568.33  | 0.19%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $130749.25    | 0.00%             | 2033-11-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       235000 | PA      | $277415.21    | 0.00%             | 2031-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                                                                                          | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57228.00     | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       111000 | PA      | $118661.59    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                                                                                     | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      5952000 | PA      | $5949838.11   | 0.09%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                      | Petronas Capital Ltd                                                                                                                         | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       500000 | PA      | $520755.00    | 0.01%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MITSUI & CO                                               | Mitsui & Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | DBT              | CORP              | JP        |       677000 | PA      | $659831.16    | 0.01%             | 2027-01-19      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       699000 | PA      | $686820.81    | 0.01%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $502490.40    | 0.01%             | 2033-02-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      7578000 | PA      | $7973976.64   | 0.12%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                                                                                          | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |        34000 | PA      | $33759.96     | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                                                   | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56414.38     | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      9800000 | PA      | $11659363.60  | 0.18%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       372000 | PA      | $384853.83    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         4260 | NC      | $290463.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAAVI ENERGIA SARL                                        | Saavi Energia Sarl                                                                                                                           | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      5390000 | PA      | $5803141.29   | 0.09%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD/THE                                 | BANK OF EAST ASIA LTD REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |       470000 | PA      | $490583.13    | 0.01%             | 2034-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $208929.97    | 0.00%             | 2030-09-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                   | Japan Finance Organization for Municipalities                                                                                                | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |      9345000 | PA      | $10974562.17  | 0.17%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       553000 | PA      | $398697.11    | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |       583000 | PA      | $708722.71    | 0.01%             | 2048-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion SA                                                                                                            | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |       240000 | PA      | $249690.00    | 0.00%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                                                                                      | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |     12300000 | PA      | $14551869.40  | 0.23%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                    | Brookfield Finance Inc                                                                                                                       | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       123000 | PA      | $134159.50    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                         | CI Financial Corp                                                                                                                            | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |        62000 | PA      | $66002.47     | 0.00%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       410000 | PA      | $402085.52    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                              | Shinhan Bank Co Ltd                                                                                                                          | CUSIP: 82460EAN0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       760000 | PA      | $745837.40    | 0.01%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       135000 | PA      | $137945.32    | 0.00%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                    | AS Mileage Plan IP Ltd                                                                                                                       | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       173000 | PA      | $172413.88    | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | TEMASEK FINANCIAL I LTD /CNH/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     62000000 | PA      | $9007772.00   | 0.14%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                   | Reliance Industries Ltd                                                                                                                      | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |       300000 | PA      | $222132.00    | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | SWEDBANK AB /GBP/ REGD V/R REG S SER .                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1904000 | PA      | $2683228.45   | 0.04%             | 2032-11-15      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                      | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |      6918995 | PA      | $6988184.95   | 0.11%             | 2041-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                                                                                | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $818051.27    | 0.01%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       269000 | PA      | $317191.42    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $241267.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       790000 | PA      | $713524.05    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       138000 | PA      | $140613.42    | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       156000 | PA      | $183207.32    | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                        | Hawaii Hotel Trust 2025-MAUI                                                                                                                 | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8158000 | PA      | $8163098.75   | 0.13%             | 2042-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $406500.00    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                                                      | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |      2663982 | PA      | $2788284.73   | 0.04%             | 2043-04-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| FRENCH DISCOUNT T-BILL                                    | France Treasury Bill BTF                                                                                                                     | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | STIV             | NUSS              | FR        |      2720000 | PA      | $3184988.56   | 0.05%             | 2025-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                                                                                           | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |        78000 | PA      | $79206.13     | 0.00%             | 2029-03-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                                                                                        | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       599000 | PA      | $535065.59    | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                                                                                 | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |       675000 | PA      | $689853.20    | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                    | Blue Owl Credit Income Corp                                                                                                                  | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       124000 | PA      | $125708.68    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |       103000 | PA      | $118015.35    | 0.00%             | 2027-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                                                                                    | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     13226000 | PA      | $9395100.46   | 0.15%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                                               | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       448000 | PA      | $445644.65    | 0.01%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       637000 | PA      | $659222.06    | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     49470000 | PA      | $54671445.28  | 0.85%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $118306.06    | 0.00%             | 2035-12-03      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       167000 | PA      | $168906.96    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $-247222.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       274000 | PA      | $262492.73    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H7 Mortgage Trust                                                                                                                 | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5709255 | PA      | $5702346.23   | 0.09%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      7313000 | PA      | $8544467.09   | 0.13%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                        | Qatarenergy LNG S3                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |       185136 | PA      | $187614.97    | 0.00%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-122263.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH HOLDINGS L                                  | Global Switch Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 635400NTV7KC9RQ3ZL20 | Long             | DBT              | CORP              | VG        |       546000 | PA      | $634069.69    | 0.01%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                 | IDEX Corp                                                                                                                                    | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |       279000 | PA      | $262591.96    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       242000 | PA      | $240460.88    | 0.00%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                       | Braskem Netherlands Finance BV                                                                                                               | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1215000 | PA      | $468733.68    | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       355000 | PA      | $370264.74    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                                                                                | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20522.95     | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       196000 | PA      | $219235.59    | 0.00%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       660000 | PA      | $471405.00    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $118787.11    | 0.00%             | 2031-02-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       212000 | PA      | $211431.46    | 0.00%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                      | OOREDOO INTL FINANCE REGD REG S EMTN                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       420000 | PA      | $385350.00    | 0.01%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        68000 | PA      | $68799.57     | 0.00%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       802000 | PA      | $674137.02    | 0.01%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                                                                                         | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       434000 | PA      | $429515.21    | 0.01%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                   | Alexander Funding Trust II                                                                                                                   | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2863000 | PA      | $3061196.82   | 0.05%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                                | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       841000 | PA      | $868602.14    | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                         | ONEOK Partners LP                                                                                                                            | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      5550000 | PA      | $6068780.03   | 0.09%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                                      | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     54582000 | PA      | $33006940.23  | 0.51%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                   | Sammons Financial Group Inc                                                                                                                  | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |       131000 | PA      | $143960.60    | 0.00%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | LLOYDS BANKING GROUP PLC /AUD/ REGD V/R MTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3450000 | PA      | $2347076.05   | 0.04%             | 2029-03-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                     | Accenture Capital Inc                                                                                                                        | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |       407000 | PA      | $401762.36    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       463000 | PA      | $469641.24    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                     | Molson Coors Beverage Co                                                                                                                     | CUSIP: 000000000<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       224000 | PA      | $268411.79    | 0.00%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WHARF REIC FINANCE BVI                                    | Wharf REIC Finance BVI Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N6PHCMYYNUWV59 | Long             | DBT              |  | VG        |       260000 | PA      | $241745.58    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       595000 | PA      | $617313.00    | 0.01%             | 2035-11-19      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57744.98     | 0.00%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                       | Braskem Netherlands Finance BV                                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      8736000 | PA      | $3703627.20   | 0.06%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       300000 | PA      | $378146.54    | 0.01%             | 2033-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       297000 | PA      | $310488.26    | 0.00%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                  | Amcor Flexibles North America Inc                                                                                                            | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       137000 | PA      | $138595.91    | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       240000 | PA      | $234771.58    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                      | Freeport-McMoRan Inc                                                                                                                         | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       420000 | PA      | $415651.60    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                       | Suzano Austria GmbH                                                                                                                          | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $269220.00    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                           | San Diego Gas & Electric Co                                                                                                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       404000 | PA      | $417781.33    | 0.01%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                    | Sunoco LP / Sunoco Finance Corp                                                                                                              | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7580000 | PA      | $7811598.64   | 0.12%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                     | Applied Materials Inc                                                                                                                        | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57429.62     | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      7216000 | PA      | $7354007.59   | 0.11%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       421000 | PA      | $396098.24    | 0.01%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129103.18    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                      | Bayer US Finance LLC                                                                                                                         | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |       267000 | PA      | $285557.70    | 0.00%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26750000 | PA      | $26972568.03  | 0.42%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      6027000 | PA      | $6355406.35   | 0.10%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       792000 | PA      | $760320.00    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                          | Essential Properties LP                                                                                                                      | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |       260000 | PA      | $234573.83    | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $210400.00    | 0.00%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1741118.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                                                                                | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              |  | LU        |       100000 | PA      | $113011.02    | 0.00%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                          | Bundesobligation                                                                                                                             | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     43570439 | PA      | $50890287.39  | 0.79%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                                                                                                 | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       255000 | PA      | $261300.81    | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |        54000 | PA      | $54647.88     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  19977710000 | PA      | $14259955.70  | 0.22%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $145930.79    | 0.00%             | 2033-11-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                              | Comerica Inc                                                                                                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |       129000 | PA      | $134210.01    | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H0226A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77473964 | PA      | $66689417.77  | 1.03%             | 2055-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       223000 | PA      | $233501.92    | 0.00%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SIXT SE                                                   | Sixt SE                                                                                                                                      | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |       176000 | PA      | $215807.72    | 0.00%             | 2027-10-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      3731000 | PA      | $3990039.87   | 0.06%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                                        | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1553000 | PA      | $1566401.55   | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       200000 | PA      | $194414.08    | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $153072.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                                      | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    128798000 | PA      | $92769942.66  | 1.44%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                                                                                   | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       353000 | PA      | $369700.30    | 0.01%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                              | QUALCOMM Inc                                                                                                                                 | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |        14000 | PA      | $15050.06     | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                               | Capital Street Master Trust                                                                                                                  | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3928557 | PA      | $3939790.71   | 0.06%             | 2028-10-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |       171000 | PA      | $207858.00    | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $909033.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       175000 | PA      | $197751.61    | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      2598000 | PA      | $2629473.78   | 0.04%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                          | Alabama Power Co                                                                                                                             | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       522000 | PA      | $521689.45    | 0.01%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BTP FUTURE DEC25 /EUR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          559 | NC      | $853170.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON                                   | Bank of New York Mellon/The                                                                                                                  | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |       250000 | PA      | $254136.69    | 0.00%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                  | Blue Owl Technology Finance Corp                                                                                                             | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       288000 | PA      | $279628.94    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6843300000 | PA      | $45929993.62  | 0.71%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED MXN / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MX        |            1 | NC      | $9825.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        53000 | PA      | $55367.55     | 0.00%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $120468.87    | 0.00%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                | VMware LLC                                                                                                                                   | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |        31000 | PA      | $29068.38     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                            | NBK Tier 1 Ltd                                                                                                                               | CUSIP: 62879NAB3<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |       300000 | PA      | $308850.00    | 0.00%             | 2031-01-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $5207.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |            1 | NC      | $-49348.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       104000 | PA      | $106465.51    | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                                                                                       | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $111948.68    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                  | Credicorp Capital Sociedad Titulizadora SA                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     22925000 | PA      | $7081425.24   | 0.11%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       282000 | PA      | $285631.38    | 0.00%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                             | KSA Sukuk Ltd                                                                                                                                | CUSIP: 48266XAF2<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |       405000 | PA      | $417097.66    | 0.01%             | 2028-10-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     10740000 | PA      | $12973562.99  | 0.20%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      3585000 | PA      | $5335620.39   | 0.08%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56956.02     | 0.00%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                    | Morgan Stanley Bank NA                                                                                                                       | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |       250000 | PA      | $255504.12    | 0.00%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                                   | Gold Fields Orogen Holdings BVI Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $209875.00    | 0.00%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                       | Inversiones CMPC SA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |       210000 | PA      | $188580.00    | 0.00%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $887875.31    | 0.01%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                                                                            | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       393000 | PA      | $397555.82    | 0.01%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                     | BG Energy Capital PLC                                                                                                                        | CUSIP: 05541VAF3<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |       708000 | PA      | $683271.09    | 0.01%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                            | S&P Global Inc                                                                                                                               | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |        93000 | PA      | $81030.83     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  25813040000 | PA      | $78469478.23  | 1.22%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H4 Mortgage Trust                                                                                                                 | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6164995 | PA      | $6225024.72   | 0.10%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                   | Essential Properties LP                                                                                                                      | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |       315000 | PA      | $316078.68    | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |        61000 | PA      | $52336.99     | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                                                                   | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |         6000 | PA      | $6117.43      | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     13000000 | PA      | $14453492.59  | 0.22%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |        58000 | PA      | $57740.96     | 0.00%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                                                                                         | CUSIP: 88032XBA1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $187873.13    | 0.00%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  11215100000 | PA      | $57600181.03  | 0.89%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                                                                    | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      3110000 | PA      | $3227227.84   | 0.05%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       280000 | PA      | $326457.30    | 0.01%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                 | Xylem Inc/NY                                                                                                                                 | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |       303000 | PA      | $289026.53    | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       640000 | PA      | $640599.54    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1884000 | PA      | $2204234.68   | 0.03%             | 2031-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2170992.57   | 0.03%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                                                                            | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       499000 | PA      | $487085.55    | 0.01%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       470000 | PA      | $473384.00    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                              | Kookmin Bank                                                                                                                                 | CUSIP: 50050HAN6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |       410000 | PA      | $370033.20    | 0.01%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1130000 | PA      | $1003336.38   | 0.02%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-4471.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                        | Analog Devices Inc                                                                                                                           | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       320000 | PA      | $282982.94    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ORG FOR WORKERS RETIREME                                  | ORG FOR WORKERS RETIREME /JPY/ REGD P/P SER 38                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      8900000 | PA      | $59953.50     | 0.00%             | 2026-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       102000 | PA      | $133486.62    | 0.00%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      3699000 | PA      | $4347874.90   | 0.07%             | 2026-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA REGD REG S                                        | ROMANIA REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |       270000 | PA      | $280600.20    | 0.00%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       282000 | PA      | $287824.22    | 0.00%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                                    | CUSIP: 71568QAB3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       205000 | PA      | $191367.50    | 0.00%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 59 Ltd                                                                                                    | CUSIP: 640962AA4<br>LEI: 254900ERHU6RJHYSL744 | Long             | ABS-CBDO         | CORP              | KY        |     18000000 | PA      | $18040500.00  | 0.28%             | 2039-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24047.95     | 0.00%             | 2030-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       266000 | PA      | $308017.42    | 0.00%             | 2028-05-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                                      | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       516000 | PA      | $440525.33    | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7721667 | PA      | $7918955.82   | 0.12%             | 2042-07-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    881217100 | PA      | $41687172.22  | 0.65%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       204000 | PA      | $202771.48    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                                                                                         | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5208000 | PA      | $5089794.39   | 0.08%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                                                                                   | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       360000 | PA      | $409103.62    | 0.01%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198747.52    | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                | Philippines Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $175145.85    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      1570000 | PA      | $1781573.02   | 0.03%             | 2028-05-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | FUTURE CONTRACT ON CAN 10YR BOND FUT DEC25 /CAD                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |            5 | NC      | $9772.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    284430000 | PA      | $38976505.61  | 0.60%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                     | Japan Government Forty Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5289350000 | PA      | $30873059.49  | 0.48%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      5580000 | PA      | $5591673.81   | 0.09%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                                                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       246000 | PA      | $250269.59    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                                   | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       250000 | PA      | $303344.84    | 0.00%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       580000 | PA      | $581593.04    | 0.01%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       137000 | PA      | $134766.34    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      7100000 | PA      | $7868141.95   | 0.12%             | 2028-02-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       304000 | PA      | $307000.19    | 0.00%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $209201.73    | 0.00%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                                      | 225 Liberty Street Trust 2016-225L                                                                                                           | CUSIP: 902055AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9097970 | PA      | $8370050.52   | 0.13%             | 2036-02-10      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      5556000 | PA      | $5535383.96   | 0.09%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5930000 | PA      | $3954497.39   | 0.06%             | 2027-06-10      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                                                               | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57186.57     | 0.00%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                                                                                      | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      3117000 | PA      | $3252576.60   | 0.05%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                        | Scotiabank Peru SAA                                                                                                                          | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |       200000 | PA      | $207888.00    | 0.00%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      2549000 | PA      | $3038030.08   | 0.05%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                                                                                        | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       177000 | PA      | $218372.23    | 0.00%             | 2031-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | Wendel SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $491298.86    | 0.01%             | 2030-06-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                  | Telecommunications co Telekom Srbija AD Belgrade                                                                                             | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      1155000 | PA      | $1171054.50   | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                         | Ma'aden Sukuk Ltd                                                                                                                            | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |       262000 | PA      | $274836.96    | 0.00%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        42000 | PA      | $38828.06     | 0.00%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       808000 | PA      | $694546.54    | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                 | KEB Hana Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $193200.00    | 0.00%             | 2026-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                                        | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2889000 | PA      | $2947660.28   | 0.05%             | 2032-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                     | BANK OF EAST ASIA LTD REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |       250000 | PA      | $252176.33    | 0.00%             | 2027-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                   | Western-Southern Global Funding                                                                                                              | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56423.24     | 0.00%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                   | Natura &Co Luxembourg Holdings Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      4122000 | PA      | $3948647.19   | 0.06%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                                             | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       418000 | PA      | $399718.28    | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $193989.90    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       409000 | PA      | $513615.70    | 0.01%             | 2030-08-28      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       813000 | PA      | $896020.42    | 0.01%             | 2029-09-24      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                 | Ball Corp                                                                                                                                    | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       256000 | PA      | $262029.81    | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-211496.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                                                                                      | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $398462.77    | 0.01%             | 2033-09-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        71000 | PA      | $71503.81     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140Q8FN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4002 | PA      | $3725.04      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       395000 | PA      | $308078.20    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5520000 | PA      | $3674229.14   | 0.06%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                                                                                 | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |        57000 | PA      | $57002.69     | 0.00%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       774000 | PA      | $685553.73    | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | DBT              | CORP              | SE        |       369000 | PA      | $435553.92    | 0.01%             | 2028-09-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      9360000 | PA      | $6260119.37   | 0.10%             | 2029-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       247000 | PA      | $298053.34    | 0.00%             | 2030-03-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3564867.02   | 0.06%             | 2032-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                         | IRB Holding Corp. TLB                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1075345 | PA      | $1075399.18   | 0.02%             | 2027-12-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       307000 | PA      | $329159.88    | 0.01%             | 2031-07-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       235000 | PA      | $266171.41    | 0.00%             | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       410000 | PA      | $280218.60    | 0.00%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                                                | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        99000 | PA      | $96753.37     | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                                                                                | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55497.33     | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                      | Blue Owl Finance LLC                                                                                                                         | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       427000 | PA      | $448104.52    | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       161000 | PA      | $166180.37    | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                    | Rockford Tower CLO 2018-2 Ltd                                                                                                                | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      3454453 | PA      | $3456180.35   | 0.05%             | 2031-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                            | Diamond II Ltd                                                                                                                               | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      2135000 | PA      | $2151074.29   | 0.03%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       194000 | PA      | $202798.82    | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     17497000 | PA      | $18001789.85  | 0.28%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                   | Massachusetts Mutual Life Insurance Co                                                                                                       | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |      1026000 | PA      | $691165.80    | 0.01%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       136000 | PA      | $135346.63    | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $199143.12    | 0.00%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                                                                              | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $201263.32    | 0.00%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       530000 | PA      | $504189.00    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |       205000 | PA      | $189368.75    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       117000 | PA      | $119629.00    | 0.00%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     70084000 | PA      | $44787495.80  | 0.69%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H1DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6644 | PA      | $6184.54      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  38612440000 | PA      | $26360574.22  | 0.41%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                      | Thaioil Treasury Center Co Ltd                                                                                                               | CUSIP: 88323AAG7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |       330000 | PA      | $297853.05    | 0.00%             | 2030-06-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     60069213 | PA      | $79543860.86  | 1.23%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $1154113.77   | 0.02%             | 2030-11-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                                                                                           | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $213675.69    | 0.00%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       225000 | PA      | $225524.25    | 0.00%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56870.87     | 0.00%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      7400000 | PA      | $8603142.47   | 0.13%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                              | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4852000 | PA      | $4899540.87   | 0.08%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $3019.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       650000 | PA      | $474500.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       270000 | PA      | $188831.25    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                    | AngloGold Ashanti Holdings PLC                                                                                                               | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       208000 | PA      | $198361.28    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       468000 | PA      | $550244.01    | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                      | KSA Ijarah Sukuk Ltd                                                                                                                         | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |      1020000 | PA      | $1027024.40   | 0.02%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       380000 | PA      | $306070.00    | 0.00%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                                               | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       148000 | PA      | $160388.01    | 0.00%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       316000 | PA      | $423511.77    | 0.01%             | 2027-08-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       125000 | PA      | $131896.02    | 0.00%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        18000 | PA      | $16212.32     | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                       | Axon Enterprise Inc                                                                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        87000 | PA      | $89439.43     | 0.00%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        57000 | PA      | $55535.89     | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                      | Airport Authority                                                                                                                            | CUSIP: 000000000<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |       250000 | PA      | $246875.00    | 0.00%             | 2026-03-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                  | Almaviva-The Italian Innovation Co SpA                                                                                                       | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      4735000 | PA      | $5645982.29   | 0.09%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $101678.89    | 0.00%             | 2036-03-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $588237.41    | 0.01%             | 2028-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                                                                     | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       475000 | PA      | $483668.99    | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd                                          | BOC Aviation Ltd                                                                                                                             | CUSIP: 09681MAB4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |       620000 | PA      | $618344.60    | 0.01%             | 2026-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                                                      | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |      8290125 | PA      | $8403905.24   | 0.13%             | 2043-04-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       135000 | PA      | $153356.15    | 0.00%             | 2055-06-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | FLUTTER TREASURY DAC /GBP/ REGD REG S                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $135399.15    | 0.00%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                                                                                          | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57647.41     | 0.00%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                              | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       456000 | PA      | $395276.72    | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2720000 | PA      | $2717083.94   | 0.04%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       423000 | PA      | $498227.42    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                          | RALI Series 2005-QS14 Trust                                                                                                                  | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       364031 | PA      | $320646.72    | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6560150000 | PA      | $44225957.10  | 0.69%             | 2027-01-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     47140000 | PA      | $6756892.32   | 0.10%             | 2030-03-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $1308815.73   | 0.02%             | 2028-10-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       409000 | PA      | $414479.21    | 0.01%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      8895000 | PA      | $10433880.78  | 0.16%             | 2029-03-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                                                                                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       461000 | PA      | $513617.48    | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                     | Haleon US Capital LLC                                                                                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |       694000 | PA      | $687102.97    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BUND FUTURE DEC25 /EUR                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           13 | NC      | $1702.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $210282.57    | 0.00%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                        | Analog Devices Inc                                                                                                                           | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       383000 | PA      | $358596.71    | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| METSO OYJ                                                 | Metso Oyj                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |       179000 | PA      | $200659.76    | 0.00%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2784000 | PA      | $2552399.35   | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                                                                               | CUSIP: 00912XBP8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      6005000 | PA      | $4516871.08   | 0.07%             | 2028-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       253000 | PA      | $254900.12    | 0.00%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                               | Gartner Inc                                                                                                                                  | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       693000 | PA      | $687209.79    | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie B                                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     18778000 | PA      | $14029644.32  | 0.22%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57548.00     | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4935000 | PA      | $6050902.84   | 0.09%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                   | ICG PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |       201000 | PA      | $231576.76    | 0.00%             | 2027-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       542000 | PA      | $651501.30    | 0.01%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                         | Newmark Group Inc                                                                                                                            | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |       152000 | PA      | $163305.29    | 0.00%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56911.70     | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       456000 | PA      | $430991.48    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4804000 | PA      | $4780799.18   | 0.07%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                  | Indonesia Government International Bonds                                                                                                     | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $188500.00    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21                                    | CK Hutchison International 21 Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |       460000 | PA      | $417470.83    | 0.01%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4163000 | PA      | $4207665.70   | 0.07%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BOBL FUTURE DEC25 /EUR                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -24 | NC      | $1772.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       148000 | PA      | $139602.03    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                        | Braskem Idesa SAPI                                                                                                                           | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |       244000 | PA      | $143960.00    | 0.00%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                                         | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       388000 | PA      | $396401.65    | 0.01%             | 2030-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED JPY / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | JP        |            1 | NC      | $-902251.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DCC GROUP FIN IRELAND                                     | DCC Group Finance Ireland DAC                                                                                                                | CUSIP: 000000000<br>LEI: 213800SOAP5DXWP6BS88 | Long             | DBT              | CORP              | IE        |       531000 | PA      | $646464.53    | 0.01%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                         | Ralph Lauren Corp                                                                                                                            | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |       508000 | PA      | $520418.13    | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       205000 | PA      | $213607.44    | 0.00%             | 2031-11-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                                                                                | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      5600000 | PA      | $6572890.34   | 0.10%             | 2025-10-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |       200000 | PA      | $210485.92    | 0.00%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                    | Dominican Republic International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      7003000 | PA      | $7126462.89   | 0.11%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $560746.11    | 0.01%             | 2029-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 46 Ltd                                                                                                    | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |      5005000 | PA      | $5006191.19   | 0.08%             | 2037-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17468365 | PA      | $16425636.37  | 0.25%             | 2055-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $374192.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                                                                                  | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       265000 | PA      | $265981.35    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-195516.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     30274326 | PA      | $31699257.32  | 0.49%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                     | Silver Point Clo 3 Ltd                                                                                                                       | CUSIP: 827925AA6<br>LEI: 5493000HU7LKTSD3BK48 | Long             | ABS-CBDO         | CORP              | JE        |     10514124 | PA      | $10538127.75  | 0.16%             | 2036-11-29      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       522000 | PA      | $532723.55    | 0.01%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57568.63     | 0.00%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                             | FirstCash Inc                                                                                                                                | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      2218000 | PA      | $2180975.99   | 0.03%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1858000 | PA      | $2564407.24   | 0.04%             | 2027-11-16      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       390000 | PA      | $397413.90    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH Industrial NV                                                                                                                            | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |       459000 | PA      | $549438.93    | 0.01%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                  | China Cinda 2020 I Management Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |       510000 | PA      | $475274.10    | 0.01%             | 2031-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                            | AGL CLO 16 Ltd                                                                                                                               | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |      5410000 | PA      | $5413732.90   | 0.08%             | 2035-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       317000 | PA      | $312762.42    | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                            | Apidos CLO XXXII                                                                                                                             | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |       980000 | PA      | $980415.52    | 0.02%             | 2033-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak CLO 6                                                                                                                             | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |      4898576 | PA      | $4897336.66   | 0.08%             | 2034-05-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                              | Centrica PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |       120000 | PA      | $160048.92    | 0.00%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       382000 | PA      | $418478.72    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       256000 | PA      | $227840.00    | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                  | Baiterek National Managing Holding JSC                                                                                                       | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      2488000 | PA      | $2530544.80   | 0.04%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $58975.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |       260000 | PA      | $315659.30    | 0.00%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      1100000 | PA      | $994818.00    | 0.02%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57332.62     | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $9670.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       136000 | PA      | $136966.68    | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                                | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       102000 | PA      | $103826.63    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI MOTOR MANU INDO                                   | Hyundai Motor Manufacturing Indonesia PT                                                                                                     | CUSIP: 000000000<br>LEI: 254900KOD0FA9PVF3N64 | Long             | DBT              | CORP              | ID        |       250000 | PA      | $245940.00    | 0.00%             | 2026-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | GACI FIRST INVESTMENT REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |       506000 | PA      | $504882.61    | 0.01%             | 2035-02-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $246219.82    | 0.00%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                          | Black Hills Corp                                                                                                                             | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |         2000 | PA      | $2076.77      | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       410000 | PA      | $490239.40    | 0.01%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                    | Province of Ontario Generic Coupon Strip                                                                                                     | CUSIP: 68323Z5V7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5668626 | PA      | $2278855.92   | 0.04%             | 2039-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $638106.41    | 0.01%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | BANK LEUMI LE-ISRAEL REGD V/R                                                                                                                | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |       210000 | PA      | $219068.57    | 0.00%             | 2033-07-18      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                     | Northrop Grumman Corp                                                                                                                        | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       123000 | PA      | $118385.85    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Trust 2016-1 LLC                                                                                                               | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10770000 | PA      | $10994406.95  | 0.17%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3411939 | PA      | $3414040.80   | 0.05%             | 2044-05-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                    | Brookfield Finance Inc                                                                                                                       | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |        56000 | PA      | $56295.68     | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       165000 | PA      | $189998.60    | 0.00%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4369000 | PA      | $4511666.16   | 0.07%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                                                                                  | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $281117.92    | 0.00%             | 2028-11-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                      | Bayer US Finance LLC                                                                                                                         | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |       559000 | PA      | $602641.81    | 0.01%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3i Group PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       393000 | PA      | $486831.39    | 0.01%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $202400.00    | 0.00%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      4290000 | PA      | $4498405.02   | 0.07%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       303000 | PA      | $317011.73    | 0.00%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $111018.28    | 0.00%             | 2029-01-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                   | Sierra Pacific Power Co                                                                                                                      | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |       178000 | PA      | $181372.95    | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      3880000 | PA      | $3751249.73   | 0.06%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     49861000 | PA      | $33914223.77  | 0.53%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                                                                     | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4670151 | PA      | $4717174.80   | 0.07%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE UK                                       | Swiss Re Finance UK PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $439472.60    | 0.01%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $114194.96    | 0.00%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI PORTS CO PJSC                                   | Abu Dhabi Ports Co PJSC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800F5LEV1NQJ68T87 | Long             | DBT              | CORP              | AE        |       280000 | PA      | $253159.20    | 0.00%             | 2031-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA               | Empresa de Transporte de Pasajeros Metro SA                                                                                                  | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |       370000 | PA      | $320799.25    | 0.00%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA DISTRI                                   | NorteGas Energia Distribucion SA                                                                                                             | CUSIP: 000000000<br>LEI: 959800K24LB8NMVR7K61 | Long             | DBT              | CORP              | ES        |       269000 | PA      | $310127.04    | 0.00%             | 2027-09-28      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Series 2025-R01                                                                                                | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3893152 | PA      | $3897005.16   | 0.06%             | 2045-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       656000 | PA      | $769588.74    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                        | Niagara Energy SAC                                                                                                                           | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |       390000 | PA      | $399703.20    | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                    | Gran Tierra Energy Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      5525000 | PA      | $4663480.45   | 0.07%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 21                                           | HPHT Finance 21 Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300F5U2UH77I50R70 | Long             | DBT              | CORP              | KY        |       250000 | PA      | $247245.55    | 0.00%             | 2026-03-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                       | PFS Financing Corp                                                                                                                           | CUSIP: 69335PFW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4293000 | PA      | $4292978.96   | 0.07%             | 2029-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $1784829.02   | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1712000 | PA      | $2189540.12   | 0.03%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FIN EUR S                                  | CNH Industrial Finance Europe SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $116068.57    | 0.00%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       285000 | PA      | $283122.80    | 0.00%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                                                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112063.74    | 0.00%             | 2028-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     16025000 | PA      | $19011183.26  | 0.29%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       604000 | PA      | $642928.00    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                                                                                   | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |     13719000 | PA      | $10560875.75  | 0.16%             | 2029-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                    | Hertz Corporation, The Initial Term B Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8966884 | PA      | $8033969.52   | 0.12%             | 2028-06-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $388656.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $449410.81    | 0.01%             | 2028-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      6778000 | PA      | $6963200.65   | 0.11%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       638000 | PA      | $632278.61    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1984250000 | PA      | $10570724.00  | 0.16%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       106000 | PA      | $108937.43    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       415000 | PA      | $431388.35    | 0.01%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57431.87     | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $5991.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $309971.12    | 0.00%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       147000 | PA      | $150857.28    | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     14120000 | PA      | $17651155.49  | 0.27%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                  | Sixth Street Lending Partners                                                                                                                | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |       627000 | PA      | $651793.77    | 0.01%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |        58000 | PA      | $57934.65     | 0.00%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56638.38     | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $7740476.16   | 0.12%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5697000 | PA      | $7168100.85   | 0.11%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     69178000 | PA      | $16842874.59  | 0.26%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                                                                                         | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       220000 | PA      | $211533.74    | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                                                                                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     30010000 | PA      | $35133408.66  | 0.54%             | 2035-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       568000 | PA      | $536240.14    | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2022-JERI                                                                                       | CUSIP: 63875LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8113245 | PA      | $7258890.28   | 0.11%             | 2039-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       746000 | PA      | $656585.98    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | FUTURE CONTRACT ON JPN 10Y BOND(OSE) DEC25 /JPY                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -36 | NC      | $213611.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                                           | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56090.59     | 0.00%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $160490.34    | 0.00%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $123314.85    | 0.00%             | 2029-10-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                    | AngloGold Ashanti Holdings PLC                                                                                                               | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       403000 | PA      | $390910.00    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                                                                                  | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      3445000 | PA      | $4067596.55   | 0.06%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       295000 | PA      | $300691.34    | 0.00%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                                                            | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |        96000 | PA      | $95838.17     | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H2YB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7531 | PA      | $7009.83      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                                                                                     | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $236158.17    | 0.00%             | 2027-06-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                      | Kyndryl Holdings Inc                                                                                                                         | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       576000 | PA      | $615725.54    | 0.01%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $102144.99    | 0.00%             | 2032-01-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     11525000 | PA      | $13902559.68  | 0.22%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      4460000 | PA      | $4596384.75   | 0.07%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      2987000 | PA      | $3582898.02   | 0.06%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                                                                                 | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       600000 | PA      | $655610.13    | 0.01%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS35NW3   IRS R01.52PCN07 07/21/30 CITIGROUPGL FIXED / Short: IS35NW3   IRS PCN07R01.52 07/21/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    365530000 | OU      | $-301718.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       211000 | PA      | $191216.74    | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57250.88     | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                              | Luna 2 5SARL                                                                                                                                 | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |       632000 | PA      | $754486.98    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                              | QatarEnergy                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       540000 | PA      | $484963.20    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       676000 | PA      | $661601.44    | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3308739 | PA      | $3331821.74   | 0.05%             | 2043-06-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                    | PPL Electric Utilities Corp                                                                                                                  | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       209000 | PA      | $210769.91    | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        81000 | PA      | $83617.72     | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                     | Transnet/South Africa                                                                                                                        | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      5065000 | PA      | $5339117.80   | 0.08%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $228390.95    | 0.00%             | 2028-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       699000 | PA      | $743204.26    | 0.01%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       354000 | PA      | $363015.12    | 0.01%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CASH MANAGEME                                  | John Deere Cash Management SARL                                                                                                              | CUSIP: 000000000<br>LEI: 54930045CRYTH0OUOH72 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $111281.19    | 0.00%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                        | Honda Motor Co Ltd                                                                                                                           | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |        56000 | PA      | $56347.80     | 0.00%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       670000 | PA      | $665849.69    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                            | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                     | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15630331 | PA      | $15540046.46  | 0.24%             | 2042-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        34000 | PA      | $35041.81     | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                        | HARBOUR ENERGY PLC                                                                                                                           | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |       149000 | PA      | $153215.44    | 0.00%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1307403.94   | 0.02%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                       | Cardinal Health Inc                                                                                                                          | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       661000 | PA      | $679682.00    | 0.01%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $182361.85    | 0.00%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXL2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631019 | PA      | $1891945.02   | 0.03%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $220741.50    | 0.00%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                  | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                 | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       303000 | PA      | $301873.39    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    266745000 | PA      | $72158865.32  | 1.12%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       180000 | PA      | $189760.25    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | ALIBABA GROUP HOLDING /CNH/ REGD REG S                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     97910000 | PA      | $14089420.49  | 0.22%             | 2029-11-28      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                        | Braskem Idesa SAPI                                                                                                                           | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      3142000 | PA      | $1853780.00   | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                                                                                | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              |  | LU        |       100000 | PA      | $123338.85    | 0.00%             | 2029-07-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |       320000 | PA      | $289571.20    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       100000 | PA      | $119390.63    | 0.00%             | 2030-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                                      | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       251000 | PA      | $250167.98    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       266000 | PA      | $314556.06    | 0.00%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Parking Meters LLC                                | CHICAGO PARKING METERS LLC     REGD                                                                                                          | CUSIP: 000000000<br>LEI: 254900Z26NS1YNY4MM48 | Long             | DBT              | CORP              | US        |     16500000 | PA      | $16474250.10  | 0.26%             | 2025-12-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DOHA FINANCE LIMITED                                      | Doha Finance Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 549300C2SXK7TLB4RX62 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $296355.00    | 0.00%             | 2026-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891CBP7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       300000 | PA      | $288652.64    | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $613211.45    | 0.01%             | 2029-11-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       652000 | PA      | $688677.07    | 0.01%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       750000 | PA      | $620392.50    | 0.01%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     11235980 | PA      | $12859468.57  | 0.20%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                               | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      3927000 | PA      | $4180400.40   | 0.06%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $544254.55    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57748.49     | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       420000 | PA      | $452760.00    | 0.01%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                                  | Digital Stout Holding LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300N335X1857YDM81 | Long             | DBT              |  | US        |       100000 | PA      | $127121.51    | 0.00%             | 2029-07-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                             | REVERSE REPO CONTRACT U S_____ JEFFER                                                                                                        | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |      -142500 | PA      | $-142500.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       816000 | PA      | $896727.44    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       288000 | PA      | $298255.63    | 0.00%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-567.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                             | AEP Texas Inc                                                                                                                                | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       508000 | PA      | $528721.22    | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                                   | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      1402000 | PA      | $1390465.06   | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                  | Telefonica Emisiones SA                                                                                                                      | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       398000 | PA      | $397275.19    | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51703.34     | 0.00%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                             | JSW Steel Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      3300000 | PA      | $3240600.00   | 0.05%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                  | Health Care Service Corp A Mutual Legal Reserve Co                                                                                           | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |       689000 | PA      | $675617.59    | 0.01%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                                 | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       377000 | PA      | $369726.62    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-1                                                                                                            | CUSIP: 92540TAM2<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-CBDO         | CORP              | US        |      2286891 | PA      | $2307872.13   | 0.04%             | 2070-01-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                    | Amur Equipment Finance Receivables XII LLC                                                                                                   | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |      1544469 | PA      | $1559100.38   | 0.02%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                        | Panama Government International Bond                                                                                                         | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      7685000 | PA      | $8759977.80   | 0.14%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       100000 | PA      | $112025.87    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                  | Sammons Financial Group Global Funding                                                                                                       | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55814.88     | 0.00%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       134000 | PA      | $138380.22    | 0.00%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                       | Cardinal Health Inc                                                                                                                          | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       136000 | PA      | $139782.56    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                             | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       241000 | PA      | $285443.51    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       297000 | PA      | $278123.10    | 0.00%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                            | BOCA Commercial Mortgage Trust 2024-BOCA                                                                                                     | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2008750.00   | 0.03%             | 2041-08-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $202309.38    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      1664000 | PA      | $1975343.73   | 0.03%             | 2029-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                                      | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       372000 | PA      | $398099.90    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $121319.50    | 0.00%             | 2055-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED CNH / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |            1 | NC      | $-214712.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    604000000 | PA      | $2335484.39   | 0.04%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                  | JH North America Holdings Inc                                                                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       411000 | PA      | $421128.19    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-979424.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                   | Carlyle Secured Lending Inc                                                                                                                  | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57656.95     | 0.00%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       401000 | PA      | $481940.20    | 0.01%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       350000 | PA      | $322049.00    | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $263133.42    | 0.00%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       393000 | PA      | $381562.82    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                                                                                           | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56540.21     | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       833000 | PA      | $834230.75    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                | Woori Bank                                                                                                                                   | CUSIP: 98105HAG5<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |       210000 | PA      | $213822.00    | 0.00%             | 2028-08-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        78000 | PA      | $79573.77     | 0.00%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | GACI FIRST INVESTMENT REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      1030000 | PA      | $973292.84    | 0.02%             | 2054-01-29      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3435000 | PA      | $4126141.77   | 0.06%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       144000 | PA      | $142697.88    | 0.00%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199615.53    | 0.00%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXP3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $1751907.37   | 0.03%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                  | Universal Music Group NV                                                                                                                     | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |       530000 | PA      | $645398.94    | 0.01%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $119267.76    | 0.00%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56825.98     | 0.00%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       350000 | PA      | $354200.00    | 0.01%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                                                                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       353000 | PA      | $357467.59    | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                                                                                        | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $123414.20    | 0.00%             | 2032-09-05      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIC                                                     | CITIC Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |       250000 | PA      | $236252.50    | 0.00%             | 2030-02-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       279000 | PA      | $298637.53    | 0.00%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       519000 | PA      | $591420.90    | 0.01%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      3515000 | PA      | $3130230.77   | 0.05%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                                                      | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |      6000000 | PA      | $6225874.20   | 0.10%             | 2043-06-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $41409.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                          | Greenko Dutch BV                                                                                                                             | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |       346000 | PA      | $342628.68    | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                      | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |       183776 | PA      | $183663.70    | 0.00%             | 2041-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                            | BAHA Trust 2024-MAR                                                                                                                          | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5170283.00   | 0.08%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       240000 | PA      | $224325.85    | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57522.20     | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                                                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |        89000 | PA      | $90335.98     | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -2 | NC      | $62.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56775.33     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                                                                               | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $369327.39    | 0.01%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                               | Capital Street Master Trust                                                                                                                  | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5997000 | PA      | $5996972.41   | 0.09%             | 2029-08-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       808000 | PA      | $1051989.09   | 0.02%             | 2034-01-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $749094.81    | 0.01%             | 2029-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA1                                                                                                      | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |      9047070 | PA      | $9175145.49   | 0.14%             | 2043-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                                                                            | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       260000 | PA      | $260681.78    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                  | JH North America Holdings Inc                                                                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      4050000 | PA      | $4116555.76   | 0.06%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                            | Open Text Corp                                                                                                                               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       610000 | PA      | $634830.68    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                        | Finland Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     10467000 | PA      | $11302959.03  | 0.18%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                      | Petronas Capital Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      1000000 | PA      | $900085.00    | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                                        | CUSIP: 94986KAA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |       526880 | PA      | $478355.14    | 0.01%             | 2037-12-28      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                                                                                        | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $206214.00    | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                  | Archer-Daniels-Midland Co                                                                                                                    | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |       555000 | PA      | $533771.42    | 0.01%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust    | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                                                                                | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5305000 | PA      | $5350003.38   | 0.08%             | 2029-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                  | Empresa Nacional del Petroleo                                                                                                                | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |       280000 | PA      | $293386.80    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      8880000 | PA      | $10357114.58  | 0.16%             | 2033-02-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                      | SandRidge Energy Inc                                                                                                                         | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         4459 | NS      | $50297.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       191000 | PA      | $222299.07    | 0.00%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | SVENSKA HANDELSBANKEN AB /GBP/ REGD V/R REG S EMTN                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      6655000 | PA      | $8927372.25   | 0.14%             | 2032-08-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                                                                                     | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $195050.00    | 0.00%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                                           | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       299000 | PA      | $308291.66    | 0.00%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                            | Alpek SAB de CV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      1496000 | PA      | $1435225.00   | 0.02%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                        | Chile Electricity PEC SpA                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       186258 | PA      | $167399.82    | 0.00%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust 2024-B                                                                                                                | CUSIP: 881934AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8017000 | PA      | $8087963.28   | 0.13%             | 2028-08-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                                                       | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |        63000 | PA      | $64334.19     | 0.00%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                   | Japan Finance Organization for Municipalities                                                                                                | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     29930000 | PA      | $34091410.92  | 0.53%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       253000 | PA      | $247786.48    | 0.00%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      3282000 | PA      | $4134896.75   | 0.06%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $11387.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                                                                                          | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      4261000 | PA      | $4110823.19   | 0.06%             | 2028-04-14      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      1469000 | PA      | $1467844.60   | 0.02%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                                        | Accelerated 2024-1 LLC                                                                                                                       | CUSIP: 00440MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5375485 | PA      | $5392962.87   | 0.08%             | 2044-08-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                          | BOF VII AL Funding Trust I                                                                                                                   | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2504925 | PA      | $2549022.46   | 0.04%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                              | Veralto Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |       521000 | PA      | $635992.22    | 0.01%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       695000 | PA      | $687422.24    | 0.01%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                                              | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2186016 | PA      | $2210771.98   | 0.03%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       105000 | PA      | $58905.00     | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       378000 | PA      | $386153.23    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                                                      | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |      7309747 | PA      | $7320189.87   | 0.11%             | 2044-08-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                  | Oaktree Strategic Credit Fund                                                                                                                | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |        53000 | PA      | $54139.92     | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       188000 | PA      | $220124.53    | 0.00%             | 2032-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       514000 | PA      | $519979.11    | 0.01%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                    | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $104287.34    | 0.00%             | 2041-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $225703.31    | 0.00%             | 2028-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | CARGILL INC /EUR/ REGD REG S                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5792000 | PA      | $7053790.69   | 0.11%             | 2030-04-24      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                                                                                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       290000 | PA      | $313490.00    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      8702000 | PA      | $10730869.68  | 0.17%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                                                                               | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       359000 | PA      | $360714.97    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       666000 | PA      | $681716.01    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       327000 | PA      | $313355.03    | 0.00%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-22294.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       798000 | PA      | $687788.07    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECTROLUX AB                                             | W2457QDH1 ELECTROLUX 4.5% 09/29/28/EUR                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       389000 | PA      | $473063.16    | 0.01%             | 2028-09-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       510000 | PA      | $504522.60    | 0.01%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140Q8QG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3121992 | PA      | $2911778.57   | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     13189000 | PA      | $15088859.17  | 0.23%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     39129450 | PA      | $51818184.54  | 0.80%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMIRATES SEMBCORP WATER                                   | Emirates Semb Corp Water & Power Co PJSC                                                                                                     | CUSIP: 000000000<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |       220000 | PA      | $210683.00    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FUTURE CONTRACT ON LONG GILT FUTURE DEC25 /GBP                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            9 | NC      | $3147.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $417712.30    | 0.01%             | 2033-08-31      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2023-2 LLC                                                                                                                          | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1311369 | PA      | $1320783.76   | 0.02%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                                                                                           | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       240000 | PA      | $248325.00    | 0.00%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8760211.07   | 0.14%             | 2033-08-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $215336.06    | 0.00%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |        57000 | PA      | $56909.01     | 0.00%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3699600000 | PA      | $14753292.32  | 0.23%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1311000 | PA      | $1301800.78   | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       539000 | PA      | $600265.97    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        54000 | PA      | $56477.09     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                              | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8458000 | PA      | $8491907.28   | 0.13%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4284 | PA      | $4428.01      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       402000 | PA      | $421534.76    | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                                                                                       | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |       399000 | PA      | $397056.78    | 0.01%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                                                                                      | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       150000 | PA      | $148967.31    | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                                      | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      4125248 | PA      | $4125247.89   | 0.06%             | 2044-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-82.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       757000 | PA      | $681644.15    | 0.01%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                                                                                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     12354346 | PA      | $14050953.62  | 0.22%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                                                                                   | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |       149000 | PA      | $159197.77    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT REGD REG S                          | GACI FIRST INVESTMENT REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |       430000 | PA      | $434937.87    | 0.01%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak CLO 6                                                                                                                             | CUSIP: 72132YBA2<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |      2285997 | PA      | $2286762.81   | 0.04%             | 2034-05-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     38665000 | PA      | $46958717.99  | 0.73%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                                                                                 | CUSIP: 34527ACP3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |     12312000 | PA      | $9330937.64   | 0.14%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                                                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $611532.04    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                     | BG Energy Capital PLC                                                                                                                        | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $129363.32    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        55000 | PA      | $57411.85     | 0.00%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       433000 | PA      | $416541.28    | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-21582.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       360000 | PA      | $331446.46    | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        82000 | PA      | $83996.81     | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      4522000 | PA      | $4554855.86   | 0.07%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       406000 | PA      | $316420.33    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC                                                                                                              | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      8260000 | PA      | $8332911.60   | 0.13%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                                         | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       410000 | PA      | $396690.94    | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                           | CALIFORNIA ST EARTHQUAKE AUTH                                                                                                                | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |      3210000 | PA      | $3251753.11   | 0.05%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                          | ENA Master Trust                                                                                                                             | CUSIP: 000000000<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |       490000 | PA      | $371091.70    | 0.01%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRF GMBH                                                  | BRF GmbH                                                                                                                                     | CUSIP: 000000000<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | AT        |      1475000 | PA      | $1463155.75   | 0.02%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2350700000 | PA      | $11538403.44  | 0.18%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                                     | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      4802000 | PA      | $5003071.26   | 0.08%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                          | Gohl Capital Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |       290000 | PA      | $288731.25    | 0.00%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $214993.00    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                             | Bank Hapoalim BM                                                                                                                             | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |       257000 | PA      | $250253.75    | 0.00%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                  | Regatta XVI Funding Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      4500000 | PA      | $4498582.50   | 0.07%             | 2033-01-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       310000 | PA      | $314882.50    | 0.00%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                                         | NJ Trust 2023-GSP                                                                                                                            | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6237681 | PA      | $6546876.61   | 0.10%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140GSRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       104254 | PA      | $97038.34     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                                 | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       320000 | PA      | $319412.61    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       307000 | PA      | $283447.89    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                  | BHP Billiton Finance USA Ltd                                                                                                                 | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |        15000 | PA      | $15233.05     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                   | INEOS Quattro Finance 2 Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      1002000 | PA      | $1175111.76   | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      5085000 | PA      | $4932193.26   | 0.08%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                  | National Health Investors Inc                                                                                                                | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |        57000 | PA      | $56527.96     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       571000 | PA      | $574501.93    | 0.01%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       173000 | PA      | $175659.87    | 0.00%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                                                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $247553.45    | 0.00%             | 2033-03-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       200000 | PA      | $204111.50    | 0.00%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                  | Digital Intrepid Holding BV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      6858000 | PA      | $6983356.66   | 0.11%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |            1 | NC      | $-56642.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                                                                                       | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $901225.95    | 0.01%             | 2029-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS33IU0   IRS R01.59PCN07 04/03/30 CITIGROUPGL FIXED / Short: IS33IU0   IRS PCN07R01.59 04/03/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    428453000 | OU      | $-131109.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING /GBP/ REGD REG S                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $135466.22    | 0.00%             | 2027-07-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       648000 | PA      | $643223.07    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD HUF                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $31017.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CAIXABANK SA /GBP/ REGD V/R REG S EMTN                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $267609.62    | 0.00%             | 2026-12-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 000000000<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     13543000 | PA      | $15723990.53  | 0.24%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       200000 | PA      | $207668.77    | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                               | LG Chem Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |       310000 | PA      | $272753.50    | 0.00%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                      | Duke Energy Ohio Inc                                                                                                                         | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       130000 | PA      | $108673.04    | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                     | Washington University/The                                                                                                                    | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |       932000 | PA      | $683463.91    | 0.01%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       120000 | PA      | $120360.00    | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                                                                                        | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       382000 | PA      | $408409.39    | 0.01%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-AR4                                                                                                       | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100239 | PA      | $83801.30     | 0.00%             | 2037-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       646000 | PA      | $681248.18    | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       351000 | PA      | $414773.75    | 0.01%             | 2030-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GREAT WALL INTL                                           | GREAT WALL INTL V REGD REG S                                                                                                                 | CUSIP: 000000000<br>LEI: 254900N6H4J4MJJ8ZN67 | Long             | DBT              | CORP              | VG        |       400000 | PA      | $392648.00    | 0.01%             | 2026-11-23      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                                                       | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       654000 | PA      | $651198.49    | 0.01%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BOBL FUTURE DEC25 /EUR                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         1053 | NC      | $39436.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak Clo 15 2023 Ltd                                                                                                                   | CUSIP: 720922AA1<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |      4990311 | PA      | $4997297.44   | 0.08%             | 2036-10-20      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                                  | Louis Dreyfus Co Finance BV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |       259000 | PA      | $305621.28    | 0.00%             | 2031-10-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56930.12     | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1899545.11   | 0.03%             | 2028-06-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       134000 | PA      | $140222.33    | 0.00%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                      | Ferguson Finance PLC                                                                                                                         | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |       624000 | PA      | $619869.67    | 0.01%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39002000 | PA      | $39105597.11  | 0.61%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       250000 | PA      | $269870.00    | 0.00%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE                                   | BAT Netherlands Finance BV                                                                                                                   | CUSIP: 000000000<br>LEI: 2138009B37VJ9VOWAO51 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $386213.26    | 0.01%             | 2031-02-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       158000 | PA      | $152560.06    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9792659 | PA      | $10119718.14  | 0.16%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                      | Kyndryl Holdings Inc                                                                                                                         | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       853000 | PA      | $689695.32    | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GTCR W DUT/W-2 MERGER SU                                  | GTCR W DUT/W-2 MERGER SU /GBP/ REGD 144A P/P                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       424000 | PA      | $611579.81    | 0.01%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                      | Adnoc Murban Rsc Ltd                                                                                                                         | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $189500.00    | 0.00%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                            | Apidos CLO XXXV                                                                                                                              | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |      5030000 | PA      | $5034542.09   | 0.08%             | 2034-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3375473.44   | 0.05%             | 2027-06-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                                                                                           | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |       621000 | PA      | $637528.59    | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       855000 | PA      | $920362.15    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                                                                             | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $600508.48    | 0.01%             | 2030-01-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $129471.19    | 0.00%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                   | Guardian Life Global Funding                                                                                                                 | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58043.83     | 0.00%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                                                                                           | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57097.77     | 0.00%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |        27000 | PA      | $24726.07     | 0.00%             | 2034-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      6331000 | PA      | $6534664.91   | 0.10%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                            | S&P Global Inc                                                                                                                               | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       389000 | PA      | $381061.94    | 0.01%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2706435 | PA      | $2708893.97   | 0.04%             | 2045-02-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1318304.81   | 0.02%             | 2030-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                    | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                                       | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |       340000 | PA      | $352141.40    | 0.01%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $612713.90    | 0.01%             | 2029-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1450000000 | PA      | $9808120.62   | 0.15%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $4000520.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      2190000 | PA      | $1479665.25   | 0.02%             | 2029-07-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        35000 | PA      | $33033.29     | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                                                                               | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       599000 | PA      | $623134.40    | 0.01%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                          | Lenovo Group Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |       448000 | PA      | $423821.44    | 0.01%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       211000 | PA      | $211215.22    | 0.00%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      1275000 | PA      | $1158235.05   | 0.02%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                                                                                                   | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       688000 | PA      | $686497.19    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $204079.63    | 0.00%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                        | Athene Holding Ltd                                                                                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       129000 | PA      | $131452.25    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       568000 | PA      | $597536.00    | 0.01%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SECURITAS TREASURY IRELA                                  | Securitas Treasury Ireland DAC                                                                                                               | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $122641.33    | 0.00%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |           14 | PA      | $0.81         | 0.00%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                                        | Kings Park CLO Ltd                                                                                                                           | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5450000 | PA      | $5453597.00   | 0.08%             | 2035-01-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                  | Colonial Enterprises Inc                                                                                                                     | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       208000 | PA      | $209761.40    | 0.00%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                   | Bayer US Finance II LLC                                                                                                                      | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |       398000 | PA      | $396460.45    | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                   | Sasol Financing USA LLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      5807000 | PA      | $6026483.99   | 0.09%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                  | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                                                                                | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       230000 | PA      | $245502.00    | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       673000 | PA      | $577700.98    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      3120000 | PA      | $3010715.07   | 0.05%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                                     | CUSIP: 268317AW4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4109000 | PA      | $3215124.74   | 0.05%             | 2030-05-23      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       114000 | PA      | $112813.94    | 0.00%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       443000 | PA      | $389837.18    | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       290000 | PA      | $292076.39    | 0.00%             | 2028-02-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       401000 | PA      | $423245.31    | 0.01%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       220000 | PA      | $235950.00    | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5079000 | PA      | $5435672.37   | 0.08%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                      | Southern Copper Corp                                                                                                                         | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |       200000 | PA      | $236666.00    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                     | CCG Receivables Trust 2025-1                                                                                                                 | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1283000 | PA      | $1289219.73   | 0.02%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       602000 | PA      | $619966.47    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                                                      | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      4425438 | PA      | $4432517.32   | 0.07%             | 2045-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                          | CPUK FINANCE LTD /GBP/ REGD REG S                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       100000 | PA      | $138585.39    | 0.00%             | 2030-08-28      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2025-NQM2 Trust                                                                                                                         | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4773573 | PA      | $4822606.84   | 0.07%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                   | United Airlines 2020-1 Class A Pass Through Trust                                                                                            | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       578242 | PA      | $591284.92    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                      | Airport Authority                                                                                                                            | CUSIP: 00946AAF1<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |       350000 | PA      | $266675.50    | 0.00%             | 2062-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $15531800.36  | 0.24%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                                                                                           | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56783.83     | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       701000 | PA      | $670646.64    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33278140 | PA      | $33848287.72  | 0.52%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       147000 | PA      | $155872.12    | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |       155000 | PA      | $183098.21    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                  | Empresa de Transporte de Pasajeros Metro SA                                                                                                  | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |       370000 | PA      | $361005.30    | 0.01%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                            | SNF Group SACA                                                                                                                               | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      1664000 | PA      | $1618964.29   | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       240000 | PA      | $264120.00    | 0.00%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| QIB SUKUK LTD                                             | QIB Sukuk Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 549300XDP1VCBZLCP049 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $298485.00    | 0.00%             | 2025-10-27      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    131421600 | PA      | $83616993.00  | 1.30%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                                                                                    | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1133000 | PA      | $689227.66    | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       842000 | PA      | $679261.20    | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                               | Opal US LLC USD Term Loan                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3329000 | PA      | $3335658.00   | 0.05%             | 2032-04-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                            | Public Storage Operating Co                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |       575000 | PA      | $673257.82    | 0.01%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                                                                                         | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       570000 | PA      | $505590.00    | 0.01%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       190000 | PA      | $228843.35    | 0.00%             | 2027-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                                                                                      | CUSIP: 000000000<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       197000 | PA      | $235344.49    | 0.00%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | Bank Leumi Le-Israel BM                                                                                                                      | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |       290000 | PA      | $287395.27    | 0.00%             | 2031-01-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                            | Apidos CLO XXXII                                                                                                                             | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |      7864188 | PA      | $7867970.21   | 0.12%             | 2033-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                                                                                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       280000 | PA      | $293090.00    | 0.00%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                                                                                  | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       349000 | PA      | $412013.81    | 0.01%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |        19000 | PA      | $20567.50     | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CAIXABANK SA /GBP/ REGD V/R REG S                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      8600000 | PA      | $11391402.78  | 0.18%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1426728.90   | 0.02%             | 2031-12-09      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                       | Travel + Leisure Co                                                                                                                          | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      8764000 | PA      | $8747325.35   | 0.14%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                                                                      | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       680000 | PA      | $687355.73    | 0.01%             | 2028-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      7634000 | PA      | $7738967.50   | 0.12%             | 2031-08-12      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     13835000 | PA      | $16386788.24  | 0.25%             | 2032-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                   | Blackstone Secured Lending Fund                                                                                                              | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       157000 | PA      | $159199.23    | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     11880000 | PA      | $13741112.70  | 0.21%             | 2027-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       244000 | PA      | $289497.49    | 0.00%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                         | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |       266000 | PA      | $284017.45    | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-C                                                                                                             | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8191104 | PA      | $7203923.61   | 0.11%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       240000 | PA      | $236428.80    | 0.00%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                                      | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |      2099984 | PA      | $2104372.21   | 0.03%             | 2045-05-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                  | Florida Power & Light Co                                                                                                                     | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       125000 | PA      | $103604.31    | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     11800000 | PA      | $11783846.51  | 0.18%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                 | IQVIA Inc                                                                                                                                    | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1599000 | PA      | $1597128.55   | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       499000 | PA      | $490784.29    | 0.01%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       307000 | PA      | $335246.23    | 0.01%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     33571000 | PA      | $40640202.44  | 0.63%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1924000 | PA      | $2756515.79   | 0.04%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2007-HY4                                                                                                     | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       187082 | PA      | $167658.10    | 0.00%             | 2047-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                                                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |        85000 | PA      | $68116.12     | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                           | Invesco CLO 2021-2 Ltd                                                                                                                       | CUSIP: 46149MAL0<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |      4439295 | PA      | $4443752.05   | 0.07%             | 2034-07-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                | VMware LLC                                                                                                                                   | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       642000 | PA      | $639680.74    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1120000 | PA      | $757813.66    | 0.01%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -21 | NC      | $2656.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                                                                                   | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       436000 | PA      | $417602.20    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $977954.67    | 0.02%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $395160.19    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                       | SA Global Sukuk Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |       350000 | PA      | $342783.00    | 0.01%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       662000 | PA      | $679942.91    | 0.01%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                      | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     13277107 | PA      | $13389165.78  | 0.21%             | 2041-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       474000 | PA      | $492113.63    | 0.01%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      8422000 | PA      | $9860650.33   | 0.15%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD HUF                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $163609.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                    | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $240515.06    | 0.00%             | 2044-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       392000 | PA      | $393575.56    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                                                     | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       287000 | PA      | $251659.53    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA /GBP/ REGD V/R REG S                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1634833.83   | 0.03%             | 2027-11-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      3996000 | PA      | $4771708.88   | 0.07%             | 2035-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                  | Jackson National Life Global Funding                                                                                                         | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56987.69     | 0.00%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       242000 | PA      | $245634.01    | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                     | Golub Capital Private Credit Fund                                                                                                            | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |       132000 | PA      | $134317.57    | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                    | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       150000 | PA      | $149411.82    | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-10 Mortgage Loan Trust                                                                                                             | CUSIP: 12675XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5302300 | PA      | $5304505.23   | 0.08%             | 2070-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                                                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       510000 | PA      | $570419.70    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $332324.05    | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                                                                             | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |       634000 | PA      | $605376.74    | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED ZAR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ZA        |            1 | NC      | $34212.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                    | Sixth Street Specialty Lending Inc                                                                                                           | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |       305000 | PA      | $309372.35    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHINA GREATWALL VI                                        | CHINA GREATWALL VI REGD REG S                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       490000 | PA      | $498717.10    | 0.01%             | 2028-04-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA Group Ltd                                                                                                                                | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |       240000 | PA      | $246151.20    | 0.00%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1430000 | PA      | $950369.79    | 0.01%             | 2028-05-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                            | ServiceNow Inc                                                                                                                               | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |       779000 | PA      | $682101.06    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       251000 | PA      | $228594.85    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                                          | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       690000 | PA      | $639352.99    | 0.01%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NATWEST GROUP PLC /EUR/ REGD V/R REG S EMTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7135000 | PA      | $9008585.74   | 0.14%             | 2034-02-28      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       228000 | PA      | $314038.74    | 0.00%             | 2030-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2613000 | PA      | $2690524.10   | 0.04%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     55000000 | PA      | $8531842.06   | 0.13%             | 2054-07-24      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC REGD V/R REG S                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $297356.68    | 0.00%             | 2027-01-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |       222011 | PA      | $229503.42    | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                                               | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       423000 | PA      | $423860.49    | 0.01%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      2854000 | PA      | $3098587.80   | 0.05%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        51000 | PA      | $51839.42     | 0.00%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57079.94     | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       280000 | PA      | $275170.00    | 0.00%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    162626400 | PA      | $152906935.63 | 2.37%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $336603.33    | 0.01%             | 2029-10-23      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56373.24     | 0.00%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       729000 | PA      | $651430.55    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       238000 | PA      | $279755.54    | 0.00%             | 2037-09-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251966422 | PA      | $253835987.65 | 3.94%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCORP PERU LTD                                        | Intercorp Peru Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |       370000 | PA      | $359362.50    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      8955000 | PA      | $9388364.33   | 0.15%             | 2031-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                                                             | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      2187023 | PA      | $2218318.93   | 0.03%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5875000 | PA      | $8420042.71   | 0.13%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-5                                                                                                            | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      4873864 | PA      | $4913564.35   | 0.08%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                       | Hilton Grand Vacations Borrower LLC Initial Term Loan                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5689718 | PA      | $5680500.98   | 0.09%             | 2028-08-02      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $122671.93    | 0.00%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1138000 | PA      | $1195269.53   | 0.02%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                                                                     | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       267000 | PA      | $263861.25    | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       180000 | PA      | $181887.93    | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                             | DTP Commercial Mortgage Trust 2023-STE2                                                                                                      | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1329000 | PA      | $1364204.16   | 0.02%             | 2041-01-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       589000 | PA      | $602546.09    | 0.01%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                                                                                           | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       225000 | PA      | $230625.00    | 0.00%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |        75000 | PA      | $77091.66     | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56466.17     | 0.00%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       500000 | PA      | $519128.31    | 0.01%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       100000 | PA      | $122571.45    | 0.00%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                                          | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       685000 | PA      | $665715.97    | 0.01%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57424.48     | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6560000 | PA      | $7326293.45   | 0.11%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                                                         | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       218000 | PA      | $220587.21    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                               | Cencosud SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |       230000 | PA      | $230299.00    | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       720000 | PA      | $708575.51    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                                                                                           | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56464.82     | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113431.05    | 0.00%             | 2036-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                      | Pilgrim's Pride Corp                                                                                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |         4000 | PA      | $4413.92      | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                                         | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        86000 | PA      | $84178.44     | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                                                                              | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      6550000 | PA      | $8555664.72   | 0.13%             | 2028-01-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3043 | PA      | $3144.57      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       304000 | PA      | $300358.14    | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-8471.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-8553.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     48856000 | PA      | $61082338.11  | 0.95%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       299000 | PA      | $303954.62    | 0.00%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-5 Mortgage Loan Trust                                                                                                              | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |      5180247 | PA      | $5232275.74   | 0.08%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                  | First Abu Dhabi Bank PJSC                                                                                                                    | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |       480000 | PA      | $477000.00    | 0.01%             | 2026-04-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA REGD                                              | ROMANIA REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |       640000 | PA      | $688027.20    | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                           | Nevada Power Co                                                                                                                              | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |       385000 | PA      | $392716.97    | 0.01%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      9434000 | PA      | $9476180.83   | 0.15%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121601.97    | 0.00%             | 2045-04-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                | Mattel Inc                                                                                                                                   | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |       673000 | PA      | $651032.98    | 0.01%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-29760.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      5466000 | PA      | $5363621.82   | 0.08%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                  | Solstice Advanced Materials Inc                                                                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      3976000 | PA      | $3987028.43   | 0.06%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                   | Broadcom Corp / Broadcom Cayman Finance Ltd                                                                                                  | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       411000 | PA      | $406185.18    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                         | Nexa Resources SA                                                                                                                            | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       230000 | PA      | $243954.98    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                     | BANK OF EAST ASIA LTD REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |       300000 | PA      | $299016.00    | 0.00%             | 2032-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                        | Ford Motor Co                                                                                                                                | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       170000 | PA      | $135548.99    | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       254000 | PA      | $318117.71    | 0.00%             | 2030-08-08      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       591000 | PA      | $611148.18    | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                                           | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31721388 | PA      | $31776675.66  | 0.49%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-6                                                                                                              | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |      7307221 | PA      | $7372428.83   | 0.11%             | 2070-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                   | Guardian Life Global Funding                                                                                                                 | CUSIP: 40139LBL6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57257.62     | 0.00%             | 2032-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234171.76    | 0.00%             | 2031-05-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       444000 | PA      | $416685.18    | 0.01%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                           | HAWAII ST                                                                                                                                    | CUSIP: 419792M45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1640000 | PA      | $1725639.65   | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                                                                                        | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       320000 | PA      | $320640.00    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                                                   | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56321.20     | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                                           | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        94000 | PA      | $96485.34     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CCBL CAYMAN 1 CORP                                        | CCBL Cayman 1 Corp Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300PPQILFPZT13E12 | Long             | DBT              | CORP              | KY        |       400000 | PA      | $392336.00    | 0.01%             | 2026-07-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                  | AES Panama Generation Holdings SRL                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |       611545 | PA      | $577909.76    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                  | Fashion Show Mall LLC                                                                                                                        | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8991570 | PA      | $9120068.53   | 0.14%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                          | SoFi Consumer Loan Program 2025-2 Trust                                                                                                      | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3941000 | PA      | $3971704.73   | 0.06%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      7864000 | PA      | $7224128.89   | 0.11%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |      7200000 | PA      | $8205350.75   | 0.13%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       240000 | PA      | $249477.60    | 0.00%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |        57000 | PA      | $56598.62     | 0.00%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10434000 | PA      | $11762510.51  | 0.18%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                                                                                | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       667000 | PA      | $680474.89    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       370000 | PA      | $364114.86    | 0.01%             | 2055-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CFAMC IV CO LTD                                           | CFAMC IV Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $197774.00    | 0.00%             | 2029-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       328000 | PA      | $434334.65    | 0.01%             | 2027-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                                                       | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       136000 | PA      | $126146.14    | 0.00%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       357000 | PA      | $422616.07    | 0.01%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56884.10     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                             | BGC Group Inc                                                                                                                                | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       129000 | PA      | $132160.19    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                                                                                | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       757000 | PA      | $671601.92    | 0.01%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                               | MEGlobal BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |       260000 | PA      | $247975.00    | 0.00%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |            0 | PA      | $0.00         | 0.00%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       163000 | PA      | $166559.38    | 0.00%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LKQ DUTCH BOND BV                                         | LKQ Dutch Bond BV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500O7KBK1ICWRWC17 | Long             | DBT              | CORP              | NL        |       188000 | PA      | $225704.28    | 0.00%             | 2031-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       136000 | PA      | $136592.42    | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       179000 | PA      | $197510.64    | 0.00%             | 2029-01-19      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |       982000 | PA      | $1032869.97   | 0.02%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-4                                                                                                            | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |      7921531 | PA      | $8004416.76   | 0.12%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2585000 | PA      | $2487456.58   | 0.04%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       237000 | PA      | $296877.52    | 0.00%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                                      | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       676000 | PA      | $637319.22    | 0.01%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                               | Merchants Fleet Funding LLC                                                                                                                  | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |      1921858 | PA      | $1933755.60   | 0.03%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                | Kenvue Inc                                                                                                                                   | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       130000 | PA      | $132170.59    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        97000 | PA      | $96284.46     | 0.00%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              |  | LU        |      1949000 | PA      | $2040325.94   | 0.03%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       110000 | PA      | $118184.94    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      9644000 | PA      | $9045103.74   | 0.14%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $120338.54    | 0.00%             | 2033-08-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6470000 | PA      | $6635642.55   | 0.10%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $22083.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers Clo 42 Ltd                                                                                                    | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |      5063064 | PA      | $5063119.69   | 0.08%             | 2036-07-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    122779300 | PA      | $77346158.33  | 1.20%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |       520000 | PA      | $463060.00    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                     | Japan Government Ten Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4210700000 | PA      | $27213973.49  | 0.42%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                                | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       619000 | PA      | $609165.49    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       433000 | PA      | $435056.92    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                                 | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     16978000 | PA      | $13717958.91  | 0.21%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                                                      | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       390000 | PA      | $439692.50    | 0.01%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $2476.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      8169000 | PA      | $11185902.73  | 0.17%             | 2027-12-07      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD REGD EMTN SER GMTN               | ISRAEL ELECTRIC CORP LTD REGD EMTN SER GMTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |       290000 | PA      | $268902.50    | 0.00%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                                                                                         | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       380000 | PA      | $391676.86    | 0.01%             | 2030-02-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                             | Owens Corning                                                                                                                                | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |         4000 | PA      | $4086.55      | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       649000 | PA      | $639071.69    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-183.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                                                                                   | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       398000 | PA      | $435251.59    | 0.01%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       514000 | PA      | $519391.09    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                                           | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       240000 | PA      | $300889.57    | 0.00%             | 2031-06-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                            | AGL CLO 16 Ltd                                                                                                                               | CUSIP: 00120LAG3<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |      6310000 | PA      | $6311539.64   | 0.10%             | 2035-01-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                     | Golub Capital Private Credit Fund                                                                                                            | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55274.74     | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       277000 | PA      | $260839.87    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       138000 | PA      | $141149.40    | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $218219.74    | 0.00%             | 2049-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                         | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |        56000 | PA      | $56431.94     | 0.00%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $180800.00    | 0.00%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      7121000 | PA      | $6957762.68   | 0.11%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       265000 | PA      | $257381.25    | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                             | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8325000 | PA      | $8043644.72   | 0.12%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                 | Sunoco LP                                                                                                                                    | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5222000 | PA      | $5184938.58   | 0.08%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -4 | NC      | $1187.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLPL Capital Pte Ltd                                      | LLPL Capital Pte Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |       554817 | PA      | $576524.22    | 0.01%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                      | UltraTech Cement Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |       210000 | PA      | $191112.60    | 0.00%             | 2031-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                     | Holding d'Infrastructures des Metiers de l'Environnement SAS                                                                                 | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |      4955000 | PA      | $6034711.65   | 0.09%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |     13044000 | PA      | $13787633.94  | 0.21%             | 2030-03-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                   | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                              | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       432786 | PA      | $466435.48    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                     | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1686000 | PA      | $1638652.69   | 0.03%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |         7000 | PA      | $6919.59      | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       270000 | PA      | $289170.00    | 0.00%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEBUILD SPA                                               | Webuild SpA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300UKR289DF4UXQ47 | Long             | DBT              | CORP              | IT        |       224000 | PA      | $264943.01    | 0.00%             | 2031-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $239780.85    | 0.00%             | 2030-01-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1187674 | PA      | $1186937.38   | 0.02%             | 2044-09-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       640000 | PA      | $409414.40    | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      9900000 | PA      | $11897580.93  | 0.18%             | 2036-05-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                  | Aptiv Swiss Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       134000 | PA      | $156890.31    | 0.00%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                  | Amcor Flexibles North America Inc                                                                                                            | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       137000 | PA      | $140192.99    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       127000 | PA      | $135341.57    | 0.00%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $142607.89    | 0.00%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       200000 | PA      | $201693.54    | 0.00%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PLDT INC                                                  | PLDT Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900ADE8GQHM5P2648 | Long             | DBT              | CORP              | PH        |       200000 | PA      | $181812.50    | 0.00%             | 2031-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                       | DENTSPLY SIRONA Inc                                                                                                                          | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |       711000 | PA      | $653849.32    | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                           | Barings BDC Inc                                                                                                                              | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56572.00     | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |       373938 | PA      | $360434.73    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                    | Crossroads Asset Trust 2024-A                                                                                                                | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5120585 | PA      | $5184184.48   | 0.08%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                  | Banco Nacional de Panama                                                                                                                     | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |       200000 | PA      | $174608.00    | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       272000 | PA      | $277981.81    | 0.00%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       688000 | PA      | $697446.73    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                                                                                | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56306.92     | 0.00%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                               | Rad CLO 14 Ltd                                                                                                                               | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4751695.75   | 0.07%             | 2035-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                  | Time Warner Cable Enterprises LLC                                                                                                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $422507.96    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $-906.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       451000 | PA      | $532108.78    | 0.01%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                                      | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |        29000 | PA      | $29507.18     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $445124.98    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     10439000 | PA      | $10854002.45  | 0.17%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55367.65     | 0.00%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15681 | PA      | $14620.50     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                                        | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     99122544 | PA      | $100655845.34 | 1.56%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                                | Woori Bank                                                                                                                                   | CUSIP: 98105TAA2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |       230000 | PA      | $238912.50    | 0.00%             | 2029-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RAM4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       680000 | PA      | $685846.03    | 0.01%             | 2028-09-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                                | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       417000 | PA      | $422571.64    | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-24CB                                                                                                             | CUSIP: 02146TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1179901 | PA      | $573651.58    | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       734000 | PA      | $649323.38    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2024-1 LLC                                                                                                             | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4157839 | PA      | $4188046.98   | 0.06%             | 2029-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       589000 | PA      | $695313.07    | 0.01%             | 2034-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $108240.64    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       256000 | PA      | $276693.40    | 0.00%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       320000 | PA      | $293815.54    | 0.00%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     50000000 | PA      | $320149.44    | 0.00%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                | Kenvue Inc                                                                                                                                   | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       727000 | PA      | $673558.46    | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                    | Cia Cervecerias Unidas SA                                                                                                                    | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $179625.00    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207602049 | PA      | $206499785.92 | 3.20%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HJTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11188 | PA      | $10399.81     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       124000 | PA      | $145807.96    | 0.00%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                     | Vale Overseas Ltd                                                                                                                            | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $213359.80    | 0.00%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       875000 | PA      | $908300.02    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       149000 | PA      | $141080.96    | 0.00%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                                                                                    | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $225833.96    | 0.00%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       612000 | PA      | $620573.83    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                  | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       669000 | PA      | $672770.07    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    805830000 | PA      | $115684696.47 | 1.79%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD REGD REG S EMTN SER GMTN            | SATS TREASURY PTE LTD REGD REG S EMTN SER GMTN                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       200000 | PA      | $203802.00    | 0.00%             | 2029-01-23      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       300000 | PA      | $225699.37    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                 | ALA Trust 2025-OANA                                                                                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18761130 | PA      | $18854935.65  | 0.29%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       412000 | PA      | $415927.13    | 0.01%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57864.98     | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       105000 | PA      | $126086.45    | 0.00%             | 2032-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24604792 | PA      | $25133411.19  | 0.39%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       349000 | PA      | $422569.87    | 0.01%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       668000 | PA      | $652382.70    | 0.01%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                                                                             | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       348000 | PA      | $352479.36    | 0.01%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                                                                                                   | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       690000 | PA      | $626388.90    | 0.01%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       816000 | PA      | $1028498.87   | 0.02%             | 2032-03-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                      | Duke Energy Ohio Inc                                                                                                                         | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       305000 | PA      | $314505.14    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                   | America Movil SAB de CV                                                                                                                      | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $214200.00    | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                          | MDC Holdings Inc                                                                                                                             | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      5611000 | PA      | $5332146.65   | 0.08%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA Group Ltd                                                                                                                                | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |       250000 | PA      | $251885.00    | 0.00%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       287000 | PA      | $289049.75    | 0.00%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $439536.73    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56301.39     | 0.00%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       285000 | PA      | $278492.70    | 0.00%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM10 Trust                                                                                                                         | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |     10432505 | PA      | $10523024.35  | 0.16%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                                                                                  | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       902000 | PA      | $615304.83    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                    | El Puerto de Liverpool SAB de CV                                                                                                             | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $214876.00    | 0.00%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8039298 | PA      | $8045092.04   | 0.12%             | 2045-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2025-NQM7                                                                                                    | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |      3057239 | PA      | $3085590.82   | 0.05%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       212000 | PA      | $213102.33    | 0.00%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                  | OZLM XVIII Ltd                                                                                                                               | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |      3425870 | PA      | $3426421.11   | 0.05%             | 2031-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                                            | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       444000 | PA      | $471283.39    | 0.01%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                        | RWE Finance US LLC                                                                                                                           | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |       318000 | PA      | $314375.04    | 0.00%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                   | Quikrete Holdings, Inc. Tranche B-2 Term Loan (First Lien)                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3880303 | PA      | $3881311.92   | 0.06%             | 2029-03-19      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1202000 | PA      | $1271085.91   | 0.02%             | 2043-04-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                                                                               | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |       397000 | PA      | $399608.55    | 0.01%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       392000 | PA      | $365150.28    | 0.01%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                      | Kioxia Holdings Corp                                                                                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      5889000 | PA      | $6017946.37   | 0.09%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                           | CFAMC II Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |       213000 | PA      | $212840.25    | 0.00%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                                                                             | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3279000 | PA      | $3345825.27   | 0.05%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       130000 | PA      | $122774.20    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      2861200 | PA      | $2669628.35   | 0.04%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       232000 | PA      | $230856.02    | 0.00%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       203000 | PA      | $238170.84    | 0.00%             | 2032-09-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                                                                                  | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       683000 | PA      | $673238.13    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     17865000 | PA      | $19307566.06  | 0.30%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     11373000 | PA      | $13787849.63  | 0.21%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       400000 | PA      | $357124.00    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                                                                                       | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      2944000 | PA      | $2207067.97   | 0.03%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                                                                                         | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       185000 | PA      | $184510.31    | 0.00%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       622000 | PA      | $648765.90    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                  | Adani Transmission Step-One Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |      8086000 | PA      | $8005140.00   | 0.12%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $501178.47    | 0.01%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2025-2CON                                                                                                           | CUSIP: 05494LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8950000 | PA      | $8985474.22   | 0.14%             | 2036-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      1478000 | PA      | $1500859.50   | 0.02%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                                        | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       400000 | PA      | $259200.00    | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     11659000 | PA      | $11842117.89  | 0.18%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                  | Broadridge Financial Solutions Inc                                                                                                           | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |       423000 | PA      | $399457.12    | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        95000 | PA      | $96503.00     | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                           | CBQ FINANCE LTD REGD REG S EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |       450000 | PA      | $442548.00    | 0.01%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       370000 | PA      | $365249.20    | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                          | Genuine Parts Co                                                                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |       673000 | PA      | $685721.65    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56623.48     | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                           | Xcel Energy Inc                                                                                                                              | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       138000 | PA      | $139704.37    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        57000 | PA      | $58844.48     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                            | PECO Energy Co                                                                                                                               | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       417000 | PA      | $419078.72    | 0.01%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                          | LG Energy Solution Ltd                                                                                                                       | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       490000 | PA      | $502019.70    | 0.01%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       560000 | PA      | $561203.10    | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $322929.08    | 0.01%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $247012.84    | 0.00%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       202000 | PA      | $212413.25    | 0.00%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       185000 | PA      | $184085.09    | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59702683 | PA      | $57895035.02  | 0.90%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                           | Antofagasta PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |       460000 | PA      | $493929.01    | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                                                                                | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118038.08    | 0.00%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57197.15     | 0.00%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                   | INEOS Quattro Finance 2 Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      4115000 | PA      | $4825933.02   | 0.07%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       220000 | PA      | $201028.61    | 0.00%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                                                   | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      3249000 | PA      | $3265282.88   | 0.05%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                          | CMWLTH FING AUTH PA                                                                                                                          | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2640000 | PA      | $2494848.84   | 0.04%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     70290959 | PA      | $84125071.76  | 1.30%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                   | Guardian Life Global Funding                                                                                                                 | CUSIP: 40139LBM4<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |        37000 | PA      | $37023.68     | 0.00%             | 2028-09-05      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                                                   | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       407000 | PA      | $404696.56    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       250000 | PA      | $259938.75    | 0.00%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       375000 | PA      | $374184.51    | 0.01%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   8080800000 | PA      | $46902021.62  | 0.73%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                  | Greensaif Pipelines Bidco Sarl                                                                                                               | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $209973.42    | 0.00%             | 2036-07-31      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                        | Elmwood CLO 15 Ltd                                                                                                                           | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4900000 | PA      | $4903243.80   | 0.08%             | 2035-04-22      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                                                | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      1761000 | PA      | $1814880.63   | 0.03%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                                  | Loblaw Cos Ltd                                                                                                                               | CUSIP: 53947ZAT4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      3182000 | PA      | $2635770.20   | 0.04%             | 2033-02-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                         | CIMIC Finance Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |       299000 | PA      | $326047.62    | 0.01%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-J1                                                                                                               | CUSIP: 12668BKH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       548447 | PA      | $368054.71    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOXCONN FAR EAST LTD REGD REG                             | FOXCONN FAR EAST LTD REGD REG S EMTN                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       200000 | PA      | $182904.42    | 0.00%             | 2030-10-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                                                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |        93000 | PA      | $122674.36    | 0.00%             | 2037-06-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H7Z91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4757 | PA      | $4427.78      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       691000 | PA      | $701095.72    | 0.01%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                                             | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1493961 | PA      | $1506629.19   | 0.02%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       187572 | PA      | $191395.20    | 0.00%             | 2028-08-25      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                                                                                  | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |       166000 | PA      | $187800.52    | 0.00%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                   | Allegany Park CLO Ltd                                                                                                                        | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |      4950000 | PA      | $4954291.65   | 0.08%             | 2035-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      4254000 | PA      | $4392255.00   | 0.07%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                                                               | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2753000 | PA      | $2752773.21   | 0.04%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2062303 | PA      | $2076325.98   | 0.03%             | 2045-03-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       230000 | PA      | $248630.00    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                                    | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     37285000 | PA      | $27535673.89  | 0.43%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129237.66    | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd                                    | Regatta XX Funding Ltd                                                                                                                       | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6150000 | PA      | $6153075.00   | 0.10%             | 2038-01-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| TEREGA SASU                                               | Terega SASU                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500D9BIKJL7H9TB80 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $111482.15    | 0.00%             | 2028-02-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119884.02    | 0.00%             | 2028-07-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $113962.94    | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-97.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32WP0   IRS R04.15PNF3F 03/18/35 MSNYUS33XXX FIXED / Short: IS32WP0   IRS PNF3FR04.15 03/18/35 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     38130000 | OU      | $914251.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                            | Diamond II Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      3170000 | PA      | $3193866.74   | 0.05%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SWIRE PROPERT MTN FIN                                     | Swire Properties MTN Financing Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300MYFUCWFUIC4803 | Long             | DBT              |  | HK        |     40000000 | PA      | $5753272.76   | 0.09%             | 2029-09-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10677000 | PA      | $10937107.95  | 0.17%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $118684.94    | 0.00%             | 2031-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                   | Transportadora de Gas Internacional SA ESP                                                                                                   | CUSIP: 000000000<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |       200000 | PA      | $203650.00    | 0.00%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                                     | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      7016000 | PA      | $6418518.84   | 0.10%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      9303000 | PA      | $12102867.95  | 0.19%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       248000 | PA      | $241207.28    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                          | Smiths Group PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |       203000 | PA      | $236097.32    | 0.00%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55966.71     | 0.00%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       635000 | PA      | $750091.01    | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | FUTURE CONTRACT ON CAN 5YR BOND FUT DEC25 /CAD                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           17 | NC      | $18078.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENESAS ELECTRONICS CORP                                  | Renesas Electronics Corp                                                                                                                     | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |       677000 | PA      | $659857.85    | 0.01%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| KINGSPAN SEC IRELAND DAC                                  | Kingspan Securities Ireland DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400FJSIQEIEFQMV55 | Long             | DBT              | CORP              | IE        |       132000 | PA      | $154793.72    | 0.00%             | 2031-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                     | Applied Materials Inc                                                                                                                        | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       852000 | PA      | $843687.20    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                                    | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       460000 | PA      | $458160.00    | 0.01%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                                                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |       400000 | PA      | $392294.18    | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     18114000 | PA      | $18206852.91  | 0.28%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2025-1CON                                                                                                           | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4756326 | PA      | $4780766.02   | 0.07%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                                                                                  | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       331000 | PA      | $252257.07    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                                                                                   | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $214256.67    | 0.00%             | 2029-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM8 Trust                                                                                                                          | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |      3763804 | PA      | $3795934.74   | 0.06%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $329931.07    | 0.01%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       322000 | PA      | $321776.64    | 0.00%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                           | BAE Systems PLC                                                                                                                              | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |       679000 | PA      | $687349.79    | 0.01%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $119973.15    | 0.00%             | 2027-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       450000 | PA      | $413437.50    | 0.01%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                                                                             | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      7500000 | PA      | $8927135.23   | 0.14%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                                                                   | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |        95000 | PA      | $114085.17    | 0.00%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                                                                                         | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $122753.25    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       609000 | PA      | $638729.20    | 0.01%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ORG FOR WORKERS RETIREME                                  | ORG FOR WORKERS RETIREME /JPY/ REGD P/P SER 44                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      4300000 | PA      | $28415.29     | 0.00%             | 2027-09-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                              | Fibercop SpA                                                                                                                                 | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      2413000 | PA      | $2878376.51   | 0.04%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                   | Morgan Stanley Private Bank NA                                                                                                               | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |       325000 | PA      | $326860.12    | 0.01%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| HERAEUS FINANCE GMBH                                      | Heraeus Finance GmbH                                                                                                                         | CUSIP: 000000000<br>LEI: 529900SD9F0NFGBUIK83 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116263.48    | 0.00%             | 2027-06-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |       100000 | PA      | $113580.94    | 0.00%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                          | BAT Capital Corp                                                                                                                             | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       312000 | PA      | $284044.76    | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      9126000 | PA      | $12287527.14  | 0.19%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                              | AGL CLO 44 Ltd                                                                                                                               | CUSIP: 00121RAA2<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |     11306975 | PA      | $11133966.98  | 0.17%             | 2037-10-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $626473.08    | 0.01%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       135000 | PA      | $139183.48    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                  | Asahi Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |       535000 | PA      | $607323.63    | 0.01%             | 2027-04-19      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                  | Baiterek National Managing Holding JSC                                                                                                       | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      4825000 | PA      | $4776750.00   | 0.07%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                          | BAT Capital Corp                                                                                                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       315000 | PA      | $288513.37    | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       825000 | PA      | $629062.50    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux MPC Sarl                                                                                                               | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       393800 | PA      | $413152.82    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                   | Cloverie PLC for Zurich Insurance Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |       315000 | PA      | $316448.08    | 0.00%             | 2046-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                                          | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       401000 | PA      | $317778.31    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       302000 | PA      | $308067.00    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       405000 | PA      | $422368.77    | 0.01%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | FUTURE CONTRACT ON CAN 10YR BOND FUT DEC25 /CAD                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -1646 | NC      | $-3216584.03  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | TEMASEK FINANCIAL I LTD /CNH/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     39050000 | PA      | $5875455.06   | 0.09%             | 2054-08-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                                                                                        | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       348000 | PA      | $417086.14    | 0.01%             | 2030-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      7900000 | PA      | $10978680.36  | 0.17%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | Eagle Funding Luxco Sarl                                                                                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     14545000 | PA      | $14770447.50  | 0.23%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $358639.49    | 0.01%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       316000 | PA      | $290004.03    | 0.00%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       131000 | PA      | $149453.59    | 0.00%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2023-B                                                                                                              | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1072173 | PA      | $1121345.82   | 0.02%             | 2036-12-17      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3538 | NC      | $506587.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KNDR Trust 2021-KIND                                      | KIND Trust 2021-KIND                                                                                                                         | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3014828 | PA      | $3003727.60   | 0.05%             | 2038-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-R1                                                                                                           | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |      2411986 | PA      | $2432956.04   | 0.04%             | 2065-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $599209.73    | 0.01%             | 2030-05-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      8400000 | PA      | $10105339.04  | 0.16%             | 2028-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56763.51     | 0.00%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     38350000 | PA      | $5279988.15   | 0.08%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      4321000 | PA      | $4545385.34   | 0.07%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       666000 | PA      | $687509.44    | 0.01%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AAC TECHNOLOGIES HOLDING                                  | AAC Technologies Holdings Inc                                                                                                                | CUSIP: 000000000<br>LEI: 549300SKEDE1VKS0A552 | Long             | DBT              | CORP              | KY        |       290000 | PA      | $273426.50    | 0.00%             | 2031-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6050000 | PA      | $4023458.59   | 0.06%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                      | Kallpa Generacion SA                                                                                                                         | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |       330000 | PA      | $344955.60    | 0.01%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                               | Gartner Inc                                                                                                                                  | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       714000 | PA      | $683826.14    | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        57000 | PA      | $58673.87     | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                       | BHMS Commercial Mortgage Trust 2025-ATLS                                                                                                     | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10499000 | PA      | $10518193.01  | 0.16%             | 2042-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       513000 | PA      | $524199.09    | 0.01%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S MTN SER GMTN                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       400000 | PA      | $474374.54    | 0.01%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      5190000 | PA      | $5788891.75   | 0.09%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       584000 | PA      | $579310.36    | 0.01%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      9360000 | PA      | $6367384.67   | 0.10%             | 2029-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                  | Industrias Penoles SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |       230000 | PA      | $191187.50    | 0.00%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                                           | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       192000 | PA      | $197117.83    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                                  | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       754000 | PA      | $688290.91    | 0.01%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                                                                                     | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1070000 | PA      | $1207473.11   | 0.02%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                                      | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |      1985921 | PA      | $1992096.65   | 0.03%             | 2034-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       333000 | PA      | $388633.66    | 0.01%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | Bank Leumi Le-Israel BM                                                                                                                      | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |       200000 | PA      | $208636.73    | 0.00%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       303038 | PA      | $317583.82    | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       222000 | PA      | $258498.84    | 0.00%             | 2027-10-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                               | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      6774000 | PA      | $7186612.40   | 0.11%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86645576 | PA      | $77390364.17  | 1.20%             | 2055-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                  | Main Street Capital Corp                                                                                                                     | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56231.55     | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-AIR2                                                                                                       | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2359583 | PA      | $2363270.00   | 0.04%             | 2041-10-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       812000 | PA      | $805229.51    | 0.01%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                   | Entergy Mississippi LLC                                                                                                                      | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |       312000 | PA      | $319638.64    | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                                                            | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       205000 | PA      | $202146.08    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust 2024-B                                                                                                                | CUSIP: 881934AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3521000 | PA      | $3546148.39   | 0.05%             | 2028-06-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                 | ORL Trust 2024-GLKS                                                                                                                          | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11955523 | PA      | $11959259.10  | 0.19%             | 2039-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                              | UPL Corp Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |       380000 | PA      | $353799.00    | 0.01%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $123196.16    | 0.00%             | 2030-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                       | Alfa Desarrollo SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |       305188 | PA      | $243579.87    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                  | British American Tobacco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |       477000 | PA      | $555460.84    | 0.01%             | 2029-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       137000 | PA      | $140527.13    | 0.00%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      3600000 | PA      | $3827013.88   | 0.06%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       182000 | PA      | $224630.17    | 0.00%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      2537000 | PA      | $1731405.07   | 0.03%             | 2029-07-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                                                                                          | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       365000 | PA      | $450529.78    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                      | Stillwater Mining Co                                                                                                                         | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      5827000 | PA      | $5757076.00   | 0.09%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |        56000 | PA      | $57656.55     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $109179.04    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                                                                                                    | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       453000 | PA      | $460412.16    | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       970000 | PA      | $698703.13    | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                                                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       299000 | PA      | $308305.99    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                  | Corp Financiera de Desarrollo SA                                                                                                             | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       230000 | PA      | $239682.42    | 0.00%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                        | Royalty Pharma PLC                                                                                                                           | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |        57000 | PA      | $57038.71     | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance PLC                                      | Ferguson Finance PLC                                                                                                                         | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |       657000 | PA      | $660251.04    | 0.01%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56757.72     | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                                          | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       364000 | PA      | $272874.51    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                    | Engie Energia Chile SA                                                                                                                       | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |       285000 | PA      | $303356.85    | 0.00%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                                                                                  | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       141000 | PA      | $126942.02    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                                                                                      | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       405000 | PA      | $407152.34    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2025-NQM5                                                                                                    | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |      2158724 | PA      | $2178424.54   | 0.03%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-SCHATZ FUT DEC25 /EUR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           17 | NC      | $-1262.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton USA Trust                                          | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                                      | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4181000 | PA      | $4187532.81   | 0.06%             | 2037-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                                            | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       661000 | PA      | $611580.83    | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      4795000 | PA      | $5415074.72   | 0.08%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $105998.59    | 0.00%             | 2032-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                                                                                   | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      4509000 | PA      | $5582244.44   | 0.09%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       138000 | PA      | $138935.30    | 0.00%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       407000 | PA      | $373296.33    | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                          | REWE International Finance BV                                                                                                                | CUSIP: 000000000<br>LEI: 5299003XLG8J4YTHLX44 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $378168.64    | 0.01%             | 2030-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       429000 | PA      | $403407.22    | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $11514.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-11326.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      1886000 | PA      | $1938129.59   | 0.03%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       550000 | PA      | $451687.50    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64938000 | PA      | $54705193.34  | 0.85%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                                | Clarus Capital Funding 2024-1 LLC                                                                                                            | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6467637 | PA      | $6490256.45   | 0.10%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP Inc                                                                                                                                       | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       405000 | PA      | $397370.52    | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                     | Rio Tinto Finance USA PLC                                                                                                                    | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |        84000 | PA      | $86131.32     | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                     | Qnity Electronics Inc                                                                                                                        | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      4473000 | PA      | $4511851.49   | 0.07%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXQ1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $1708518.43   | 0.03%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      4070000 | PA      | $4007422.33   | 0.06%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       295000 | PA      | $281904.45    | 0.00%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       548000 | PA      | $655053.51    | 0.01%             | 2029-11-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                                           | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $204545.58    | 0.00%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |       264000 | PA      | $305254.46    | 0.00%             | 2049-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD HUF                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $17327.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $112746.00    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       204000 | PA      | $224755.41    | 0.00%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                  | NRTH 2024-PARK Mortgage Trust                                                                                                                | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14214000 | PA      | $14182838.65  | 0.22%             | 2039-03-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |       700000 | PA      | $769509.72    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                                                       | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10690017 | PA      | $10275963.86  | 0.16%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       596000 | PA      | $572751.71    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       361000 | PA      | $438083.64    | 0.01%             | 2035-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1070000 | PA      | $927422.50    | 0.01%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                | Clover CLO 2021-3 LLC                                                                                                                        | CUSIP: 18915FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10031434 | PA      | $10039669.81  | 0.16%             | 2035-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                                                                             | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      5200000 | PA      | $6129314.75   | 0.10%             | 2027-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      8500000 | PA      | $8874567.69   | 0.14%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       200000 | PA      | $126180.00    | 0.00%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       682000 | PA      | $655132.96    | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4783000 | PA      | $4962941.67   | 0.08%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                    | Commonwealth Edison Co                                                                                                                       | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       340000 | PA      | $314117.29    | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                  | Abu Dhabi National Energy Co PJSC                                                                                                            | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $197450.00    | 0.00%             | 2037-03-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY REGD                                              | HUNGARY REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |       320000 | PA      | $344960.00    | 0.01%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                                                                                       | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       152000 | PA      | $181297.64    | 0.00%             | 2035-06-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                      | Juniper Networks Inc                                                                                                                         | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |       691000 | PA      | $674755.53    | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                       | Cardinal Health Inc                                                                                                                          | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56412.24     | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2099709.99   | 0.03%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       626000 | PA      | $655265.50    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $484655.06    | 0.01%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $2885292.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                   | North Haven Private Income Fund LLC                                                                                                          | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57722.90     | 0.00%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $176990.00    | 0.00%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1323 | PA      | $1373.46      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       257000 | PA      | $245691.80    | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410F3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          266 | PA      | $275.40       | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                   | Guardian Life Insurance Co of America/The                                                                                                    | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |       568000 | PA      | $481518.89    | 0.01%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BUND FUTURE DEC25 /EUR                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1355 | NC      | $-515548.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGTEL GROUP TREASURY                                    | SingTel Group Treasury Pte Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 2549002FQJ4364A54N70 | Long             | DBT              | CORP              | SG        |       290000 | PA      | $272179.50    | 0.00%             | 2029-08-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS36VI8   CDX 2I668IBR2 01.000 BP 12/20/2030 MSNYUS33XXX FLOAT / Short: IS36VI8   CDX 2I668IBR2 01.000 BP 12/20/2030 MSNYUS33XXX FIXED | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     55700000 | OU      | $-914607.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                               | OCP CLO Ltd                                                                                                                                  | CUSIP: 671026AL6<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |     10815000 | PA      | $10804336.41  | 0.17%             | 2037-01-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA /GBP/ REGD REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       393000 | PA      | $568063.70    | 0.01%             | 2033-05-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       233000 | PA      | $270452.32    | 0.00%             | 2030-10-14      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                                      | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       365000 | PA      | $397479.27    | 0.01%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       320000 | PA      | $327615.06    | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                   | KazMunayGas National Co JSC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |       260000 | PA      | $242273.20    | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       653000 | PA      | $639339.06    | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                                 | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       200000 | PA      | $203458.90    | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                  | Johnson Controls International plc / Tyco Fire & Security Finance SCA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       502000 | PA      | $593614.65    | 0.01%             | 2028-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                                                                                           | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     10822000 | PA      | $12671754.16  | 0.20%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD /CNH/ REGD REG S EMTN             | NESTLE FINANCE INTL LTD /CNH/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     34880000 | PA      | $4963957.34   | 0.08%             | 2035-05-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                       | GENM Capital Labuan Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |      9753000 | PA      | $8983066.97   | 0.14%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      9670000 | PA      | $10125053.76  | 0.16%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                                   | Chenango Park CLO Ltd                                                                                                                        | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1561499 | PA      | $1562960.56   | 0.02%             | 2030-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      1650000 | PA      | $1869440.28   | 0.03%             | 2027-10-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HBJZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       121805 | PA      | $113374.91    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       274000 | PA      | $278176.81    | 0.00%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services Inc                                                                                                                 | CUSIP: 44920UAV0<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |       320000 | PA      | $326748.80    | 0.01%             | 2029-02-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                                          | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    162207200 | PA      | $160973954.88 | 2.50%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     15170000 | PA      | $15454437.50  | 0.24%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $1176157.02   | 0.02%             | 2028-02-24      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      1990000 | PA      | $2789209.31   | 0.04%             | 2030-07-30      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                                                                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     10098000 | PA      | $11022464.01  | 0.17%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                                                                                | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       231000 | PA      | $176945.98    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                                      | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      5465000 | PA      | $5470175.14   | 0.08%             | 2026-05-13      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       662000 | PA      | $683630.20    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXK4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $1947824.36   | 0.03%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2100027.38   | 0.03%             | 2031-01-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-4                                                                                                              | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |      3944431 | PA      | $3992988.54   | 0.06%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                    | AS Mileage Plan IP Ltd                                                                                                                       | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       145000 | PA      | $144981.47    | 0.00%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                                                                                    | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       227000 | PA      | $176143.74    | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       265000 | PA      | $273445.55    | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        32000 | PA      | $33693.11     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10119000 | PA      | $10123536.55  | 0.16%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       244000 | PA      | $227342.17    | 0.00%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       260000 | PA      | $260706.81    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                       | Sotheby's Artfi Master Trust                                                                                                                 | CUSIP: 83589CAB4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |      8490000 | PA      | $8506347.50   | 0.13%             | 2031-12-22      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $265135.07    | 0.00%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1008000 | PA      | $1104258.67   | 0.02%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       414000 | PA      | $379010.42    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-SCHATZ FUT DEC25 /EUR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -130 | NC      | $15262.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMANTARO                                              | Consorcio Transmantaro SA                                                                                                                    | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |       460000 | PA      | $451950.00    | 0.01%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                          | Ambipar Lux Sarl                                                                                                                             | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |      6320000 | PA      | $1042800.00   | 0.02%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                                        | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       670000 | PA      | $659280.00    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      3220000 | PA      | $3595869.03   | 0.06%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $198714.00    | 0.00%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $45.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $-1577.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6215000 | PA      | $7153524.16   | 0.11%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                              | AES Andes SA                                                                                                                                 | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $207800.00    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |        88000 | PA      | $77606.34     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1652000 | PA      | $1817200.00   | 0.03%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |        49000 | PA      | $48717.20     | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                                                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       693000 | PA      | $772469.75    | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       136000 | PA      | $139654.25    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       297800 | PA      | $301243.19    | 0.00%             | 2028-09-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $130341.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                                                                                   | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       723000 | PA      | $690004.72    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     31838904 | PA      | $39562459.65  | 0.61%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                    | Morgan Stanley Bank NA                                                                                                                       | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |       610000 | PA      | $616022.10    | 0.01%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-22

**Name of Applicant:** AB GLOBAL BOND FUND, INC.

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller