# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-25-004186
**Filing Date:** 2025-10
**Character Count:** 437116
**Document Hash:** d54f42357069f8b9c4d8884d0ff922bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004186.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004186

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** J.P. Morgan Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001485894

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 251429202

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** (800) 480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

## Series and Classes Contracts Data

### JPMorgan International Bond Opportunities ETF (Series ID: S000054802)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000172241 | JPMorgan International Bond Opportunities ETF | JPIB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** J.P. Morgan Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22903

- **c. CIK number of Registrant:** 0001485894

- **d. LEI of Registrant:** 5493001E1K1DVWDV2464

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 844-457-6383

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

- **a. Name of Series:** JPMorgan International Bond Opportunities ETF

- **b. EDGAR series identifier (if any):** S000054802

- **c. LEI of Series:** 549300PP3H1CINB2QS44

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1126488740.84

**Total Liabilities:** $11828771.98

**Net Assets:** $1114659968.86

**Cash Not Reported:** $790646.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 209.21446000 | **1-Year:** 11953.99640000 | **5-Year:** 95414.98620000 | **10-Year:** 119501.47679000 | **30-Year:** 43067.11791000

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

- **3-Month:** -12940.30828000 | **1-Year:** 19444.25970000 | **5-Year:** 55186.59768000 | **10-Year:** 14863.02672000 | **30-Year:** 4268.08646000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172241 | 1.46%                | 0.17%                | 1.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $110175.01               | $20184807.90                               |
| Month 2  | $877626.01               | $-16870164.21                              |
| Month 3  | $825421.31               | $16562792.36                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    245500000 | PA      | $13219339.44  | 1.19%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASK Chemicals Deutschland Holding GmbH                                    | ASK Chemicals Deutschland Holding GmbH                                          | CUSIP: N/A<br>LEI: 529900793W6Y4S5VIK84       | Long             | DBT              | CORP              | DE        |       350000 | PA      | $405196.95    | 0.04%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                             | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |       500000 | PA      | $583153.02    | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                      | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       690000 | PA      | $693757.15    | 0.06%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                     | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $932587.25    | 0.08%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        29000 | PA      | $31264.61     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |        78000 | PA      | $76564.32     | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1842436.58   | 0.17%             | 2027-06-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Cadent Finance plc                                                        | Cadent Finance plc                                                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $837952.87    | 0.08%             | 2030-03-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                          | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $708160.12    | 0.06%             | 2047-07-06      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                   | Accenture Capital, Inc.                                                         | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |       230000 | PA      | $224642.95    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Generali                                                                  | Generali                                                                        | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $222791.68    | 0.02%             | 2031-07-14      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |       705000 | PA      | $677622.93    | 0.06%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       555000 | PA      | $549230.34    | 0.05%             | 2026-11-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Rekeep SpA                                                                | Rekeep SpA                                                                      | CUSIP: N/A<br>LEI: 8156008737CA044FCB79       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $698422.50    | 0.06%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1206791.50   | 0.11%             | 2035-01-16      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       614000 | PA      | $487595.25    | 0.04%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                               | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       482000 | PA      | $571749.83    | 0.05%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Pro-Gest SpA                                                              | Pro-Gest SpA                                                                    | CUSIP: N/A<br>LEI: 815600EDD04F9C60D660       | Long             | DBT              | CORP              | IT        |       477000 | PA      | $214846.29    | 0.02%             | 2024-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5294.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                                 | Trinidad Generation UnLtd                                                       | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |       491000 | PA      | $514906.79    | 0.05%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Gatwick Funding Ltd.                                                      | Gatwick Funding Ltd.                                                            | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       700000 | PA      | $853771.02    | 0.08%             | 2030-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                          | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       146000 | PA      | $176730.31    | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |       194000 | PA      | $178009.91    | 0.02%             | 2025-11-26      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                             | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |       700000 | PA      | $647287.40    | 0.06%             | 2028-01-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                    | Brightstar Lottery plc                                                          | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2178126.36   | 0.20%             | 2028-04-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                       | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       570000 | PA      | $546901.04    | 0.05%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                            | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       380000 | PA      | $456354.39    | 0.04%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       185000 | PA      | $179941.34    | 0.02%             | 2029-03-21      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       780000 | PA      | $808625.90    | 0.07%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                              | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $664187.38    | 0.06%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    173351253 | PA      | $4182379.40   | 0.38%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                 | Banijay Entertainment SAS                                                       | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |      1268000 | PA      | $1543428.98   | 0.14%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| RELX Finance BV                                                           | RELX Finance BV                                                                 | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $508104.07    | 0.05%             | 2032-03-10      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      4500000 | PA      | $4371144.07   | 0.39%             | 2032-09-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                             | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      1193000 | PA      | $1436911.52   | 0.13%             | 2029-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PLT VII Finance Sarl                                                      | PLT VII Finance Sarl                                                            | CUSIP: N/A<br>LEI: 894500SKZV4JDP64R249       | Long             | DBT              | CORP              | LU        |      1677000 | PA      | $2033009.06   | 0.18%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                            | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       316000 | PA      | $379384.44    | 0.03%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     25660000 | PA      | $47066.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                       | CF Industries, Inc.                                                             | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |       224000 | PA      | $200274.51    | 0.02%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                          | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      2170000 | PA      | $2320207.40   | 0.21%             | 2028-11-16      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica Group Spa                                                     | Lottomatica Group Spa                                                           | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1197573.38   | 0.11%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       360000 | PA      | $382394.54    | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cerba Healthcare SACA                                                     | Cerba Healthcare SACA                                                           | CUSIP: N/A<br>LEI: 9845000C1FYE89DC8677       | Long             | DBT              | CORP              | FR        |       419000 | PA      | $337659.44    | 0.03%             | 2028-05-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                  | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       116000 | PA      | $120615.52    | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2015-H13, Class GI                                                 | CUSIP: 38376RCK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        24747 | PA      | $712.37       | 0.00%             | 2065-04-20      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2150000 | PA      | $2566692.40   | 0.23%             | 2032-09-16      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      1525390 | PA      | $1151669.45   | 0.10%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance BV                                       | Abertis Infraestructuras Finance BV                                             | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |      1700000 | PA      | $1956757.11   | 0.18%             | 2027-01-26      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       175000 | PA      | $171004.98    | 0.02%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       190000 | PA      | $168301.25    | 0.02%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                   | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |        47000 | PA      | $39017.32     | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2017-KF38, Class B                                 | CUSIP: 30305MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        19226 | PA      | $19232.25     | 0.00%             | 2024-09-25      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       150000 | PA      | $135806.93    | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                              | Canadian Pacific Railway Co.                                                    | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |        90000 | PA      | $63726.77     | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL                                                          | JBS USA LUX Sarl                                                                | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2565000 | PA      | $2666625.30   | 0.24%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2019-1, Class M1                 | CUSIP: 92257CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        55779 | PA      | $52735.40     | 0.00%             | 2049-03-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                      | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      1300000 | PA      | $1557050.55   | 0.14%             | 2031-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                    | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       120000 | PA      | $123949.64    | 0.01%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       707000 | PA      | $688572.30    | 0.06%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                    | BP Capital Markets plc                                                          | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |        43000 | PA      | $42948.28     | 0.00%             | 2025-09-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Valeo SE                                                                  | Valeo SE                                                                        | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1447013.49   | 0.13%             | 2027-05-28      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       500000 | PA      | $634813.33    | 0.06%             | 2031-10-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fells Point Funding Trust                                                 | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       274000 | PA      | $269290.42    | 0.02%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     63383000 | PA      | $475984.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       567000 | PA      | $588262.50    | 0.05%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                          | Country Garden Holdings Co. Ltd.                                                | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       530000 | PA      | $46375.00     | 0.00%             | 2025-10-22      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                             | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1808887.40   | 0.16%             | 2030-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       700000 | PA      | $696850.00    | 0.06%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       110000 | PA      | $116591.62    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  83943000000 | PA      | $5292539.97   | 0.47%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE                                                                      | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $406480.40    | 0.04%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1128000 | PA      | $1197936.00   | 0.11%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                             | Yinson Bergenia Production BV                                                   | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      1080000 | PA      | $1131840.00   | 0.10%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $874186.13    | 0.08%             | 2028-09-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Alpha Bank SA                                                             | Alpha Bank SA                                                                   | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |      1000000 | PA      | $1255466.36   | 0.11%             | 2034-09-13      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       250000 | PA      | $254344.32    | 0.02%             | 2034-03-14      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      3290000 | PA      | $2795423.41   | 0.25%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2005-HQ7, Class E                        | CUSIP: 617451BW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          357 | PA      | $352.64       | 0.00%             | 2042-11-14      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                             | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $477183.39    | 0.04%             | 2028-04-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       455000 | PA      | $464711.32    | 0.04%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic                                                              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      3235000 | PA      | $2050990.00   | 0.18%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                                                     | Matterhorn Telecom SA                                                           | CUSIP: N/A<br>LEI: 549300MTB0YI26SMUT22       | Long             | DBT              | CORP              | LU        |       330602 | PA      | $386780.87    | 0.03%             | 2026-09-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                           | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       310000 | PA      | $193297.43    | 0.02%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       500000 | PA      | $619043.85    | 0.06%             | 2033-07-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                          | TSMC Global Ltd.                                                                | CUSIP: 872882AK1<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       700000 | PA      | $627830.00    | 0.06%             | 2031-04-23      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $36634.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       776000 | PA      | $981918.16    | 0.09%             | 2029-09-27      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                      | Fressnapf Holding SE                                                            | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |      2300000 | PA      | $2755975.84   | 0.25%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                            | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $359560.80    | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                    | Logicor Financing Sarl                                                          | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2176898.23   | 0.20%             | 2030-01-17      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       585000 | PA      | $641124.32    | 0.06%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                      | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      2055000 | PA      | $2540772.51   | 0.23%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $117518.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                          | Deutsche Bahn AG, Series CB                                                     | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $324205.03    | 0.03%             | 2029-07-18      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       460000 | PA      | $464264.51    | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      1885000 | PA      | $1931362.35   | 0.17%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                | Flagship Credit Auto Trust, Series 2023-1, Class B                              | CUSIP: 337955AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        66000 | PA      | $66081.66     | 0.01%             | 2028-01-18      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1122000 | PA      | $1125145.39   | 0.10%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1371.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2012-146, Class AI                                          | CUSIP: 3136ABFU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       139940 | PA      | $2638.72      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1545000 | PA      | $1629842.33   | 0.15%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                            | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       263169 | PA      | $321878.99    | 0.03%             | 2028-05-15      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Viridien                                                                  | Viridien                                                                        | CUSIP: N/A<br>LEI: 969500FCVQ5SLAAUJV59       | Long             | DBT              | CORP              | FR        |       386000 | PA      | $452435.18    | 0.04%             | 2030-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       895000 | PA      | $763247.05    | 0.07%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                             | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |        43000 | PA      | $44630.54     | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                             | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2774124.04   | 0.25%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2126843.10   | 0.19%             | 2028-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       450000 | PA      | $462662.13    | 0.04%             | 2028-05-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                         | Wolters Kluwer NV                                                               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $605612.84    | 0.05%             | 2031-04-03      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     20865000 | PA      | $5727410.15   | 0.51%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                         | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      2038000 | PA      | $2048105.20   | 0.18%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1163007.09   | 0.10%             | 2026-03-27      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       575000 | PA      | $587859.02    | 0.05%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1774912.29   | 0.16%             | 2032-09-19      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $915101.40    | 0.08%             | 2027-12-01      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7377.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       430000 | PA      | $378988.11    | 0.03%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                       | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      1710000 | PA      | $1813583.25   | 0.16%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       290000 | PA      | $261726.43    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     27460000 | PA      | $1010852.54   | 0.09%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5953.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                  | Altice France Holding SA                                                        | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | DBT              | CORP              | LU        |       573000 | PA      | $239114.88    | 0.02%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                          | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       500000 | PA      | $578842.28    | 0.05%             | 2081-08-02      | Variable      | 1.88%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1467023.08   | 0.13%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       493000 | PA      | $515283.51    | 0.05%             | 2031-01-17      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-52002.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                            | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       773000 | PA      | $971811.60    | 0.09%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                            | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       261000 | PA      | $312817.90    | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $23165.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                               | Bundesrepublik Deutschland                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2370000 | PA      | $2646797.96   | 0.24%             | 2032-08-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series N                                                 | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       560000 | PA      | $509002.12    | 0.05%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       180000 | PA      | $179157.92    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp., Series I                                                    | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |        42000 | PA      | $43468.87     | 0.00%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       760000 | PA      | $767304.08    | 0.07%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1350969.40   | 0.12%             | 2034-10-09      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                    | Duke Energy Ohio, Inc.                                                          | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |        45000 | PA      | $46361.57     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                         | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      3716000 | PA      | $3263644.52   | 0.29%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                            | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1223088.53   | 0.11%             | 2028-05-15      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                              | Holcim Finance Luxembourg SA                                                    | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1415277.46   | 0.13%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $412283.79    | 0.04%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding plc                                                     | Eversholt Funding plc                                                           | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |       615390 | PA      | $699382.35    | 0.06%             | 2040-06-30      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                            | BE Semiconductor Industries NV                                                  | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1449696.76   | 0.13%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                            | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1360000 | PA      | $1360850.00   | 0.12%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                      | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       490000 | PA      | $498579.41    | 0.04%             | 2030-08-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |        95000 | PA      | $90505.02     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4707.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA                                                        | Telecom Italia SpA                                                              | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |       898000 | PA      | $1001497.32   | 0.09%             | 2029-01-18      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                       | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4403832.44   | 0.40%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      1148000 | PA      | $1139849.20   | 0.10%             | 2026-06-08      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       495000 | PA      | $474284.30    | 0.04%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                         | Italian Republic Government Bond                                                | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1135000 | PA      | $1081284.27   | 0.10%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       210000 | PA      | $210495.74    | 0.02%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5023, Class MI                                             | CUSIP: 3137FWV80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       559592 | PA      | $93347.01     | 0.01%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                    | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       495000 | PA      | $495717.26    | 0.04%             | 2026-11-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                               | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       648000 | PA      | $766971.21    | 0.07%             | 2030-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       150000 | PA      | $98438.08     | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-2CB, Class 1A6                              | CUSIP: 02149HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       106605 | PA      | $54313.52     | 0.00%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                          | Comision Federal de Electricidad                                                | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |       566000 | PA      | $568009.30    | 0.05%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $778244.54    | 0.07%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                         | Transcanada Trust, Series 16-A                                                  | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |        57000 | PA      | $57034.94     | 0.01%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          145 | NC      | $4286.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guala Closures SpA                                                        | Guala Closures SpA                                                              | CUSIP: N/A<br>LEI: 81560014151D1C625F49       | Long             | DBT              | CORP              | IT        |      1134000 | PA      | $1301649.44   | 0.12%             | 2028-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance BV                                       | Abertis Infraestructuras Finance BV                                             | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1806253.07   | 0.16%             | 2029-11-28      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust                                           | CCUBS Commercial Mortgage Trust, Series 2017-C1, Class C                        | CUSIP: 12508GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        28000 | PA      | $25595.62     | 0.00%             | 2050-11-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3 | CUSIP: 3137FEBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       400000 | PA      | $18737.32     | 0.00%             | 2045-12-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| UGI International LLC                                                     | UGI International LLC                                                           | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |       350000 | PA      | $382150.42    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                   | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |       832000 | PA      | $994846.37    | 0.09%             | 2030-10-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Maya SAS                                                                  | Maya SAS                                                                        | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $989531.46    | 0.09%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       140000 | PA      | $123938.93    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                 | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      1159000 | PA      | $1412566.16   | 0.13%             | 2029-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       366000 | PA      | $359981.05    | 0.03%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       700000 | PA      | $734288.93    | 0.07%             | 2032-02-17      | Variable      | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets plc                                                    | BP Capital Markets plc                                                          | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      1350000 | PA      | $1579804.06   | 0.14%             | 2026-03-22      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       690000 | PA      | $697583.34    | 0.06%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                      | General Electric Co.                                                            | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |       100000 | PA      | $122168.38    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      1100000 | PA      | $1350130.65   | 0.12%             | 2029-01-17      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       140000 | PA      | $121389.09    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $221447.00    | 0.02%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                        | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $727770.30    | 0.07%             | 2027-06-14      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1443000 | PA      | $1483404.00   | 0.13%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                           | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       550000 | PA      | $604524.24    | 0.05%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $40349.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                        | American Medical Systems Europe BV                                              | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       100000 | PA      | $108710.40    | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     29019000 | PA      | $8324694.71   | 0.75%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                               | Emera, Inc., Series 16-A                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |       236000 | PA      | $237481.61    | 0.02%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2455211.98   | 0.22%             | 2027-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       276000 | PA      | $339440.64    | 0.03%             | 2027-01-11      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd.                                              | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       605000 | PA      | $618411.04    | 0.06%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                      | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1042654.59   | 0.09%             | 2026-09-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       252000 | PA      | $254030.10    | 0.02%             | 2056-04-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $234280.66    | 0.02%             | 2027-12-03      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                             | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       382000 | PA      | $387546.95    | 0.03%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1056020.54   | 0.09%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       700000 | PA      | $868294.00    | 0.08%             | 2029-07-19      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       400000 | PA      | $470489.18    | 0.04%             | 2026-05-25      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                            | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1185787.31   | 0.11%             | 2031-05-27      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                 | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $752237.84    | 0.07%             | 2029-06-03      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-21848.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1058000 | PA      | $1083683.80   | 0.10%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |       960000 | PA      | $946080.00    | 0.08%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                             | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1372644.00   | 0.12%             | 2027-07-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X3 | CUSIP: 3137FGR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1820000 | PA      | $99277.91     | 0.01%             | 2046-06-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget I Norden Holding AB                               | Samhallsbyggnadsbolaget I Norden Holding AB                                     | CUSIP: N/A<br>LEI: 636700JPED0N9T4ET363       | Long             | DBT              | CORP              | SE        |       900000 | PA      | $971377.96    | 0.09%             | 2027-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2400000 | PA      | $2926017.88   | 0.26%             | 2032-02-09      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       497000 | PA      | $512295.15    | 0.05%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                    | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $267827.27    | 0.02%             | 2029-03-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $150848.42    | 0.01%             | 2041-10-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       220000 | PA      | $201851.38    | 0.02%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3275000 | PA      | $3464950.00   | 0.31%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     25987000 | PA      | $629.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $49295.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    165870000 | PA      | $8285669.73   | 0.74%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10387.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1099869.45   | 0.10%             | 2028-07-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Greenko Dutch BV                                                          | Greenko Dutch BV                                                                | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |       176000 | PA      | $173976.00    | 0.02%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-681.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087P81<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     18245000 | PA      | $13313330.07  | 1.19%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       320000 | PA      | $329732.97    | 0.03%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-45995.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                           | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |       341000 | PA      | $348805.49    | 0.03%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Dufry One BV                                                              | Dufry One BV                                                                    | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |      1575000 | PA      | $1815141.53   | 0.16%             | 2027-02-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                           | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       330000 | PA      | $242205.77    | 0.02%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       182000 | PA      | $222164.35    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                             | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       600000 | PA      | $700115.47    | 0.06%             | 2030-11-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                          | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      1100000 | PA      | $1312225.52   | 0.12%             | 2054-09-16      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       970000 | PA      | $970866.01    | 0.09%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       400000 | PA      | $519079.95    | 0.05%             | 2030-01-16      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                             | Indonesia Asahan Aluminium PT                                                   | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      1140000 | PA      | $1177266.60   | 0.11%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      2433000 | PA      | $2496407.43   | 0.22%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       250000 | PA      | $270941.59    | 0.02%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Iceland Bondco plc                                                        | Iceland Bondco plc                                                              | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |       120000 | PA      | $171633.17    | 0.02%             | 2027-12-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1550000 | PA      | $1512683.75   | 0.14%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      2595000 | PA      | $2478806.38   | 0.22%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      6419000 | PA      | $6586343.33   | 0.59%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                        | Saavi Energia Sarl                                                              | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1185000 | PA      | $1259429.85   | 0.11%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                                        | CT Investment GmbH                                                              | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1579470.28   | 0.14%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       119000 | PA      | $118395.42    | 0.01%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                               | SCIL IV LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       900000 | PA      | $1103875.77   | 0.10%             | 2028-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                              | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1165000 | PA      | $1183078.70   | 0.11%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     19600000 | PA      | $96054.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                    | Merrill Lynch Mortgage Investors Trust, Series 2004-C, Class A1                 | CUSIP: 59020UDN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         5104 | PA      | $5031.49      | 0.00%             | 2029-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $45061.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                                  | Rexel SA                                                                        | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $610702.40    | 0.05%             | 2030-09-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4305, Class SK                                             | CUSIP: 3137B8A72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       300645 | PA      | $43834.38     | 0.00%             | 2044-02-15      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                                | ANZ New Zealand Int'l Ltd.                                                      | CUSIP: 00182EBM0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |       490000 | PA      | $457007.42    | 0.04%             | 2030-02-13      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     19570000 | PA      | $41868.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                  | Altice France Holding SA                                                        | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | DBT              | CORP              | LU        |       200000 | PA      | $84933.21     | 0.01%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2018-2, Class A                  | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        40635 | PA      | $39733.30     | 0.00%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                          | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       130000 | PA      | $146109.19    | 0.01%             | 2027-11-04      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                           | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       961000 | PA      | $1053290.30   | 0.09%             | 2031-07-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Greenko Power II Ltd.                                                     | Greenko Power II Ltd.                                                           | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |      1447462 | PA      | $1375002.53   | 0.12%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series X                                                       | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       686000 | PA      | $677995.75    | 0.06%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                    | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |       600000 | PA      | $611028.00    | 0.05%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                             | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      1300000 | PA      | $1516197.85   | 0.14%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       870000 | PA      | $886420.13    | 0.08%             | 2035-11-19      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2018-BN13, Class C                                                 | CUSIP: 06539LBG4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |       118000 | PA      | $101714.80    | 0.01%             | 2061-08-15      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      2400000 | PA      | $2676695.37   | 0.24%             | 2030-06-15      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MF, Class B                           | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       283345 | PA      | $283876.72    | 0.03%             | 2039-02-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       536000 | PA      | $477638.80    | 0.04%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4689, Class SD                                             | CUSIP: 3137F1DW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       204438 | PA      | $25296.83     | 0.00%             | 2047-06-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                          | Jaguar Land Rover Automotive plc                                                | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |       600000 | PA      | $710034.08    | 0.06%             | 2028-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                               | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       150000 | PA      | $175498.07    | 0.02%             | 2028-07-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                            | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       200000 | PA      | $235200.91    | 0.02%             | 2027-05-19      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                               | Bundesrepublik Deutschland                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1090000 | PA      | $1259601.79   | 0.11%             | 2033-02-15      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                    | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1705708.35   | 0.15%             | 2030-05-08      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1062164.00   | 0.10%             | 2028-08-14      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                      | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1316960.50   | 0.12%             | 2032-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3260000 | PA      | $3112566.34   | 0.28%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $488719.85    | 0.04%             | 2029-06-18      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      1480000 | PA      | $1350958.80   | 0.12%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  65489000000 | PA      | $4147155.86   | 0.37%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                          | Cirsa Finance International Sarl                                                | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       149000 | PA      | $181442.80    | 0.02%             | 2029-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       974000 | PA      | $962542.06    | 0.09%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      1584000 | PA      | $1987011.45   | 0.18%             | 2028-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       308000 | PA      | $198348.33    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                    | BP Capital Markets plc                                                          | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $232616.73    | 0.02%             | 2029-03-22      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                          | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      2850000 | PA      | $2855343.75   | 0.26%             | 2031-04-01      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica Group Spa                                                     | Lottomatica Group Spa                                                           | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       472000 | PA      | $565254.63    | 0.05%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                 | Orange SA                                                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1216622.89   | 0.11%             | 2028-07-15      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Ultra Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -231 | NC      | $-113381.03   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     48600000 | PA      | $2447685.77   | 0.22%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                     | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $49841.16     | 0.00%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                              | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       190000 | PA      | $192257.65    | 0.02%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $128546.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iceland Bondco plc                                                        | Iceland Bondco plc                                                              | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |       546000 | PA      | $780930.91    | 0.07%             | 2027-12-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                           | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       119000 | PA      | $116397.82    | 0.01%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       800000 | PA      | $939511.20    | 0.08%             | 2033-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          310 | NC      | $-151662.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          204 | NC      | $-2397.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2012-124, Class UI                                          | CUSIP: 3136A9X60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        60203 | PA      | $10761.89     | 0.00%             | 2042-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Finance SA                                                 | Telecom Italia Finance SA                                                       | CUSIP: N/A<br>LEI: 549300O482B6CBF38D50       | Long             | DBT              | CORP              | LU        |       100000 | PA      | $144019.90    | 0.01%             | 2033-01-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $99909.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087R97<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     22838000 | PA      | $16832454.93  | 1.51%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                        | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2888749.94   | 0.26%             | 2030-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     67952334 | PA      | $1540396.47   | 0.14%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      2326000 | PA      | $2286388.22   | 0.21%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                      | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       295000 | PA      | $310062.70    | 0.03%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     14377000 | PA      | $-363264.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2017-C7, Class B                          | CUSIP: 90276WAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       106000 | PA      | $102359.79    | 0.01%             | 2050-12-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     14714000 | PA      | $138470.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PeopleCert Wisdom Issuer plc                                              | PeopleCert Wisdom Issuer plc                                                    | CUSIP: N/A<br>LEI: 213800PZ81RFLCN9GD51       | Long             | DBT              | CORP              | GB        |      1150000 | PA      | $1343485.01   | 0.12%             | 2026-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                               | Stellantis Finance US, Inc.                                                     | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |       700000 | PA      | $708689.47    | 0.06%             | 2030-03-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2884.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      2220000 | PA      | $2082160.20   | 0.19%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       200000 | PA      | $254575.06    | 0.02%             | 2034-05-30      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Nomad Foods Bondco plc                                                    | Nomad Foods Bondco plc                                                          | CUSIP: N/A<br>LEI: 213800BPK5X4TY4RZ619       | Long             | DBT              | CORP              | GB        |      1375000 | PA      | $1567731.51   | 0.14%             | 2028-06-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2367685.36   | 0.21%             | 2033-01-16      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       790000 | PA      | $812675.22    | 0.07%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Valeo SE                                                                  | Valeo SE                                                                        | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1882420.79   | 0.17%             | 2030-04-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      1200000 | PA      | $1400079.09   | 0.13%             | 2030-02-12      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       190000 | PA      | $196140.75    | 0.02%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $220831.62    | 0.02%             | 2032-10-19      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       130000 | PA      | $77059.99     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |        85000 | PA      | $89028.75     | 0.01%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                                  | JBS USA Holding Lux Sarl                                                        | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1043000 | PA      | $1143794.48   | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                              | Glencore Capital Finance DAC                                                    | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      1600000 | PA      | $1942266.32   | 0.17%             | 2031-04-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| South Eastern Power Networks plc                                          | South Eastern Power Networks plc                                                | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       400000 | PA      | $558564.03    | 0.05%             | 2030-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    118020000 | PA      | $6123176.94   | 0.55%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       227000 | PA      | $44378.50     | 0.00%             | 2024-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $258613.51    | 0.02%             | 2031-08-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                 | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       229564 | PA      | $234365.90    | 0.02%             | 2043-01-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       690000 | PA      | $614612.59    | 0.06%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $959601.63    | 0.09%             | 2033-01-18      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $196.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Birkenstock Financing SARL                                                | Birkenstock Financing SARL                                                      | CUSIP: N/A<br>LEI: 5299004DSXRFOZZ5UG09       | Long             | DBT              | CORP              | LU        |      1800000 | PA      | $2128008.06   | 0.19%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13361.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hammerson plc                                                             | Hammerson plc                                                                   | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |       500000 | PA      | $651829.70    | 0.06%             | 2036-10-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RAC Bond Co. plc                                                          | RAC Bond Co. plc                                                                | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |      1319000 | PA      | $1760455.88   | 0.16%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     18896361 | PA      | $-182560.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Agrifarma SpA                                                             | Agrifarma SpA                                                                   | CUSIP: N/A<br>LEI: 815600F89DA538E88804       | Long             | DBT              | CORP              | IT        |      1550000 | PA      | $1821634.78   | 0.16%             | 2028-10-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       870000 | PA      | $897763.05    | 0.08%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                   | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $1951752.41   | 0.18%             | 2030-02-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ASK Chemicals Deutschland Holding GmbH                                    | ASK Chemicals Deutschland Holding GmbH                                          | CUSIP: N/A<br>LEI: 529900793W6Y4S5VIK84       | Long             | DBT              | CORP              | DE        |       382000 | PA      | $442243.53    | 0.04%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6202.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1050000 | PA      | $1083638.91   | 0.10%             | 2029-11-21      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       317000 | PA      | $326354.04    | 0.03%             | 2030-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       610000 | PA      | $633364.14    | 0.06%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $6067217.04   | 0.54%             | 2032-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series B                                                 | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        60000 | PA      | $64214.40     | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       110000 | PA      | $114680.53    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       104000 | PA      | $102524.40    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1525854.07   | 0.14%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Viridien                                                                  | Viridien                                                                        | CUSIP: N/A<br>LEI: 969500FCVQ5SLAAUJV59       | Long             | DBT              | CORP              | FR        |       850000 | PA      | $996295.09    | 0.09%             | 2030-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                            | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       500000 | PA      | $622759.89    | 0.06%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       460000 | PA      | $483262.51    | 0.04%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       377000 | PA      | $259584.26    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891CBD4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       150000 | PA      | $148440.63    | 0.01%             | 2026-11-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                      | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112893.81    | 0.01%             | 2027-10-04      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                            | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       250000 | PA      | $261225.39    | 0.02%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| IGT Lottery Holdings BV                                                   | IGT Lottery Holdings BV                                                         | CUSIP: N/A<br>LEI: 984500911D9B7B4D7533       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $354633.59    | 0.03%             | 2030-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Piraeus Financial Holdings SA                                             | Piraeus Financial Holdings SA                                                   | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | DBT              | CORP              | GR        |      1200000 | PA      | $1542024.89   | 0.14%             | 2034-04-17      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2539291.86  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       741000 | PA      | $427468.08    | 0.04%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                             | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |       365000 | PA      | $426408.37    | 0.04%             | 2026-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                               | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |      1503000 | PA      | $1110883.76   | 0.10%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       173000 | PA      | $153510.20    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG, Series 1061                                                     | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2959694.15   | 0.27%             | 2032-01-14      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       170000 | PA      | $174129.87    | 0.02%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     41810000 | PA      | $648013.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                          | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       280000 | PA      | $284128.60    | 0.03%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       500000 | PA      | $606237.73    | 0.05%             | 2035-05-08      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       623000 | PA      | $704746.32    | 0.06%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                   | Lorca Telecom Bondco SA                                                         | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |      1150000 | PA      | $1399679.16   | 0.13%             | 2029-04-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                    | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $1305900.88   | 0.12%             | 2028-09-05      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Aroundtown Finance Sarl                                                   | Aroundtown Finance Sarl                                                         | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |       500000 | PA      | $548381.43    | 0.05%             | 2029-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1125118.21   | 0.10%             | 2028-11-22      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       150000 | PA      | $152926.05    | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      1250000 | PA      | $1130929.15   | 0.10%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       500000 | PA      | $575196.01    | 0.05%             | 2027-10-12      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                            | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      1100000 | PA      | $1275075.39   | 0.11%             | 2026-01-15      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      3800000 | PA      | $4805637.15   | 0.43%             | 2030-02-03      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia SpA                                                        | Telecom Italia SpA                                                              | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      1760000 | PA      | $2303719.47   | 0.21%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                             | SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B                        | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       378000 | PA      | $377527.69    | 0.03%             | 2039-05-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       416000 | PA      | $489015.94    | 0.04%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                 | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |        42000 | PA      | $40533.02     | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       400000 | PA      | $484338.60    | 0.04%             | 2026-06-03      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                  | Bimbo Bakeries USA, Inc.                                                        | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1000000.00   | 0.09%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      1100000 | PA      | $1339510.63   | 0.12%             | 2029-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                     | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       500000 | PA      | $598316.94    | 0.05%             | 2032-07-24      | Variable      | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       460000 | PA      | $468764.71    | 0.04%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Waga Bondco Ltd.                                                          | Waga Bondco Ltd.                                                                | CUSIP: N/A<br>LEI: 254900PFB2C9WELUW795       | Long             | DBT              | CORP              | JE        |       220000 | PA      | $289173.13    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1831329.98   | 0.16%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                       | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       388000 | PA      | $457382.45    | 0.04%             | 2027-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $393447.40    | 0.04%             | 2026-05-26      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5659.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc., Series NC5                                                      | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1253000 | PA      | $1334669.29   | 0.12%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Grupo Antolin Irausa SA                                                   | Grupo Antolin Irausa SA                                                         | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |       750000 | PA      | $656628.01    | 0.06%             | 2028-04-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Valeo SE                                                                  | Valeo SE                                                                        | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |       700000 | PA      | $829733.58    | 0.07%             | 2031-05-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9964000 | PA      | $-133518.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                     | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1736466.94   | 0.16%             | 2028-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                           | CUSIP: 654744AJ0<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       505000 | PA      | $609437.25    | 0.05%             | 2029-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      8550000 | PA      | $74380.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       410000 | PA      | $415721.78    | 0.04%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      1715000 | PA      | $1761455.03   | 0.16%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1076691.17   | 0.10%             | 2078-10-03      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      3277000 | PA      | $3421838.22   | 0.31%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      5690000 | PA      | $5875130.81   | 0.53%             | 2035-05-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    106935000 | PA      | $-77123.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                               | Bundesschatzanweisungen                                                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2500000 | PA      | $2946831.86   | 0.26%             | 2026-06-18      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    176500000 | PA      | $7917600.39   | 0.71%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets LLC                                                    | Accelerated Assets LLC, Series 2018-1, Class C                                  | CUSIP: 00436MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        30082 | PA      | $29580.70     | 0.00%             | 2033-12-02      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA, Series 63.5                                                           | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       800000 | PA      | $938422.94    | 0.08%             | 2026-08-24      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-39609.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -368 | NC      | $166311.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1800000 | PA      | $2314144.56   | 0.21%             | 2028-09-06      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       561000 | PA      | $516363.42    | 0.05%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA, Series NC5.                                                             | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       400000 | PA      | $458322.80    | 0.04%             | 2082-03-14      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       280000 | PA      | $246187.82    | 0.02%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                         | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      1077000 | PA      | $1133191.38   | 0.10%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                               | Stellantis Finance US, Inc.                                                     | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |       410000 | PA      | $413530.05    | 0.04%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                           | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      1300000 | PA      | $1575403.84   | 0.14%             | 2030-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series X                                       | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       815000 | PA      | $855534.03    | 0.08%             | 2029-05-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                            | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $211714.17    | 0.02%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $350256.20    | 0.03%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       812000 | PA      | $749953.87    | 0.07%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                   | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1519616.85   | 0.14%             | 2028-10-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SELP Finance SARL                                                         | SELP Finance SARL                                                               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1514490.40   | 0.14%             | 2029-05-27      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                 | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      1800000 | PA      | $2242594.44   | 0.20%             | 2030-06-21      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                            | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       495000 | PA      | $474844.94    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       645000 | PA      | $675706.52    | 0.06%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2397000 | PA      | $1435946.82   | 0.13%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $986882.70    | 0.09%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                  | JBS USA Holding Lux SARL                                                        | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       120000 | PA      | $91448.30     | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                            | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       148000 | PA      | $123308.59    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Asmodee Group AB                                                          | Asmodee Group AB                                                                | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |       104000 | PA      | $127611.21    | 0.01%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                               | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2505000 | PA      | $2778773.96   | 0.25%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11386.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Punch Finance plc                                                         | Punch Finance plc                                                               | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |       571000 | PA      | $792665.49    | 0.07%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-60882.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       124000 | PA      | $151389.95    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17586.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                 | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2215484.79   | 0.20%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -299 | NC      | $-133485.54   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The), Series T                              | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       611000 | PA      | $590907.88    | 0.05%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH                                                             | CUSIP: N/A<br>LEI: 254900287ZNSGVP1R341       | Long             | DBT              | CORP              | AT        |       200000 | PA      | $216862.00    | 0.02%             | 2047-03-16      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                         | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |        50000 | PA      | $52533.40     | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                       | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1226287.25   | 0.11%             | 2030-06-09      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                           | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       191000 | PA      | $231463.18    | 0.02%             | 2030-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1265142.64   | 0.11%             | 2026-06-01      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                   | CUSIP: 03073EBA2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       500000 | PA      | $590851.20    | 0.05%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                            | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 3A         | CUSIP: 86359BWG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         7175 | PA      | $6953.76      | 0.00%             | 2034-07-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                    | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      1620000 | PA      | $1452492.00   | 0.13%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $232812.21    | 0.02%             | 2032-01-15      | Variable      | 2.73%                 | Yes           |                  2 | On Loan: No      |
| SELP Finance Sarl                                                         | SELP Finance Sarl                                                               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2949787.32   | 0.26%             | 2032-01-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    151877000 | PA      | $7909.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19289.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                     | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      1250000 | PA      | $1578528.10   | 0.14%             | 2029-04-13      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |        11000 | PA      | $10498.14     | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                              | Dufry One BV                                                                    | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1207087.95   | 0.11%             | 2031-04-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-897.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $221447.00    | 0.02%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $211498.87    | 0.02%             | 2030-06-17      | Variable      | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087Q80<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     17479000 | PA      | $12762400.00  | 1.14%             | 2025-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       300000 | PA      | $326984.79    | 0.03%             | 2030-02-11      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |       560000 | PA      | $576800.00    | 0.05%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                   | Lorca Telecom Bondco SA                                                         | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |      1666000 | PA      | $1951165.37   | 0.18%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      2525000 | PA      | $2405693.75   | 0.22%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                         | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $250250.41    | 0.02%             | 2029-05-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                          | TSMC Global Ltd.                                                                | CUSIP: 872882AH8<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       700000 | PA      | $687337.00    | 0.06%             | 2026-04-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Lenzing AG                                                                | Lenzing AG                                                                      | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | DBT              | CORP              | AT        |       400000 | PA      | $469644.66    | 0.04%             | 2028-04-09      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       240000 | PA      | $246530.40    | 0.02%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-29230.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Picard Groupe SAS                                                         | Picard Groupe SAS                                                               | CUSIP: N/A<br>LEI: 969500C0PA29TV19CT55       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $733233.42    | 0.07%             | 2029-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       475000 | PA      | $490672.32    | 0.04%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       897000 | PA      | $730849.50    | 0.07%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                            | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       400000 | PA      | $529404.55    | 0.05%             | 2028-07-18      | Variable      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       380000 | PA      | $386050.60    | 0.03%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2016-68, Class BI                                           | CUSIP: 3136ATQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       236594 | PA      | $12349.86     | 0.00%             | 2031-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                        | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      4297000 | PA      | $4411749.54   | 0.40%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15174.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1193810.42   | 0.11%             | 2032-09-16      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       285000 | PA      | $298080.87    | 0.03%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Flora Food Management BV                                                  | Flora Food Management BV                                                        | CUSIP: N/A<br>LEI: 2549002VGA888UKFKS25       | Long             | DBT              | CORP              | NL        |      1250000 | PA      | $1462889.56   | 0.13%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Ultra Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          239 | NC      | $169542.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                        | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1141928.97   | 0.10%             | 2028-02-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       342000 | PA      | $354720.91    | 0.03%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                  | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      2088000 | PA      | $2118401.28   | 0.19%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                   | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2289441.37   | 0.21%             | 2029-08-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       490000 | PA      | $439501.90    | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       795000 | PA      | $800209.67    | 0.07%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1203265.68   | 0.11%             | 2034-04-10      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       680000 | PA      | $558947.76    | 0.05%             | 2042-06-01      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -282 | NC      | $130461.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                  | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       123000 | PA      | $124067.34    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5022                                                       | CUSIP: 3137FXDW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       316128 | PA      | $53613.63     | 0.00%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                        | Istanbul Metropolitan Municipality                                              | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |       420000 | PA      | $420420.00    | 0.04%             | 2025-12-09      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5137.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                            | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1158887.06   | 0.10%             | 2026-02-23      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                          | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      1600000 | PA      | $1832219.66   | 0.16%             | 2026-05-27      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2015-MS1, Class B                        | CUSIP: 61765DAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        27624 | PA      | $26588.65     | 0.00%             | 2048-05-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                             | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       545000 | PA      | $652942.06    | 0.06%             | 2032-07-14      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       450000 | PA      | $410261.94    | 0.04%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Maya SAS                                                                  | Maya SAS                                                                        | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |       450000 | PA      | $534157.39    | 0.05%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1471.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       370000 | PA      | $326186.90    | 0.03%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       800000 | PA      | $1099102.41   | 0.10%             | 2033-01-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2012-93, Class SE                                           | CUSIP: 3136A8EX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        58473 | PA      | $6826.80      | 0.00%             | 2042-09-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X1 | CUSIP: 3137F64R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1966391 | PA      | $33395.41     | 0.00%             | 2027-09-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                             | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       172000 | PA      | $178551.55    | 0.02%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       300000 | PA      | $384916.87    | 0.03%             | 2041-05-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets BV                                                     | BP Capital Markets BV                                                           | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1419582.97   | 0.13%             | 2031-09-12      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $514865.97    | 0.05%             | 2030-06-11      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9135.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C            | CUSIP: 46644UBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        62000 | PA      | $48068.12     | 0.00%             | 2048-07-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       355000 | PA      | $345665.94    | 0.03%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp., Series J                                                    | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       270000 | PA      | $279626.31    | 0.03%             | 2029-09-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                              | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       465000 | PA      | $409729.97    | 0.04%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                 | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1224133.80   | 0.11%             | 2028-09-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                              | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       334000 | PA      | $344940.55    | 0.03%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       791000 | PA      | $839203.54    | 0.08%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       344000 | PA      | $344122.46    | 0.03%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       720000 | PA      | $750097.63    | 0.07%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       203000 | PA      | $203447.21    | 0.02%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      1402000 | PA      | $1535808.99   | 0.14%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                              | Glencore Capital Finance DAC                                                    | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       500000 | PA      | $590601.90    | 0.05%             | 2032-02-04      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                                 | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      2140000 | PA      | $1048151.41   | 0.09%             | 2047-03-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     72630000 | PA      | $3657930.40   | 0.33%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $458407.21    | 0.04%             | 2027-09-15      | Variable      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                       | Exeter Automobile Receivables Trust, Series 2024-3A, Class D                    | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       300000 | PA      | $307569.24    | 0.03%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Adler Pelzer Holding GmbH                                                 | Adler Pelzer Holding GmbH                                                       | CUSIP: N/A<br>LEI: 984500950ABB2CB7E742       | Long             | DBT              | CORP              | DE        |       393000 | PA      | $456510.81    | 0.04%             | 2027-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6032.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       115000 | PA      | $118551.32    | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       600000 | PA      | $619319.26    | 0.06%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Azelis Finance NV                                                         | Azelis Finance NV                                                               | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |      1300000 | PA      | $1565001.09   | 0.14%             | 2028-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                      | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |       615000 | PA      | $729098.50    | 0.07%             | 2031-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1909965.11   | 0.17%             | 2084-08-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                 | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1630705.73   | 0.15%             | 2028-05-03      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                 | Bank of Ireland Group plc                                                       | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       600000 | PA      | $702726.17    | 0.06%             | 2025-09-01      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1160000 | PA      | $1168508.53   | 0.10%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $250885.29    | 0.02%             | 2028-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                      | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $464947.95    | 0.04%             | 2027-06-02      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government Bond                                                           | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      2281000 | PA      | $2238550.59   | 0.20%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                                  | JBS USA Holding Lux Sarl                                                        | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1424685.20   | 0.13%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $199224.00    | 0.02%             | 2027-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| INEOS Styrolution Ludwigshafen GmbH                                       | INEOS Styrolution Ludwigshafen GmbH                                             | CUSIP: N/A<br>LEI: 5299003M4PGUGL48LS74       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $455386.13    | 0.04%             | 2027-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                            | SNF Group SACA                                                                  | CUSIP: N/A<br>LEI: 969500F7036FEDYPRV54       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1080624.28   | 0.10%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       374000 | PA      | $368072.16    | 0.03%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Holcim Sterling Finance Netherlands BV                                    | Holcim Sterling Finance Netherlands BV                                          | CUSIP: N/A<br>LEI: 529900KU5LFL22MEGK07       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $315291.71    | 0.03%             | 2034-04-04      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                   | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      3591000 | PA      | $3290848.60   | 0.30%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11102.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                 | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       500000 | PA      | $554326.60    | 0.05%             | 2029-06-09      | Variable      | 0.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $149.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |        95000 | PA      | $101553.36    | 0.01%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                 | Gaci First Investment Co.                                                       | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |      1690000 | PA      | $1536226.90   | 0.14%             | 2054-01-29      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Waga Bondco Ltd.                                                          | Waga Bondco Ltd.                                                                | CUSIP: N/A<br>LEI: 254900PFB2C9WELUW795       | Long             | DBT              | CORP              | JE        |       900000 | PA      | $1182981.02   | 0.11%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       290000 | PA      | $166967.76    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-6CB, Class 1A6                              | CUSIP: 12667F5H4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        42420 | PA      | $36183.81     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                        | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       580000 | PA      | $537475.68    | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       440000 | PA      | $484252.56    | 0.04%             | 2028-11-14      | Variable      | 10.00%                | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $368631.51    | 0.03%             | 2029-09-23      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                       | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |       335936 | PA      | $263709.52    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8483.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monitchem HoldCo 3 SA                                                     | Monitchem HoldCo 3 SA                                                           | CUSIP: N/A<br>LEI: 222100SJHJ1CNJMSW162       | Long             | DBT              | CORP              | LU        |       500000 | PA      | $590966.41    | 0.05%             | 2028-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                      | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       925000 | PA      | $1052989.96   | 0.09%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series A                                                 | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104528.31    | 0.01%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Mundys SpA                                                                | Mundys SpA                                                                      | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |      2400000 | PA      | $2943783.62   | 0.26%             | 2029-01-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                  | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      1110000 | PA      | $1135996.09   | 0.10%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Antolin Irausa SA                                                   | Grupo Antolin Irausa SA                                                         | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |       448000 | PA      | $392762.58    | 0.04%             | 2030-01-30      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Flora Food Management BV                                                  | Flora Food Management BV                                                        | CUSIP: N/A<br>LEI: 2549002VGA888UKFKS25       | Long             | DBT              | CORP              | NL        |       492000 | PA      | $575793.33    | 0.05%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       455000 | PA      | $508071.20    | 0.05%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mundys SpA                                                                | Mundys SpA                                                                      | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |      1400000 | PA      | $1594614.60   | 0.14%             | 2028-02-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series EE                                                      | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       290000 | PA      | $292350.16    | 0.03%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                          | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |       740000 | PA      | $866300.68    | 0.08%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BG Energy Capital plc                                                     | BG Energy Capital plc                                                           | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $228243.82    | 0.02%             | 2029-11-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                             | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      1600000 | PA      | $1806292.91   | 0.16%             | 2027-04-22      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       312000 | PA      | $322391.59    | 0.03%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       315000 | PA      | $315447.30    | 0.03%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ontex Group NV                                                            | Ontex Group NV                                                                  | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |      1700000 | PA      | $2035256.85   | 0.18%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       336000 | PA      | $353193.41    | 0.03%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      1525000 | PA      | $1705585.59   | 0.15%             | 2080-08-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                  | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       185000 | PA      | $214433.99    | 0.02%             | 2028-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Rekeep SpA                                                                | Rekeep SpA                                                                      | CUSIP: N/A<br>LEI: 8156008737CA044FCB79       | Long             | DBT              | CORP              | IT        |       261000 | PA      | $303813.79    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      2152000 | PA      | $2120860.56   | 0.19%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia SpA                                                        | Telecom Italia SpA                                                              | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      1096000 | PA      | $1384572.72   | 0.12%             | 2028-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $199903.82    | 0.02%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       425000 | PA      | $400118.89    | 0.04%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series W                                                       | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       160000 | PA      | $158498.94    | 0.01%             | 2025-12-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NGG Finance plc                                                           | NGG Finance plc                                                                 | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |      1730000 | PA      | $1983218.62   | 0.18%             | 2082-09-05      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria -spain- SA                                                  | AI Candelaria -spain- SA                                                        | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |       250000 | PA      | $219250.00    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1895000 | PA      | $1775615.00   | 0.16%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1716000 | PA      | $1754097.10   | 0.16%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       398000 | PA      | $354902.30    | 0.03%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      2070000 | PA      | $2117862.62   | 0.19%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      1840000 | PA      | $1868317.60   | 0.17%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                            | Piedmont Natural Gas Co., Inc.                                                  | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |        66000 | PA      | $44175.66     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                        | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |      4250000 | PA      | $4609244.09   | 0.41%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $475171.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $305283.05    | 0.03%             | 2029-01-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       600000 | PA      | $752837.67    | 0.07%             | 2029-11-20      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1326375.60   | 0.12%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2004-25CB, Class A1                              | CUSIP: 12667FWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        60448 | PA      | $54306.57     | 0.00%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       282000 | PA      | $186876.74    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $276633.23    | 0.02%             | 2027-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      2000000 | PA      | $2509495.03   | 0.23%             | 2032-03-17      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                     | Telenet Finance Luxembourg Notes SARL                                           | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |       800000 | PA      | $934669.94    | 0.08%             | 2028-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1898000 | PA      | $1895700.95   | 0.17%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                   | Volkswagen Leasing GmbH                                                         | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      5050000 | PA      | $6086516.54   | 0.55%             | 2031-04-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Chase Funding Trust                                                       | Chase Funding Trust, Series 2003-6, Class 1A7                                   | CUSIP: 161546HC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        44240 | PA      | $43887.57     | 0.00%             | 2034-11-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      3165000 | PA      | $3315414.09   | 0.30%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Rossini Sarl                                                              | Rossini Sarl                                                                    | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      2032000 | PA      | $2507190.59   | 0.22%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                       | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $324247.41    | 0.03%             | 2031-05-13      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       249000 | PA      | $225889.35    | 0.02%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                             | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       230000 | PA      | $232676.51    | 0.02%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140000 | PA      | $139294.44    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1603566.39   | 0.14%             | 2028-02-24      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                | Flagship Credit Auto Trust, Series 2023-1, Class A3                             | CUSIP: 337955AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        18656 | PA      | $18658.64     | 0.00%             | 2027-08-16      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                              | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       760000 | PA      | $804767.91    | 0.07%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1005 | NC      | $517168.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       635000 | PA      | $648887.04    | 0.06%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $225728.01    | 0.02%             | 2029-03-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                   | Accenture Capital, Inc.                                                         | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |       170000 | PA      | $169455.95    | 0.02%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1269000 | PA      | $1327602.42   | 0.12%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                           | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       630000 | PA      | $645379.56    | 0.06%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      1225078 | PA      | $1103795.28   | 0.10%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     18880536 | PA      | $-177740.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     10465000 | PA      | $155965.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                    | Cellnex Finance Co. SA                                                          | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |       500000 | PA      | $583981.16    | 0.05%             | 2026-04-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       900000 | PA      | $1058954.14   | 0.10%             | 2026-06-22      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                        | Istanbul Metropolitan Municipality                                              | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |       380000 | PA      | $414561.00    | 0.04%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       500000 | PA      | $512683.08    | 0.05%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1141000000 | PA      | $6694984.72   | 0.60%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $614305.97    | 0.06%             | 2032-09-26      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                              | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      1810000 | PA      | $2207150.47   | 0.20%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      1900000 | PA      | $2165813.75   | 0.19%             | 2026-08-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                        | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       155000 | PA      | $148459.59    | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       755000 | PA      | $758420.84    | 0.07%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Sovereign in right of New Zealand                                         | New Zealand Government Bond                                                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |       952000 | PA      | $575021.72    | 0.05%             | 2027-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     24920000 | PA      | $5565058.59   | 0.50%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1351 | NC      | $609592.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                             | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       210000 | PA      | $208468.85    | 0.02%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                       | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6272000 | PA      | $5581793.81   | 0.50%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                       | Klabin Austria GmbH                                                             | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |       200000 | PA      | $203500.00    | 0.02%             | 2049-04-03      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                    | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      1240000 | PA      | $814765.82    | 0.07%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                  | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      3900000 | PA      | $4688938.90   | 0.42%             | 2032-07-16      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                             | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $355335.18    | 0.03%             | 2028-06-27      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Benteler International AG                                                 | Benteler International AG                                                       | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |       253000 | PA      | $318521.90    | 0.03%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       205000 | PA      | $211123.97    | 0.02%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                            | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       800000 | PA      | $894959.45    | 0.08%             | 2027-10-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital BV                                                           | MV24 Capital BV                                                                 | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       735982 | PA      | $721335.57    | 0.06%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2134.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                                  | JBS USA Holding Lux Sarl                                                        | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       290000 | PA      | $321974.17    | 0.03%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                      | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       765000 | PA      | $878765.55    | 0.08%             | 2027-11-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                      | Infrastrutture Wireless Italiane SpA                                            | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |       100000 | PA      | $118752.12    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    167000000 | PA      | $8352344.24   | 0.75%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                   | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |        49000 | PA      | $48781.55     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1010000 | PA      | $986203.12    | 0.09%             | 2026-07-12      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Azelis Finance NV                                                         | Azelis Finance NV                                                               | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |       900000 | PA      | $1091964.04   | 0.10%             | 2029-09-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       720000 | PA      | $715284.00    | 0.06%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        15000 | PA      | $14594.77     | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                   | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1095912.16   | 0.10%             | 2031-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series T                                       | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       465000 | PA      | $456203.87    | 0.04%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C    | CUSIP: 61765LAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        36000 | PA      | $35089.92     | 0.00%             | 2048-05-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       805000 | PA      | $831766.25    | 0.07%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                             | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |       879000 | PA      | $1067788.75   | 0.10%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1955000 | PA      | $2026162.00   | 0.18%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                  | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      2008000 | PA      | $1855301.84   | 0.17%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                   | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1365000 | PA      | $1252239.38   | 0.11%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                   | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       200000 | PA      | $203672.08    | 0.02%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                            | Bertrand Franchise Finance SAS                                                  | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $948016.74    | 0.09%             | 2030-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                        | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $617823.03    | 0.06%             | 2029-02-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1220000 | PA      | $1332703.60   | 0.12%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     25355000 | PA      | $-1060602.56  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                   | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       170000 | PA      | $177047.09    | 0.02%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                               | Commonwealth of the Bahamas                                                     | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |       389000 | PA      | $401642.50    | 0.04%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                 | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |       215000 | PA      | $264627.36    | 0.02%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5212331.73  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                          | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       881000 | PA      | $793601.27    | 0.07%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                      | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       179000 | PA      | $181188.10    | 0.02%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       690000 | PA      | $677144.53    | 0.06%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     39379546 | PA      | $9686460.56   | 0.87%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                            | EDP Finance BV                                                                  | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |       750000 | PA      | $863220.66    | 0.08%             | 2027-11-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Buxl 30 Year Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -34 | NC      | $268387.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       395000 | PA      | $411146.14    | 0.04%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       800000 | PA      | $935188.37    | 0.08%             | 2025-10-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $3569438.06   | 0.32%             | 2083-09-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       179000 | PA      | $161637.00    | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                              | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $471509.60    | 0.04%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9121.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA, Series 9.5Y                                                           | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       500000 | PA      | $523434.69    | 0.05%             | 2030-06-08      | Variable      | 1.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -139 | NC      | $-40383.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       890000 | PA      | $881968.60    | 0.08%             | 2028-04-06      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co.                                                        | Union Electric Co.                                                              | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |        80000 | PA      | $60463.37     | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 144086000000 | PA      | $8971646.29   | 0.80%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2015-GC30, Class C                         | CUSIP: 36250GAW5<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |        36000 | PA      | $30240.00     | 0.00%             | 2050-05-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                              | Holcim Finance Luxembourg SA                                                    | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       500000 | PA      | $480731.82    | 0.04%             | 2033-01-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $53265.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      1595000 | PA      | $2047423.46   | 0.18%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    201900000 | PA      | $36179645.49  | 3.25%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $230.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1259.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1720000 | PA      | $1680231.02   | 0.15%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                         | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |        70000 | PA      | $65725.95     | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                               | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       923000 | PA      | $1079898.13   | 0.10%             | 2028-07-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                             | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |       450000 | PA      | $546649.53    | 0.05%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-192787.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                              | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       490000 | PA      | $522050.90    | 0.05%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | Vinci SA                                                                        | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $110533.74    | 0.01%             | 2030-09-26      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2770000 | PA      | $2936182.88   | 0.26%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                     | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       424000 | PA      | $461672.19    | 0.04%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2426.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                           | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |       140000 | PA      | $140457.80    | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class C   | CUSIP: 46645UAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        28000 | PA      | $24739.46     | 0.00%             | 2049-12-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      8925000 | PA      | $150637.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, STRIPS, Series 409, Class 27                                              | CUSIP: 3136FLBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6705 | PA      | $64.04        | 0.00%             | 2027-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                              | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      1535000 | PA      | $1076898.44   | 0.10%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1118000 | PA      | $1156316.76   | 0.10%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C            | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        23000 | PA      | $18023.03     | 0.00%             | 2048-08-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                     | 888 Acquisitions Ltd.                                                           | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |       685000 | PA      | $800996.84    | 0.07%             | 2027-07-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                            | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       400000 | PA      | $464441.09    | 0.04%             | 2033-02-18      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Piraeus Financial Holdings SA                                             | Piraeus Financial Holdings SA                                                   | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | DBT              | CORP              | GR        |       600000 | PA      | $735575.81    | 0.07%             | 2035-09-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| eDreams ODIGEO SA                                                         | eDreams ODIGEO SA                                                               | CUSIP: N/A<br>LEI: 959800Y8LQ5MR2YZ4N96       | Long             | DBT              | CORP              | ES        |       661000 | PA      | $782485.63    | 0.07%             | 2030-12-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       429000 | PA      | $452670.50    | 0.04%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      2030000 | PA      | $2100765.17   | 0.19%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                | JetBlue Pass-Through Trust, Series 2019-1, Class A                              | CUSIP: 477143AJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        37197 | PA      | $34288.11     | 0.00%             | 2028-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-39610.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                                  | Virgin Media Finance plc                                                        | CUSIP: N/A<br>LEI: 2138001LVYC87DDHT482       | Long             | DBT              | CORP              | GB        |       670000 | PA      | $755933.24    | 0.07%             | 2030-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                      | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        99000 | PA      | $65829.99     | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                            | Swiss Re Finance Luxembourg SA                                                  | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $200626.23    | 0.02%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |        48000 | PA      | $44927.04     | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                          | ABN AMRO Bank NV                                                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234225.68    | 0.02%             | 2025-09-22      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Evonik Industries AG                                                      | Evonik Industries AG                                                            | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1139646.54   | 0.10%             | 2081-09-02      | Variable      | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                  | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $2367426.02   | 0.21%             | 2031-10-09      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       320000 | PA      | $287354.68    | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1172033.90   | 0.11%             | 2027-06-29      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Chrome Holdco SAS                                                         | Chrome Holdco SAS                                                               | CUSIP: N/A<br>LEI: 9845000E49865VT3N679       | Long             | DBT              | CORP              | FR        |       175000 | PA      | $12906.82     | 0.00%             | 2029-05-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Alstom SA                                                                 | Alstom SA                                                                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1854568.58   | 0.17%             | 2029-05-29      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-51238.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       260000 | PA      | $269986.40    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       716000 | PA      | $760686.53    | 0.07%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Bondco plc                                                    | Nomad Foods Bondco plc                                                          | CUSIP: N/A<br>LEI: 213800BPK5X4TY4RZ619       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $114016.84    | 0.01%             | 2028-06-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7563.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     90540000 | PA      | $4532792.56   | 0.41%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1718.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                            | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       104000 | PA      | $101479.72    | 0.01%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                      | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       747000 | PA      | $741311.15    | 0.07%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                            | Braskem Netherlands Finance BV                                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |       350000 | PA      | $249095.00    | 0.02%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                              | Chase Mortgage Finance Trust, Series 2007-A1, Class 1A5                         | CUSIP: 161630AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4849 | PA      | $4830.59      | 0.00%             | 2037-02-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    204223000 | PA      | $10238835.88  | 0.92%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                                | Eurobank Ergasias Services and Holdings SA                                      | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |      1400000 | PA      | $1758298.68   | 0.16%             | 2034-04-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                 | PPL Capital Funding, Inc.                                                       | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |        45000 | PA      | $45709.34     | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       525000 | PA      | $482620.98    | 0.04%             | 2030-11-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                           | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      1246000 | PA      | $822372.46    | 0.07%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8132.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival plc                                                              | Carnival plc                                                                    | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |       959000 | PA      | $1131600.14   | 0.10%             | 2031-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       315000 | PA      | $315056.15    | 0.03%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                                | JPMorgan U.S. Government Money Market Fund, Class IM                            | CUSIP: 4812C2270<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | STIV             | RF                | US        |     69359524 | NS      | $69359524.46  | 6.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1516467 | PA      | $1558518.43   | 0.14%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                      | Infrastrutture Wireless Italiane SpA                                            | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |       800000 | PA      | $899794.68    | 0.08%             | 2028-10-21      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                          | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1163763.23   | 0.10%             | 2054-09-12      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      1100000 | PA      | $1337199.69   | 0.12%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087R55<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     13162000 | PA      | $9670214.89   | 0.87%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |       367000 | PA      | $375236.64    | 0.03%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                               | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      2730000 | PA      | $2798037.97   | 0.25%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4839, Class WS                                             | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1504191 | PA      | $220464.29    | 0.02%             | 2056-08-15      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2015-40, Class LS                                           | CUSIP: 3136AN4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       154207 | PA      | $18383.77     | 0.00%             | 2045-06-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 10 Year Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          233 | NC      | $-72870.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3 | CUSIP: 3137FL6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       880000 | PA      | $62911.99     | 0.01%             | 2047-02-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                | Iberdrola International BV, Series NC5                                          | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $348742.04    | 0.03%             | 2026-01-28      | Variable      | 1.87%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $644.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                            | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |       338000 | PA      | $336585.08    | 0.03%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      1290000 | PA      | $1257750.00   | 0.11%             | 2033-01-18      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                     | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1058464.04   | 0.09%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                               | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      1158000 | PA      | $1144613.52   | 0.10%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1529962.19   | 0.14%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                               | Autostrade per l'Italia SpA                                                     | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      1850000 | PA      | $2347651.98   | 0.21%             | 2033-06-14      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       410000 | PA      | $421517.79    | 0.04%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       695000 | PA      | $644509.71    | 0.06%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       168000 | PA      | $166945.04    | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2439.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                           | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       804000 | PA      | $811812.88    | 0.07%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                       | Republic of Senegal                                                             | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       718000 | PA      | $532669.84    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital plc                                                | Anglo American Capital plc                                                      | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1552920.00   | 0.14%             | 2034-04-05      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                       | Banca Monte dei Paschi di Siena SpA                                             | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |       700000 | PA      | $823846.38    | 0.07%             | 2031-05-28      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1275000 | PA      | $1320900.00   | 0.12%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                     | 888 Acquisitions Ltd.                                                           | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |       230000 | PA      | $269294.92    | 0.02%             | 2027-07-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Mundys SpA                                                                | Mundys SpA                                                                      | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |       550000 | PA      | $634230.69    | 0.06%             | 2027-07-13      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       470000 | PA      | $414772.18    | 0.04%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                   | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       357000 | PA      | $374034.22    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                        | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       348000 | PA      | $353916.26    | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        50000 | PA      | $42665.80     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $26597.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                         | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      1142000 | PA      | $1351953.66   | 0.12%             | 2029-09-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $906324.58    | 0.08%             | 2031-06-07      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1838000 | PA      | $1555152.99   | 0.14%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                             | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       855000 | PA      | $863624.39    | 0.08%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      2600000 | PA      | $3123643.26   | 0.28%             | 2034-06-11      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-160102.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VZ Vendor Financing II BV                                                 | VZ Vendor Financing II BV                                                       | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |      1800000 | PA      | $1954270.20   | 0.18%             | 2029-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                  | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       300000 | PA      | $351045.24    | 0.03%             | 2030-12-05      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1020000 | PA      | $1071232.56   | 0.10%             | 2029-08-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       234000 | PA      | $280875.64    | 0.03%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                          | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1989963.54   | 0.18%             | 2033-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       260000 | PA      | $262903.03    | 0.02%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                                    | Verisure Midholding AB                                                          | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      1450000 | PA      | $1704358.17   | 0.15%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                          | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2407648.54   | 0.22%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |       945000 | PA      | $939906.45    | 0.08%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                      | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $254320.34    | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1588000 | PA      | $1574105.00   | 0.14%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                         | Autoroutes du Sud de la France SA                                               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $929930.11    | 0.08%             | 2026-04-20      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Neopharmed Gentili SpA                                                    | Neopharmed Gentili SpA                                                          | CUSIP: N/A<br>LEI: 815600C8FD3DCB866E50       | Long             | DBT              | CORP              | IT        |      1428000 | PA      | $1740625.60   | 0.16%             | 2030-04-08      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      2055000 | PA      | $2130673.06   | 0.19%             | 2040-10-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | Svenska Handelsbanken AB                                                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $935262.86    | 0.08%             | 2031-03-01      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                     | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       400000 | PA      | $435539.80    | 0.04%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                            | CUSIP: 69370PAD3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |       400000 | PA      | $388500.00    | 0.03%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                            | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $850768.92    | 0.08%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3905000 | PA      | $4029697.78   | 0.36%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7736.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4886.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                               | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      1398000 | PA      | $1632511.29   | 0.15%             | 2029-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2019-B11, Class C                              | CUSIP: 08162BBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       315000 | PA      | $245748.86    | 0.02%             | 2052-05-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          248 | NC      | $-59191.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       400000 | PA      | $543696.22    | 0.05%             | 2032-03-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      1000000 | PA      | $1057232.36   | 0.09%             | 2030-10-08      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       645000 | PA      | $692874.97    | 0.06%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       125000 | PA      | $129883.15    | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                             | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $460632.07    | 0.04%             | 2027-03-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                  | Roper Technologies, Inc.                                                        | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       160000 | PA      | $152646.17    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2017-39, Class ST                                           | CUSIP: 3136AWHF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       148979 | PA      | $18087.82     | 0.00%             | 2047-05-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                          | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      3900000 | PA      | $4832727.60   | 0.43%             | 2083-04-23      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Phoenix PIB Dutch Finance BV                                              | Phoenix PIB Dutch Finance BV                                                    | CUSIP: N/A<br>LEI: 529900UUYBCBB7HMVI56       | Long             | DBT              | CORP              | NL        |      1700000 | PA      | $2083996.08   | 0.19%             | 2029-07-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                              | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       975000 | PA      | $1041300.00   | 0.09%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -107 | NC      | $-55407.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Japan 10 Year Bond                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |          -74 | NC      | $497417.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       226000 | PA      | $44409.00     | 0.00%             | 2028-11-03      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                            | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1382914.29   | 0.12%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                      | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |      2000000 | PA      | $2381038.67   | 0.21%             | 3022-12-08      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Volvo Car AB                                                              | Volvo Car AB                                                                    | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | DBT              | CORP              | SE        |       740000 | PA      | $857236.28    | 0.08%             | 2027-10-07      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sovereign in right of New Zealand                                         | New Zealand Government Bond                                                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      3201000 | PA      | $1576159.17   | 0.14%             | 2037-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1080000 | PA      | $1128930.08   | 0.10%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series CC                                                      | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       670000 | PA      | $685955.38    | 0.06%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      2487000 | PA      | $2598915.00   | 0.23%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       150000 | PA      | $151214.42    | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       220000 | PA      | $232431.98    | 0.02%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                      | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1570224.70   | 0.14%             | 2031-01-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Punch Finance plc                                                         | Punch Finance plc                                                               | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $971744.02    | 0.09%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11769.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-49537.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elis SA                                                                   | Elis SA                                                                         | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1361306.31   | 0.12%             | 2028-04-03      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2742633.60   | 0.25%             | 2029-09-14      | Variable      | 0.67%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16812211 | PA      | $124464.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1025000 | PA      | $1064190.90   | 0.10%             | 2036-04-23      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                    | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       500000 | PA      | $611997.09    | 0.05%             | 2035-04-17      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                               | Bundesobligation                                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2500000 | PA      | $2925674.22   | 0.26%             | 2029-04-12      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       390000 | PA      | $402650.10    | 0.04%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          296 | NC      | $-31505.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                | Heidelberg Materials Finance Luxembourg SA                                      | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      4150000 | PA      | $5294942.11   | 0.48%             | 2033-11-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2175000 | PA      | $2407645.72   | 0.22%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| EC Finance plc                                                            | EC Finance plc                                                                  | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |      1099000 | PA      | $1266395.54   | 0.11%             | 2026-10-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Motability Operations Group plc                                           | Motability Operations Group plc                                                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $2609687.19   | 0.23%             | 2031-07-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       540000 | PA      | $565398.14    | 0.05%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -14 | NC      | $-4398.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise HoldCo IV BV                                                      | Sunrise HoldCo IV BV                                                            | CUSIP: N/A<br>LEI: 213800G1DU7LKI6ZCD69       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1732976.78   | 0.16%             | 2029-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2092419.97   | 0.19%             | 2030-11-19      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                             | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1155693.25   | 0.10%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                  | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      2842000 | PA      | $2903376.23   | 0.26%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       500000 | PA      | $718105.31    | 0.06%             | 2029-11-06      | Variable      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       700000 | PA      | $840226.26    | 0.08%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                             | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |       685000 | PA      | $816402.60    | 0.07%             | 2031-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                    | Duke Energy Ohio, Inc.                                                          | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |        15000 | PA      | $14691.42     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $246119.35    | 0.02%             | 2028-03-30      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7810.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $233741.25    | 0.02%             | 2026-01-28      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| US Auto Funding                                                           | US Auto Funding, Series 2021-1A, Class C                                        | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       319653 | PA      | $271508.51    | 0.02%             | 2026-05-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                    | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1786555.07   | 0.16%             | 2032-09-10      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                              | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |       500000 | PA      | $595019.74    | 0.05%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                    | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |       307000 | PA      | $374670.00    | 0.03%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       165000 | PA      | $167675.04    | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc.                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       220000 | PA      | $222116.10    | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        34000 | PA      | $32189.23     | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                      | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1919194.78   | 0.17%             | 2027-10-04      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       110000 | PA      | $114636.36    | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       300000 | PA      | $268221.25    | 0.02%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Guara Norte SARL                                                          | Guara Norte SARL                                                                | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      1014143 | PA      | $977380.12    | 0.09%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9339.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2912.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      2744000 | PA      | $2859198.17   | 0.26%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital plc                                                | Anglo American Capital plc                                                      | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      2170000 | PA      | $2224922.70   | 0.20%             | 2033-05-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       500000 | PA      | $441414.80    | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-137315.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                      | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       130000 | PA      | $87031.33     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                          | Jaguar Land Rover Automotive plc                                                | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |       280000 | PA      | $328058.08    | 0.03%             | 2026-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     11991938 | PA      | $15455040.89  | 1.39%             | 2036-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                      | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       413000 | PA      | $419356.90    | 0.04%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      2120000 | PA      | $2139483.71   | 0.19%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-16, Class A1                       | CUSIP: 12544MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        39944 | PA      | $16357.13     | 0.00%             | 2037-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-132486.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2711484.01   | 0.24%             | 2035-03-21      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                       | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1420000 | PA      | $1248123.14   | 0.11%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                        | TSMC Arizona Corp.                                                              | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |       380000 | PA      | $379574.40    | 0.03%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization LLC                       | Credit-Based Asset Servicing and Securitization LLC, Series 2004-CB5, Class M1  | CUSIP: 04542BHY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        58634 | PA      | $63506.60     | 0.01%             | 2034-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1229000 | PA      | $1284519.58   | 0.12%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                            | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       600000 | PA      | $710904.24    | 0.06%             | 2029-03-13      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1666506.02   | 0.15%             | 2030-05-20      | Variable      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                      | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       156000 | PA      | $135712.20    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3758000 | PA      | $3440566.63   | 0.31%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Co. Ltd.                                                 | Zurich Insurance Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 50ZCTKCMUDIABGHX3R52       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $824307.43    | 0.07%             | 2046-10-01      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Rexel SA                                                                  | Rexel SA                                                                        | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2053258.94   | 0.18%             | 2028-06-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $196175.18    | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-271357.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |        75000 | PA      | $78126.37     | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2016-CD2, Class C                                     | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        21000 | PA      | $12525.66     | 0.00%             | 2049-11-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       196000 | PA      | $201917.86    | 0.02%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                    | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $206704.54    | 0.02%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      1650000 | PA      | $1922666.65   | 0.17%             | 2028-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       159000 | PA      | $157066.31    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                              | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      1187000 | PA      | $1456138.97   | 0.13%             | 2028-10-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3175000 | PA      | $3278187.50   | 0.29%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                   | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |        35000 | PA      | $33294.68     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                  | CUSIP: 874060BB1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       363000 | PA      | $395564.90    | 0.04%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1548310.61   | 0.14%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                      | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |       500000 | PA      | $649441.10    | 0.06%             | 2030-05-14      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $880834.85    | 0.08%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       410000 | PA      | $376382.50    | 0.03%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                             | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1562494.81   | 0.14%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-23603.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                   | APA Infrastructure Ltd.                                                         | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       150000 | PA      | $166323.29    | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                        | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       320000 | PA      | $293942.46    | 0.03%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                 | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     19398000 | PA      | $10727419.78  | 0.96%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       205000 | PA      | $197135.55    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $432935.17    | 0.04%             | 2030-05-16      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        91000 | PA      | $84166.34     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     16062000 | PA      | $11559119.73  | 1.04%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       400000 | PA      | $522995.44    | 0.05%             | 2029-03-01      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       410000 | PA      | $412904.08    | 0.04%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                   | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |       300000 | PA      | $368226.80    | 0.03%             | 2029-07-23      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1273745 | PA      | $1348450.14   | 0.12%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                 | Gaci First Investment Co.                                                       | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |      1770000 | PA      | $1754512.50   | 0.16%             | 2035-02-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       180000 | PA      | $185837.99    | 0.02%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                  | Shurgard Luxembourg Sarl                                                        | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      1600000 | PA      | $1870902.79   | 0.17%             | 2035-05-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                        | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       277000 | PA      | $256557.42    | 0.02%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     25987000 | PA      | $629.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                      | Siemens Financieringsmaatschappij NV                                            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $592757.02    | 0.05%             | 2036-05-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Asmodee Group AB                                                          | Asmodee Group AB                                                                | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |      1306667 | PA      | $1603320.29   | 0.14%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1051990.27   | 0.09%             | 2026-06-30      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                        | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       230000 | PA      | $221789.48    | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       165000 | PA      | $134867.35    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       300000 | PA      | $415092.12    | 0.04%             | 2026-12-03      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                               | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $837176.46    | 0.08%             | 2028-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                             | Duquesne Light Holdings, Inc.                                                   | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |       140000 | PA      | $123126.59    | 0.01%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3724.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                                                        | Dryden CLO Ltd., Series 2019-68A, Class ARR                                     | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |       330000 | PA      | $329901.99    | 0.03%             | 2035-07-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1250000 | PA      | $1298506.96   | 0.12%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $684025.80    | 0.06%             | 2027-11-29      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $687230.32    | 0.06%             | 2028-01-18      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                       | Entergy Texas, Inc.                                                             | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       115000 | PA      | $100330.07    | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2017-31, Class SG                                           | CUSIP: 3136AWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       535656 | PA      | $64617.14     | 0.01%             | 2047-05-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                    | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1464508.15   | 0.13%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102985.34    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K089, Class X3 | CUSIP: 3137FL6S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       850000 | PA      | $60916.36     | 0.01%             | 2046-01-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $196345.28    | 0.02%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3272.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     13022000 | PA      | $9529617.84   | 0.85%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                  | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       220000 | PA      | $216002.64    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       380000 | PA      | $386471.32    | 0.03%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| FREMF                                                                     | FREMF, Series 2018-KF46, Class B                                                | CUSIP: 302955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        17586 | PA      | $16942.54     | 0.00%             | 2028-03-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Assemblin Caverion Group AB                                               | Assemblin Caverion Group AB                                                     | CUSIP: N/A<br>LEI: 636700ULD38LN63RC248       | Long             | DBT              | CORP              | SE        |       800000 | PA      | $977791.82    | 0.09%             | 2030-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                 | Tyco Electronics Group SA                                                       | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $232721.19    | 0.02%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CT Investment GmbH                                                        | CT Investment GmbH                                                              | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |       197000 | PA      | $239350.50    | 0.02%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Generali                                                                  | Generali                                                                        | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $245848.43    | 0.02%             | 2047-10-27      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                         | Autoroutes du Sud de la France SA                                               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $693115.71    | 0.06%             | 2033-01-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       325000 | PA      | $321312.59    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-86592.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1710000 | PA      | $1665719.55   | 0.15%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cadent Finance plc                                                        | Cadent Finance plc                                                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1531588.79   | 0.14%             | 2033-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                          | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2299914.99   | 0.21%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Synthomer plc                                                             | Synthomer plc                                                                   | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      1350000 | PA      | $1487166.23   | 0.13%             | 2029-05-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CFAMC III Co. Ltd.                                                        | CFAMC III Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |       200000 | PA      | $197808.00    | 0.02%             | 2027-11-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1241317.72   | 0.11%             | 2031-12-03      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       440000 | PA      | $395888.09    | 0.04%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| United Arab Emirates Government Bond                                      | United Arab Emirates Government Bond                                            | CUSIP: 38381CAB8<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |      2245000 | PA      | $1470026.00   | 0.13%             | 2050-07-28      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** J.P. Morgan Exchange-Traded Fund Trust

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer