# EDGAR Filing Document

**Accession Number:** 0001724826
**File Stem:** 0001003715-26-000545
**Filing Date:** 2026-2
**Character Count:** 3064670
**Document Hash:** b28fd46b3b41d2ffe5ea2f780550671f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-26-000545.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001003715-26-000545

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Six Circles Trust
- **CENTRAL INDEX KEY:** 0001724826

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23325
- **FILM NUMBER:** 26688884

**BUSINESS ADDRESS:**
- **STREET 1:** C/O J.P. MORGAN PRIVATE INVESTMENTS INC.
- **STREET 2:** 383 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10179
- **BUSINESS PHONE:** 212-270-6000

**MAIL ADDRESS:**
- **STREET 1:** C/O J.P. MORGAN PRIVATE INVESTMENTS INC.
- **STREET 2:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 23Wall Trust
- **DATE OF NAME CHANGE:** 20171208

## Series and Classes Contracts Data

### Six Circles Global Bond Fund (Series ID: S000068181)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000218339 | Six Circles Global Bond Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SIX CIRCLES TRUST

- **b. Investment Company Act file number:** 811-23325

- **c. CIK number of Registrant:** 0001724826

- **d. LEI of Registrant:** 549300NG19QZK8S0N704

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

  - **Street Address 1:** 383 Madison Ave

  - **City:** NY

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10179

  - **Telephone number:** 212-464-2070

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

- **a. Name of Series:** Six Circles Global Bond Fund

- **b. EDGAR series identifier (if any):** S000068181

- **c. LEI of Series:** 549300SSSIFRKGSSGN94

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $18893004458.60

**Total Liabilities:** $2559312805.48

**Net Assets:** $16333691653.12

**Delayed Delivery Securities:** $102097.98

**Cash Not Reported:** $314687137.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2578.65302100 | **1-Year:** 325627.71965600 | **5-Year:** 1524636.32440200 | **10-Year:** 1816435.52721800 | **30-Year:** 735911.64119000

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

- **3-Month:** 111.77105300 | **1-Year:** 245.83715200 | **5-Year:** 64.95216400 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218339 | 0.89%                | 0.08%                | -0.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $448844.07               | $-117089149.22                             |
| Month 2  | $3734070.07              | $-18954712.37                              |
| Month 3  | $7262192.10              | $18354815.53                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP TEXAS INC 2.1% 07/01/30                   | AEP TEXAS INC REGD SER I 2.10000000                                                          | CUSIP: 00108WAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2370312.46   | 0.01%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 4.7% 05/15/32                   | AEP TEXAS INC REGD 4.70000000                                                                | CUSIP: 00108WAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       885000 | PA      | $889336.41    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 5.45% 05/15/29                  | AEP TEXAS INC REGD 5.45000000                                                                | CUSIP: 00108WAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       510000 | PA      | $528392.18    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 5.15% 04/01/34                | AEP TRANSMISSION CO LLC REGD 5.15000000                                                      | CUSIP: 00115AAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10208.23     | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CO 2.78% 07/01/51                | AHS HOSPITAL CORP REGD SER 2021 2.78000000                                                   | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |       750000 | PA      | $465469.70    | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.3% 12/15/42                        | AT&T INC REGD SER WI 4.30000000                                                              | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        12000 | PA      | $10151.47     | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.5% 06/01/41                        | AT&T INC REGD 3.50000000                                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2140000 | PA      | $1688090.98   | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65% 06/01/51                       | AT&T INC REGD 3.65000000                                                                     | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1269987.07   | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC 1.7% 03/25/26                        | AT&T INC REGD 1.70000000                                                                     | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        62000 | PA      | $61686.68     | 0.00%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.4% 02/15/34                        | AT&T INC REGD 5.40000000                                                                     | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1280000 | PA      | $1329173.67   | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.7% 11/01/54                        | AT&T INC REGD 5.70000000                                                                     | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        87000 | PA      | $83738.20     | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CR ZCP 05/11/37                | SWEDISH EXPORT CREDIT REGD ZCP MTN 0.00000000                                                | CUSIP: 00254ECJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |       224000 | PA      | $129395.32    | 0.00%             | 2037-05-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATOR 4.9% 11/30/46                | ABBOTT LABORATORIES REGD 4.90000000                                                          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       151000 | PA      | $142612.84    | 0.00%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.4% 11/06/42                      | ABBVIE INC REGD SER WI 4.40000000                                                            | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4460.33      | 0.00%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.5% 05/14/35                      | ABBVIE INC REGD 4.50000000                                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       125000 | PA      | $122910.16    | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 3.2% 11/21/29                      | ABBVIE INC REGD SER WI 3.20000000                                                            | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4960000 | PA      | $4813397.97   | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.05% 11/21/39                     | ABBVIE INC REGD SER WI 4.05000000                                                            | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        34000 | PA      | $30429.33     | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.95% 03/15/31                     | ABBVIE INC REGD 4.95000000                                                                   | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10350.27     | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.05% 03/15/34                     | ABBVIE INC REGD 5.05000000                                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10293.86     | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.35% 03/15/44                     | ABBVIE INC REGD 5.35000000                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9918.13      | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.5% 03/15/64                      | ABBVIE INC REGD 5.50000000                                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       210000 | PA      | $204836.86    | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPIT 4.25% 10/04/31                | ACCENTURE CAPITAL INC REGD 4.25000000                                                        | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $65149.13     | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITA 4.5% 10/04/34                | ACCENTURE CAPITAL INC REGD 4.50000000                                                        | CUSIP: 00440KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       595000 | PA      | $587827.38    | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADOBE INC 2.3% 02/01/30                       | ADOBE INC REGD 2.30000000                                                                    | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |        28000 | PA      | $26238.65     | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALT 3.387% 10/15/49                | ADVOCATE HEALTH CORP REGD 3.38700000                                                         | CUSIP: 007589AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $25126.43     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND 4.375% 11/15/30                | AERCAP IRELAND CAP/GLOBA REGD 4.37500000                                                     | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       160000 | PA      | $159644.74    | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELO 4.125% 05/13/30                | AFRICAN DEVELOPMENT BANK REGD MTN SER GDIF 4.12500000                                        | CUSIP: 00828EFG9<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |       390000 | PA      | $388956.17    | 0.00%             | 2030-05-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-1A  5.28% 02/15/33                 | AFFIRM MASTER TRUST SER 2025-1A CL C REGD 144A P/P 5.28000000                                | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1510802.25   | 0.01%             | 2033-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-B D 5.5% 05/17/27                  | AFFIRM ASSET SECURITIZATION TRUST 2024-B SER 2024-B CL D REGD 144A P/P 5.50000000            | CUSIP: 00835AAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1504418.55   | 0.01%             | 2029-09-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AGILENT TECHNOL 3.05% 09/22/26                | AGILENT TECHNOLOGIES INC REGD 3.05000000                                                     | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34766.37     | 0.00%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AGL 2021-14A AR V/R 12/02/34                  | AGL CLO 14 LTD SER 2021-14A CL AR V/R REGD 144A P/P 4.99996000                               | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2100000 | PA      | $2097586.68   | 0.01%             | 2034-12-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AIR PRODUCTS & C 2.8% 05/15/50                | AIR PRODUCTS & CHEMICALS REGD 2.80000000                                                     | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |        13000 | PA      | $8331.97      | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS &  2.05% 05/15/30                | AIR PRODUCTS & CHEMICALS REGD 2.05000000                                                     | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |        45000 | PA      | $41422.87     | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.75% 01/15/30                    | AKER BP ASA REGD 144A P/P 3.75000000                                                         | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      3440000 | PA      | $3329820.24   | 0.02%             | 2030-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA 5.6% 06/13/28                     | AKER BP ASA REGD 144A P/P 5.60000000                                                         | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       795000 | PA      | $818706.50    | 0.01%             | 2028-06-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA 6% 06/13/33                       | AKER BP ASA REGD 144A P/P 6.00000000                                                         | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       910000 | PA      | $953958.17    | 0.01%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER  3.125% 07/15/51                | ALABAMA POWER CO REGD 3.12500000                                                             | CUSIP: 010392FV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         7000 | PA      | $4648.45      | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 3% 03/15/52                  | ALABAMA POWER CO REGD 3.00000000                                                             | CUSIP: 010392FW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6495.77      | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REA 1.875% 02/01/33                | ALEXANDRIA REAL ESTATE E REGD 1.87500000                                                     | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |        75000 | PA      | $61482.97     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 5.25% 05/15/36                | ALEXANDRIA REAL ESTATE E REGD 5.25000000                                                     | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       295000 | PA      | $292336.52    | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REA 5.625% 05/15/54                | ALEXANDRIA REAL ESTATE E REGD 5.62500000                                                     | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1166062.84   | 0.01%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL  5.5% 10/01/35                | ALEXANDRIA REAL ESTATE E REGD 5.50000000                                                     | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      2120000 | PA      | $2156621.62   | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR &  S/UP 06/15/26                | ALGONQUIN PWR & UTILITY REGD S/UP 5.36500000                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |       475000 | PA      | $477248.33    | 0.00%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP H 5.25% 05/26/35                | ALIBABA GROUP HOLDING REGD 5.25000000                                                        | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       175000 | PA      | $182684.96    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION C 5.267% 02/12/34                | ALIMENTATION COUCHE-TARD REGD 144A P/P 5.26700000                                            | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       560000 | PA      | $573787.31    | 0.00%             | 2034-02-12      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| ALLEGHANY CORP 3.625% 05/15/30                | ALLEGHANY CORP REGD 3.62500000                                                               | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4885.65      | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP 3.25% 08/15/51                 | ALLEGHANY CORP REGD 3.25000000                                                               | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |        15000 | PA      | $10130.34     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 15YR 1.5% JAN 26                     | UMBS TBA 15YR 1.5% JAN 26      TO BE ANNOUNCED 1.50000000                                    | CUSIP: 01F012411<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2240813 | PA      | $2028438.56   | 0.01%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 1.5% JAN 26                     | UMBS TBA 30YR 1.5% JAN 26      TO BE ANNOUNCED 1.50000000                                    | CUSIP: 01F012619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7300000 | PA      | $5637807.37   | 0.03%             | 2056-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 2.0% JAN 26                     | FNMA 15YR TBA 2.0% JAN 26      TO BE ANNOUNCED 2.00000000                                    | CUSIP: 01F020414<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -200000 | PA      | $-185248.00   | -0.00%            | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 2.0% JAN 26                     | FNMA 15YR TBA 2.0% JAN 26      TO BE ANNOUNCED 2.00000000                                    | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6525000 | PA      | $6043716.00   | 0.04%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% JAN 26                       | UMBS TBA 30YR 2% JAN 26        TO BE ANNOUNCED 2.00000000                                    | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4500000 | PA      | $3642704.46   | 0.02%             | 2056-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% FEB 26                       | UMBS TBA 30YR 2% FEB 26        TO BE ANNOUNCED 2.00000000                                    | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    102900000 | PA      | $83292489.38  | 0.51%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JAN 26                     | FNMA 30YR TBA 2.5% JAN 26     TO BE ANNOUNCED 2.50000000                                     | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30225000 | PA      | $25606242.19  | 0.16%             | 2056-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JAN 26                     | FNMA 30YR TBA 2.5% JAN 26     TO BE ANNOUNCED 2.50000000                                     | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -28800000 | PA      | $-24399000.00 | -0.15%            | 2056-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA TBA CONV 30YR 2.5% FEB 26                | FNMA CONV 30YR                 TO BE ANNOUNCED 2.50000000                                    | CUSIP: 01F022626<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -28800000 | PA      | $-24396749.86 | -0.15%            | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.0% JAN 26                     | FNCI 15YR TBA 3.0% JAN 26      TO BE ANNOUNCED 3.00000000                                    | CUSIP: 01F030413<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -4500000 | PA      | $-4336690.19  | -0.03%            | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.0% JAN 26                     | FNCI 15YR TBA 3.0% JAN 26      TO BE ANNOUNCED 3.00000000                                    | CUSIP: 01F030413<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       725000 | PA      | $698688.97    | 0.00%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR 3% JAN 26                       | FNMA TBA 30YR 3% JAN 26        TO BE ANNOUNCED 3.00000000                                    | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -53200000 | PA      | $-47148546.82 | -0.29%            | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR 3% JAN 26                       | FNMA TBA 30YR 3% JAN 26        TO BE ANNOUNCED 3.00000000                                    | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57003000 | PA      | $50518958.92  | 0.31%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR TBA 3% FEB26                    | FNMA TBA 30YR TBA 3% FEB26     TO BE ANNOUNCED 3.00000000                                    | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -53200000 | PA      | $-47115296.82 | -0.29%            | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.5% JAN 26                     | FNCI 15YR TBA 3.5% JAN 26      TO BE ANNOUNCED 3.50000000                                    | CUSIP: 01F032419<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -100000 | PA      | $-97283.91    | -0.00%            | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.5% JAN 26                     | FNCI 15YR TBA 3.5% JAN 26      TO BE ANNOUNCED 3.50000000                                    | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       450000 | PA      | $437777.60    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JAN 26                     | FNMA 30YR TBA 3.5% JAN 26      TO BE ANNOUNCED 3.50000000                                    | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -56665000 | PA      | $-52485045.64 | -0.32%            | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JAN 26                     | FNMA 30YR TBA 3.5% JAN 26      TO BE ANNOUNCED 3.50000000                                    | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57529000 | PA      | $53285311.76  | 0.33%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 3.5% FEB 26                     | FNCL 30YR TBA 3.5% FEB 26      TO BE ANNOUNCED 3.50000000                                    | CUSIP: 01F032625<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -56665000 | PA      | $-52307967.52 | -0.32%            | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 3.5% FEB 26                     | FNCL 30YR TBA 3.5% FEB 26      TO BE ANNOUNCED 3.50000000                                    | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1000000 | PA      | $923108.93    | 0.01%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 15YR 4% JAN 26                       | FNMA TBA 15YR 4% JAN 26        TO BE ANNOUNCED 4.00000000                                    | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1925000 | PA      | $1901079.76   | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% JAN 26                     | FNMA 30YR TBA 4.0% JAN 26      TO BE ANNOUNCED 4.00000000                                    | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -700000 | PA      | $-664804.21   | -0.00%            | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% JAN 26                     | FNMA 30YR TBA 4.0% JAN 26      TO BE ANNOUNCED 4.00000000                                    | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3075000 | PA      | $2920389.92   | 0.02%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 4.0% FEB 26                     | FNCL 30YR TBA 4.0% FEB 26      TO BE ANNOUNCED 4.00000000                                    | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -700000 | PA      | $-664421.39   | -0.00%            | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 4.5% JAN 26                     | FNMA 15YR TBA 4.5% JAN 26      TO BE ANNOUNCED 4.50000000                                    | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6800000 | PA      | $6808558.21   | 0.04%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% JAN 26                     | FNMA 30YR TBA 4.5% JAN 26      TO BE ANNOUNCED 4.50000000                                    | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10093000 | PA      | $9864445.02   | 0.06%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% FEB 26                     | FNMA 30YR TBA 4.5% FEB 26      TO BE ANNOUNCED 4.50000000                                    | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38600000 | PA      | $37695750.61  | 0.23%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% JAN 26                       | FNMA 30YR TBA 5% JAN 26        TO BE ANNOUNCED 5.00000000                                    | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4379000 | PA      | $4371661.63   | 0.03%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% FEB 26                       | FNMA 30YR TBA 5% FEB 26        TO BE ANNOUNCED 5.00000000                                    | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72300000 | PA      | $72113881.73  | 0.44%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 5.5% JAN 26                     | FNMA 15YR TBA 5.5% JAN 26     TO BE ANNOUNCED 5.50000000                                     | CUSIP: 01F052417<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5500000 | PA      | $5639820.73   | 0.03%             | 2041-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% JAN 26                     | FNMA 30YR TBA 5.5% JAN 26      TO BE ANNOUNCED 5.50000000                                    | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1000000 | PA      | $1014605.80   | 0.01%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% FEB 26                     | FNMA 30YR TBA 5.5% FEB 26      TO BE ANNOUNCED 5.50000000                                    | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21850000 | PA      | $22148652.36  | 0.14%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JAN 26                       | FNMA 30YR TBA 6% JAN 26        TO BE ANNOUNCED 6.00000000                                    | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58550000 | PA      | $60131469.46  | 0.37%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JAN 26                       | FNMA 30YR TBA 6% JAN 26        TO BE ANNOUNCED 6.00000000                                    | CUSIP: 01F060618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -27400000 | PA      | $-28140089.89 | -0.17%            | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% MAR 26                       | FNMA 30YR TBA 6% MAR 26        TO BE ANNOUNCED 6.00000000                                    | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    155200000 | PA      | $159301104.13 | 0.98%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% JAN 26                     | FNMA 30YR TBA 6.5% JAN 26      TO BE ANNOUNCED 6.50000000                                    | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1975000 | PA      | $2052657.67   | 0.01%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% FEB 26                     | FNMA 30YR TBA 6.5% FEB 26      TO BE ANNOUNCED 6.50000000                                    | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3450000 | PA      | $3586328.99   | 0.02%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 7% FEB 26                       | FNCL TBA 7% FEB 26             TO BE ANNOUNCED 7.00000000                                    | CUSIP: 01F070625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4000000 | PA      | $4210119.64   | 0.03%             | 2056-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL IN V/R 01/03/30                | ALLY FINANCIAL INC REGD V/R 6.84800000                                                       | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       250000 | PA      | $265375.83    | 0.00%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL IN V/R 01/17/31                | ALLY FINANCIAL INC REGD V/R 5.54300000                                                       | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      2480000 | PA      | $2539098.52   | 0.02%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 1.9% 08/15/40                    | ALPHABET INC REGD 1.90000000                                                                 | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       700000 | PA      | $475379.89    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 2.25% 08/15/60                   | ALPHABET INC REGD 2.25000000                                                                 | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |        25000 | PA      | $12865.79     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.3% 05/15/65                    | ALPHABET INC REGD 5.30000000                                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |        40000 | PA      | $37743.30     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4.7% 11/15/35                    | ALPHABET INC REGD 4.70000000                                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       210000 | PA      | $210464.57    | 0.00%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.35% 11/15/45                   | ALPHABET INC REGD 5.35000000                                                                 | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       475000 | PA      | $473402.58    | 0.00%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.45% 11/15/55                   | ALPHABET INC REGD 5.45000000                                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       430000 | PA      | $423175.13    | 0.00%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.7% 11/15/75                    | ALPHABET INC REGD 5.70000000                                                                 | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       190000 | PA      | $187767.98    | 0.00%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP I 3.875% 09/16/46                | ALTRIA GROUP INC REGD 3.87500000                                                             | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        95000 | PA      | $71648.48     | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 5.8% 02/14/39                | ALTRIA GROUP INC REGD 5.80000000                                                             | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |         6000 | PA      | $6197.39      | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP IN 5.95% 02/14/49                | ALTRIA GROUP INC REGD 5.95000000                                                             | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        18000 | PA      | $18036.54     | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 6.2% 02/14/59                | ALTRIA GROUP INC REGD 6.20000000                                                             | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        28000 | PA      | $28080.08     | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 3.4% 05/06/30                | ALTRIA GROUP INC REGD 3.40000000                                                             | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        50000 | PA      | $48183.95     | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 3.4% 02/04/41                | ALTRIA GROUP INC REGD 3.40000000                                                             | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        75000 | PA      | $58154.42     | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 3.7% 02/04/51                | ALTRIA GROUP INC REGD 3.70000000                                                             | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       110000 | PA      | $78017.30     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 4% 02/04/61                  | ALTRIA GROUP INC REGD 4.00000000                                                             | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        60000 | PA      | $43646.19     | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD 2.538% 06/15/30                    | AMDOCS LTD REGD 2.53800000                                                                   | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |        62000 | PA      | $56991.02     | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS 3.25% 03/15/50                | AMEREN ILLINOIS CO REGD 3.25000000                                                           | CUSIP: 02361DAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $825263.48    | 0.01%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS 5.55% 07/01/54                | AMEREN ILLINOIS CO REGD 5.55000000                                                           | CUSIP: 02361DBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9865.63      | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOI 5.625% 03/01/55                | AMEREN ILLINOIS CO REGD 5.62500000                                                           | CUSIP: 02361DBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $39944.37     | 0.00%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SA 4.7% 07/21/32                | AMERICA MOVIL SAB DE CV REGD 4.70000000                                                      | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $200774.40    | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 6% 12/07/28/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 6.00000000                                              | CUSIP: G4527HHR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |       912000 | PA      | $1304999.33   | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2025-2 D 5.5% 11/12/28                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-2 SER 2025-2 CL D REGD 144A P/P 5.50000000 | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2140000 | PA      | $2171275.67   | 0.01%             | 2031-07-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRI 2.3% 03/01/30                | AMERICAN ELECTRIC POWER REGD 2.30000000                                                      | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4624.84      | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC V/R 02/15/62                | AMERICAN ELECTRIC POWER REGD V/R 3.87500000                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       195000 | PA      | $191758.81    | 0.00%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTR 5.95% 11/01/32                | AMERICAN ELECTRIC POWER REGD 5.95000000                                                      | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10746.84     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATION 5.75% 10/01/29                | AMERICAN NATIONAL GROUP REGD 5.75000000                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |        35000 | PA      | $36241.67     | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL  6% 07/15/35                | AMERICAN NATIONAL GROUP REGD 6.00000000                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |        60000 | PA      | $60944.69     | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 07/28/34                | AMERICAN EXPRESS CO REGD V/R 5.62500000                                                      | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |        28000 | PA      | $29293.31     | 0.00%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 02/16/28                | AMERICAN EXPRESS CO REGD V/R 5.09800000                                                      | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30354.74     | 0.00%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 01/30/36                | AMERICAN EXPRESS CO REGD V/R 5.44200000                                                      | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41622.25     | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 5.5% 02/01/34                | AMERICAN HOMES 4 RENT REGD 5.50000000                                                        | CUSIP: 02666TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        33000 | PA      | $34127.63     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 5.5% 07/15/34                | AMERICAN HOMES 4 RENT REGD 5.50000000                                                        | CUSIP: 02666TAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        29000 | PA      | $29995.59     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES  5.25% 03/15/35                | AMERICAN HOMES 4 RENT REGD 5.25000000                                                        | CUSIP: 02666TAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1869000 | PA      | $1900324.07   | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES  4.95% 06/15/30                | AMERICAN HOMES 4 RENT REGD 4.95000000                                                        | CUSIP: 02666TAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       830000 | PA      | $847352.80    | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERN 4.85% 05/07/30                | AMERICAN INTERNATIONAL REGD 4.85000000                                                       | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |        29000 | PA      | $29740.90     | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 5.8% 11/15/28                | AMERICAN TOWER CORP REGD 5.80000000                                                          | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |        26000 | PA      | $27149.90     | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 5.2% 02/15/29                | AMERICAN TOWER CORP REGD 5.20000000                                                          | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56632.20     | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 4.7% 12/15/32                | AMERICAN TOWER CORP REGD 4.70000000                                                          | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       903000 | PA      | $905044.63    | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER  4.15% 06/01/49                | AMERICAN WATER CAPITAL C REGD 4.15000000                                                     | CUSIP: 03040WAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8101.72      | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER  4.45% 06/01/32                | AMERICAN WATER CAPITAL C REGD 4.45000000                                                     | CUSIP: 03040WBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $40072.10     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 4.25% 03/01/45                    | CENCORA INC REGD 4.25000000                                                                  | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |        21000 | PA      | $17817.49     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 4.3% 12/15/47                     | CENCORA INC REGD 4.30000000                                                                  | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1680.07      | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 2.7% 03/15/31                     | CENCORA INC REGD 2.70000000                                                                  | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |        65000 | PA      | $59953.00     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINA 5.15% 05/15/33                | AMERIPRISE FINANCIAL INC REGD 5.15000000                                                     | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |         9000 | PA      | $9365.61      | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.4% 05/01/45                       | AMGEN INC REGD 4.40000000                                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |        35000 | PA      | $30040.95     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3.35% 02/22/32                      | AMGEN INC REGD 3.35000000                                                                    | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |         8000 | PA      | $7544.28      | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.05% 08/18/29                      | AMGEN INC REGD 4.05000000                                                                    | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       101000 | PA      | $100975.89    | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.6% 03/02/43                       | AMGEN INC REGD 5.60000000                                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       615000 | PA      | $620617.26    | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.65% 03/02/53                      | AMGEN INC REGD 5.65000000                                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       470000 | PA      | $462201.22    | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 5.3% 11/15/55                   | AMPHENOL CORP REGD 5.30000000                                                                | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |        75000 | PA      | $71944.70     | 0.00%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES I 2.1% 10/01/31                | ANALOG DEVICES INC REGD 2.10000000                                                           | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |        45000 | PA      | $40019.35     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES  3.45% 06/15/27                | ANALOG DEVICES INC REGD SER WI 3.45000000                                                    | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29839.26     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANCHC 2024-28A A V/R 04/20/37                 | ANCHORAGE CAPITAL CLO 28 LTD SER 2024-28A CL A V/R REGD 144A P/P 5.58444000                  | CUSIP: 03330RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010544.00   | 0.01%             | 2037-04-20      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.7% 02/01/36                | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.70000000                                                | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1686310.89   | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.9% 02/01/46                | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000                                                | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1533000 | PA      | $1424374.96   | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  4.35% 06/01/40                | ANHEUSER-BUSCH INBEV WOR REGD 4.35000000                                                     | CUSIP: 035240AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4541.86      | 0.00%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  3.6% 03/15/51                | ELEVANCE HEALTH INC REGD 3.60000000                                                          | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       865000 | PA      | $618092.32    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 5.65% 06/15/54                | ELEVANCE HEALTH INC REGD 5.65000000                                                          | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      2405000 | PA      | $2345020.38   | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERI 5.45% 03/01/34                | AON NORTH AMERICA INC REGD 5.45000000                                                        | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        75000 | PA      | $78092.27     | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APEXC 2024-1A A1 V/R 04/20/36                 | APEX CREDIT CLO 2024-I LTD SER 2024-1A CL A1 V/R REGD 144A P/P 5.68444000                    | CUSIP: 03753AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      1000000 | PA      | $1004928.90   | 0.01%             | 2036-04-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| APOLLO GLOBAL MA 5.8% 05/21/54                | APOLLO GLOBAL MANAGEMENT REGD 5.80000000                                                     | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |        50000 | PA      | $49301.25     | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWE 3.7% 05/01/50                | APPALACHIAN POWER C REGD SER Z 3.70000000                                                    | CUSIP: 037735CY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3641.39      | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWE 4.5% 08/01/32                | APPALACHIAN POWER CO REGD SER BB 4.50000000                                                  | CUSIP: 037735DA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $19821.87     | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POW 5.65% 04/01/34                | APPALACHIAN POWER CO REGD 5.65000000                                                         | CUSIP: 037735DB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10465.84     | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.75% 09/12/47                      | APPLE INC REGD 3.75000000                                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $792311.33    | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.55% 08/20/60                      | APPLE INC REGD 2.55000000                                                                    | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |         5000 | PA      | $2788.05      | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.85% 08/05/61                      | APPLE INC REGD 2.85000000                                                                    | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |        58000 | PA      | $34409.24     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.375% 12/01/31                 | APPLOVIN CORP REGD 5.37500000                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103738.26    | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.5% 12/01/34                   | APPLOVIN CORP REGD 5.50000000                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |        71000 | PA      | $73075.17     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT  5.6% 10/11/54                | ARES MANAGEMENT CORP REGD 5.60000000                                                         | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4762.12      | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AREIT LTD 202 V/R 02/17/28                    | AREIT LTD 2023-CRE8 20410812__  FLT VARIABLE 5.84744000                                      | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       716413 | PA      | $716449.34    | 0.00%             | 2041-08-17      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CO 2.15% 07/15/26                | ARES CAPITAL CORP REGD 2.15000000                                                            | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |         6000 | PA      | $5922.88      | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL C 2.875% 06/15/28                | ARES CAPITAL CORP REGD 2.87500000                                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |        25000 | PA      | $23901.23     | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CO 5.95% 07/15/29                | ARES CAPITAL CORP REGD 5.95000000                                                            | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56488.68     | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL COR 5.5% 09/01/30                | ARES CAPITAL CORP REGD 5.50000000                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100751.80    | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC S 2.6% 08/15/29                | ARIZONA PUBLIC SERVICE REGD 2.60000000                                                       | CUSIP: 040555CZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        14000 | PA      | $13258.30     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  3.35% 05/15/50                | ARIZONA PUBLIC SERVICE REGD 3.35000000                                                       | CUSIP: 040555DB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6876.69      | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC S 2.2% 12/15/31                | ARIZONA PUBLIC SERVICE REGD 2.20000000                                                       | CUSIP: 040555DD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8788.87      | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  5.55% 08/01/33                | ARIZONA PUBLIC SERVICE REGD 5.55000000                                                       | CUSIP: 040555DG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1438135.37   | 0.01%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 3.05% 03/09/52                | ARTHUR J GALLAGHER & CO REGD 3.05000000                                                      | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |        20000 | PA      | $12708.71     | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEAL 3.945% 11/15/46                | ASCENSION HEALTH REGD 3.94500000                                                             | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $32602.13     | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPME 6.22% 08/15/27                | ASIAN DEVELOPMENT BANK REGD 6.22000000                                                       | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       100000 | PA      | $103416.08    | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMEN 4.5% 08/25/28                | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 4.50000000                                          | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       150000 | PA      | $153518.69    | 0.00%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPM 4.375% 01/14/28                | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 4.37500000                                          | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |        25000 | PA      | $25404.74     | 0.00%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUC 4.5% 01/16/30                | ASIAN INFRASTRUCTURE INV REGD 4.50000000                                                     | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |        90000 | PA      | $92617.91     | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC 4.9% 03/27/28                    | ASSURANT INC REGD 4.90000000                                                                 | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |         7000 | PA      | $7085.95      | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC 3.7% 02/22/30                    | ASSURANT INC REGD 3.70000000                                                                 | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29134.43     | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC 2.65% 01/15/32                   | ASSURANT INC REGD 2.65000000                                                                 | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |        26000 | PA      | $23055.60     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 4.375% 11/16/45                | ASTRAZENECA PLC REGD 4.37500000                                                              | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |         8000 | PA      | $7068.40      | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 1.375% 08/06/30                | ASTRAZENECA PLC REGD 1.37500000                                                              | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |        89000 | PA      | $79179.00     | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 2.125% 08/06/50                | ASTRAZENECA PLC REGD 2.12500000                                                              | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |         3000 | PA      | $1673.42      | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINA 4.9% 03/03/30                | ASTRAZENECA FINANCE LLC REGD 4.90000000                                                      | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       110000 | PA      | $113683.09    | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL F 4.95% 01/07/27                | ATHENE GLOBAL FUNDING REGD 144A P/P 4.95000000                                               | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |        70000 | PA      | $70501.60     | 0.00%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ATLANTIC CITY ELEC 4% 10/15/28                | ATLANTIC CITY ELECTRIC REGD 4.00000000                                                       | CUSIP: 048303CH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10017.12     | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 06/07/32/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HJJ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     14120000 | PA      | $19210193.97  | 0.12%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPOR 5.5% 05/15/34                | ATLASSIAN CORPORATION REGD 5.50000000                                                        | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |        45000 | PA      | $46656.38     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY C 2.625% 09/15/29                | ATMOS ENERGY CORP REGD 2.62500000                                                            | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4755.02      | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY C 3.375% 09/15/49                | ATMOS ENERGY CORP REGD 3.37500000                                                            | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       200000 | PA      | $140930.30    | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY COR 1.5% 01/15/31                | ATMOS ENERGY CORP REGD 1.50000000                                                            | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1405110.51   | 0.01%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CO 2.85% 02/15/52                | ATMOS ENERGY CORP REGD 2.85000000                                                            | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3111.48      | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CO 5.75% 10/15/52                | ATMOS ENERGY CORP REGD 5.75000000                                                            | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10139.82     | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY COR 6.2% 11/15/53                | ATMOS ENERGY CORP REGD 6.20000000                                                            | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21667.32     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  5.375% 12/01/34/CAD/                | REPUBLIC OF AUSTRIA /CAD/ REGD MTN SER 30Y 5.37500000                                        | CUSIP: 052591AS3<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       200000 | PA      | $159776.91    | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION INC 4.75% 06/01/30                 | AUTONATION INC REGD 4.75000000                                                               | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1313135.94   | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC 4.45% 01/15/29                 | AUTONATION INC REGD 4.45000000                                                               | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2690000 | PA      | $2699064.63   | 0.02%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 1.65% 01/15/31                   | AUTOZONE INC REGD 1.65000000                                                                 | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      2595000 | PA      | $2275745.66   | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 5.2% 08/01/33                    | AUTOZONE INC REGD 5.20000000                                                                 | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25691.67     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 5.4% 07/15/34                    | AUTOZONE INC REGD 5.40000000                                                                 | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31089.43     | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVNT 2025-REV1 5.42% 01/15/28                 | AVANT LOANS FUNDING TRUST 2025-REV1 SER 2025-REV1 CL B REGD 144A P/P 5.42000000              | CUSIP: 05352BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $251445.13    | 0.00%             | 2034-05-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| LCR FINANCE 4.5% 12/07/28/GBP/                | LCR FINANCE PLC /GBP/ REGD 4.50000000                                                        | CUSIP: G5373RAA9<br>LEI: N/A                  | Long             | DBT              | USGA              | GB        |       400000 | PA      | $546873.88    | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE 4.5% 12/07/38/GBP/                | LCR FINANCE PLC /GBP/ REGD REG S 4.50000000                                                  | CUSIP: G5373RAB7<br>LEI: N/A                  | Long             | DBT              | USGA              | GB        |       110000 | PA      | $141409.86    | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-C5  2.99% 11/15/28                 | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 SER 2019-C5 CL ASB REGD 2.99000000                | CUSIP: 05492JAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       362671 | PA      | $357287.58    | 0.00%             | 2052-11-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-C5 3.063% 10/15/29                 | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 SER 2019-C5 CL A4 REGD 3.06300000                 | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $955436.80    | 0.01%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BBCMS 2020-C6 2.595% 11/15/29                 | BBCMS MORTGAGE TRUST 2020-C6 SER 2020-C6 CL ASB REGD 2.59500000                              | CUSIP: 05492TAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       493730 | PA      | $480205.17    | 0.00%             | 2053-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BBCMS 2020-C7 2.037% 02/15/30                 | BBCMS MORTGAGE TRUST 2020-C7 SER 2020-C7 CL A5 REGD 2.03700000                               | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       210000 | PA      | $189513.81    | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 6.343% 08/02/30                | BAT CAPITAL CORP REGD 6.34300000                                                             | CUSIP: 054989AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        85000 | PA      | $91996.40     | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 7.079% 08/02/43                | BAT CAPITAL CORP REGD 7.07900000                                                             | CUSIP: 054989AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $67613.41     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 7.081% 08/02/53                | BAT CAPITAL CORP REGD 7.08100000                                                             | CUSIP: 054989AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        23000 | PA      | $26157.84     | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 1.9% 02/15/31                 | BAE SYSTEMS PLC REGD 144A P/P 1.90000000                                                     | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      1350000 | PA      | $1198639.35   | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27                | BAT CAPITAL CORP REGD 3.55700000                                                             | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       646000 | PA      | $641130.64    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.54% 08/15/47                | BAT CAPITAL CORP REGD SER WI 4.54000000                                                      | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       104000 | PA      | $86587.99     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 4.758% 09/06/49                | BAT CAPITAL CORP REGD 4.75800000                                                             | CUSIP: 05526DBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4237.01      | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.834% 02/20/31                | BAT CAPITAL CORP REGD 5.83400000                                                             | CUSIP: 05526DBY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $69041.61     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP 6% 02/20/34                  | BAT CAPITAL CORP REGD 6.00000000                                                             | CUSIP: 05526DBZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        46000 | PA      | $49346.26     | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINAN 5.931% 02/02/29                | BAT INTL FINANCE PLC REGD 5.93100000                                                         | CUSIP: 05530QAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1825000 | PA      | $1916261.52   | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCI 3.875% 03/19/29                | TRUIST FINANCIAL CORP REGD MTN 3.87500000                                                    | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1383294.91   | 0.01%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FI 4.75% 02/28/28                | BHP BILLITON FIN USA LTD REGD 4.75000000                                                     | CUSIP: 055451AZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |        10000 | PA      | $10158.63     | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FI 5.25% 09/08/30                | BHP BILLITON FIN USA LTD REGD 5.25000000                                                     | CUSIP: 055451BD9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |         9000 | PA      | $9382.64      | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN 5.3% 02/21/35                | BHP BILLITON FIN USA LTD REGD 5.30000000                                                     | CUSIP: 055451BL1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1510000 | PA      | $1562859.62   | 0.01%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BCP 2021-330N A V/R 06/15/23                  | BCP TRUST 2021-330N SER 2021-330N CL A V/R REGD 144A P/P 4.66448000                          | CUSIP: 05553BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2800000 | PA      | $2490362.56   | 0.02%             | 2038-06-15      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| BGC GROUP INC 6.15% 04/02/30                  | BGC GROUP INC REGD SER WI 6.15000000                                                         | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |        45000 | PA      | $46623.10     | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/34                          | BPCE SA REGD V/R 144A P/P 7.00300000                                                         | CUSIP: 05571AAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1672728.33   | 0.01%             | 2034-10-19      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA V/R 05/30/35                          | BPCE SA REGD V/R 144A P/P 5.93600000                                                         | CUSIP: 05571AAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1425000 | PA      | $1488962.84   | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA V/R 01/14/36                          | BPCE SA REGD V/R 144A P/P 6.29300000                                                         | CUSIP: 05571ABA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       990000 | PA      | $1058642.18   | 0.01%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA V/R 07/19/33                          | BPCE SA REGD V/R 144A P/P 5.74800000                                                         | CUSIP: 05583JAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1041027.76   | 0.01%             | 2033-07-19      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BMO 2023-C5 A 5.765% 05/15/33                 | BMO 2023-C5 MORTGAGE TRUST SER 2023-C5 CL A5 REGD 5.76530000                                 | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       832376 | PA      | $872740.83    | 0.01%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BX 2021-21M A V/R 10/15/26                    | BX COMMERCIAL MORTGAGE TRUST 2021-21M SER 2021-21M CL A V/R REGD 144A P/P 4.59448000         | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       892553 | PA      | $892016.17    | 0.01%             | 2036-10-15      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| BCC 2022-2A A1R V/R 04/22/35                  | BAIN CAPITAL CREDIT CLO 2022-2 LTD SER 2022-2A CL A1R V/R REGD 144A P/P 5.00735000           | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $2996749.80   | 0.02%             | 2035-04-22      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| BALTIMORE GAS &  2.9% 06/15/50                | BALTIMORE GAS & ELECTRIC REGD 2.90000000                                                     | CUSIP: 059165EM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6424.13      | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  5.4% 06/01/53                | BALTIMORE GAS & ELECTRIC REGD 5.40000000                                                     | CUSIP: 059165EQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        18000 | PA      | $17367.20     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 5.65% 06/01/54                | BALTIMORE GAS & ELECTRIC REGD SER . 5.65000000                                               | CUSIP: 059165ES5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9967.36      | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.294% 08/18/27                | BANCO SANTANDER SA REGD 5.29400000                                                           | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1425861.40   | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 03/14/30                | BANCO SANTANDER SA REGD V/R SER * 5.53800000                                                 | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      5015000 | PA      | $5189514.78   | 0.03%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.439% 07/15/31                | BANCO SANTANDER SA REGD 5.43900000                                                           | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      4200000 | PA      | $4418186.43   | 0.03%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANGKO PILIPINAS 8.6% 06/15/27                | BANGKO PILIPINAS BOND REGD SER A 8.60000000                                                  | CUSIP: 059891AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |       300000 | PA      | $318828.00    | 0.00%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN15 A V/R 10/15/28                 | BANK 2018-BNK15 SER 2018-BN15 CL A4 V/R REGD 4.40700000                                      | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1235000 | PA      | $1240750.78   | 0.01%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/28                | BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000                                        | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       660000 | PA      | $655531.20    | 0.00%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 12/20/28                | BANK OF AMERICA CORP REGD V/R SER WI 3.41900000                                              | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1225892.30   | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/05/29                | BANK OF AMERICA CORP REGD V/R MTN 3.97000000                                                 | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99866.40     | 0.00%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/23/40                | BANK OF AMERICA CORP REGD V/R MTN 4.07800000                                                 | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |         3000 | PA      | $2685.55      | 0.00%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/13/31                | BANK OF AMERICA CORP REGD V/R MTN 2.49600000                                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3076408.20   | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/20/51                | BANK OF AMERICA CORP REGD V/R MTN 4.08300000                                                 | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8053.24      | 0.00%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/19/41                | BANK OF AMERICA CORP REGD V/R MTN 2.67600000                                                 | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1258161.47   | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/13/52                | BANK OF AMERICA CORP REGD V/R SER N 3.48300000                                               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       122000 | PA      | $88374.25     | 0.00%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/11/32                | BANK OF AMERICA CORP REGD V/R SER N 2.65100000                                               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1305000 | PA      | $1199972.82   | 0.01%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/27                | BANK OF AMERICA CORP REGD V/R 1.73400000                                                     | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1415000 | PA      | $1397035.64   | 0.01%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32                | BANK OF AMERICA CORP REGD V/R 2.68700000                                                     | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $1974943.22   | 0.01%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/42                | BANK OF AMERICA CORP REGD V/R 3.31100000                                                     | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        10000 | PA      | $7919.92      | 0.00%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/14/29                | BANK OF AMERICA CORP REGD V/R MTN 2.08700000                                                 | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1431314.45   | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/32                | BANK OF AMERICA CORP REGD V/R 2.29900000                                                     | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $894989.36    | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/20/32                | BANK OF AMERICA CORP REGD V/R 2.57200000                                                     | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2605000 | PA      | $2351502.79   | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/28                | BANK OF AMERICA CORP REGD V/R MTN 2.55100000                                                 | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4918.96      | 0.00%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33                | BANK OF AMERICA CORP REGD V/R MTN 2.97200000                                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       140000 | PA      | $128216.30    | 0.00%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/08/37                | BANK OF AMERICA CORP REGD V/R 3.84600000                                                     | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       132000 | PA      | $124475.58    | 0.00%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/33                | BANK OF AMERICA CORP REGD V/R 4.57100000                                                     | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       155000 | PA      | $154888.73    | 0.00%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/28                | BANK OF AMERICA CORP REGD V/R MTN 4.94800000                                                 | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |         7000 | PA      | $7100.00      | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/25/29                | BANK OF AMERICA CORP REGD V/R 5.20200000                                                     | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30754.21     | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/25/35                | BANK OF AMERICA CORP REGD V/R 5.51800000                                                     | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1795675.60   | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/12/36                | BANK OF AMERICA CORP REGD V/R 5.74400000                                                     | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       450000 | PA      | $469861.69    | 0.00%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR V/R /PERP/                | BANK OF AMERICA CORP REGD V/R /PERP/ SER TT 6.12500000                                       | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40596.80     | 0.00%             | 2174-07-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR V/R /PERP/                | BANK OF AMERICA CORP REGD V/R /PERP/ 6.25000000                                              | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       120000 | PA      | $121864.20    | 0.00%             | 2174-10-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV ZCP 04/05/28/CAD/                 | BNG BANK NV /CAD/ REGD ZCP MTN SER MPLE 0.00000000                                           | CUSIP: 063806AA1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      1000000 | PA      | $681834.54    | 0.00%             | 2028-04-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON C V/R /PERP/                | BANK OF NY MELLON CORP REGD V/R /PERP/ SER F 4.62500000                                      | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       195000 | PA      | $193736.67    | 0.00%             | 2174-03-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 10/25/28                | BANK OF NY MELLON CORP REGD V/R MTN 5.80200000                                               | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |         9000 | PA      | $9303.07      | 0.00%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 02/01/34                | BANK OF NY MELLON CORP REGD V/R 4.70600000                                                   | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |        48000 | PA      | $48248.65     | 0.00%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 10/25/29                | BANK OF NY MELLON CORP REGD V/R MTN 6.31700000                                               | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |         2000 | PA      | $2124.12      | 0.00%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 10/27/82                | BANK OF NOVA SCOTIA REGD V/R 8.62500000                                                      | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $212410.01    | 0.00%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN13 A V/R 07/15/28                 | BANK 2018-BNK13 SER 2018-BN13 CL A5 V/R REGD 4.21700000                                      | CUSIP: 06539LBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $500707.25    | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK 5.716% 05/15/34                 | BANK 2024-BNK47 SER 2024-BNK47 CL A5 REGD 5.71600000                                         | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1660000 | PA      | $1763972.44   | 0.01%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK 3.748% 09/15/27                 | BANK 2017-BNK7 SER 2017-BNK7 CL AS REGD 3.74800000                                           | CUSIP: 06541XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       750000 | PA      | $727357.43    | 0.00%             | 2060-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIA 5.875% 05/11/29/GBP/                | PRUDENTIAL FUNDING ASIA /GBP/ REGD 5.87500000                                                | CUSIP: G7289NAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $2103065.25   | 0.01%             | 2029-05-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/24/27                     | BARCLAYS PLC REGD V/R 2.27900000                                                             | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       625000 | PA      | $614935.03    | 0.00%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/02/28                     | BARCLAYS PLC REGD V/R 7.38500000                                                             | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       525000 | PA      | $554917.07    | 0.00%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/09/34                     | BARCLAYS PLC REGD V/R 6.22400000                                                             | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2400000 | PA      | $2586300.74   | 0.02%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/28                     | BARCLAYS PLC REGD V/R 4.83700000                                                             | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       795000 | PA      | $804438.05    | 0.00%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/25/36                     | BARCLAYS PLC REGD V/R 5.78500000                                                             | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2085000 | PA      | $2185011.30   | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU F 5.95% 10/15/39                | BARRICK PD AU FIN PTY LT REGD 5.95000000                                                     | CUSIP: 06849UAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       920000 | PA      | $968995.75    | 0.01%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNAT 4.45% 02/15/29                | BAXTER INTERNATIONAL INC REGD 4.45000000                                                     | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       480000 | PA      | $481528.92    | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATI 4.9% 12/15/30                | BAXTER INTERNATIONAL INC REGD 4.90000000                                                     | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       290000 | PA      | $292425.24    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVEST 6.581% 05/30/49                | BEIGNET INVESTOR LLC REGD 144A P/P 6.58100000                                                | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5879000 | PA      | $6229032.60   | 0.04%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2020-B16 A V/R 01/15/30                 | BENCHMARK 2020-B16 MORTGAGE TRUST SER 2020-B16 CL AM V/R REGD 2.94400000                     | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       350000 | PA      | $320250.67    | 0.00%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B1 2.289% 02/15/30                 | BENCHMARK 2020-B17 MORTGAGE TRUST SER 2020-B17 CL A5 REGD 2.28900000                         | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $452285.25    | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B2 2.034% 10/15/30                 | BENCHMARK 2020-B20 MORTGAGE TRUST SER 2020-B20 CL A5 REGD 2.03410000                         | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       750000 | PA      | $664203.38    | 0.00%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPO 4% 05/12/50                | BERKLEY (WR) CORPORATION REGD 4.00000000                                                     | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |       700000 | PA      | $536441.82    | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 4.25% 10/15/50                | BERKSHIRE HATHAWAY ENERG REGD 4.25000000                                                     | CUSIP: 084659AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4012.21      | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 2.85% 05/15/51                | BERKSHIRE HATHAWAY ENERG REGD SER WI 2.85000000                                              | CUSIP: 084659BC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $31119.67     | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUD 2.375% 08/20/30                | GOVT OF BERMUDA REGD 144A P/P 2.37500000                                                     | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | USGA              | BM        |       670000 | PA      | $607020.00    | 0.00%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC 5.5% 04/15/28                | BERRY GLOBAL INC REGD 5.50000000                                                             | CUSIP: 08576PAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       615000 | PA      | $633904.69    | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 5.65% 01/15/34                | BERRY GLOBAL INC REGD 5.65000000                                                             | CUSIP: 08576PAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       122000 | PA      | $127312.24    | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS 3.7% 03/15/32                    | BIO-RAD LABS REGD 3.70000000                                                                 | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |        70000 | PA      | $66172.39     | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 5.75% 05/15/35                     | BIOGEN INC REGD 5.75000000                                                                   | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |        27000 | PA      | $28474.01     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 6.45% 05/15/55                     | BIOGEN INC REGD 6.45000000                                                                   | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |        16000 | PA      | $16874.08     | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP 2.5% 06/15/30                | BLACK HILLS CORP REGD 2.50000000                                                             | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9284.09      | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3I GROUP P 5.75% 12/03/32/GBP/                | 3I GROUP PLC /GBP/ REGD REG S EMTN 5.75000000                                                | CUSIP: G88473AG1<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $493193.59    | 0.00%             | 2032-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECUR 5.3% 06/30/30                | BLACKSTONE SECURED LEND REGD 5.30000000                                                      | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9952.96      | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDI 5.35% 01/08/55                | BLACKROCK FUNDING INC REGD 5.35000000                                                        | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       225000 | PA      | $220028.54    | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINAN 3.125% 06/10/31                | BLUE OWL FINANCE LLC REGD 3.12500000                                                         | CUSIP: 09581JAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $18144.82     | 0.00%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANC 6.25% 04/18/34                | BLUE OWL FINANCE LLC REGD 6.25000000                                                         | CUSIP: 09581JAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140000 | PA      | $144595.75    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOL 6.1% 03/15/28                | BLUE OWL TECHNOLOGY FINA REGD 144A P/P 6.10000000                                            | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40251.18     | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| BLUEM 2016-3A A1 V/R 11/15/30                 | BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 5.05181000                 | CUSIP: 09628VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       198679 | PA      | $198681.78    | 0.00%             | 2030-11-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BLUEM 2022-34A A V/R 04/20/35                 | BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000                   | CUSIP: 09631JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3500000.00   | 0.02%             | 2035-04-20      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS V/R 03/01/33                      | BNP PARIBAS REGD V/R 144A P/P MTN 4.37500000                                                 | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1950000 | PA      | $1938566.84   | 0.01%             | 2033-03-01      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS V/R 11/19/35                      | BNP PARIBAS REGD V/R 144A P/P 5.90600000                                                     | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1360000 | PA      | $1414344.97   | 0.01%             | 2035-11-19      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO 3.45% 11/01/28                      | BOEING CO REGD 3.45000000                                                                    | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9795.56      | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.705% 05/01/40                     | BOEING CO REGD 5.70500000                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2345000 | PA      | $2399949.73   | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.805% 05/01/50                     | BOEING CO REGD 5.80500000                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        50000 | PA      | $49395.94     | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.196% 02/04/26                     | BOEING CO REGD 2.19600000                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2994295.47   | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.298% 05/01/29                 | BOEING CO/THE REGD SER WI 6.29800000                                                         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21235.78     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.388% 05/01/31                 | BOEING CO/THE REGD SER WI 6.38800000                                                         | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        30000 | PA      | $32580.82     | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.528% 05/01/34                 | BOEING CO/THE REGD SER WI 6.52800000                                                         | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       112000 | PA      | $124174.79    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 7.008% 05/01/64                 | BOEING CO/THE REGD SER WI 7.00800000                                                         | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1329000 | PA      | $1515004.69   | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COM 5.843% 01/10/35                | BOSTON GAS COMPANY REGD 144A P/P 5.84300000                                                  | CUSIP: 100743AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       715000 | PA      | $756538.65    | 0.00%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BOSTON SCIENTI 6.5% 11/15/35                  | BOSTON SCIENTIFIC CORP REGD 6.25000000                                                       | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |        15000 | PA      | $16836.05     | 0.00%             | 2035-11-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBI 7.25% 09/01/36                | BRITISH COLUMBIA PROV OF REGD 7.25000000                                                     | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGA              | CA        |       300000 | PA      | $362593.79    | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COL 2.8% 06/18/48/CAD/                | BRITISH COLUMBIA PROV OF /CAD/ REGD 2.80000000                                               | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGA              | CA        |       400000 | PA      | $216998.73    | 0.00%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERAT 4.125% 05/15/29                | BRIXMOR OPERATING PART REGD 4.12500000                                                       | CUSIP: 11120VAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       940000 | PA      | $936687.12    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 4.05% 07/01/30                | BRIXMOR OPERATING PART REGD 4.05000000                                                       | CUSIP: 11120VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1159214.42   | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATIN 5.2% 04/01/32                | BRIXMOR OPERATING PART REGD 5.20000000                                                       | CUSIP: 11120VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       320000 | PA      | $328200.52    | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINAN 2.6% 05/01/31                | BROADRIDGE FINANCIAL SOL REGD 2.60000000                                                     | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |       165000 | PA      | $150089.96    | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.137% 11/15/35                  | BROADCOM INC REGD 144A P/P 3.13700000                                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3235000 | PA      | $2792566.20   | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC 3.187% 11/15/36                  | BROADCOM INC REGD 144A P/P 3.18700000                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       795000 | PA      | $675682.22    | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC 5.05% 07/12/29                   | BROADCOM INC REGD 5.05000000                                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1605000 | PA      | $1653647.55   | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.8% 02/15/36                    | BROADCOM INC REGD 4.80000000                                                                 | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       930000 | PA      | $919583.74    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN  2.375% 03/15/31                | BROWN & BROWN INC REGD 2.37500000                                                            | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        69000 | PA      | $61927.98     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.2% 03/17/32                | BROWN & BROWN INC REGD 4.20000000                                                            | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |         8000 | PA      | $7737.54      | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 5.65% 06/11/34                | BROWN & BROWN INC REGD 5.65000000                                                            | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10334.23     | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 5.15% 08/04/35                | BUNGE LTD FINANCE CORP REGD 5.15000000                                                       | CUSIP: 120568BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1895000 | PA      | $1929960.15   | 0.01%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  5.4% 06/01/41                | BURLINGTN NORTH SANTA FE REGD 5.40000000                                                     | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20277.06     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.95% 09/15/41                | BURLINGTN NORTH SANTA FE REGD 4.95000000                                                     | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $677834.09    | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.55% 09/01/44                | BURLINGTN NORTH SANTA FE REGD 4.55000000                                                     | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       160000 | PA      | $142584.57    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.15% 04/01/45                | BURLINGTN NORTH SANTA FE REGD 4.15000000                                                     | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8419.89      | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  5.2% 04/15/54                | BURLINGTN NORTH SANTA FE REGD 5.20000000                                                     | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $849687.78    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BWAY 2021-1450 A V/R 09/15/23                 | BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 5.11460000                | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4600000 | PA      | $4491169.98   | 0.03%             | 2036-09-15      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CBOE GLOBAL MA 1.625% 12/15/30                | CBOE GLOBAL MARKETS INC REGD 1.62500000                                                      | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |        29000 | PA      | $25744.73     | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKET 3% 03/16/32                | CBOE GLOBAL MARKETS INC REGD 3.00000000                                                      | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |        85000 | PA      | $78719.10     | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES I 5.95% 08/15/34                | CBRE SERVICES INC REGD 5.95000000                                                            | CUSIP: 12505BAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        63000 | PA      | $67428.91     | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES IN 5.5% 06/15/35                | CBRE SERVICES INC REGD 5.50000000                                                            | CUSIP: 12505BAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $113846.53    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL IN 5.6% 11/25/39                | CDP FINANCIAL INC REGD P/P 5.60000000                                                        | CUSIP: 125094AC6<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       250000 | PA      | $268256.93    | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 4.25% 04/01/28                | CDW LLC/CDW FINANCE REGD 4.25000000                                                          | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        12000 | PA      | $11961.77     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 3.25% 02/15/29                | CDW LLC/CDW FINANCE REGD 3.25000000                                                          | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        68000 | PA      | $65503.29     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 2.67% 12/01/26                | CDW LLC/CDW FINANCE REGD 2.67000000                                                          | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       985000 | PA      | $971992.44    | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.569% 12/01/31                | CDW LLC/CDW FINANCE REGD 3.56900000                                                          | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       223000 | PA      | $207963.49    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINA 5.1% 03/01/30                | CDW LLC/CDW FINANCE REGD 5.10000000                                                          | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       760000 | PA      | $774436.76    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 AA 3.22% 04/15/27                 | CD 2017-CD5 MORTGAGE TRUST SER 2017-CD5 CL AAB REGD 3.22000000                               | CUSIP: 12515HBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       252711 | PA      | $251032.21    | 0.00%             | 2050-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CGI INC 1.45% 09/14/26                        | CGI INC REGD SER WI 1.45000000                                                               | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |        60000 | PA      | $58949.48     | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CGI INC 4.95% 03/14/30                        | CGI INC REGD 144A P/P 4.95000000                                                             | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |        70000 | PA      | $70998.19     | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CIFC 2017-4A A1R V/R 10/24/30                 | CIFC FUNDING 2017-IV LTD SER 2017-4A CL A1R V/R REGD 144A P/P 5.07702000                     | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       498019 | PA      | $498008.82    | 0.00%             | 2030-10-24      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.8% 08/15/38                 | CIGNA GROUP/THE REGD SER WI 4.80000000                                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       135000 | PA      | $129663.48    | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.9% 12/15/48                 | CIGNA GROUP/THE REGD SER WI 4.90000000                                                       | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       820000 | PA      | $733762.40    | 0.00%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.8% 07/15/46                 | CIGNA GROUP/THE REGD SER * 4.80000000                                                        | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17856.27     | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 2.375% 03/15/31                | CIGNA GROUP/THE REGD 2.37500000                                                              | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |        58000 | PA      | $52540.42     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 3.4% 03/15/51                 | CIGNA GROUP/THE REGD 3.40000000                                                              | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |        75000 | PA      | $52307.19     | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 6% 01/15/56                   | CIGNA GROUP/THE REGD 6.00000000                                                              | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       350000 | PA      | $361466.72    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL C 2.05% 08/15/30                | CNA FINANCIAL CORP REGD 2.05000000                                                           | CUSIP: 126117AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2250132.20   | 0.01%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL  5.125% 02/15/34                | CNA FINANCIAL CORP REGD 5.12500000                                                           | CUSIP: 126117AY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $60482.41     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINA 5.5% 01/09/35                | CRH AMERICA FINANCE INC REGD 5.50000000                                                      | CUSIP: 12636YAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $208546.43    | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-FACT A V/R 10/15/25                 | CSMC 2020-FACT SER 2020-FACT CL A V/R REGD 144A P/P 5.71548000                               | CUSIP: 126395AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $2089521.00   | 0.01%             | 2037-10-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP 4.9% 03/15/55                        | CSX CORP REGD 4.90000000                                                                     | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8999.78      | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05% 03/25/48                | CVS HEALTH CORP REGD 5.05000000                                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1062036.72   | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.7% 06/01/34                 | CVS HEALTH CORP REGD 5.70000000                                                              | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        95000 | PA      | $99755.20     | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP V/R 03/10/55                  | CVS HEALTH CORP REGD V/R 7.00000000                                                          | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       215000 | PA      | $225545.34    | 0.00%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.45% 09/15/35                | CVS HEALTH CORP REGD 5.45000000                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       115000 | PA      | $117900.55    | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 6.2% 09/15/55                 | CVS HEALTH CORP REGD 6.20000000                                                              | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        38000 | PA      | $38730.20     | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 5.6% 03/15/34                | COTERRA ENERGY INC REGD 5.60000000                                                           | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |        17000 | PA      | $17550.72     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 01/18/29                     | CAIXABANK SA REGD V/R 144A P/P 6.20800000                                                    | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       250000 | PA      | $259753.87    | 0.00%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA V/R 09/13/27                     | CAIXABANK SA REGD V/R 144A P/P 6.68400000                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       250000 | PA      | $254344.81    | 0.00%             | 2027-09-13      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA V/R 09/13/34                     | CAIXABANK SA REGD V/R 144A P/P 6.84000000                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2120000 | PA      | $2367948.25   | 0.01%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA V/R 06/15/35                     | CAIXABANK SA REGD V/R 144A P/P 6.03700000                                                    | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2050000 | PA      | $2189714.70   | 0.01%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | SGD/USD FWD 20260318 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7467.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NOK/USD FWD 20260122 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3982.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SEK/USD FWD 20260122 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-20962.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260122 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-21595.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | HUF/USD FWD 20260122 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14010.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260122 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11709.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RON/USD FWD 20260122 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10001.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260109 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6721.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260114 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-952401.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260122 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-195071.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20260122 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-214965.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | DKK/USD FWD 20260122 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8097.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20260122 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6082.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20260122 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7362.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260122 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $126050.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PLN/USD FWD 20260122 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19370.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CZK/USD FWD 20260122 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19961.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260109 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6577.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20260122 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3082.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260122 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-21396.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PLN/USD FWD 20260122 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6466.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RON/USD FWD 20260122 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8579.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20260122 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-41226.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20260105 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8969.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260109 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-45667.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260109 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2213791.27  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260109 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $139056.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260109 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3579087.46  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20260105 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $316.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260109 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2465507.44  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260109 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1125761.36  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260105 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6537263.94  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CNY/USD FWD 20260106 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $838123.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260105 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $31509.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CNY/USD FWD 20260106 000015989 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-23504272.98 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260105 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-45444.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | THB/USD FWD 20260105 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-26419.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | HKD/USD FWD 20260105 000000605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1913.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260105 000000426 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5271615.97  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260105 000004842 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-53081089.27 | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | THB/USD FWD 20260105 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1715134.43  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SGD/USD FWD 20260105 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-307028.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CZK/USD FWD 20260105 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-540939.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RON/USD FWD 20260105 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-428844.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20260105 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-146339.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20260105 000004842 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-622021.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | DKK/USD FWD 20260105 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-25873.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | DKK/USD FWD 20260105 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-308587.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260105 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2785630.44  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NOK/USD FWD 20260105 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-121174.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SEK/USD FWD 20260105 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1012085.36  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260105 000004388 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $12015063.82  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260105 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-403827.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260105 000004388 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6570643.41  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PLN/USD FWD 20260105 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1549478.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | HUF/USD FWD 20260105 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-155409.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260105 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14244913.35 | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260105 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $70580.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20260105 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3225.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260105 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $98518.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260109 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4464.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260109 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-29987.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260105 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-30890.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260105 000000605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $75963.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CZK/USD FWD 20260105 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14465.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260109 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5444.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260105 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $14280.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ILS/USD FWD 20260318 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22262.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MYR/USD FWD 20260318 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22643.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20260122 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1308.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260109 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-677.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CNH/USD FWD 20260318 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-639951.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CLP/USD FWD 20260318 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17321.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CNH/USD FWD 20260318 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1849.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20260318 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3684296.60  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MYR/USD FWD 20260318 000001733 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1073301.23  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20260318 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-33339.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20260325 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-262823.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260105 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-750.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20260318 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4020.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260318 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-550.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260105 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2116.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | THB/USD FWD 20260318 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9437.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260105 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $22938.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20260318 000000901 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17026.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CNY/USD FWD 20260203 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1025154.94  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260203 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $22665.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20260105 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $539.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | THB/USD FWD 20260105 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4507.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | THB/USD FWD 20260203 000015298 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3065.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20260203 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-299.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260203 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-373.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 1.75% 11/01/30                  | CALIFORNIA ST REGD N/C B/E 1.75000000                                                        | CUSIP: 13063DYT9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       100000 | PA      | $90819.65     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST  2.897% 11/01/51                | CALIFORNIA ST UNIV REVENUE REGD B/E 2.89700000                                               | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        15000 | PA      | $10488.11     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMP 2.375% 04/24/30                | CAMPBELLS COMPANY/THE REGD 2.37500000                                                        | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |        19000 | PA      | $17486.90     | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPAN 5.4% 03/21/34                | CAMPBELLS COMPANY/THE REGD 5.40000000                                                        | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |        39000 | PA      | $39775.91     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 1% 06/01/27/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 1.00000000                                                    | CUSIP: 135087F82<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       200000 | PA      | $142688.14    | 0.00%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 2% 12/01/51/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 2.00000000                                                    | CUSIP: 135087H72<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       530000 | PA      | $269482.34    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GO 1.5% 06/01/31/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 1.50000000                                                    | CUSIP: 135087M27<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       600000 | PA      | $403443.66    | 0.00%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN G 1.75% 12/01/53/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 1.75000000                                                    | CUSIP: 135087M68<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       400000 | PA      | $187047.76    | 0.00%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 2% 06/01/32/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 2.00000000                                                    | CUSIP: 135087N59<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       600000 | PA      | $407860.99    | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GO 3.5% 03/01/28/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 3.50000000                                                    | CUSIP: 135087P57<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       500000 | PA      | $370834.94    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GO 3.5% 09/01/29/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 3.50000000                                                    | CUSIP: 135087R89<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       100000 | PA      | $74523.33     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 4% 06/01/41/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 4.00000000                                                    | CUSIP: 135087YQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       150000 | PA      | $113779.24    | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GO 3.5% 12/01/45/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 3.50000000                                                    | CUSIP: 135087ZS6<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      1700000 | PA      | $1196781.17   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 2.45% 05/01/50                | CANADIAN NATL RAILWAY REGD 2.45000000                                                        | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       370000 | PA      | $220030.89    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL  6.125% 11/01/53                | CANADIAN NATL RAILWAY REGD 6.12500000                                                        | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $428664.22    | 0.00%             | 2053-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESO 5% 12/15/29                | CANADIAN NATL RESOURCES REGD 5.00000000                                                      | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |        37000 | PA      | $37962.31     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RE 5.4% 12/15/34                | CANADIAN NATL RESOURCES REGD 5.40000000                                                      | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      2705000 | PA      | $2756430.22   | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERAL 4.5% 04/14/27                | CANTOR FITZGERALD LP REGD 144A P/P 4.50000000                                                | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |      1740000 | PA      | $1737532.11   | 0.01%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CANTOR FITZGERAL 7.2% 12/12/28                | CANTOR FITZGERALD LP REGD 144A P/P 7.20000000                                                | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |       840000 | PA      | $892030.86    | 0.01%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 05/10/33                | CAPITAL ONE FINANCIAL CO REGD V/R 5.26800000                                                 | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        80000 | PA      | $82166.62     | 0.00%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 10/30/31                | CAPITAL ONE FINANCIAL CO REGD V/R SER . 7.62400000                                           | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       645000 | PA      | $729525.04    | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 01/30/36                | CAPITAL ONE FINANCIAL CO REGD V/R 6.18300000                                                 | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41858.59     | 0.00%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 09/11/36                | CAPITAL ONE FINANCIAL CO REGD V/R 5.19700000                                                 | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $997042.06    | 0.01%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH  4.5% 11/15/44                | CARDINAL HEALTH INC REGD 4.50000000                                                          | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4309.06      | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALT 4.368% 06/15/47                | CARDINAL HEALTH INC REGD SER 30YR 4.36800000                                                 | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |        15000 | PA      | $12449.42     | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH 5.45% 02/15/34                | CARDINAL HEALTH INC REGD 5.45000000                                                          | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |        23000 | PA      | $23938.40     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH 5.35% 11/15/34                | CARDINAL HEALTH INC REGD 5.35000000                                                          | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       165000 | PA      | $170400.27    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARGILL INC 4.76% 11/23/45                    | CARGILL INC REGD P/P 4.76000000                                                              | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       375000 | PA      | $339700.42    | 0.00%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| CARGILL INC 2.125% 04/23/30                   | CARGILL INC REGD 144A P/P 2.12500000                                                         | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1378467.51   | 0.01%             | 2030-04-23      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| CARLISLE COS IN 5.55% 09/15/40                | CARLISLE COS INC REGD 5.55000000                                                             | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |        13000 | PA      | $13214.54     | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY I 5.4% 03/20/36                | CENOVUS ENERGY INC REGD 5.40000000                                                           | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       840000 | PA      | $840534.48    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERG V/R 02/15/55                | CENTERPOINT ENERGY INC REGD V/R SER A 7.00000000                                             | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |        55000 | PA      | $57357.74     | 0.00%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERG V/R 05/15/55                | CENTERPOINT ENERGY INC REGD V/R 6.70000000                                                   | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35890.96     | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 2.9% 07/01/50                | CENTERPOINT ENER HOUSTON REGD SER AD 2.90000000                                              | CUSIP: 15189XAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $16165.14     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 4.85% 10/01/52                | CENTERPOINT ENER HOUSTON REGD SER AJ 4.85000000                                              | CUSIP: 15189XBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8975.61      | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 5.3% 04/01/53                | CENTERPOINT ENER HOUSTON REGD 5.30000000                                                     | CUSIP: 15189XBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9567.93      | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 5.25% 03/01/28                | CENTERPOINT ENERGY RES REGD 5.25000000                                                       | CUSIP: 15189YAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20502.61     | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.125% 07/01/49                | CHARTER COMM OPT LLC/CAP REGD 5.12500000                                                     | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1245000 | PA      | $977640.91    | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.7% 04/01/51                | CHARTER COMM OPT LLC/CAP REGD 3.70000000                                                     | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       872000 | PA      | $551018.14    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 03/01/42                | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                     | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       914000 | PA      | $636051.97    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PA 4% 03/01/31                | CHENIERE ENERGY PARTNERS REGD 4.00000000                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       139000 | PA      | $135495.71    | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.65% 04/15/34                | CHENIERE ENERGY INC REGD SER WI 5.65000000                                                   | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       120000 | PA      | $124651.22    | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CH 3.7% 11/15/29                | CHENIERE CORP CHRISTI HD REGD SER WI 3.70000000                                              | CUSIP: 16412XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         8000 | PA      | $7819.48      | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CO 5.7% 01/15/35                | EXPAND ENERGY CORP REGD 5.70000000                                                           | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |         8000 | PA      | $8294.03      | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 2.55% 07/27/33                | REPUBLIC OF CHILE REGD 2.55000000                                                            | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |       200000 | PA      | $173230.00    | 0.00%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHUBB INA  1.55% 03/15/28/EUR/                | CHUBB INA HOLDINGS LLC /EUR/ REGD 1.55000000                                                 | CUSIP: 171239AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2298369.01   | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS 5% 03/15/34                | CHUBB INA HOLDINGS LLC REGD MTN 5.00000000                                                   | CUSIP: 171239AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       505000 | PA      | $517563.83    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDIN 4.9% 08/15/35                | CHUBB INA HOLDINGS LLC REGD 4.90000000                                                       | CUSIP: 171239AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1327810.92   | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS IN 5.1% 02/24/35                | CISCO SYSTEMS INC REGD 5.10000000                                                            | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |        71000 | PA      | $73111.47     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS IN 5.5% 02/24/55                | CISCO SYSTEMS INC REGD 5.50000000                                                            | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19841.41     | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 04/24/48                    | CITIGROUP INC REGD V/R 4.28100000                                                            | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        20000 | PA      | $16906.45     | 0.00%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/26/41                    | CITIGROUP INC REGD V/R 5.31600000                                                            | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10038.83     | 0.00%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/03/31                    | CITIGROUP INC REGD V/R 2.57200000                                                            | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3338854.74   | 0.02%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/01/32                    | CITIGROUP INC REGD V/R 2.56100000                                                            | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $962687.05    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/09/27                    | CITIGROUP INC REGD V/R 1.46200000                                                            | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3064577.14   | 0.02%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/03/42                    | CITIGROUP INC REGD V/R 2.90400000                                                            | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3705.81      | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33                    | CITIGROUP INC REGD V/R 3.78500000                                                            | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9549.20      | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/13/30                    | CITIGROUP INC REGD V/R 5.17400000                                                            | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1485000 | PA      | $1525168.86   | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/13/35                    | CITIGROUP INC REGD V/R 5.82700000                                                            | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       780000 | PA      | $811971.33    | 0.00%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/24/36                    | CITIGROUP INC REGD V/R 6.02000000                                                            | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3740000 | PA      | $3924441.28   | 0.02%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/28                    | CITIGROUP INC REGD V/R 4.64300000                                                            | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        80000 | PA      | $80651.67     | 0.00%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 4.914% 05/29/30                   | CITIBANK NA REGD SER . 4.91400000                                                            | CUSIP: 17325FBP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $257346.67    | 0.00%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-B1 3.458% 08/15/27                 | CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 SER 2017-B1 CL A4 REGD 3.45800000                     | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1100000 | PA      | $1086167.17   | 0.01%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/25/33                    | CITIGROUP INC REGD V/R 3.05700000                                                            | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1030000 | PA      | $945255.95    | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/27/36                    | CITIGROUP INC REGD V/R SER . 5.33300000                                                      | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       950000 | PA      | $973733.54    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CGCMT 2019-GC 3.017% 08/10/29                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 SER 2019-GC41 CL AS REGD 3.01780000            | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $231431.55    | 0.00%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CMLTI 2021-INV1  V/R 05/25/51                 | CITIGROUP MORTGAGE LOAN TRUST 2021-INV1 SER 2021-INV1 CL A3A V/R REGD 144A P/P 2.50000000    | CUSIP: 17329PAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5110226 | PA      | $4286998.97   | 0.03%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CMLTI 2021-INV3  V/R 05/25/51                 | CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 SER 2021-INV3 CL A11 V/R REGD 144A P/P 4.72419000    | CUSIP: 17329VDF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       361400 | PA      | $337228.07    | 0.00%             | 2051-05-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIA V/R 01/23/30                | CITIZENS FINANCIAL GROUP REGD V/R 5.84100000                                                 | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       213000 | PA      | $222291.79    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIA V/R 07/23/32                | CITIZENS FINANCIAL GROUP REGD V/R 5.71800000                                                 | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |         8000 | PA      | $8399.77      | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLIN 4.858% 01/01/14                | CLEVELAND CLINIC FOUND REGD 4.85800000                                                       | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $846006.07    | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 3% 03/05/51                  | COCA-COLA CO/THE REGD 3.00000000                                                             | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       230000 | PA      | $154105.38    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 5.4% 05/13/64                | COCA-COLA CO/THE REGD 5.40000000                                                             | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       493000 | PA      | $480926.73    | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIV 3.7% 08/01/47                | COLGATE-PALMOLIVE CO REGD MTN 3.70000000                                                     | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |        36000 | PA      | $28485.46     | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERP 3.25% 05/15/30                | COLONIAL ENTERPRISES INC REGD 144A P/P 3.25000000                                            | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1249422.91   | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPEL 5.927% 08/15/30                | COLUMBIA PIPELINES OPCO REGD 144A P/P 5.92700000                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       185000 | PA      | $196212.67    | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPEL 6.036% 11/15/33                | COLUMBIA PIPELINES OPCO REGD 144A P/P 6.03600000                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       280000 | PA      | $300253.98    | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA UNIVE 4.355% 10/01/35                | COLUMBIA UNIVERSITY REGD SER 2024 4.35500000                                                 | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |       300000 | PA      | $294039.72    | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.2% 07/15/36                    | COMCAST CORP REGD 3.20000000                                                                 | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4274.40      | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.25% 10/15/30                   | COMCAST CORP REGD 4.25000000                                                                 | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40044.15     | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 1.95% 01/15/31                   | COMCAST CORP REGD 1.95000000                                                                 | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2995000 | PA      | $2671597.65   | 0.02%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 1.5% 02/15/31                    | COMCAST CORP REGD 1.50000000                                                                 | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        90000 | PA      | $78349.80     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.937% 11/01/56                  | COMCAST CORP REGD SER WI 2.93700000                                                          | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        35000 | PA      | $19746.37     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.1% 06/01/29                    | COMCAST CORP REGD 5.10000000                                                                 | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20655.07     | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMERICA INC V/R 01/30/30                     | COMERICA INC REGD V/R 5.98200000                                                             | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |       708000 | PA      | $738754.36    | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HE 3.91% 10/01/50                | COMMONSPIRIT HEALTH REGD 3.91000000                                                          | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |        50000 | PA      | $37532.44     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 4.35% 11/15/45                | COMMONWEALTH EDISON CO REGD 4.35000000                                                       | CUSIP: 202795JG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       980000 | PA      | $836171.77    | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISO 4% 03/01/48                | COMMONWEALTH EDISON CO REGD 4.00000000                                                       | CUSIP: 202795JM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3985.84      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISO 3% 03/01/50                | COMMONWEALTH EDISON CO REGD 3.00000000                                                       | CUSIP: 202795JS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3279.54      | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 2.75% 09/01/51                | COMMONWEALTH EDISON CO REGD SER 131 2.75000000                                               | CUSIP: 202795JU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       440000 | PA      | $271002.83    | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 3.15% 03/15/32                | COMMONWEALTH EDISON CO REGD SER 132 3.15000000                                               | CUSIP: 202795JW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $55649.61     | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS  5.75% 08/01/35                | CONAGRA BRANDS INC REGD 5.75000000                                                           | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       160000 | PA      | $163770.75    | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIG 2.05% 07/01/31                | CONNECTICUT LIGHT & PWR REGD SER A 2.05000000                                                | CUSIP: 207597EN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       905000 | PA      | $804817.34    | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIG 4.95% 08/15/34                | CONNECTICUT LIGHT & PWR REGD 4.95000000                                                      | CUSIP: 207597ES0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       338000 | PA      | $341526.26    | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.55% 03/15/54                | CONOCOPHILLIPS COMPANY REGD 5.55000000                                                       | CUSIP: 20826FBG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9663.36      | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.7% 09/15/63                | CONOCOPHILLIPS COMPANY REGD 5.70000000                                                       | CUSIP: 20826FBH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       535000 | PA      | $517771.28    | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COM 5% 01/15/35                | CONOCOPHILLIPS COMPANY REGD 5.00000000                                                       | CUSIP: 20826FBL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1147716.15   | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.65% 01/15/65                | CONOCOPHILLIPS COMPANY REGD 5.65000000                                                       | CUSIP: 20826FBN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1156563.42   | 0.01%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 4.3% 12/01/56                | CON EDISON CO OF NY INC REGD SER C 4.30000000                                                | CUSIP: 209111FK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       740000 | PA      | $586231.25    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO  4.125% 05/15/49                | CON EDISON CO OF NY INC REGD SER A 4.12500000                                                | CUSIP: 209111FV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       275000 | PA      | $219079.95    | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 3.35% 04/01/30                | CON EDISON CO OF NY INC REGD SER 20A 3.35000000                                              | CUSIP: 209111FX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9693.74      | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 3.6% 06/15/61                | CON EDISON CO OF NY INC REGD 3.60000000                                                      | CUSIP: 209111GB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $13719.10     | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 3.2% 12/01/51                | CON EDISON CO OF NY INC REGD 3.20000000                                                      | CUSIP: 209111GC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $33368.09     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 6.15% 11/15/52                | CON EDISON CO OF NY INC REGD 6.15000000                                                      | CUSIP: 209111GD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         4000 | PA      | $4221.90      | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.2% 03/01/33                | CON EDISON CO OF NY INC REGD 5.20000000                                                      | CUSIP: 209111GE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10428.52     | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 3.75% 02/15/50                | CONSUMERS ENERGY CO REGD 3.75000000                                                          | CUSIP: 210518DE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3758.17      | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 4.2% 09/01/52                | CONSUMERS ENERGY CO REGD 4.20000000                                                          | CUSIP: 210518DQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $16129.51     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 4.6% 05/30/29                | CONSUMERS ENERGY CO REGD 4.60000000                                                          | CUSIP: 210518DW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10169.58     | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 4.7% 01/15/30                | CONSUMERS ENERGY CO REGD 4.70000000                                                          | CUSIP: 210518DX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        69000 | PA      | $70575.21     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESO 4.9% 06/01/44                | CONTINENTAL RESOURCES REGD SER WI 4.90000000                                                 | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3991.09      | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINAN 3.9% 04/05/32                | COREBRIDGE FINANCIAL INC REGD 3.90000000                                                     | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |        64000 | PA      | $60887.13     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 4.35% 04/05/42                | COREBRIDGE FINANCIAL INC REGD 4.35000000                                                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       155000 | PA      | $132885.29    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANC V/R 12/15/52                | COREBRIDGE FINANCIAL INC REGD V/R SER WI 6.87500000                                          | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51208.47     | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CORNING INC 5.45% 11/15/79                    | CORNING INC REGD 5.45000000                                                                  | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |        15000 | PA      | $13752.55     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR TBA 2% JAN 26                   | GNMA II 30 YR TBA 2% JAN 26    TO BE ANNOUNCED 2.00000000                                    | CUSIP: 21H020618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6725000 | PA      | $5577268.66   | 0.03%             | 2056-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA TBA 30 UR 2.5% JAN 26                    | GNMA TBA 30 UR 2.5% JAN 26     TO BE ANNOUNCED 2.50000000                                    | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16550000 | PA      | $14305406.25  | 0.09%             | 2056-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 3.00% JAN 26                    | G2SF 30YR TBA 3.00% JAN 26     TO BE ANNOUNCED 3.00000000                                    | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61987000 | PA      | $55807725.49  | 0.34%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMAII JMBO 30YR TBA 3% FEB 26                | GNMAII JMBO 30YR TBA 3% FEB 26 TO BE ANNOUNCED 3.00000000                                    | CUSIP: 21H030625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1000000 | PA      | $899219.63    | 0.01%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5% JAN 26                    | G2SF 30 YR TBA 3.5% JAN 26   TO BE ANNOUNCED 3.50000000                                      | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       195000 | PA      | $177665.47    | 0.00%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5 FEB 26                     | G2SF 30 YR TBA 3.5 FEB 26     TO BE ANNOUNCED 3.50000000                                     | CUSIP: 21H032621<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27365000 | PA      | $24931319.17  | 0.15%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% JAN 26                      | G2SF 30 YR TBA 4% JAN 26       TO BE ANNOUNCED 4.00000000                                    | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46560000 | PA      | $43988166.68  | 0.27%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.5% JAN 26                   | G2SF  30 YR TBA 4.5% JAN 26    TO BE ANNOUNCED 4.50000000                                    | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       300000 | PA      | $292605.62    | 0.00%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4.5% FEB 26                    | G2SF 30 YR TBA 4.5% FEB 26     TO BE ANNOUNCED 4.50000000                                    | CUSIP: 21H042620<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6000000 | PA      | $5848596.72   | 0.04%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 5% JAN 26                     | G2SF  30 YR TBA 5% JAN 26     TO BE ANNOUNCED 5.00000000                                     | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26255000 | PA      | $26212600.80  | 0.16%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 5.5% JAN 26                    | G2SF 30 YR TBA 5.5% JAN 26     TO BE ANNOUNCED 5.50000000                                    | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19914000 | PA      | $20114443.57  | 0.12%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 6.0% JAN 26                     | G2SF 30YR TBA 6.0% JAN 26      TO BE ANNOUNCED 6.00000000                                    | CUSIP: 21H060614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1150000 | PA      | $1172399.31   | 0.01%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR TBA 6.5% JAN 55                    | GNMA 30 YR TBA 6.5% JAN 55     TO BE ANNOUNCED 6.50000000                                    | CUSIP: 21H062610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       275000 | PA      | $284194.41    | 0.00%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR TBA 6.5% FEB 26                    | GNMA 30 YR TBA 6.5% FEB 26     TO BE ANNOUNCED 6.50000000                                    | CUSIP: 21H062628<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24500000 | PA      | $25291384.06  | 0.15%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 5.45% 09/01/34                | COX COMMUNICATIONS INC REGD 144A P/P 5.45000000                                              | CUSIP: 224044CU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       985000 | PA      | $970843.22    | 0.01%             | 2034-09-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2023-3A  7.62% 03/15/27                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 7.62000000           | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2750000 | PA      | $2837849.30   | 0.02%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/10/33                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.00000000                                          | CUSIP: 225313AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2673367.47   | 0.02%             | 2033-01-10      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/10/35                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 6.25100000                                          | CUSIP: 225313AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       250000 | PA      | $265869.83    | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2023-5A C 7.3% 06/15/27                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5 SER 2023-5A CL C REGD 144A P/P 7.30000000           | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2250000 | PA      | $2320939.80   | 0.01%             | 2034-04-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 09/25/33                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.81800000                                          | CUSIP: 22535WAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1440000 | PA      | $1440183.07   | 0.01%             | 2033-09-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/14/32                     | UBS GROUP AG REGD V/R 144A P/P 3.09100000                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       755000 | PA      | $701197.89    | 0.00%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.1% 04/01/31                | CROWN CASTLE INC REGD 2.10000000                                                             | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       115000 | PA      | $101586.67    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 4.9% 09/01/29                | CROWN CASTLE INC REGD 4.90000000                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        95000 | PA      | $96540.41     | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 5.2% 09/01/34                | CROWN CASTLE INC REGD 5.20000000                                                             | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10121.37     | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC 5.45% 02/20/54                    | CUMMINS INC REGD 5.45000000                                                                  | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |        22000 | PA      | $21747.89     | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM  5.125% 05/15/29                | DCP MIDSTREAM OPERATING REGD 5.12500000                                                      | CUSIP: 23311VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1535324.34   | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM O 3.25% 02/15/32                | DCP MIDSTREAM OPERATING REGD 3.25000000                                                      | CUSIP: 23311VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4602.69      | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC 5.5% 10/15/35                 | D.R. HORTON INC REGD 5.50000000                                                              | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |       190000 | PA      | $198307.39    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 2.85% 10/01/26                  | DTE ENERGY CO REGD 2.85000000                                                                | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29741.29     | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 3.4% 06/15/29                   | DTE ENERGY CO REGD SER C 3.40000000                                                          | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |        19000 | PA      | $18482.11     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 4.95% 07/01/27                  | DTE ENERGY CO REGD 4.95000000                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       560000 | PA      | $567453.61    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 5.05% 10/01/35                  | DTE ENERGY CO REGD 5.05000000                                                                | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |        80000 | PA      | $80020.03     | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.7% 03/15/45                 | DTE ELECTRIC CO REGD 3.70000000                                                              | CUSIP: 23338VAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1100000 | PA      | $863256.50    | 0.01%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 2.95% 03/01/50                | DTE ELECTRIC CO REGD 2.95000000                                                              | CUSIP: 23338VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3300.31      | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.25% 04/01/51                | DTE ELECTRIC CO REGD SER B 3.25000000                                                        | CUSIP: 23338VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $13750.56     | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WO 3.089% 11/01/40                | DALLAS-FORT WORTH TX INTERNATI REGD B/E 3.08900000                                           | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       100000 | PA      | $81553.58     | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WO 4.087% 11/01/51                | DALLAS-FORT WORTH TX INTERNATI REGD N/C B/E 4.08700000                                       | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       425000 | PA      | $348536.38    | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 03/01/28                  | DANSKE BANK A/S REGD V/R 144A P/P 5.42700000                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      1090000 | PA      | $1107020.72   | 0.01%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 09/12/31                  | DANSKE BANK A/S REGD V/R 144A P/P 4.42000000                                                 | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      3135000 | PA      | $3120426.04   | 0.02%             | 2031-09-12      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| DARDEN RESTAURAN 6.3% 10/10/33                | DARDEN RESTAURANTS INC REGD 6.30000000                                                       | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21737.36     | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURA 4.35% 10/15/27                | DARDEN RESTAURANTS INC REGD 4.35000000                                                       | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20095.98     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURA 4.55% 10/15/29                | DARDEN RESTAURANTS INC REGD 4.55000000                                                       | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55523.23     | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/14/32                 | DEUTSCHE BANK NY REGD V/R 3.72900000                                                         | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3960000 | PA      | $3746318.12   | 0.02%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/16/27                 | DEUTSCHE BANK NY REGD V/R 2.31100000                                                         | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $196773.36    | 0.00%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKO 8.75% 06/15/30                | DEUTSCHE TELEKOM INT FIN REGD 8.75000000                                                     | CUSIP: 25156PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |        75000 | PA      | $87579.31     | 0.00%             | 2030-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKO 9.25% 06/01/32                | DEUTSCHE TELEKOM INT FIN REGD 9.25000000                                                     | CUSIP: 25156PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |        24000 | PA      | $29936.84     | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/07/28                 | DEUTSCHE BANK NY REGD V/R 144A 2.55200000                                                    | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $196706.68    | 0.00%             | 2028-01-07      | Variable      | 2.55%                 | Yes           |                  2 | On Loan: No      |
| DCLO 2024-6A A1 V/R 04/15/37                  | DIAMETER CAPITAL CLO 6 LTD SER 2024-6A CL A1 V/R REGD 144A P/P 5.51454000                    | CUSIP: 25255UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2700000 | PA      | $2712532.59   | 0.02%             | 2037-04-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK EN 3.125% 03/24/31                | DIAMONDBACK ENERGY INC REGD 3.12500000                                                       | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       400000 | PA      | $374143.15    | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 6.25% 03/15/33                | DIAMONDBACK ENERGY INC REGD 6.25000000                                                       | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1910463.38   | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 5.2% 04/18/27                | DIAMONDBACK ENERGY INC REGD 5.20000000                                                       | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30436.51     | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 5.15% 01/30/30                | DIAMONDBACK ENERGY INC REGD 5.15000000                                                       | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30882.60     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 5.4% 04/18/34                | DIAMONDBACK ENERGY INC REGD 5.40000000                                                       | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10256.21     | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 5.75% 04/18/54                | DIAMONDBACK ENERGY INC REGD 5.75000000                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       640000 | PA      | $607224.11    | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING 3.15% 01/15/32                | DICK'S SPORTING GOODS REGD 3.15000000                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |        13000 | PA      | $11963.12     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING  4.1% 01/15/52                | DICK'S SPORTING GOODS REGD 4.10000000                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |        30000 | PA      | $22006.74     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINA 6.7% 11/29/32                | CAPITAL ONE FINANCIAL CO REGD 6.70000000                                                     | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        35000 | PA      | $38788.69     | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 11/02/34                | CAPITAL ONE FINANCIAL CO REGD V/R 7.96400000                                                 | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       140000 | PA      | $165115.81    | 0.00%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMB 4.814% 10/01/14                | DIST OF COLUMBIA WTR & SWR AUT REGD N/C B/E 4.81400000                                       | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |       890000 | PA      | $764605.41    | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 6.25% 10/15/53                | DOMINION ENERGY SOUTH REGD 6.25000000                                                        | CUSIP: 25731VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       505000 | PA      | $545135.14    | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC V/R /PERP/                | DOMINION ENERGY INC REGD V/R /PERP/ SER C 4.35000000                                         | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        70000 | PA      | $69414.90     | 0.00%             | 2174-04-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 4.85% 08/15/52                | DOMINION ENERGY INC REGD SER B 4.85000000                                                    | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        25000 | PA      | $21547.78     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY I V/R 02/15/56                | DOMINION ENERGY INC REGD V/R SER ** 6.00000000                                               | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        89000 | PA      | $89487.39     | 0.00%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO 5.25% 11/15/41                | DOW CHEMICAL CO/THE REGD 5.25000000                                                          | CUSIP: 260543CE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $545152.28    | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.319% 11/15/38                | DUPONT DE NEMOURS INC REGD 5.31900000                                                        | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |        24000 | PA      | $24105.44     | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.419% 11/15/48                | DUPONT DE NEMOURS INC REGD 5.41900000                                                        | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |        58000 | PA      | $55370.84     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 C 4.67% 12/15/27                 | DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL C REGD 4.67000000                          | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       770000 | PA      | $774952.18    | 0.00%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 D 4.94% 05/15/28                 | DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL D REGD 4.94000000                          | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2500000 | PA      | $2521066.50   | 0.02%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 2.45% 06/01/30                | DUKE ENERGY CORP REGD 2.45000000                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |        85000 | PA      | $78890.30     | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 3.5% 06/15/51                | DUKE ENERGY CORP REGD 3.50000000                                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |        10000 | PA      | $6955.43      | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 4.5% 08/15/32                | DUKE ENERGY CORP REGD 4.50000000                                                             | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |        50000 | PA      | $49909.13     | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5% 08/15/52                  | DUKE ENERGY CORP REGD 5.00000000                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |        30000 | PA      | $26588.16     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.55% 03/15/52                | DUKE ENERGY CAROLINAS REGD 3.55000000                                                        | CUSIP: 26442CBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $7205.02      | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.95% 01/15/33                | DUKE ENERGY CAROLINAS REGD 4.95000000                                                        | CUSIP: 26442CBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10307.91     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 5.35% 01/15/53                | DUKE ENERGY CAROLINAS REGD 5.35000000                                                        | CUSIP: 26442CBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        17000 | PA      | $16353.60     | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 5.4% 01/15/54                | DUKE ENERGY CAROLINAS REGD 5.40000000                                                        | CUSIP: 26442CBL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        93000 | PA      | $90400.21     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO 4.3% 02/01/49                | DUKE ENERGY OHIO INC REGD 4.30000000                                                         | CUSIP: 26442EAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8200.49      | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 5.55% 03/15/54                | DUKE ENERGY OHIO INC REGD 5.55000000                                                         | CUSIP: 26442EAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $19608.80     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRE 4% 04/01/52                | DUKE ENERGY PROGRESS LLC REGD 4.00000000                                                     | CUSIP: 26442UAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $15561.35     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDI 5.4% 04/01/53                | DUKE ENERGY INDIANA LLC REGD 5.40000000                                                      | CUSIP: 26443TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $23915.80     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND 5.25% 03/01/34                | DUKE ENERGY INDIANA LLC REGD 5.25000000                                                      | CUSIP: 26443TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10376.19     | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORID 3% 12/15/51                | DUKE ENERGY FLORIDA LLC REGD 3.00000000                                                      | CUSIP: 26444HAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6487.87      | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 4.725% 11/15/28                | DUPONT DE NEMOURS INC REGD 144A P/P 4.72500000                                               | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       370000 | PA      | $374812.00    | 0.00%             | 2028-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES I 4.95% 04/15/50                | EOG RESOURCES INC REGD 4.95000000                                                            | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |        23000 | PA      | $20647.78     | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES  4.375% 04/15/30                | EOG RESOURCES INC REGD 4.37500000                                                            | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10071.63     | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES I 5.65% 12/01/54                | EOG RESOURCES INC REGD 5.65000000                                                            | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24526.94     | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES I 5.95% 07/15/55                | EOG RESOURCES INC REGD 5.95000000                                                            | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       427000 | PA      | $436558.61    | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE L 7% 10/15/37                | ERAC USA FINANCE LLC REGD P/P 7.00000000                                                     | CUSIP: 26882PBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $928336.90    | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP 6.375% 04/01/29                      | EQT CORP REGD SER WI 6.37500000                                                              | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56926.46     | 0.00%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP 4.75% 01/15/31                       | EQT CORP REGD SER WI 4.75000000                                                              | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       120000 | PA      | $120900.39    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.5% 02/15/45                | ERAC USA FINANCE LLC REGD P/P 4.50000000                                                     | CUSIP: 26884TAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $349722.58    | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.6% 05/01/28                | ERAC USA FINANCE LLC REGD 144A P/P 4.60000000                                                | CUSIP: 26884TAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1114864.92   | 0.01%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.9% 05/01/33                | ERAC USA FINANCE LLC REGD 144A P/P 4.90000000                                                | CUSIP: 26884TAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       865000 | PA      | $879366.76    | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| EAGLE MATERIALS 2.5% 07/01/31                 | EAGLE MATERIALS REGD 2.50000000                                                              | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |        61000 | PA      | $55448.89     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP 4.15% 11/02/42                     | EATON CORP REGD 4.15000000                                                                   | CUSIP: 278062AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        38000 | PA      | $33006.74     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 1.3% 01/30/31                      | ECOLAB INC REGD 1.30000000                                                                   | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |        26000 | PA      | $22619.25     | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.125% 02/01/32                    | ECOLAB INC REGD 2.12500000                                                                   | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |        75000 | PA      | $66212.60     | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.7% 12/15/51                      | ECOLAB INC REGD 2.70000000                                                                   | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |         6000 | PA      | $3720.21      | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN EN 4.7% 11/01/42                | KINDER MORGAN ENER PART REGD 4.70000000                                                      | CUSIP: 28370TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       850000 | PA      | $751812.20    | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS 1.85% 02/15/31                | ELECTRONIC ARTS INC REGD 1.85000000                                                          | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |        17000 | PA      | $16360.49     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANC 4.75% 06/15/46                | EMERA US FINANCE LP REGD SER WI 4.75000000                                                   | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       105000 | PA      | $89949.82     | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINAN 2.639% 06/15/31                | EMERA US FINANCE LP REGD 2.63900000                                                          | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9044.08      | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS  6.25% 05/28/29                | ENACT HOLDINGS INC REGD 6.25000000                                                           | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       114000 | PA      | $119408.32    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC V/R 01/15/84                     | ENBRIDGE INC REGD V/R SER NC5 8.25000000                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       147000 | PA      | $157294.56    | 0.00%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.95% 04/05/54                   | ENBRIDGE INC REGD 5.95000000                                                                 | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |        70000 | PA      | $71093.14     | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  4.2% 04/15/27                | ENERGY TRANSFER LP REGD 4.20000000                                                           | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $5802968.50   | 0.04%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP V/R /PERP/                 | ENERGY TRANSFER LP REGD V/R /PERP/ SER H 6.50000000                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2990000 | PA      | $3003170.95   | 0.02%             | 2174-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 02/15/28                | ENERGY TRANSFER LP REGD 5.55000000                                                           | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1242543.59   | 0.01%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.05% 12/01/26                | ENERGY TRANSFER LP REGD 6.05000000                                                           | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1710000 | PA      | $1737572.26   | 0.01%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.4% 12/01/30                | ENERGY TRANSFER LP REGD 6.40000000                                                           | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       620000 | PA      | $670353.18    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.55% 12/01/33                | ENERGY TRANSFER LP REGD 6.55000000                                                           | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       230000 | PA      | $252505.03    | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.2% 04/01/55                | ENERGY TRANSFER LP REGD 6.20000000                                                           | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       295000 | PA      | $290129.96    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INT 3.5% 04/06/28                | ENEL FINANCE INTL NV REGD 144A P/P 3.50000000                                                | CUSIP: 29278GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1283020.51   | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP V/R 12/01/54                     | ENTERGY CORP REGD V/R 7.12500000                                                             | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |        74000 | PA      | $77696.55     | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 3.05% 06/01/31                | ENTERGY LOUISIANA LLC REGD 3.05000000                                                        | CUSIP: 29364WAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2073000 | PA      | $1945628.39   | 0.01%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 2.35% 06/15/32                | ENTERGY LOUISIANA LLC REGD 2.35000000                                                        | CUSIP: 29364WBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $26503.66     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC 4% 03/30/29                 | ENTERGY TEXAS INC REGD 4.00000000                                                            | CUSIP: 29365TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $14986.46     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC 5% 09/15/52                 | ENTERGY TEXAS INC REGD 5.00000000                                                            | CUSIP: 29365TAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        19000 | PA      | $16926.85     | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS I 5.55% 09/15/54                | ENTERGY TEXAS INC REGD 5.55000000                                                            | CUSIP: 29365TAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $29215.35     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS 4.2% 04/01/49                | ENTERGY ARKANSAS LLC REGD 4.20000000                                                         | CUSIP: 29366MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8100.00      | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSA 2.65% 06/15/51                | ENTERGY ARKANSAS LLC REGD 2.65000000                                                         | CUSIP: 29366MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        76000 | PA      | $45376.07     | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 5.1% 02/15/45                | ENTERPRISE PRODUCTS OPER REGD 5.10000000                                                     | CUSIP: 29379VBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1597984.63   | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUC V/R 08/16/77                | ENTERPRISE PRODUCTS OPER REGD V/R SER E 5.25000000                                           | CUSIP: 29379VBN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        70000 | PA      | $69881.30     | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUC V/R 02/15/78                | ENTERPRISE PRODUCTS OPER REGD V/R 5.37500000                                                 | CUSIP: 29379VBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $596072.82    | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 4.2% 01/31/50                | ENTERPRISE PRODUCTS OPER REGD 4.20000000                                                     | CUSIP: 29379VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $32212.57     | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 5.55% 02/16/55                | ENTERPRISE PRODUCTS OPER REGD 5.55000000                                                     | CUSIP: 29379VCH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       558000 | PA      | $542612.50    | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FIN 5.5% 06/15/34                | EQUINIX EU 2 FINANCING C REGD 5.50000000                                                     | CUSIP: 29390XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $36305.50     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 3.1% 05/15/30                     | EQUIFAX INC REGD 3.10000000                                                                  | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1704920.42   | 0.01%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 2.35% 09/15/31                    | EQUIFAX INC REGD 2.35000000                                                                  | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |        50000 | PA      | $44520.61     | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 5.1% 12/15/27                     | EQUIFAX INC REGD 5.10000000                                                                  | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |        60000 | PA      | $61146.16     | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 4.8% 09/15/29                     | EQUIFAX INC REGD 4.80000000                                                                  | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |        52000 | PA      | $52874.33     | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.9% 11/18/26                     | EQUINIX INC REGD 2.90000000                                                                  | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19802.49     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 1.45% 05/15/26                    | EQUINIX INC REGD 1.45000000                                                                  | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19817.34     | 0.00%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.25% 11/18/49                    | EQUINOR ASA REGD 3.25000000                                                                  | CUSIP: 29446MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |        30000 | PA      | $21002.62     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.625% 04/06/40                   | EQUINOR ASA REGD 3.62500000                                                                  | CUSIP: 29446MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      1800000 | PA      | $1526241.64   | 0.01%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.7% 04/06/50                     | EQUINOR ASA REGD 3.70000000                                                                  | CUSIP: 29446MAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |        15000 | PA      | $11411.06     | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 1.75% 01/22/26                    | EQUINOR ASA REGD 1.75000000                                                                  | CUSIP: 29446MAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       200000 | PA      | $199754.50    | 0.00%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 2.375% 05/22/30                   | EQUINOR ASA REGD 2.37500000                                                                  | CUSIP: 29446MAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |        30000 | PA      | $27950.08     | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILIT 2.4% 05/01/31                | ESSENTIAL UTILITIES INC REGD 2.40000000                                                      | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9059.76      | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTIL 5.375% 01/15/34                | ESSENTIAL UTILITIES INC REGD 5.37500000                                                      | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10330.07     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EUROFIMA 4.55% 03/30/27/CAD/                  | EUROFIMA /CAD/ REGD MTN SER MPLE 4.55000000                                                  | CUSIP: 298713AK4<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |       500000 | PA      | $370926.01    | 0.00%             | 2027-03-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 4.375% 03/19/27                | EUROPEAN INVESTMENT BANK REGD 4.37500000                                                     | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       200000 | PA      | $201829.04    | 0.00%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVEST 3.75% 11/15/29                | EUROPEAN INVESTMENT BANK REGD 3.75000000                                                     | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       145000 | PA      | $145502.45    | 0.00%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 4.625% 02/12/35                | EUROPEAN INVESTMENT BANK REGD 4.62500000                                                     | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       190000 | PA      | $196716.06    | 0.00%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV ZCP 05/28/37/CAD/                | EUROPEAN INVESTMENT BANK /CAD/ REGD ZCP 144A P/P MTN 0.00000000                              | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       150000 | PA      | $66589.16     | 0.00%             | 2037-05-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EVEREST REINSURA 3.5% 10/15/50                | EVEREST REINSURANCE HLDG REGD 3.50000000                                                     | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2030000 | PA      | $1417187.56   | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSU 3.125% 10/15/52                | EVEREST REINSURANCE HLDG REGD 3.12500000                                                     | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $69958.97     | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EVERGY INC V/R 06/01/55                       | EVERGY INC REGD V/R 6.65000000                                                               | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51106.90     | 0.00%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS C 3.45% 04/15/50                | EVERGY KANSAS CENTRAL REGD 3.45000000                                                        | CUSIP: 30036FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3532.30      | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO 2.25% 06/01/30                   | EVERGY METRO REGD SER 2020 2.25000000                                                        | CUSIP: 30037DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $18457.09     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENE 3.375% 03/01/32                | EVERSOURCE ENERGY REGD 3.37500000                                                            | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |        40000 | PA      | $37036.60     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERG 4.6% 07/01/27                | EVERSOURCE ENERGY REGD 4.60000000                                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100690.09    | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENE 5.125% 05/15/33                | EVERSOURCE ENERGY REGD 5.12500000                                                            | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |        95000 | PA      | $96113.50     | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 5.95% 07/15/34                | EVERSOURCE ENERGY REGD 5.95000000                                                            | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |        95000 | PA      | $100635.32    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 2.75% 03/15/27                    | EXELON CORP REGD 2.75000000                                                                  | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19699.58     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EART 2024-3A C 5.7% 07/16/29                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 5.70000000                  | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1046000 | PA      | $1059406.90   | 0.01%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP  4.625% 08/01/27                | EXPEDIA GROUP INC REGD 4.62500000                                                            | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $705226.55    | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.7% 04/01/28                | EXTRA SPACE STORAGE LP REGD 5.70000000                                                       | CUSIP: 30225VAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $41337.75     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 3.5% 07/01/26                | EXTRA SPACE STORAGE LP REGD 3.50000000                                                       | CUSIP: 30225VAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        13000 | PA      | $12960.15     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.4% 02/01/34                | EXTRA SPACE STORAGE LP REGD 5.40000000                                                       | CUSIP: 30225VAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $15420.41     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STO 5.35% 01/15/35                | EXTRA SPACE STORAGE LP REGD 5.35000000                                                       | CUSIP: 30225VAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $30750.62     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LL 2.5% 08/01/30                | TELEDYNE FLIR LLC REGD 2.50000000                                                            | CUSIP: 302445AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        75000 | PA      | $69428.96     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNB CORP V/R 12/11/30                         | FNB CORP REGD V/R 5.72200000                                                                 | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |         6000 | PA      | $6127.46      | 0.00%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.55% 08/15/31                | META PLATFORMS INC REGD 4.55000000                                                           | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |        95000 | PA      | $96768.01     | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  5.55% 08/15/64                | META PLATFORMS INC REGD 5.55000000                                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       255000 | PA      | $237359.24    | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.5% 11/15/45                | META PLATFORMS INC REGD 5.50000000                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1505864.50   | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  5.75% 11/15/65                | META PLATFORMS INC REGD 5.75000000                                                           | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       685000 | PA      | $655935.62    | 0.00%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 4.875% 11/15/35                | META PLATFORMS INC REGD 4.87500000                                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |        70000 | PA      | $70023.84     | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 5.625% 11/15/55                | META PLATFORMS INC REGD SER . 5.62500000                                                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       525000 | PA      | $504885.73    | 0.00%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH 2.9% 03/01/27                | FACTSET RESEARCH SYSTEMS REGD 2.90000000                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |       955000 | PA      | $940658.67    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARC 3.45% 03/01/32                | FACTSET RESEARCH SYSTEMS REGD 3.45000000                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |        64000 | PA      | $59545.64     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HL 4.85% 04/17/28                | FAIRFAX FINL HLDGS LTD REGD SER WI 4.85000000                                                | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |        35000 | PA      | $35475.40     | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL H 3.375% 03/03/31                | FAIRFAX FINL HLDGS LTD REGD SER WI 3.37500000                                                | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      2010000 | PA      | $1898849.65   | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL H 5.625% 08/16/32                | FAIRFAX FINL HLDGS LTD REGD SER WI 5.62500000                                                | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       475000 | PA      | $496251.45    | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS 6% 12/07/33                | FAIRFAX FINL HLDGS LTD REGD 6.00000000                                                       | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |        30000 | PA      | $31843.87     | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HL 6.35% 03/22/54                | FAIRFAX FINL HLDGS LTD REGD 6.35000000                                                       | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |        60000 | PA      | $62314.83     | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLD 6.1% 03/15/55                | FAIRFAX FINL HLDGS LTD REGD 6.10000000                                                       | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |        31000 | PA      | $31188.49     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HL 5.75% 05/20/35                | FAIRFAX FINL HLDGS LTD REGD 5.75000000                                                       | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $519126.59    | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROFIMA 5.5% 06/07/32/GBP/                   | EUROFIMA /GBP/ REGD EMTN 5.50000000                                                          | CUSIP: H23429FY6<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |       300000 | PA      | $424011.81    | 0.00%             | 2032-06-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITH 5.25% 12/19/33/GBP/                | GLAXOSMITHKLINE CAPITAL /GBP/ REGD EMTN 5.25000000                                           | CUSIP: G3910EAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       640000 | PA      | $900419.06    | 0.01%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC P#841056 V/R 01/01/50                   | FREDDIE MAC NON GOLD POOL P#841056 V/R 3.85100000                                            | CUSIP: 31288QE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        38005 | PA      | $37564.40     | 0.00%             | 2050-01-01      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06061 4% 10/01/40                    | FREDDIE MAC GOLD POOL P#G06061 4.00000000                                                    | CUSIP: 3128M8B60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1725188 | PA      | $1695524.76   | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08789 4% 11/01/47                    | FREDDIE MAC GOLD POOL P#G08789 4.00000000                                                    | CUSIP: 3128MJ2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1354234 | PA      | $1315835.41   | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08797 4% 01/01/48                    | FREDDIE MAC GOLD POOL P#G08797 4.00000000                                                    | CUSIP: 3128MJ3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        28977 | PA      | $28196.60     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08697 3% 03/01/46                    | FREDDIE MAC GOLD POOL P#G08697 3.00000000                                                    | CUSIP: 3128MJX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        14108 | PA      | $12887.15     | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08737 3% 12/01/46                    | FREDDIE MAC GOLD POOL P#G08737 3.00000000                                                    | CUSIP: 3128MJZB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        23375 | PA      | $21269.61     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18632 3% 02/01/32                    | FREDDIE MAC GOLD POOL P#G18632 3.00000000                                                    | CUSIP: 3128MMV26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       216163 | PA      | $211703.94    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18666 3% 11/01/32                    | FREDDIE MAC GOLD POOL P#G18666 3.00000000                                                    | CUSIP: 3128MMW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       761680 | PA      | $744426.13    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18641 3% 04/01/32                    | FREDDIE MAC GOLD POOL P#G18641 3.00000000                                                    | CUSIP: 3128MMWB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1112274 | PA      | $1087829.18   | 0.01%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18644 3% 05/01/32                    | FREDDIE MAC GOLD POOL P#G18644 3.00000000                                                    | CUSIP: 3128MMWE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       753041 | PA      | $736910.36    | 0.00%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18652 3% 07/01/32                    | FREDDIE MAC GOLD POOL P#G18652 3.00000000                                                    | CUSIP: 3128MMWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       410473 | PA      | $401526.52    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18663 3% 10/01/32                    | FREDDIE MAC GOLD POOL P#G18663 3.00000000                                                    | CUSIP: 3128MMWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       427368 | PA      | $417927.43    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17232 3% 11/01/26                    | FREDDIE MAC GOLD POOL P#J17232 3.00000000                                                    | CUSIP: 3128PXA97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        41683 | PA      | $41470.07     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17743 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#J17743 3.00000000                                                    | CUSIP: 3128PXS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        41965 | PA      | $41720.39     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17834 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#J17834 3.00000000                                                    | CUSIP: 3128PXV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         5749 | PA      | $5711.69      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17813 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#J17813 3.00000000                                                    | CUSIP: 3128PXVE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        39290 | PA      | $39049.92     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17826 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#J17826 3.00000000                                                    | CUSIP: 3128PXVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        52760 | PA      | $52470.43     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17848 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#J17848 3.00000000                                                    | CUSIP: 3128PXWH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        18330 | PA      | $18210.94     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T61821 3.5% 12/01/44                  | FREDDIE MAC GOLD POOL P#T61821 3.50000000                                                    | CUSIP: 3128S3AW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       372972 | PA      | $350682.36    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T62030 3.5% 06/01/45                  | FREDDIE MAC GOLD POOL P#T62030 3.50000000                                                    | CUSIP: 3128S3HF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       756824 | PA      | $711595.62    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T62086 3% 10/01/46                    | FREDDIE MAC GOLD POOL P#T62086 3.00000000                                                    | CUSIP: 3128S3J75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       148499 | PA      | $132427.46    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A93351 4% 08/01/40                    | FREDDIE MAC GOLD POOL P#A93351 4.00000000                                                    | CUSIP: 312941WL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       196932 | PA      | $193241.14    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95504 4% 11/01/40                    | FREDDIE MAC GOLD POOL P#A95504 4.00000000                                                    | CUSIP: 312944DH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       458529 | PA      | $450031.01    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#E02997 3% 10/01/26                    | FREDDIE MAC GOLD POOL P#E02997 3.00000000                                                    | CUSIP: 31294MKJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         7778 | PA      | $7736.98      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#E03003 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#E03003 3.00000000                                                    | CUSIP: 31294MKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        86412 | PA      | $85938.32     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J32373 3% 05/01/29                    | FREDDIE MAC GOLD POOL P#J32373 3.00000000                                                    | CUSIP: 31307NT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1649515 | PA      | $1634458.78   | 0.01%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLB 3.25% 11/16/28                           | FEDERAL HOME LOAN BANKS 3.25000000                                                           | CUSIP: 3130AFFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        25000 | PA      | $24863.81     | 0.00%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLB 2.05% 03/19/35                           | FEDERAL HOME LOAN BANKS 2.05000000                                                           | CUSIP: 3130AJE96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1352459 | PA      | $1110561.87   | 0.01%             | 2035-03-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FHLB 2% 03/25/30                              | FEDERAL HOME LOAN BANKS SER 0000 2.00000000                                                  | CUSIP: 3130AJFD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        37500 | PA      | $34930.00     | 0.00%             | 2030-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLB 2.04% 05/04/35                           | FEDERAL HOME LOAN BANKS 2.04000000                                                           | CUSIP: 3130AJK32<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       757609 | PA      | $613560.44    | 0.00%             | 2035-05-04      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| FHLB 1.85% 06/11/35                           | FEDERAL HOME LOAN BANKS 1.85000000                                                           | CUSIP: 3130AJN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        35000 | PA      | $28024.35     | 0.00%             | 2035-06-11      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FHLB 1.05% 06/24/27                           | FEDERAL HOME LOAN BANKS 1.05000000                                                           | CUSIP: 3130AJRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        16234 | PA      | $15655.22     | 0.00%             | 2027-06-24      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FHLB 1.28% 12/02/30                           | FEDERAL HOME LOAN BANKS 1.28000000                                                           | CUSIP: 3130AKGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        15000 | PA      | $13299.39     | 0.00%             | 2030-12-02      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| FHLB 1.8% 01/25/36                            | FEDERAL HOME LOAN BANKS 1.80000000                                                           | CUSIP: 3130AKQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       500000 | PA      | $392686.35    | 0.00%             | 2036-01-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLB 1.3% 02/11/30                            | FEDERAL HOME LOAN BANKS 1.30000000                                                           | CUSIP: 3130AL2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        10000 | PA      | $9036.54      | 0.00%             | 2030-02-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FHLB 1% 03/23/26                              | FEDERAL HOME LOAN BANKS 1.00000000                                                           | CUSIP: 3130ALGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       609375 | PA      | $605883.88    | 0.00%             | 2026-03-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLB 1.5% 09/11/29                            | FEDERAL HOME LOAN BANKS 1.50000000                                                           | CUSIP: 3130ALH80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       110000 | PA      | $101709.66    | 0.00%             | 2029-09-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLB 1.25% 06/15/27                           | FEDERAL HOME LOAN BANKS 1.25000000                                                           | CUSIP: 3130AMQH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       342500 | PA      | $331470.90    | 0.00%             | 2027-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHLB 1.11% 07/27/26                           | FEDERAL HOME LOAN BANKS 1.11000000                                                           | CUSIP: 3130ANCD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       833333 | PA      | $820888.07    | 0.01%             | 2026-07-27      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| FHLB 4% 06/09/28                              | FEDERAL HOME LOAN BANKS 4.00000000                                                           | CUSIP: 3130AWC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        50000 | PA      | $50570.17     | 0.00%             | 2028-06-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLB 3.5% 09/09/27                            | FEDERAL HOME LOAN BANKS 3.50000000                                                           | CUSIP: 3130B7QM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1425000 | PA      | $1427672.33   | 0.01%             | 2027-09-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FAMCA D/N 01/02/26                            | FEDERAL AGRICULTURAL MORTGAGE CORP DISCOUNT NOTES 0.00000000                                 | CUSIP: 31315LRG5<br>LEI: N/A                  | Long             | STIV             | USGA              | US        |     16275000 | PA      | $16273388.78  | 0.10%             | 2026-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZJ9596 6% 08/01/35                     | FREDDIE MAC POOL UMBS P#ZJ9596 6.00000000                                                    | CUSIP: 3131X1UV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        45764 | PA      | $46446.23     | 0.00%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK5360 3% 04/01/28                     | FREDDIE MAC POOL UMBS P#ZK5360 3.00000000                                                    | CUSIP: 3131X85V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        10773 | PA      | $10661.67     | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK6128 3% 10/01/28                     | FREDDIE MAC POOL UMBS P#ZK6128 3.00000000                                                    | CUSIP: 3131X9YZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       472095 | PA      | $466667.53    | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZL2783 3.5% 03/01/42                   | FREDDIE MAC POOL UMBS P#ZL2783 3.50000000                                                    | CUSIP: 3131XJCU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1287 | PA      | $1238.73      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZL3760 3.5% 09/01/42                   | FREDDIE MAC POOL UMBS P#ZL3760 3.50000000                                                    | CUSIP: 3131XKE96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1765700 | PA      | $1691079.03   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM4599 3.5% 11/01/47                   | FREDDIE MAC POOL UMBS P#ZM4599 3.50000000                                                    | CUSIP: 3131XYDC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       261235 | PA      | $245874.05    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM5142 4.5% 12/01/47                   | FREDDIE MAC POOL UMBS P#ZM5142 4.50000000                                                    | CUSIP: 3131XYWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       148829 | PA      | $147997.59    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM6432 4.5% 04/01/48                   | FREDDIE MAC POOL UMBS P#ZM6432 4.50000000                                                    | CUSIP: 3131Y1ED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       190474 | PA      | $190632.82    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZN0638 3.5% 02/01/43                   | FREDDIE MAC POOL UMBS P#ZN0638 3.50000000                                                    | CUSIP: 3131Y6V71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        39013 | PA      | $37123.45     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T65368 3.5% 05/01/46                  | FREDDIE MAC GOLD POOL P#T65368 3.50000000                                                    | CUSIP: 31322Y6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       115970 | PA      | $109040.25    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T65395 3.5% 10/01/46                  | FREDDIE MAC GOLD POOL P#T65395 3.50000000                                                    | CUSIP: 31322Y7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       153602 | PA      | $143862.87    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHS 365 C2 4% 06/15/49                        | FREDDIE MAC STRIPS SER 365 CL C2 4.00000000                                                  | CUSIP: 31325XU73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3002241 | PA      | $644251.29    | 0.00%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA3802 3% 06/01/30                     | FREDDIE MAC POOL UMBS P#ZA3802 3.00000000                                                    | CUSIP: 31329MGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       285427 | PA      | $280987.71    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA5434 3.5% 05/01/48                   | FREDDIE MAC POOL UMBS P#ZA5434 3.50000000                                                    | CUSIP: 31329PBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3027197 | PA      | $2845823.44   | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA7078 3.5% 06/01/39                   | FREDDIE MAC POOL UMBS P#ZA7078 3.50000000                                                    | CUSIP: 31329Q2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       195821 | PA      | $188473.48    | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA6528 4% 04/01/49                     | FREDDIE MAC POOL UMBS P#ZA6528 4.00000000                                                    | CUSIP: 31329QHD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1765915 | PA      | $1706628.19   | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS3767 3.5% 07/01/43                   | FREDDIE MAC POOL UMBS P#ZS3767 3.50000000                                                    | CUSIP: 3132A4FG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1401 | PA      | $1343.08      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4755 3.5% 02/01/48                   | FREDDIE MAC POOL UMBS P#ZS4755 3.50000000                                                    | CUSIP: 3132A5H81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1378065 | PA      | $1294154.56   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4786 4.5% 08/01/48                   | FREDDIE MAC POOL UMBS P#ZS4786 4.50000000                                                    | CUSIP: 3132A5J71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        16335 | PA      | $16240.30     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4771 3.5% 06/01/48                   | FREDDIE MAC POOL UMBS P#ZS4771 3.50000000                                                    | CUSIP: 3132A5JQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3169 | PA      | $2977.58      | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4791 4.5% 09/01/48                   | FREDDIE MAC POOL UMBS P#ZS4791 4.50000000                                                    | CUSIP: 3132A5KC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       549915 | PA      | $546616.68    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS6347 4% 05/01/26                     | FREDDIE MAC POOL UMBS P#ZS6347 4.00000000                                                    | CUSIP: 3132A7BQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          236 | PA      | $235.39       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS7036 3% 04/01/29                     | FREDDIE MAC POOL UMBS P#ZS7036 3.00000000                                                    | CUSIP: 3132A7Y96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        11612 | PA      | $11451.36     | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS7555 3% 11/01/31                     | FREDDIE MAC POOL UMBS P#ZS7555 3.00000000                                                    | CUSIP: 3132A8MC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        13343 | PA      | $13100.97     | 0.00%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8565 3% 05/01/30                     | FREDDIE MAC POOL UMBS P#ZS8565 3.00000000                                                    | CUSIP: 3132A9QS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         2532 | PA      | $2492.20      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8588 3% 11/01/30                     | FREDDIE MAC POOL UMBS P#ZS8588 3.00000000                                                    | CUSIP: 3132A9RH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        57140 | PA      | $56107.27     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8676 3% 11/01/32                     | FREDDIE MAC POOL UMBS P#ZS8676 3.00000000                                                    | CUSIP: 3132A9T98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        65499 | PA      | $63952.85     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8716 3.5% 09/01/33                   | FREDDIE MAC POOL UMBS P#ZS8716 3.50000000                                                    | CUSIP: 3132A9VH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       177996 | PA      | $175986.15    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0789 4% 10/01/48                     | FREDDIE MAC POOL UMBS P#ZT0789 4.00000000                                                    | CUSIP: 3132AC2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2186312 | PA      | $2114574.57   | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0537 3.5% 03/01/48                   | FREDDIE MAC POOL UMBS P#ZT0537 3.50000000                                                    | CUSIP: 3132ACS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       229076 | PA      | $216768.16    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1159 3.5% 02/01/44                   | FREDDIE MAC POOL UMBS P#ZT1159 3.50000000                                                    | CUSIP: 3132ADJC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        62825 | PA      | $59780.56     | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1611 4% 01/01/34                     | FREDDIE MAC POOL UMBS P#ZT1611 4.00000000                                                    | CUSIP: 3132ADYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         9550 | PA      | $9561.62      | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1998 4% 07/01/29                     | FREDDIE MAC POOL UMBS P#ZT1998 4.00000000                                                    | CUSIP: 3132AEGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         6971 | PA      | $6950.70      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0217 3% 01/01/33                     | FREDDIE MAC POOL UMBS P#SB0217 3.00000000                                                    | CUSIP: 3132CWG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        30573 | PA      | $29891.13     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0256 4% 11/01/33                     | FREDDIE MAC POOL UMBS P#SB0256 4.00000000                                                    | CUSIP: 3132CWH98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          726 | PA      | $725.04       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0381 2.5% 07/01/32                   | FREDDIE MAC POOL UMBS P#SB0381 2.50000000                                                    | CUSIP: 3132CWM68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1126451 | PA      | $1089887.08   | 0.01%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0366 3.5% 02/01/34                   | FREDDIE MAC POOL UMBS P#SB0366 3.50000000                                                    | CUSIP: 3132CWMP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       424641 | PA      | $419679.88    | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0479 2.5% 10/01/35                   | FREDDIE MAC POOL UMBS P#SB0479 2.50000000                                                    | CUSIP: 3132CWQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5938021 | PA      | $5645614.34   | 0.03%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0725 4% 08/01/37                     | FREDDIE MAC POOL UMBS P#SB0725 4.00000000                                                    | CUSIP: 3132CWYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       101071 | PA      | $99863.77     | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1009 4% 02/01/38                     | FREDDIE MAC POOL UMBS P#SB1009 4.00000000                                                    | CUSIP: 3132CXDN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       101043 | PA      | $99928.19     | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1093 3% 07/01/38                     | FREDDIE MAC POOL UMBS P#SB1093 3.00000000                                                    | CUSIP: 3132CXGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       546157 | PA      | $526323.02    | 0.00%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1153 2.5% 11/01/37                   | FREDDIE MAC POOL UMBS P#SB1153 2.50000000                                                    | CUSIP: 3132CXH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1715006 | PA      | $1624409.59   | 0.01%             | 2037-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1309 2% 07/01/38                     | FREDDIE MAC POOL UMBS P#SB1309 2.00000000                                                    | CUSIP: 3132CXN24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       681102 | PA      | $630871.76    | 0.00%             | 2038-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8047 3.5% 05/01/35                   | FREDDIE MAC POOL UMBS P#SB8047 3.50000000                                                    | CUSIP: 3132D55G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       363817 | PA      | $356008.77    | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8078 1.5% 12/01/35                   | FREDDIE MAC POOL UMBS P#SB8078 1.50000000                                                    | CUSIP: 3132D56P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       270139 | PA      | $246231.66    | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8079 2% 12/01/35                     | FREDDIE MAC POOL UMBS P#SB8079 2.00000000                                                    | CUSIP: 3132D56Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       524835 | PA      | $487450.40    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8092 1.5% 03/01/36                   | FREDDIE MAC POOL UMBS P#SB8092 1.50000000                                                    | CUSIP: 3132D57D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       417107 | PA      | $378897.20    | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8103 2% 05/01/36                     | FREDDIE MAC POOL UMBS P#SB8103 2.00000000                                                    | CUSIP: 3132D6AC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       247719 | PA      | $229454.37    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8112 2.5% 07/01/36                   | FREDDIE MAC POOL UMBS P#SB8112 2.50000000                                                    | CUSIP: 3132D6AM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       927846 | PA      | $880981.03    | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8158 2% 06/01/37                     | FREDDIE MAC POOL UMBS P#SB8158 2.00000000                                                    | CUSIP: 3132D6B33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1486045 | PA      | $1376451.07   | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8140 1.5% 02/01/37                   | FREDDIE MAC POOL UMBS P#SB8140 1.50000000                                                    | CUSIP: 3132D6BH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       612090 | PA      | $554392.76    | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8144 1.5% 03/01/37                   | FREDDIE MAC POOL UMBS P#SB8144 1.50000000                                                    | CUSIP: 3132D6BM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       307065 | PA      | $278119.87    | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8148 2% 04/01/37                     | FREDDIE MAC POOL UMBS P#SB8148 2.00000000                                                    | CUSIP: 3132D6BR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1223954 | PA      | $1133688.23   | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8149 2.5% 04/01/37                   | FREDDIE MAC POOL UMBS P#SB8149 2.50000000                                                    | CUSIP: 3132D6BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       109561 | PA      | $103760.52    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8153 2% 05/01/37                     | FREDDIE MAC POOL UMBS P#SB8153 2.00000000                                                    | CUSIP: 3132D6BW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       759427 | PA      | $703419.91    | 0.00%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8154 2.5% 05/01/37                   | FREDDIE MAC POOL UMBS P#SB8154 2.50000000                                                    | CUSIP: 3132D6BX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       277533 | PA      | $262840.60    | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8156 3% 04/01/37                     | FREDDIE MAC POOL UMBS P#SB8156 3.00000000                                                    | CUSIP: 3132D6BZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       269705 | PA      | $259913.08    | 0.00%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8294 5.5% 04/01/39                   | FREDDIE MAC POOL UMBS P#SB8294 5.50000000                                                    | CUSIP: 3132D6GB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       550629 | PA      | $565263.68    | 0.00%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8346 4% 12/01/39                     | FREDDIE MAC POOL UMBS P#SB8346 4.00000000                                                    | CUSIP: 3132D6HX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4268264 | PA      | $4217295.95   | 0.03%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8511 2% 05/01/36                     | FREDDIE MAC POOL UMBS P#SB8511 2.00000000                                                    | CUSIP: 3132D6N48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       192673 | PA      | $178826.76    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8512 2% 05/01/36                     | FREDDIE MAC POOL UMBS P#SB8512 2.00000000                                                    | CUSIP: 3132D6N55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1613103 | PA      | $1495688.41   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8506 2% 02/01/36                     | FREDDIE MAC POOL UMBS P#SB8506 2.00000000                                                    | CUSIP: 3132D6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1280928 | PA      | $1192473.86   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8508 2% 02/01/36                     | FREDDIE MAC POOL UMBS P#SB8508 2.00000000                                                    | CUSIP: 3132D6NZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       493285 | PA      | $458155.12    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SC0706 6.5% 05/01/45                   | FREDDIE MAC POOL UMBS P#SC0706 6.50000000                                                    | CUSIP: 3132D9YB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       389457 | PA      | $405265.84    | 0.00%             | 2045-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0856 2% 01/01/52                     | FREDDIE MAC POOL UMBS P#SD0856 2.00000000                                                    | CUSIP: 3132DM5R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       414921 | PA      | $337276.92    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0060 3.5% 02/01/49                   | FREDDIE MAC POOL UMBS P#SD0060 3.50000000                                                    | CUSIP: 3132DMB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       418911 | PA      | $397052.45    | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0295 3% 02/01/49                     | FREDDIE MAC POOL UMBS P#SD0295 3.00000000                                                    | CUSIP: 3132DMKG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1758279 | PA      | $1611876.66   | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0500 3% 08/01/50                     | FREDDIE MAC POOL UMBS P#SD0500 3.00000000                                                    | CUSIP: 3132DMRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1948894 | PA      | $1771098.75   | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0514 2% 10/01/50                     | FREDDIE MAC POOL UMBS P#SD0514 2.00000000                                                    | CUSIP: 3132DMSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       577403 | PA      | $476719.58    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0522 3% 12/01/50                     | FREDDIE MAC POOL UMBS P#SD0522 3.00000000                                                    | CUSIP: 3132DMSK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       212959 | PA      | $190396.03    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0576 2.5% 04/01/51                   | FREDDIE MAC POOL UMBS P#SD0576 2.50000000                                                    | CUSIP: 3132DMT96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       358904 | PA      | $304287.24    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1745 2% 10/01/52                     | FREDDIE MAC POOL UMBS P#SD1745 2.00000000                                                    | CUSIP: 3132DN5E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       968544 | PA      | $784629.23    | 0.00%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0935 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD0935 3.00000000                                                    | CUSIP: 3132DNBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1426918 | PA      | $1267875.02   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0940 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#SD0940 3.00000000                                                    | CUSIP: 3132DNBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       829574 | PA      | $742259.69    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0941 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD0941 3.00000000                                                    | CUSIP: 3132DNBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2200842 | PA      | $1973903.33   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1143 4.5% 09/01/50                   | FREDDIE MAC POOL UMBS P#SD1143 4.50000000                                                    | CUSIP: 3132DNHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       707678 | PA      | $703140.30    | 0.00%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1351 4.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#SD1351 4.50000000                                                    | CUSIP: 3132DNQC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       169420 | PA      | $167488.37    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1424 4% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD1424 4.00000000                                                    | CUSIP: 3132DNSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       372013 | PA      | $355546.89    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1488 4% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD1488 4.00000000                                                    | CUSIP: 3132DNUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       431973 | PA      | $412877.03    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1511 5% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD1511 5.00000000                                                    | CUSIP: 3132DNVC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       210769 | PA      | $213163.63    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2660 5% 04/01/53                     | FREDDIE MAC POOL UMBS P#SD2660 5.00000000                                                    | CUSIP: 3132DP5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       719608 | PA      | $721822.32    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2661 5.5% 04/01/53                   | FREDDIE MAC POOL UMBS P#SD2661 5.50000000                                                    | CUSIP: 3132DP5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       320063 | PA      | $326268.97    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1926 5.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#SD1926 5.50000000                                                    | CUSIP: 3132DPD70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       810993 | PA      | $833240.24    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2045 5.5% 12/01/52                   | FREDDIE MAC POOL UMBS P#SD2045 5.50000000                                                    | CUSIP: 3132DPHW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       251004 | PA      | $258579.21    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2046 5.5% 12/01/52                   | FREDDIE MAC POOL UMBS P#SD2046 5.50000000                                                    | CUSIP: 3132DPHX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       638361 | PA      | $656944.76    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2215 4% 10/01/52                     | FREDDIE MAC POOL UMBS P#SD2215 4.00000000                                                    | CUSIP: 3132DPN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       475986 | PA      | $456766.05    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2321 3% 02/01/52                     | FREDDIE MAC POOL UMBS P#SD2321 3.00000000                                                    | CUSIP: 3132DPSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       861357 | PA      | $764040.88    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2445 5.5% 03/01/53                   | FREDDIE MAC POOL UMBS P#SD2445 5.50000000                                                    | CUSIP: 3132DPWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       407676 | PA      | $416709.69    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3565 4.5% 08/01/53                   | FREDDIE MAC POOL UMBS P#SD3565 4.50000000                                                    | CUSIP: 3132DQ6A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        86914 | PA      | $85657.83     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2890 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#SD2890 5.50000000                                                    | CUSIP: 3132DQF76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       142475 | PA      | $146416.14    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2905 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#SD2905 5.50000000                                                    | CUSIP: 3132DQGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       228984 | PA      | $233325.32    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3085 5.5% 06/01/53                   | FREDDIE MAC POOL UMBS P#SD3085 5.50000000                                                    | CUSIP: 3132DQNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        90800 | PA      | $93034.02     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3260 6% 06/01/53                     | FREDDIE MAC POOL UMBS P#SD3260 6.00000000                                                    | CUSIP: 3132DQTR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       269558 | PA      | $280230.67    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5347 4% 05/01/45                     | FREDDIE MAC POOL UMBS P#SD5347 4.00000000                                                    | CUSIP: 3132DS5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3523238 | PA      | $3424067.18   | 0.02%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5389 5% 04/01/54                     | FREDDIE MAC POOL UMBS P#SD5389 5.00000000                                                    | CUSIP: 3132DS7A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1162473 | PA      | $1168266.68   | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4870 6.5% 02/01/54                   | FREDDIE MAC POOL UMBS P#SD4870 6.50000000                                                    | CUSIP: 3132DSMT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       155522 | PA      | $161971.01    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5429 5.5% 05/01/54                   | FREDDIE MAC POOL UMBS P#SD5429 5.50000000                                                    | CUSIP: 3132DTA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3369678 | PA      | $3451893.64   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5616 6% 05/01/54                     | FREDDIE MAC POOL UMBS P#SD5616 6.00000000                                                    | CUSIP: 3132DTGZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2993902 | PA      | $3100170.33   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5812 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#SD5812 6.00000000                                                    | CUSIP: 3132DTN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       398054 | PA      | $414128.85    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5846 2% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD5846 2.00000000                                                    | CUSIP: 3132DTP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1745900 | PA      | $1414375.04   | 0.01%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7169 5% 12/01/54                     | FREDDIE MAC POOL UMBS P#SD7169 5.00000000                                                    | CUSIP: 3132DU6E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1458820 | PA      | $1470646.22   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6306 6.5% 09/01/54                   | FREDDIE MAC POOL UMBS P#SD6306 6.50000000                                                    | CUSIP: 3132DUAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       322360 | PA      | $338112.72    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6584 3.5% 09/01/52                   | FREDDIE MAC POOL UMBS P#SD6584 3.50000000                                                    | CUSIP: 3132DUJ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1099988 | PA      | $1021364.24   | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6621 6% 10/01/54                     | FREDDIE MAC POOL UMBS P#SD6621 6.00000000                                                    | CUSIP: 3132DULA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       977882 | PA      | $1020740.32   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8011 3.5% 09/01/49                   | FREDDIE MAC POOL UMBS P#SD8011 3.50000000                                                    | CUSIP: 3132DV3U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       937715 | PA      | $877922.58    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8064 4% 05/01/50                     | FREDDIE MAC POOL UMBS P#SD8064 4.00000000                                                    | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       830418 | PA      | $796347.08    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8074 3% 07/01/50                     | FREDDIE MAC POOL UMBS P#SD8074 3.00000000                                                    | CUSIP: 3132DV6K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       189921 | PA      | $168973.71    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8086 4% 08/01/50                     | FREDDIE MAC POOL UMBS P#SD8086 4.00000000                                                    | CUSIP: 3132DV6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       866519 | PA      | $832526.62    | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8100 3% 10/01/50                     | FREDDIE MAC POOL UMBS P#SD8100 3.00000000                                                    | CUSIP: 3132DV7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       655525 | PA      | $586073.02    | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7347 2% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD7347 2.00000000                                                    | CUSIP: 3132DVEU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4609564 | PA      | $3741538.24   | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7513 3.5% 04/01/50                   | FREDDIE MAC POOL UMBS P#SD7513 3.50000000                                                    | CUSIP: 3132DVK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2338588 | PA      | $2196042.70   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7517 3% 05/01/50                     | FREDDIE MAC POOL UMBS P#SD7517 3.00000000                                                    | CUSIP: 3132DVK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2840474 | PA      | $2571407.05   | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7505 4.5% 08/01/49                   | FREDDIE MAC POOL UMBS P#SD7505 4.50000000                                                    | CUSIP: 3132DVKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1014010 | PA      | $1009941.37   | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7506 4% 09/01/49                     | FREDDIE MAC POOL UMBS P#SD7506 4.00000000                                                    | CUSIP: 3132DVKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1119530 | PA      | $1084887.31   | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7537 2% 03/01/51                     | FREDDIE MAC POOL UMBS P#SD7537 2.00000000                                                    | CUSIP: 3132DVLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       988826 | PA      | $812972.95    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7543 2.5% 08/01/51                   | FREDDIE MAC POOL UMBS P#SD7543 2.50000000                                                    | CUSIP: 3132DVLY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11684392 | PA      | $10110661.52  | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7544 3% 07/01/51                     | FREDDIE MAC POOL UMBS P#SD7544 3.00000000                                                    | CUSIP: 3132DVLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4455499 | PA      | $4025134.60   | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7578 6% 04/01/55                     | FREDDIE MAC POOL UMBS P#SD7578 6.00000000                                                    | CUSIP: 3132DVM36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20701747 | PA      | $21636447.38  | 0.13%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7557 4.5% 12/01/52                   | FREDDIE MAC POOL UMBS P#SD7557 4.50000000                                                    | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1439351 | PA      | $1424055.63   | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7560 4% 02/01/53                     | FREDDIE MAC POOL UMBS P#SD7560 4.00000000                                                    | CUSIP: 3132DVMH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       382121 | PA      | $369104.98    | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7570 6% 05/01/54                     | FREDDIE MAC POOL UMBS P#SD7570 6.00000000                                                    | CUSIP: 3132DVMT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5090529 | PA      | $5327775.81   | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7574 6% 09/01/54                     | FREDDIE MAC POOL UMBS P#SD7574 6.00000000                                                    | CUSIP: 3132DVMX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2174624 | PA      | $2264756.35   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8129 2.5% 02/01/51                   | FREDDIE MAC POOL UMBS P#SD8129 2.50000000                                                    | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10532842 | PA      | $9018191.43   | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8161 2.5% 08/01/51                   | FREDDIE MAC POOL UMBS P#SD8161 2.50000000                                                    | CUSIP: 3132DWB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       831949 | PA      | $710204.01    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8145 1.5% 05/01/51                   | FREDDIE MAC POOL UMBS P#SD8145 1.50000000                                                    | CUSIP: 3132DWBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4723728 | PA      | $3652544.68   | 0.02%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8146 2% 05/01/51                     | FREDDIE MAC POOL UMBS P#SD8146 2.00000000                                                    | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9415152 | PA      | $7690002.86   | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8154 1.5% 07/01/51                   | FREDDIE MAC POOL UMBS P#SD8154 1.50000000                                                    | CUSIP: 3132DWBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       795608 | PA      | $614947.22    | 0.00%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8194 2.5% 02/01/52                   | FREDDIE MAC POOL UMBS P#SD8194 2.50000000                                                    | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7233886 | PA      | $6166503.37   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8179 3% 11/01/51                     | FREDDIE MAC POOL UMBS P#SD8179 3.00000000                                                    | CUSIP: 3132DWCQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1573240 | PA      | $1401841.44   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8182 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#SD8182 2.00000000                                                    | CUSIP: 3132DWCT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2327870 | PA      | $1890176.42   | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8225 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#SD8225 3.00000000                                                    | CUSIP: 3132DWD67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8438112 | PA      | $7493251.37   | 0.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8199 2% 03/01/52                     | FREDDIE MAC POOL UMBS P#SD8199 2.00000000                                                    | CUSIP: 3132DWDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4053133 | PA      | $3292109.74   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8213 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#SD8213 3.00000000                                                    | CUSIP: 3132DWDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1556798 | PA      | $1384756.01   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8268 5.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#SD8268 5.50000000                                                    | CUSIP: 3132DWFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       306380 | PA      | $312442.62    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8324 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#SD8324 5.50000000                                                    | CUSIP: 3132DWG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       323931 | PA      | $329763.03    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8300 5.5% 02/01/53                   | FREDDIE MAC POOL UMBS P#SD8300 5.50000000                                                    | CUSIP: 3132DWGH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1462517 | PA      | $1489484.43   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8362 5.5% 09/01/53                   | FREDDIE MAC POOL UMBS P#SD8362 5.50000000                                                    | CUSIP: 3132DWJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3696625 | PA      | $3760619.07   | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8420 5.5% 04/01/54                   | FREDDIE MAC POOL UMBS P#SD8420 5.50000000                                                    | CUSIP: 3132DWK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13148811 | PA      | $13351703.75  | 0.08%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8453 5.5% 08/01/54                   | FREDDIE MAC POOL UMBS P#SD8453 5.50000000                                                    | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3008083 | PA      | $3053884.48   | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8468 5% 10/01/54                     | FREDDIE MAC POOL UMBS P#SD8468 5.00000000                                                    | CUSIP: 3132DWMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       145042 | PA      | $144844.92    | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8507 6% 02/01/55                     | FREDDIE MAC POOL UMBS P#SD8507 6.00000000                                                    | CUSIP: 3132DWNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2405908 | PA      | $2471145.06   | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3631 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#SD3631 3.00000000                                                    | CUSIP: 3132E0A85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       584215 | PA      | $518331.75    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3603 6% 08/01/53                     | FREDDIE MAC POOL UMBS P#SD3603 6.00000000                                                    | CUSIP: 3132E0AC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1299379 | PA      | $1355224.69   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3635 3% 07/01/51                     | FREDDIE MAC POOL UMBS P#SD3635 3.00000000                                                    | CUSIP: 3132E0BC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       497915 | PA      | $445225.47    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3921 6% 09/01/53                     | FREDDIE MAC POOL UMBS P#SD3921 6.00000000                                                    | CUSIP: 3132E0LA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       666499 | PA      | $690736.10    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4063 3.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#SD4063 3.50000000                                                    | CUSIP: 3132E0QQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4916169 | PA      | $4564777.72   | 0.03%             | 2053-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4322 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#SD4322 6.50000000                                                    | CUSIP: 3132E0YT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       109245 | PA      | $115347.33    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4350 6.5% 10/01/53                   | FREDDIE MAC POOL UMBS P#SD4350 6.50000000                                                    | CUSIP: 3132E0ZP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        67824 | PA      | $70571.48     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#WA3162 2.22% 07/01/36                  | FREDDIE MAC POOL UMBS P#WA3162 2.22000000                                                    | CUSIP: 3132WWWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1314459 | PA      | $1074616.66   | 0.01%             | 2036-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| UMBS P#WN2175 3.05% 03/01/32                  | FREDDIE MAC POOL UMBS P#WN2175 3.05000000                                                    | CUSIP: 3132XGMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       885403 | PA      | $821529.59    | 0.01%             | 2032-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA0744 3.5% 01/01/49                   | FREDDIE MAC POOL UMBS P#QA0744 3.50000000                                                    | CUSIP: 31334WZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        30885 | PA      | $29272.91     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLB D/N 01/02/26                             | FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000                                             | CUSIP: 313385RG3<br>LEI: N/A                  | Long             | STIV             | USGA              | US        |      7670000 | PA      | $7668504.35   | 0.05%             | 2026-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA4390 3% 11/01/49                     | FREDDIE MAC POOL UMBS P#QA4390 3.00000000                                                    | CUSIP: 31339U2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1295561 | PA      | $1174681.21   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA3869 3.5% 10/01/49                   | FREDDIE MAC POOL UMBS P#QA3869 3.50000000                                                    | CUSIP: 31339UJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1274308 | PA      | $1192526.15   | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA5505 5% 12/01/49                     | FREDDIE MAC POOL UMBS P#QA5505 5.00000000                                                    | CUSIP: 3133A0DJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       305558 | PA      | $312605.32    | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB2929 2% 09/01/50                     | FREDDIE MAC POOL UMBS P#QB2929 2.00000000                                                    | CUSIP: 3133A9HE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       604738 | PA      | $494529.64    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB3891 2% 10/01/50                     | FREDDIE MAC POOL UMBS P#QB3891 2.00000000                                                    | CUSIP: 3133AAKC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       447279 | PA      | $365860.58    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB3926 2% 10/01/50                     | FREDDIE MAC POOL UMBS P#QB3926 2.00000000                                                    | CUSIP: 3133AALF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1919765 | PA      | $1569510.11   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB4050 2% 10/01/50                     | FREDDIE MAC POOL UMBS P#QB4050 2.00000000                                                    | CUSIP: 3133AAQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       571910 | PA      | $467327.87    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB5864 2.5% 11/01/50                   | FREDDIE MAC POOL UMBS P#QB5864 2.50000000                                                    | CUSIP: 3133ACQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6884915 | PA      | $5847260.80   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB5911 2.5% 11/01/50                   | FREDDIE MAC POOL UMBS P#QB5911 2.50000000                                                    | CUSIP: 3133ACR83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3635247 | PA      | $3087408.51   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB9007 1.5% 02/01/51                   | FREDDIE MAC POOL UMBS P#QB9007 1.50000000                                                    | CUSIP: 3133AGAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        18573 | PA      | $14430.86     | 0.00%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB9104 2% 02/01/51                     | FREDDIE MAC POOL UMBS P#QB9104 2.00000000                                                    | CUSIP: 3133AGDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       839954 | PA      | $685399.00    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC2070 2% 05/01/51                     | FREDDIE MAC POOL UMBS P#QC2070 2.00000000                                                    | CUSIP: 3133ALJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       263805 | PA      | $217446.50    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC2713 1.5% 04/01/51                   | FREDDIE MAC POOL UMBS P#QC2713 1.50000000                                                    | CUSIP: 3133AMAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        35357 | PA      | $27550.70     | 0.00%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD1140 2.5% 11/01/51                   | FREDDIE MAC POOL UMBS P#QD1140 2.50000000                                                    | CUSIP: 3133AXHR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       662026 | PA      | $571020.16    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD5748 2% 02/01/52                     | FREDDIE MAC POOL UMBS P#QD5748 2.00000000                                                    | CUSIP: 3133B3L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1893485 | PA      | $1533935.27   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD7869 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#QD7869 2.50000000                                                    | CUSIP: 3133B5W65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       110212 | PA      | $95010.74     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD7879 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#QD7879 2.50000000                                                    | CUSIP: 3133B5XG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       119538 | PA      | $102900.98    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8684 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD8684 3.00000000                                                    | CUSIP: 3133B6UH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1097132 | PA      | $981792.56    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8806 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD8806 3.00000000                                                    | CUSIP: 3133B6YB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       106415 | PA      | $94569.67     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8810 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD8810 3.00000000                                                    | CUSIP: 3133B6YF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       230554 | PA      | $204683.74    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD9433 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD9433 3.00000000                                                    | CUSIP: 3133B7PS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       171232 | PA      | $152049.70    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD9605 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QD9605 3.00000000                                                    | CUSIP: 3133B7U63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       368039 | PA      | $329254.46    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0382 2.5% 04/01/52                   | FREDDIE MAC POOL UMBS P#QE0382 2.50000000                                                    | CUSIP: 3133B9M76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       154969 | PA      | $132938.36    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0729 4% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE0729 4.00000000                                                    | CUSIP: 3133B9Y24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        51587 | PA      | $49182.60     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3648 4% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3648 4.00000000                                                    | CUSIP: 3133BDBR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       366145 | PA      | $349959.49    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE7117 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#QE7117 4.50000000                                                    | CUSIP: 3133BG4A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        71855 | PA      | $70784.05     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE8992 4% 08/01/52                     | FREDDIE MAC POOL UMBS P#QE8992 4.00000000                                                    | CUSIP: 3133BJ7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       642899 | PA      | $614962.71    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE8102 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#QE8102 4.50000000                                                    | CUSIP: 3133BJAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        41467 | PA      | $40848.86     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF2492 5% 11/01/52                     | FREDDIE MAC POOL UMBS P#QF2492 5.00000000                                                    | CUSIP: 3133BPXV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       203684 | PA      | $204764.52    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF3903 5.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#QF3903 5.50000000                                                    | CUSIP: 3133BRKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        86450 | PA      | $88098.61     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF3958 5.5% 12/01/52                   | FREDDIE MAC POOL UMBS P#QF3958 5.50000000                                                    | CUSIP: 3133BRMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       100385 | PA      | $102187.04    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF6499 5% 01/01/53                     | FREDDIE MAC POOL UMBS P#QF6499 5.00000000                                                    | CUSIP: 3133BUGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3067986 | PA      | $3097755.55   | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG3366 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#QG3366 5.50000000                                                    | CUSIP: 3133C3W36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       106397 | PA      | $109747.80    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG5279 5% 06/01/53                     | FREDDIE MAC POOL UMBS P#QG5279 5.00000000                                                    | CUSIP: 3133C52L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        49538 | PA      | $49966.09     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG5280 5% 06/01/53                     | FREDDIE MAC POOL UMBS P#QG5280 5.00000000                                                    | CUSIP: 3133C52M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        43443 | PA      | $43788.98     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG5356 5% 06/01/53                     | FREDDIE MAC POOL UMBS P#QG5356 5.00000000                                                    | CUSIP: 3133C55R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        29456 | PA      | $29691.00     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG5258 5% 06/01/53                     | FREDDIE MAC POOL UMBS P#QG5258 5.00000000                                                    | CUSIP: 3133C5ZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        37919 | PA      | $38281.24     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ0118 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#QJ0118 6.00000000                                                    | CUSIP: 3133CQDX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       275973 | PA      | $285576.94    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ0945 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#QJ0945 6.00000000                                                    | CUSIP: 3133CRBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       334082 | PA      | $347832.84    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ0947 5.5% 07/01/54                   | FREDDIE MAC POOL UMBS P#QJ0947 5.50000000                                                    | CUSIP: 3133CRBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       290172 | PA      | $295801.85    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ2179 5.5% 08/01/54                   | FREDDIE MAC POOL UMBS P#QJ2179 5.50000000                                                    | CUSIP: 3133CSM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       430723 | PA      | $443985.53    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ4504 5.5% 09/01/54                   | FREDDIE MAC POOL UMBS P#QJ4504 5.50000000                                                    | CUSIP: 3133CVAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       424638 | PA      | $436466.24    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ5525 6.5% 09/01/54                   | FREDDIE MAC POOL UMBS P#QJ5525 6.50000000                                                    | CUSIP: 3133CWD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       696681 | PA      | $737245.00    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ5582 6% 09/01/54                     | FREDDIE MAC POOL UMBS P#QJ5582 6.00000000                                                    | CUSIP: 3133CWFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       497315 | PA      | $519620.62    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ7675 6% 11/01/54                     | FREDDIE MAC POOL UMBS P#QJ7675 6.00000000                                                    | CUSIP: 3133CYQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       468704 | PA      | $488977.83    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ7687 5.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#QJ7687 5.50000000                                                    | CUSIP: 3133CYRG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       319385 | PA      | $328569.34    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ7692 5.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#QJ7692 5.50000000                                                    | CUSIP: 3133CYRM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       648167 | PA      | $665406.07    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FFCB 1.28% 06/03/30                           | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.28000000                                            | CUSIP: 3133ELD84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       540000 | PA      | $485622.96    | 0.00%             | 2030-06-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| FFCB 1.74% 06/03/30                           | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.74000000                                            | CUSIP: 3133EMC26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        30000 | PA      | $27578.48     | 0.00%             | 2030-06-03      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| FFCB 1.3% 11/04/30                            | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.30000000                                            | CUSIP: 3133EMFH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         5000 | PA      | $4434.13      | 0.00%             | 2030-11-04      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FFCB 1.43% 12/11/30                           | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.43000000                                            | CUSIP: 3133EMKC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        44000 | PA      | $39139.09     | 0.00%             | 2030-12-11      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| FFCB 1.3% 02/03/31                            | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.30000000                                            | CUSIP: 3133EMPE6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1235000 | PA      | $1081232.46   | 0.01%             | 2031-02-03      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FFCB 2.2% 12/09/31                            | FEDERAL FARM CREDIT BANKS FUNDING CORP 2.20000000                                            | CUSIP: 3133ENGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1030000 | PA      | $928759.37    | 0.01%             | 2031-12-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FFCB 2.2% 01/12/32                            | FEDERAL FARM CREDIT BANKS FUNDING CORP 2.20000000                                            | CUSIP: 3133ENKP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        60000 | PA      | $54216.83     | 0.00%             | 2032-01-12      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN7405 2% 08/01/36                     | FREDDIE MAC POOL UMBS P#QN7405 2.00000000                                                    | CUSIP: 3133GEGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       876251 | PA      | $812176.07    | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN8913 2% 12/01/36                     | FREDDIE MAC POOL UMBS P#QN8913 2.00000000                                                    | CUSIP: 3133GF3W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       261389 | PA      | $242270.34    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN8171 2% 10/01/36                     | FREDDIE MAC POOL UMBS P#QN8171 2.00000000                                                    | CUSIP: 3133GFCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       462193 | PA      | $428107.06    | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN9226 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#QN9226 2.00000000                                                    | CUSIP: 3133GGHB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       269991 | PA      | $250224.93    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN9700 1.5% 03/01/37                   | FREDDIE MAC POOL UMBS P#QN9700 1.50000000                                                    | CUSIP: 3133GGX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       331539 | PA      | $300287.03    | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA1419 3.5% 09/01/49                   | FREDDIE MAC POOL UMBS P#RA1419 3.50000000                                                    | CUSIP: 3133KGSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       820379 | PA      | $773890.47    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3587 4% 09/01/50                     | FREDDIE MAC POOL UMBS P#RA3587 4.00000000                                                    | CUSIP: 3133KJ6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7525146 | PA      | $7229940.82   | 0.04%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3175 3% 07/01/50                     | FREDDIE MAC POOL UMBS P#RA3175 3.00000000                                                    | CUSIP: 3133KJQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1315915 | PA      | $1168763.40   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3383 3% 08/01/50                     | FREDDIE MAC POOL UMBS P#RA3383 3.00000000                                                    | CUSIP: 3133KJXL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1225049 | PA      | $1095633.48   | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4493 2% 02/01/51                     | FREDDIE MAC POOL UMBS P#RA4493 2.00000000                                                    | CUSIP: 3133KK7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1383548 | PA      | $1128964.11   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3723 2% 10/01/50                     | FREDDIE MAC POOL UMBS P#RA3723 2.00000000                                                    | CUSIP: 3133KKD48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       202205 | PA      | $166316.73    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3822 4.5% 10/01/50                   | FREDDIE MAC POOL UMBS P#RA3822 4.50000000                                                    | CUSIP: 3133KKG78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2697341 | PA      | $2659757.44   | 0.02%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3988 2.5% 11/01/50                   | FREDDIE MAC POOL UMBS P#RA3988 2.50000000                                                    | CUSIP: 3133KKND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9162848 | PA      | $7872572.99   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4206 2.5% 12/01/50                   | FREDDIE MAC POOL UMBS P#RA4206 2.50000000                                                    | CUSIP: 3133KKU72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2356684 | PA      | $1999978.98   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4216 2.5% 12/01/50                   | FREDDIE MAC POOL UMBS P#RA4216 2.50000000                                                    | CUSIP: 3133KKVH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       681870 | PA      | $583053.56    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5373 2% 06/01/51                     | FREDDIE MAC POOL UMBS P#RA5373 2.00000000                                                    | CUSIP: 3133KL6J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       313074 | PA      | $257989.20    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5398 2% 07/01/51                     | FREDDIE MAC POOL UMBS P#RA5398 2.00000000                                                    | CUSIP: 3133KL7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1167959 | PA      | $962212.86    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4652 2% 02/01/51                     | FREDDIE MAC POOL UMBS P#RA4652 2.00000000                                                    | CUSIP: 3133KLEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1121049 | PA      | $922063.74    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4718 2% 03/01/51                     | FREDDIE MAC POOL UMBS P#RA4718 2.00000000                                                    | CUSIP: 3133KLG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       528702 | PA      | $434858.18    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4727 2% 03/01/51                     | FREDDIE MAC POOL UMBS P#RA4727 2.00000000                                                    | CUSIP: 3133KLHC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       299964 | PA      | $243148.91    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4737 2% 03/01/51                     | FREDDIE MAC POOL UMBS P#RA4737 2.00000000                                                    | CUSIP: 3133KLHN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       628308 | PA      | $513905.71    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6188 2% 11/01/51                     | FREDDIE MAC POOL UMBS P#RA6188 2.00000000                                                    | CUSIP: 3133KM2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1134811 | PA      | $930549.41    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6216 2% 11/01/51                     | FREDDIE MAC POOL UMBS P#RA6216 2.00000000                                                    | CUSIP: 3133KM3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1141630 | PA      | $936523.16    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6234 2% 11/01/51                     | FREDDIE MAC POOL UMBS P#RA6234 2.00000000                                                    | CUSIP: 3133KM4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1174742 | PA      | $963291.20    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6236 2% 11/01/51                     | FREDDIE MAC POOL UMBS P#RA6236 2.00000000                                                    | CUSIP: 3133KM4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1427902 | PA      | $1173925.91   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5436 2% 06/01/51                     | FREDDIE MAC POOL UMBS P#RA5436 2.00000000                                                    | CUSIP: 3133KMBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       825046 | PA      | $671678.05    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5502 3% 06/01/51                     | FREDDIE MAC POOL UMBS P#RA5502 3.00000000                                                    | CUSIP: 3133KMDF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2714917 | PA      | $2410172.82   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6085 2% 10/01/51                     | FREDDIE MAC POOL UMBS P#RA6085 2.00000000                                                    | CUSIP: 3133KMXN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       585311 | PA      | $482542.77    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6091 2% 10/01/51                     | FREDDIE MAC POOL UMBS P#RA6091 2.00000000                                                    | CUSIP: 3133KMXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       510850 | PA      | $417108.84    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6140 2% 10/01/51                     | FREDDIE MAC POOL UMBS P#RA6140 2.00000000                                                    | CUSIP: 3133KMZD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       389472 | PA      | $319368.40    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7200 2.5% 04/01/52                   | FREDDIE MAC POOL UMBS P#RA7200 2.50000000                                                    | CUSIP: 3133KN7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        20591 | PA      | $17667.14     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6427 3% 12/01/51                     | FREDDIE MAC POOL UMBS P#RA6427 3.00000000                                                    | CUSIP: 3133KND83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3220005 | PA      | $2856481.02   | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6503 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#RA6503 2.00000000                                                    | CUSIP: 3133KNGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1502854 | PA      | $1229177.27   | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7000 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#RA7000 2.50000000                                                    | CUSIP: 3133KNX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       536095 | PA      | $460256.07    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7001 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#RA7001 2.50000000                                                    | CUSIP: 3133KNX65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       528615 | PA      | $454109.68    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7020 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#RA7020 2.50000000                                                    | CUSIP: 3133KNYR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       182260 | PA      | $156476.54    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8087 5% 10/01/52                     | FREDDIE MAC POOL UMBS P#RA8087 5.00000000                                                    | CUSIP: 3133KP6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       241389 | PA      | $244032.14    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7543 4% 06/01/52                     | FREDDIE MAC POOL UMBS P#RA7543 4.00000000                                                    | CUSIP: 3133KPLY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       160566 | PA      | $153480.51    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7554 4% 06/01/52                     | FREDDIE MAC POOL UMBS P#RA7554 4.00000000                                                    | CUSIP: 3133KPMB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       269772 | PA      | $257825.52    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7664 4% 07/01/52                     | FREDDIE MAC POOL UMBS P#RA7664 4.00000000                                                    | CUSIP: 3133KPQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       754505 | PA      | $720798.96    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7779 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#RA7779 4.50000000                                                    | CUSIP: 3133KPUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       312019 | PA      | $308450.39    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7933 5% 09/01/52                     | FREDDIE MAC POOL UMBS P#RA7933 5.00000000                                                    | CUSIP: 3133KPY69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       497313 | PA      | $502238.94    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7920 4% 09/01/52                     | FREDDIE MAC POOL UMBS P#RA7920 4.00000000                                                    | CUSIP: 3133KPYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       486262 | PA      | $464577.39    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8212 5.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#RA8212 5.50000000                                                    | CUSIP: 3133KQDR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       249047 | PA      | $256737.87    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8406 5% 01/01/53                     | FREDDIE MAC POOL UMBS P#RA8406 5.00000000                                                    | CUSIP: 3133KQKT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       377687 | PA      | $379511.65    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8410 5.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#RA8410 5.50000000                                                    | CUSIP: 3133KQKX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       685645 | PA      | $704266.24    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8529 5.5% 02/01/53                   | FREDDIE MAC POOL UMBS P#RA8529 5.50000000                                                    | CUSIP: 3133KQPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       466479 | PA      | $480089.19    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8554 6% 02/01/53                     | FREDDIE MAC POOL UMBS P#RA8554 6.00000000                                                    | CUSIP: 3133KQQF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       758668 | PA      | $782703.47    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8791 5% 04/01/53                     | FREDDIE MAC POOL UMBS P#RA8791 5.00000000                                                    | CUSIP: 3133KQXU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       406609 | PA      | $407860.04    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9875 6.5% 09/01/53                   | FREDDIE MAC POOL UMBS P#RA9875 6.50000000                                                    | CUSIP: 3133KR6L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       521841 | PA      | $542343.63    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9090 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#RA9090 5.50000000                                                    | CUSIP: 3133KRC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       803023 | PA      | $818012.14    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9630 6% 08/01/53                     | FREDDIE MAC POOL UMBS P#RA9630 6.00000000                                                    | CUSIP: 3133KRVX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1006963 | PA      | $1048122.66   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5351 6% 06/01/45                     | FREDDIE MAC POOL UMBS P#RB5351 6.00000000                                                    | CUSIP: 3133KY5L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       394780 | PA      | $407380.08    | 0.00%             | 2045-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5007 3.5% 09/01/39                   | FREDDIE MAC POOL UMBS P#RB5007 3.50000000                                                    | CUSIP: 3133KYR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       278258 | PA      | $267448.04    | 0.00%             | 2039-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5001 3.5% 07/01/39                   | FREDDIE MAC POOL UMBS P#RB5001 3.50000000                                                    | CUSIP: 3133KYRW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       111373 | PA      | $107132.65    | 0.00%             | 2039-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5003 3.5% 08/01/39                   | FREDDIE MAC POOL UMBS P#RB5003 3.50000000                                                    | CUSIP: 3133KYRY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       433013 | PA      | $416299.46    | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5166 3% 07/01/42                     | FREDDIE MAC POOL UMBS P#RB5166 3.00000000                                                    | CUSIP: 3133KYW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       292775 | PA      | $273649.49    | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5173 3% 08/01/42                     | FREDDIE MAC POOL UMBS P#RB5173 3.00000000                                                    | CUSIP: 3133KYXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       100295 | PA      | $93663.28     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5180 3% 08/01/42                     | FREDDIE MAC POOL UMBS P#RB5180 3.00000000                                                    | CUSIP: 3133KYXH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3335 | PA      | $3118.67      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1826 2% 02/01/36                     | FREDDIE MAC POOL UMBS P#RC1826 2.00000000                                                    | CUSIP: 3133L8A39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1709279 | PA      | $1584319.38   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1887 2% 03/01/36                     | FREDDIE MAC POOL UMBS P#RC1887 2.00000000                                                    | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       300136 | PA      | $278751.93    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2344 2% 11/01/36                     | FREDDIE MAC POOL UMBS P#RC2344 2.00000000                                                    | CUSIP: 3133L8S97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1297369 | PA      | $1202480.79   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2370 2% 11/01/36                     | FREDDIE MAC POOL UMBS P#RC2370 2.00000000                                                    | CUSIP: 3133L8T39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1336221 | PA      | $1238479.25   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2402 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#RC2402 2.00000000                                                    | CUSIP: 3133L8U37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       291317 | PA      | $270007.71    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2403 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#RC2403 2.00000000                                                    | CUSIP: 3133L8U45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       330555 | PA      | $306375.47    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2404 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#RC2404 2.00000000                                                    | CUSIP: 3133L8U52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1668142 | PA      | $1546109.68   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2399 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#RC2399 2.00000000                                                    | CUSIP: 3133L8UY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       228071 | PA      | $211804.28    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2468 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#RC2468 2.00000000                                                    | CUSIP: 3133L8W50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       397804 | PA      | $368951.82    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SI2107 2.5% 07/01/51                   | FREDDIE MAC POOL UMBS P#SI2107 2.50000000                                                    | CUSIP: 3133USKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4016510 | PA      | $3431998.11   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QI4104 6% 04/01/54                     | FREDDIE MAC POOL UMBS P#QI4104 6.00000000                                                    | CUSIP: 3133WARZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       312049 | PA      | $326291.79    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA4525 3.5% 10/01/49                   | FREDDIE MAC POOL UMBS P#QA4525 3.50000000                                                    | CUSIP: 31346YA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       369294 | PA      | $348366.48    | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC 6.75% 03/15/31                          | FEDERAL HOME LOAN MORTGAGE CORP 6.75000000                                                   | CUSIP: 3134A4AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        50000 | PA      | $57027.87     | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRE PRIN STRIP ZCP 03/15/31                   | FREDDIE MAC STRIPS ZCP 0.00000000                                                            | CUSIP: 3134A4AB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       542000 | PA      | $443666.41    | 0.00%             | 2031-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC 6.25% 07/15/32                          | FEDERAL HOME LOAN MORTGAGE CORP 6.25000000                                                   | CUSIP: 3134A4KX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         7000 | PA      | $7924.26      | 0.00%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC 1.4% 06/28/30                           | FEDERAL HOME LOAN MORTGAGE CORP MTN 1.40000000                                               | CUSIP: 3134GV3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        75000 | PA      | $67773.95     | 0.00%             | 2030-06-28      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FHLMC 1.375% 07/15/30                         | FEDERAL HOME LOAN MORTGAGE CORP MTN 1.37500000                                               | CUSIP: 3134GV5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        17000 | PA      | $15343.15     | 0.00%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC 1.22% 08/19/30                          | FEDERAL HOME LOAN MORTGAGE CORP MTN 1.22000000                                               | CUSIP: 3134GXBA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       215000 | PA      | $191647.04    | 0.00%             | 2030-08-19      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| FHLMC 1.25% 11/19/30                          | FEDERAL HOME LOAN MORTGAGE CORP MTN 1.25000000                                               | CUSIP: 3134GXDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        10000 | PA      | $8831.39      | 0.00%             | 2030-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNR 2001-25 FC V/R 06/25/31                   | FANNIE MAE REMICS SER 2001-25 CL FC V/R 4.78867000                                           | CUSIP: 31359SS68<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        32065 | PA      | $32180.40     | 0.00%             | 2031-06-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FNMA 0.875% 08/05/30                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.87500000                                             | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        50000 | PA      | $44149.27     | 0.00%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FNR 2012-35 SP V/R 04/25/42                   | FANNIE MAE REMICS SER 2012-35 CL SP V/R 2.51133000                                           | CUSIP: 3136A5KW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1679298 | PA      | $206948.28    | 0.00%             | 2042-04-25      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| FNR 2012-53 IO 3.5% 05/25/27                  | FANNIE MAE REMICS SER 2012-53 CL IO 3.50000000                                               | CUSIP: 3136A5Q41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        72427 | PA      | $833.85       | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2012-135 SB V/R 12/25/42                  | FANNIE MAE REMICS SER 2012-135 CL SB V/R 2.11133000                                          | CUSIP: 3136AAHY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       729321 | PA      | $81865.95     | 0.00%             | 2042-12-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| FNR 2013-30 CA 1.5% 04/25/43                  | FANNIE MAE REMICS SER 2013-30 CL CA 1.50000000                                               | CUSIP: 3136ADMQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       983428 | PA      | $833298.17    | 0.01%             | 2043-04-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNR 2013-109 BO ZCP 07/25/43                  | FANNIE MAE REMICS SER 2013-109 CL BO ZCP 0.00000000                                          | CUSIP: 3136AGRJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       411323 | PA      | $251734.45    | 0.00%             | 2043-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2014-34 US V/R 06/25/44                   | FANNIE MAE REMICS SER 2014-34 CL US V/R 0.62265000                                           | CUSIP: 3136AKET6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        67394 | PA      | $56791.71     | 0.00%             | 2044-06-25      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| FNR 2014-47 FB V/R 08/25/54                   | FANNIE MAE REMICS SER 2014-47 CL FB V/R 4.67302000                                           | CUSIP: 3136AKTK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1716107 | PA      | $1679989.74   | 0.01%             | 2054-08-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FNA 2015-M10 A2 V/R 04/25/27                  | FANNIE MAE-ACES SER 2015-M10 CL A2 V/R 3.09200000                                            | CUSIP: 3136AN6U6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       303514 | PA      | $301079.83    | 0.00%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| FNR 2016-26 SY V/R 11/25/42                   | FANNIE MAE REMICS SER 2016-26 CL SY V/R 0.00000000                                           | CUSIP: 3136AR4J4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       514279 | PA      | $337935.95    | 0.00%             | 2042-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2016-40 EF V/R 07/25/46                   | FANNIE MAE REMICS SER 2016-40 CL EF V/R 4.77302000                                           | CUSIP: 3136ASL87<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       407311 | PA      | $404822.60    | 0.00%             | 2046-07-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNR 2016-71 NI 3.5% 04/25/46                  | FANNIE MAE REMICS SER 2016-71 CL NI 3.50000000                                               | CUSIP: 3136AT5A8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       576489 | PA      | $65994.37     | 0.00%             | 2046-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2016-68 WI V/R 10/25/46                   | FANNIE MAE REMICS SER 2016-68 CL WI V/R 1.74609200                                           | CUSIP: 3136ATR30<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2845612 | PA      | $242523.52    | 0.00%             | 2046-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FNR 2016-63 AS V/R 09/25/46                   | FANNIE MAE REMICS SER 2016-63 CL AS V/R 2.01133000                                           | CUSIP: 3136ATXY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1148158 | PA      | $136537.21    | 0.00%             | 2046-09-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M11 A 2.98% 08/25/29                 | FANNIE MAE-ACES SER 2017-M11 CL A2 2.98000000                                                | CUSIP: 3136AX3J2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       824945 | PA      | $798813.43    | 0.00%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M12 A2 V/R 06/25/27                  | FANNIE MAE-ACES SER 2017-M12 CL A2 V/R 3.06400000                                            | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        70174 | PA      | $69396.23     | 0.00%             | 2027-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M13 A2 V/R 09/25/27                  | FANNIE MAE-ACES SER 2017-M13 CL A2 V/R 2.93500000                                            | CUSIP: 3136AY2C6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       446421 | PA      | $440528.71    | 0.00%             | 2027-09-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| FNR 2017-97 BF V/R 12/25/47                   | FANNIE MAE REMICS SER 2017-97 CL BF V/R 4.28867000                                           | CUSIP: 3136B0DY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3625798 | PA      | $3546753.65   | 0.02%             | 2047-12-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M8 A2 V/R 06/25/28                   | FANNIE MAE-ACES SER 2018-M8 CL A2 V/R 3.31100000                                             | CUSIP: 3136B2GX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       787946 | PA      | $779338.50    | 0.00%             | 2028-06-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| FNR 2018-67 SH V/R 09/25/48                   | FANNIE MAE REMICS SER 2018-67 CL SH V/R 2.21133000                                           | CUSIP: 3136B2R61<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2487747 | PA      | $314783.53    | 0.00%             | 2048-09-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FNR 2018-67 HF V/R 09/25/48                   | FANNIE MAE REMICS SER 2018-67 CL HF V/R 4.28867000                                           | CUSIP: 3136B2V41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1996470 | PA      | $1946900.13   | 0.01%             | 2048-09-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FNR 2018-77 PF V/R 10/25/48                   | FANNIE MAE REMICS SER 2018-77 CL PF V/R 4.28867000                                           | CUSIP: 3136B3JL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1602124 | PA      | $1562577.98   | 0.01%             | 2048-10-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FNR 2019-48 IB V/R 06/25/39                   | FANNIE MAE REMICS SER 2019-48 CL IB V/R 0.65339800                                           | CUSIP: 3136B5F42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16173251 | PA      | $278377.23    | 0.00%             | 2039-06-25      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| FNR 2019-53 IA V/R 09/25/49                   | FANNIE MAE REMICS SER 2019-53 CL IA V/R 1.81080200                                           | CUSIP: 3136B5L29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15720632 | PA      | $1510257.54   | 0.01%             | 2049-09-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FNR 2019-47 SI V/R 08/25/49                   | FANNIE MAE REMICS SER 2019-47 CL SI V/R 2.00604800                                           | CUSIP: 3136B5RU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8054747 | PA      | $883136.18    | 0.01%             | 2049-08-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FNR 2019-68 US V/R 11/25/49                   | FANNIE MAE REMICS SER 2019-68 CL US V/R 2.01133000                                           | CUSIP: 3136B6R21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5591101 | PA      | $747195.92    | 0.00%             | 2049-11-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FNR 2019-78 DI 4.5% 11/25/49                  | FANNIE MAE REMICS SER 2019-78 CL DI 4.50000000                                               | CUSIP: 3136B7S51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       451341 | PA      | $82435.09     | 0.00%             | 2049-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-42 CI 3% 06/25/50                    | FANNIE MAE REMICS SER 2020-42 CL CI 3.00000000                                               | CUSIP: 3136B96X0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10467729 | PA      | $1826511.86   | 0.01%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-33 IO V/R 05/25/50                   | FANNIE MAE REMICS SER 2020-33 CL IO V/R 1.47398000                                           | CUSIP: 3136B9PE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7608926 | PA      | $475423.17    | 0.00%             | 2050-05-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FNR 2020-29 SA V/R 05/25/50                   | FANNIE MAE REMICS SER 2020-29 CL SA V/R 1.51895200                                           | CUSIP: 3136B9TB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3474500 | PA      | $212726.97    | 0.00%             | 2050-05-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| FNR 2020-68 CI 3% 10/25/50                    | FANNIE MAE REMICS SER 2020-68 CL CI 3.00000000                                               | CUSIP: 3136BB4J8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7242239 | PA      | $1281564.09   | 0.01%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-74 PI 2% 12/25/49                    | FANNIE MAE REMICS SER 2020-74 CL PI 2.00000000                                               | CUSIP: 3136BB6X5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8438324 | PA      | $1009226.07   | 0.01%             | 2049-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-60 BI 3.5% 09/25/50                  | FANNIE MAE REMICS SER 2020-60 CL BI 3.50000000                                               | CUSIP: 3136BBVB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9539146 | PA      | $1661985.46   | 0.01%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-89 IG 3% 12/25/50                    | FANNIE MAE REMICS SER 2020-89 CL IG 3.00000000                                               | CUSIP: 3136BC5C0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1249396 | PA      | $213314.91    | 0.00%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-89 IM 2% 12/25/50                    | FANNIE MAE REMICS SER 2020-89 CL IM 2.00000000                                               | CUSIP: 3136BCF54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8683764 | PA      | $1160388.75   | 0.01%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M46  1.323% 05/25/30                 | FANNIE MAE-ACES SER 2020-M46 CL A2 1.32300000                                                | CUSIP: 3136BCFX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       973269 | PA      | $881635.70    | 0.01%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FNR 2020-89 LI 3% 12/25/50                    | FANNIE MAE REMICS SER 2020-89 CL LI 3.00000000                                               | CUSIP: 3136BCL40<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9900874 | PA      | $1786445.41   | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-86 PI 2.5% 12/25/50                  | FANNIE MAE REMICS SER 2020-86 CL PI 2.50000000                                               | CUSIP: 3136BCM72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2774858 | PA      | $416301.43    | 0.00%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-99 IQ 3% 01/25/51                    | FANNIE MAE REMICS SER 2020-99 CL IQ 3.00000000                                               | CUSIP: 3136BDFY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       801348 | PA      | $139119.31    | 0.00%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2021-3 TI 2.5% 02/25/51                   | FANNIE MAE REMICS SER 2021-3 CL TI 2.50000000                                                | CUSIP: 3136BDR42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2294630 | PA      | $388931.90    | 0.00%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2021-8 WI V/R 03/25/51                    | FANNIE MAE REMICS SER 2021-8 CL WI V/R 1.95658300                                            | CUSIP: 3136BFFE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8826780 | PA      | $756974.04    | 0.00%             | 2051-03-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| FNR 2021-8 YF V/R 03/25/61                    | FANNIE MAE REMICS SER 2021-8 CL YF V/R 4.40854000                                            | CUSIP: 3136BFFR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5561351 | PA      | $5540248.72   | 0.03%             | 2061-03-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| FNR 2021-47 PI 2.5% 07/25/51                  | FANNIE MAE REMICS SER 2021-47 CL PI 2.50000000                                               | CUSIP: 3136BH3M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       556143 | PA      | $66038.77     | 0.00%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2021-36 YI V/R 06/25/61                   | FANNIE MAE REMICS SER 2021-36 CL YI V/R 1.99216000                                           | CUSIP: 3136BHPB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10476754 | PA      | $884387.82    | 0.01%             | 2061-06-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| FNR 2022-52 IH 3% 03/25/51                    | FANNIE MAE REMICS SER 2022-52 CL IH 3.00000000                                               | CUSIP: 3136BNZH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8886064 | PA      | $1508290.36   | 0.01%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2024-10 AF V/R 12/25/50                   | FANNIE MAE REMICS SER 2024-10 CL AF V/R 5.10854000                                           | CUSIP: 3136BQ6A2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1689593 | PA      | $1687564.34   | 0.01%             | 2050-12-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| FNR 2024-38 FA V/R 01/25/51                   | FANNIE MAE REMICS SER 2024-38 CL FA V/R 5.00854000                                           | CUSIP: 3136BR4S3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4464996 | PA      | $4470551.39   | 0.03%             | 2051-01-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| FNR 2024-70 AE 4.5% 08/25/52                  | FANNIE MAE REMICS SER 2024-70 CL AE 4.50000000                                               | CUSIP: 3136BS7H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5367244 | PA      | $5341745.40   | 0.03%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2024-94 FB V/R 12/25/54                   | FANNIE MAE REMICS SER 2024-94 CL FB V/R 5.29419000                                           | CUSIP: 3136BTK44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       560230 | PA      | $564928.43    | 0.00%             | 2054-12-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FNR 2024-91 FA V/R 12/25/54                   | FANNIE MAE REMICS SER 2024-91 CL FA V/R 5.07419000                                           | CUSIP: 3136BTYT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       681134 | PA      | $683454.46    | 0.00%             | 2054-12-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNR 2024-103 FH V/R 01/25/55                  | FANNIE MAE REMICS SER 2024-103 CL FH V/R 5.12419000                                          | CUSIP: 3136BUQL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       496711 | PA      | $498994.48    | 0.00%             | 2055-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNR 2025-93 FA V/R 11/25/55                   | FANNIE MAE REMICS SER 2025-93 CL FA V/R 4.97419000                                           | CUSIP: 3136BXS39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2617679 | PA      | $2623956.72   | 0.02%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNR 2025-79 FA V/R 10/25/55                   | FANNIE MAE REMICS SER 2025-79 CL FA V/R 5.12419000                                           | CUSIP: 3136BXUC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2875585 | PA      | $2891844.55   | 0.02%             | 2055-10-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA ZCP 11/15/30                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION ZCP 0.00000000                                         | CUSIP: 3136F7NM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       225000 | PA      | $186150.89    | 0.00%             | 2030-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNS 379 S56 V/R 05/25/37                      | FANNIE MAE INTEREST STRIP SER 379 CL S56 V/R 3.91133000                                      | CUSIP: 3136FEZD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       273065 | PA      | $40510.81     | 0.00%             | 2037-05-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| FNS 406 23 V/R 11/25/40                       | FANNIE MAE INTEREST STRIP SER 406 CL 23 V/R 6.00000000                                       | CUSIP: 3136FG3D7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       100526 | PA      | $20692.74     | 0.00%             | 2040-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FNS 405 1 ZCP 10/25/40                        | FANNIE MAE INTEREST STRIP SER 405 CL 1 ZCP 0.00000000                                        | CUSIP: 3136FGS73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       226405 | PA      | $180906.44    | 0.00%             | 2040-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 3680 SA V/R 06/15/40                      | FREDDIE MAC REMICS SER 3680 CL SA V/R 0.90167000                                             | CUSIP: 3137A03F0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1766023 | PA      | $95781.49     | 0.00%             | 2040-06-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FHR 4023 S V/R 03/15/42                       | FREDDIE MAC REMICS SER 4023 CL S V/R 2.15167000                                              | CUSIP: 3137AMFH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       755734 | PA      | $76724.49     | 0.00%             | 2042-03-15      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FHR 4056 GS V/R 12/15/41                      | FREDDIE MAC REMICS SER 4056 CL GS V/R 2.55167000                                             | CUSIP: 3137AQET1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       222654 | PA      | $23218.90     | 0.00%             | 2041-12-15      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| FHR 4134 PI 3% 11/15/42                       | FREDDIE MAC REMICS SER 4134 CL PI 3.00000000                                                 | CUSIP: 3137AW2H7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       359262 | PA      | $35346.46     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 4147 JI 3.5% 12/15/32                     | FREDDIE MAC REMICS SER 4147 CL JI 3.50000000                                                 | CUSIP: 3137AXDS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2840483 | PA      | $194860.27    | 0.00%             | 2032-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 4165 TI 3% 12/15/42                       | FREDDIE MAC REMICS SER 4165 CL TI 3.00000000                                                 | CUSIP: 3137AYSK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       307757 | PA      | $14583.04     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 4368 CZ V/R 11/15/41                      | FREDDIE MAC REMICS SER 4368 CL CZ V/R 3.75000000                                             | CUSIP: 3137BCDP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2082403 | PA      | $2028519.66   | 0.01%             | 2041-11-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FHR 4598 IK 3.5% 03/15/46                     | FREDDIE MAC REMICS SER 4598 CL IK 3.50000000                                                 | CUSIP: 3137BQV61<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       468810 | PA      | $74902.09     | 0.00%             | 2046-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHMS K057 A2 2.57% 07/25/26                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K057 CL A2 2.57000000       | CUSIP: 3137BRQJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       776643 | PA      | $771098.16    | 0.00%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FHMS K063 A2 V/R 01/25/27                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K063 CL A2 V/R 3.43000000        | CUSIP: 3137BVZ82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $995441.60    | 0.01%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| FHR 4764 WF V/R 02/15/48                      | FREDDIE MAC REMICS SER 4764 CL WF V/R 4.39833000                                             | CUSIP: 3137F3W75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3824443 | PA      | $3722056.62   | 0.02%             | 2048-02-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FHMS K075 A2 V/R 02/25/28                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K075 CL A2 V/R 3.65000000        | CUSIP: 3137F4X72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $498152.00    | 0.00%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| FHR 4790 F V/R 10/15/43                       | FREDDIE MAC REMICS SER 4790 CL F V/R 4.28833000                                              | CUSIP: 3137F5BX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1371897 | PA      | $1343813.65   | 0.01%             | 2043-10-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FHMS K118 A2 1.493% 09/25/30                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K118 CL A2 1.49300000       | CUSIP: 3137F62M8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $446828.75    | 0.00%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| FHR 5034 MI 2% 11/25/50                       | FREDDIE MAC REMICS SER 5034 CL MI 2.00000000                                                 | CUSIP: 3137F6K55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1723171 | PA      | $230543.79    | 0.00%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 5034 YI 4% 11/25/50                       | FREDDIE MAC REMICS SER 5034 CL YI 4.00000000                                                 | CUSIP: 3137F6KN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2136728 | PA      | $407791.31    | 0.00%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 5045 DI 2.5% 11/25/50                     | FREDDIE MAC REMICS SER 5045 CL DI 2.50000000                                                 | CUSIP: 3137F6RW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2347281 | PA      | $336107.16    | 0.00%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5056 PI 2.5% 12/25/50                     | FREDDIE MAC REMICS SER 5056 CL PI 2.50000000                                                 | CUSIP: 3137F74L6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6950508 | PA      | $932585.81    | 0.01%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5047 CI 2% 12/25/50                       | FREDDIE MAC REMICS SER 5047 CL CI 2.00000000                                                 | CUSIP: 3137F7UV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1504669 | PA      | $166728.02    | 0.00%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 5051 IP 3% 12/25/50                       | FREDDIE MAC REMICS SER 5051 CL IP 3.00000000                                                 | CUSIP: 3137F7YM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8910760 | PA      | $1482351.19   | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 5065 IG 3% 01/25/51                       | FREDDIE MAC REMICS SER 5065 CL IG 3.00000000                                                 | CUSIP: 3137F8RG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2794609 | PA      | $489597.00    | 0.00%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 5062 EI 2% 01/25/51                       | FREDDIE MAC REMICS SER 5062 CL EI 2.00000000                                                 | CUSIP: 3137F8U27<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3235390 | PA      | $374738.73    | 0.00%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 5069 DI 3.5% 02/25/41                     | FREDDIE MAC REMICS SER 5069 CL DI 3.50000000                                                 | CUSIP: 3137F9BQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       958260 | PA      | $129721.06    | 0.00%             | 2041-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 5069 LI 2.5% 02/25/51                     | FREDDIE MAC REMICS SER 5069 CL LI 2.50000000                                                 | CUSIP: 3137F9CS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12415023 | PA      | $1738048.59   | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5071 IN 4% 08/25/50                       | FREDDIE MAC REMICS SER 5071 CL IN 4.00000000                                                 | CUSIP: 3137F9R52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4596601 | PA      | $1128584.11   | 0.01%             | 2050-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 4710 EI 3.5% 11/15/31                     | FREDDIE MAC REMICS SER 4710 CL EI 3.50000000                                                 | CUSIP: 3137FA3V8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1712636 | PA      | $85612.12     | 0.00%             | 2031-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHMS K071 A2 3.286% 11/25/27                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K071 CL A2 3.28600000       | CUSIP: 3137FCLD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $495049.40    | 0.00%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| FHR 4751 EF V/R 05/15/41                      | FREDDIE MAC REMICS SER 4751 CL EF V/R 4.34833000                                             | CUSIP: 3137FDAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1773616 | PA      | $1745800.95   | 0.01%             | 2041-05-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FHMS K073 A2 3.35% 01/25/28                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K073 CL A2 3.35000000       | CUSIP: 3137FETN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $990888.30    | 0.01%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FHR 5087 IL 3% 03/25/51                       | FREDDIE MAC REMICS SER 5087 CL IL 3.00000000                                                 | CUSIP: 3137FFMC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1659743 | PA      | $268536.78    | 0.00%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 5081 EI 2.5% 03/25/51                     | FREDDIE MAC REMICS SER 5081 CL EI 2.50000000                                                 | CUSIP: 3137FFUM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16859587 | PA      | $2254979.86   | 0.01%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 4825 SE V/R 09/15/48                      | FREDDIE MAC REMICS SER 4825 CL SE V/R 2.10167000                                             | CUSIP: 3137FH7E7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3245475 | PA      | $423021.32    | 0.00%             | 2048-09-15      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| FHR 4830 IL 4.5% 04/15/48                     | FREDDIE MAC REMICS SER 4830 CL IL 4.50000000                                                 | CUSIP: 3137FHUU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1382169 | PA      | $329722.25    | 0.00%             | 2048-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 4881 IK 4% 05/15/49                       | FREDDIE MAC REMICS SER 4881 CL IK 4.00000000                                                 | CUSIP: 3137FLWD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1337205 | PA      | $257129.93    | 0.00%             | 2049-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 4888 IB 4% 03/15/47                       | FREDDIE MAC REMICS SER 4888 CL IB 4.00000000                                                 | CUSIP: 3137FM6U1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       252034 | PA      | $39492.61     | 0.00%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHMS K094 A2 2.903% 06/25/29                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K094 CL A2 2.90300000       | CUSIP: 3137FMTY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       112000 | PA      | $108488.63    | 0.00%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FHR 4930 IP 3.5% 09/25/48                     | FREDDIE MAC REMICS SER 4930 CL IP 3.50000000                                                 | CUSIP: 3137FPTR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3812355 | PA      | $424006.70    | 0.00%             | 2048-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHMS K103 A2 2.651% 11/25/29                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K103 CL A2 2.65100000       | CUSIP: 3137FQKN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $477315.25    | 0.00%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHMS K108 A2 1.517% 03/25/30                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K108 CL A2 1.51700000       | CUSIP: 3137FTBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       304000 | PA      | $276455.14    | 0.00%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| FHR 4990 MI 4% 07/25/50                       | FREDDIE MAC REMICS SER 4990 CL MI 4.00000000                                                 | CUSIP: 3137FUSA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3392182 | PA      | $789846.45    | 0.00%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 5003 AS V/R 08/25/50                      | FREDDIE MAC REMICS SER 5003 CL AS V/R 2.11133000                                             | CUSIP: 3137FVHZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6143874 | PA      | $917777.97    | 0.01%             | 2050-08-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| FHR 5016 PI 3% 09/25/50                       | FREDDIE MAC REMICS SER 5016 CL PI 3.00000000                                                 | CUSIP: 3137FVVS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8929045 | PA      | $1548634.77   | 0.01%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 5013 IQ 3.5% 09/25/50                     | FREDDIE MAC REMICS SER 5013 CL IQ 3.50000000                                                 | CUSIP: 3137FW3G3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3984455 | PA      | $661061.26    | 0.00%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 5023 BI 2% 10/25/50                       | FREDDIE MAC REMICS SER 5023 CL BI 2.00000000                                                 | CUSIP: 3137FWUP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17943302 | PA      | $2329869.59   | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHMS K117 A2 1.406% 08/25/30                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K117 CL A2 1.40600000       | CUSIP: 3137FX3Q9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1338355.50   | 0.01%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FHR 5038 MI 4% 11/25/50                       | FREDDIE MAC REMICS SER 5038 CL MI 4.00000000                                                 | CUSIP: 3137FXNN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       869885 | PA      | $182444.86    | 0.00%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 5109 IE 2.5% 05/25/51                     | FREDDIE MAC REMICS SER 5109 CL IE 2.50000000                                                 | CUSIP: 3137H0G69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       872029 | PA      | $110412.51    | 0.00%             | 2051-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5124 LI 4.5% 07/25/51                     | FREDDIE MAC REMICS SER 5124 CL LI 4.50000000                                                 | CUSIP: 3137H1HP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8365987 | PA      | $2038143.58   | 0.01%             | 2051-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 5157 IA 3% 10/25/51                       | FREDDIE MAC REMICS SER 5157 CL IA 3.00000000                                                 | CUSIP: 3137H2WU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41023460 | PA      | $6315032.43   | 0.04%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 5202 UI 3.5% 01/25/52                     | FREDDIE MAC REMICS SER 5202 CL UI 3.50000000                                                 | CUSIP: 3137H6K53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3286688 | PA      | $534240.92    | 0.00%             | 2052-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 5210 AI 3.5% 01/25/42                     | FREDDIE MAC REMICS SER 5210 CL AI 3.50000000                                                 | CUSIP: 3137H6W92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3215446 | PA      | $355232.77    | 0.00%             | 2042-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 5227 EI 4% 04/25/50                       | FREDDIE MAC REMICS SER 5227 CL EI 4.00000000                                                 | CUSIP: 3137H7C27<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3125827 | PA      | $259997.24    | 0.00%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 5229 KI 4.5% 08/25/49                     | FREDDIE MAC REMICS SER 5229 CL KI 4.50000000                                                 | CUSIP: 3137H7SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       667162 | PA      | $103526.52    | 0.00%             | 2049-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHMS K-152 A2 V/R 11/25/32                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-152 CL A2 V/R 3.78000000       | CUSIP: 3137H9M89<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2500000 | PA      | $2428526.50   | 0.01%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FHMS K-161 A2 V/R 10/25/33                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-161 CL A2 V/R 4.90000000       | CUSIP: 3137HB2X1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1551210.00   | 0.01%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FHR 5383 AF V/R 08/15/48                      | FREDDIE MAC REMICS SER 5383 CL AF V/R 5.20854000                                             | CUSIP: 3137HBGQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       639170 | PA      | $643906.19    | 0.00%             | 2048-08-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FHMS K755 A2 5.203% 02/25/31                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K755 CL A2 5.20300000       | CUSIP: 3137HCH39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $2096923.00   | 0.01%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHMS KJ50 A2 V/R 10/25/34                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KJ50 CL A2 V/R 4.22800000        | CUSIP: 3137HDV31<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5900000 | PA      | $5874500.20   | 0.04%             | 2034-10-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FHR 5462 FA V/R 10/25/54                      | FREDDIE MAC REMICS SER 5462 CL FA V/R 4.97419000                                             | CUSIP: 3137HFQ24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       238631 | PA      | $239132.91    | 0.00%             | 2054-10-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHR 5478 FH V/R 04/25/54                      | FREDDIE MAC REMICS SER 5478 CL FH V/R 5.32419000                                             | CUSIP: 3137HHSE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       571702 | PA      | $576592.74    | 0.00%             | 2054-04-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FHR 5518 FC V/R 03/25/55                      | FREDDIE MAC REMICS SER 5518 CL FC V/R 5.19419000                                             | CUSIP: 3137HK4A9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       157491 | PA      | $158569.69    | 0.00%             | 2055-03-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FHR 5538 AF V/R 03/25/55                      | FREDDIE MAC REMICS SER 5538 CL AF V/R 5.17419000                                             | CUSIP: 3137HKXR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3104708 | PA      | $3124209.03   | 0.02%             | 2055-03-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FHR 5534 FD V/R 05/25/55                      | FREDDIE MAC REMICS SER 5534 CL FD V/R 5.12419000                                             | CUSIP: 3137HLEG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1279821 | PA      | $1284341.10   | 0.01%             | 2055-05-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FHR 5542 FL V/R 05/25/55                      | FREDDIE MAC REMICS SER 5542 CL FL V/R 5.12419000                                             | CUSIP: 3137HLH47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       301417 | PA      | $303562.69    | 0.00%             | 2055-05-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FHMS Q034 APT2 V/R 09/25/32                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700      | CUSIP: 3137HLY30<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5574460 | PA      | $5425664.52   | 0.03%             | 2054-07-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| FHR 5573 FB V/R 09/25/55                      | FREDDIE MAC REMICS SER 5573 CL FB V/R 4.77419000                                             | CUSIP: 3137HMSG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7900085 | PA      | $7931746.71   | 0.05%             | 2055-09-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FHR 5593 FB V/R 11/25/55                      | FREDDIE MAC REMICS SER 5593 CL FB V/R 4.77419000                                             | CUSIP: 3137HNV47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8134780 | PA      | $8168200.96   | 0.05%             | 2055-11-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FHR 5607 FA V/R 12/25/55                      | FREDDIE MAC REMICS SER 5607 CL FA V/R 4.77419000                                             | CUSIP: 3137HNZB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4184262 | PA      | $4190192.19   | 0.03%             | 2055-12-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH3431 3.5% 01/01/26                   | FANNIE MAE POOL UMBS P#AH3431 3.50000000                                                     | CUSIP: 3138A4Y58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3348 | PA      | $3338.79      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AI4868 4% 06/01/26                     | FANNIE MAE POOL UMBS P#AI4868 4.00000000                                                     | CUSIP: 3138AJMS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1494 | PA      | $1489.58      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ4522 3% 10/01/26                     | FANNIE MAE POOL UMBS P#AJ4522 3.00000000                                                     | CUSIP: 3138AWAY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        10623 | PA      | $10557.36     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ4535 3% 11/01/26                     | FANNIE MAE POOL UMBS P#AJ4535 3.00000000                                                     | CUSIP: 3138AWBD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13682 | PA      | $13591.32     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ4574 3% 11/01/26                     | FANNIE MAE POOL UMBS P#AJ4574 3.00000000                                                     | CUSIP: 3138AWCL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23093 | PA      | $22939.39     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ6054 3% 12/01/26                     | FANNIE MAE POOL UMBS P#AJ6054 3.00000000                                                     | CUSIP: 3138AXWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        19961 | PA      | $19819.62     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ6392 3% 11/01/26                     | FANNIE MAE POOL UMBS P#AJ6392 3.00000000                                                     | CUSIP: 3138AYC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2314 | PA      | $2296.55      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AK6740 4% 03/01/42                     | FANNIE MAE POOL UMBS P#AK6740 4.00000000                                                     | CUSIP: 3138EBP25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       427180 | PA      | $420475.57    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0301 4% 06/01/26                     | FANNIE MAE POOL UMBS P#AL0301 4.00000000                                                     | CUSIP: 3138EGKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1671 | PA      | $1666.66      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2527 3.5% 08/01/32                   | FANNIE MAE POOL UMBS P#AL2527 3.50000000                                                     | CUSIP: 3138EJYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        36116 | PA      | $35261.54     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3560 3% 02/01/28                     | FANNIE MAE POOL UMBS P#AL3560 3.00000000                                                     | CUSIP: 3138EK5W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        25275 | PA      | $25060.44     | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2849 4% 08/01/26                     | FANNIE MAE POOL UMBS P#AL2849 4.00000000                                                     | CUSIP: 3138EKEX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2039 | PA      | $2034.94      | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3083 3.5% 12/01/42                   | FANNIE MAE POOL UMBS P#AL3083 3.50000000                                                     | CUSIP: 3138EKM93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       118663 | PA      | $112914.80    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3135 4% 08/01/27                     | FANNIE MAE POOL UMBS P#AL3135 4.00000000                                                     | CUSIP: 3138EKPV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1482 | PA      | $1477.53      | 0.00%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3450 4% 08/01/27                     | FANNIE MAE POOL UMBS P#AL3450 4.00000000                                                     | CUSIP: 3138EKZQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2723 | PA      | $2714.35      | 0.00%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3802 3% 02/01/28                     | FANNIE MAE POOL UMBS P#AL3802 3.00000000                                                     | CUSIP: 3138ELGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        20847 | PA      | $20688.34     | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL4010 3.5% 07/01/43                   | FANNIE MAE POOL UMBS P#AL4010 3.50000000                                                     | CUSIP: 3138ELN41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          345 | PA      | $329.44       | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL5439 3.5% 11/01/43                   | FANNIE MAE POOL UMBS P#AL5439 3.50000000                                                     | CUSIP: 3138ENBH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        79876 | PA      | $76005.63     | 0.00%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6348 3.5% 02/01/45                   | FANNIE MAE POOL UMBS P#AL6348 3.50000000                                                     | CUSIP: 3138EPBS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       176452 | PA      | $167899.65    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6535 3.5% 02/01/45                   | FANNIE MAE POOL UMBS P#AL6535 3.50000000                                                     | CUSIP: 3138EPHM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23827 | PA      | $22671.86     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6838 4% 04/01/43                     | FANNIE MAE POOL UMBS P#AL6838 4.00000000                                                     | CUSIP: 3138EPS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       173290 | PA      | $169700.41    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7281 3% 09/01/30                     | FANNIE MAE POOL UMBS P#AL7281 3.00000000                                                     | CUSIP: 3138EQCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       240659 | PA      | $236884.45    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7589 3.5% 10/01/45                   | FANNIE MAE POOL UMBS P#AL7589 3.50000000                                                     | CUSIP: 3138EQNF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        15664 | PA      | $14900.90     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9862 3% 05/01/30                     | FANNIE MAE POOL UMBS P#AL9862 3.00000000                                                     | CUSIP: 3138ER5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         4861 | PA      | $4816.83      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9276 4% 09/01/46                     | FANNIE MAE POOL UMBS P#AL9276 4.00000000                                                     | CUSIP: 3138ERJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       101463 | PA      | $98789.10     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9419 3.5% 07/01/31                   | FANNIE MAE POOL UMBS P#AL9419 3.50000000                                                     | CUSIP: 3138ERPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        29397 | PA      | $29204.56     | 0.00%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8855 3.5% 07/01/46                   | FANNIE MAE POOL UMBS P#AL8855 3.50000000                                                     | CUSIP: 3138ETZV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2906500 | PA      | $2755661.26   | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FN DUS POOL WOO 4.51% 01/01/31                | FN DUS POOL WOODBURY MHC 5Y    REGD 4.51000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2837187.50   | 0.02%             | 2031-01-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FN DUS POOL WES 5.22% 02/01/31                | FN DUS POOL WEST CARROLL 2ND   REGD 5.22000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1406000 | PA      | $1462020.31   | 0.01%             | 2031-02-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FN DUS POOL WH 4.6% 03/01/32                  | FN DUS POOL WHITE OAK MOBILE   2ND REGD 4.60000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1744000 | PA      | $1767843.76   | 0.01%             | 2032-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM6702 3.86% 09/01/34                  | FANNIE MAE POOL UMBS P#AM6702 3.86000000                                                     | CUSIP: 3138L7NU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       602866 | PA      | $593853.33    | 0.00%             | 2034-09-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN3271 2.62% 10/01/28                  | FANNIE MAE POOL UMBS P#AN3271 2.62000000                                                     | CUSIP: 3138LFT57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       370137 | PA      | $358331.22    | 0.00%             | 2028-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN4130 3.44% 01/01/37                  | FANNIE MAE POOL UMBS P#AN4130 3.44000000                                                     | CUSIP: 3138LGSU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       298613 | PA      | $276348.86    | 0.00%             | 2037-01-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN5171 3.29% 04/01/27                  | FANNIE MAE POOL UMBS P#AN5171 3.29000000                                                     | CUSIP: 3138LHW91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2600000 | PA      | $2580575.76   | 0.02%             | 2027-04-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN8612 3.29% 03/01/28                  | FANNIE MAE POOL UMBS P#AN8612 3.29000000                                                     | CUSIP: 3138LMSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1400000 | PA      | $1385726.82   | 0.01%             | 2028-03-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN8717 3.02% 03/01/28                  | FANNIE MAE POOL UMBS P#AN8717 3.02000000                                                     | CUSIP: 3138LMVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       400000 | PA      | $393567.30    | 0.00%             | 2028-03-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN9215 3.43% 05/01/28                  | FANNIE MAE POOL UMBS P#AN9215 3.43000000                                                     | CUSIP: 3138LNGZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       500000 | PA      | $495422.98    | 0.00%             | 2028-05-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO9700 3.5% 07/01/42                   | FANNIE MAE POOL UMBS P#AO9700 3.50000000                                                     | CUSIP: 3138M1X60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          590 | PA      | $564.54       | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FN DUS POOL ANS 4.64% 01/01/31                | FN DUS POOL ANSON PARK 5YR     REGD 4.64000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      6020000 | PA      | $6133815.63   | 0.04%             | 2031-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#AP8727 3% 06/01/43                     | FANNIE MAE POOL UMBS P#AP8727 3.00000000                                                     | CUSIP: 3138MCVV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       901353 | PA      | $820707.93    | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ3360 3% 11/01/27                     | FANNIE MAE POOL UMBS P#AQ3360 3.00000000                                                     | CUSIP: 3138MJWW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         8388 | PA      | $8305.97      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR0025 2% 02/01/28                     | FANNIE MAE POOL UMBS P#AR0025 2.00000000                                                     | CUSIP: 3138NWA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         5066 | PA      | $4970.35      | 0.00%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0209 3.5% 08/01/43                   | FANNIE MAE POOL UMBS P#AS0209 3.50000000                                                     | CUSIP: 3138W9GT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          355 | PA      | $338.66       | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0336 2% 09/01/28                     | FANNIE MAE POOL UMBS P#AS0336 2.00000000                                                     | CUSIP: 3138W9LS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        36767 | PA      | $35956.80     | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS1058 2% 11/01/28                     | FANNIE MAE POOL UMBS P#AS1058 2.00000000                                                     | CUSIP: 3138WAE86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        46713 | PA      | $45624.02     | 0.00%             | 2028-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS3464 3% 10/01/29                     | FANNIE MAE POOL UMBS P#AS3464 3.00000000                                                     | CUSIP: 3138WCZ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        24195 | PA      | $23852.13     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7660 2.5% 08/01/46                   | FANNIE MAE POOL UMBS P#AS7660 2.50000000                                                     | CUSIP: 3138WHQN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4174026 | PA      | $3640856.71   | 0.02%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8356 3% 11/01/46                     | FANNIE MAE POOL UMBS P#AS8356 3.00000000                                                     | CUSIP: 3138WJJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        25940 | PA      | $23104.51     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8749 3% 01/01/47                     | FANNIE MAE POOL UMBS P#AS8749 3.00000000                                                     | CUSIP: 3138WJWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       643771 | PA      | $581963.19    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9615 4.5% 05/01/47                   | FANNIE MAE POOL UMBS P#AS9615 4.50000000                                                     | CUSIP: 3138WKVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1686 | PA      | $1677.96      | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT7281 2% 09/01/28                     | FANNIE MAE POOL UMBS P#AT7281 2.00000000                                                     | CUSIP: 3138WVCT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         8511 | PA      | $8327.53      | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV4456 4% 12/01/28                     | FANNIE MAE POOL UMBS P#AV4456 4.00000000                                                     | CUSIP: 3138XF5S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         9034 | PA      | $9001.62      | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNS 413 C32 4% 11/25/39                       | FANNIE MAE INTEREST STRIP SER 413 CL C32 4.00000000                                          | CUSIP: 31395QSS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1081852 | PA      | $162900.42    | 0.00%             | 2039-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-30 JS V/R 04/25/37                   | FANNIE MAE REMICS SER 2007-30 CL JS V/R 2.45133000                                           | CUSIP: 31396VHR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1064508 | PA      | $132220.09    | 0.00%             | 2037-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| FHR 3404 SA V/R 01/15/38                      | FREDDIE MAC REMICS SER 3404 CL SA V/R 1.90167000                                             | CUSIP: 31397PTU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       759615 | PA      | $58931.84     | 0.00%             | 2038-01-15      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB2697 6% 04/01/54                     | FANNIE MAE POOL UMBS P#DB2697 6.00000000                                                     | CUSIP: 3140AB7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       341009 | PA      | $356573.32    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB8697 5.5% 07/01/54                   | FANNIE MAE POOL UMBS P#DB8697 5.50000000                                                     | CUSIP: 3140AJUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       343669 | PA      | $354251.41    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC0250 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#DC0250 6.50000000                                                     | CUSIP: 3140AMH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       498370 | PA      | $520905.14    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC0229 5.5% 08/01/54                   | FANNIE MAE POOL UMBS P#DC0229 5.50000000                                                     | CUSIP: 3140AMHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       573620 | PA      | $591283.76    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC0241 6% 08/01/54                     | FANNIE MAE POOL UMBS P#DC0241 6.00000000                                                     | CUSIP: 3140AMHT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       244177 | PA      | $254903.51    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC0243 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#DC0243 6.50000000                                                     | CUSIP: 3140AMHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       479614 | PA      | $500660.17    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC5676 6% 11/01/54                     | FANNIE MAE POOL UMBS P#DC5676 6.00000000                                                     | CUSIP: 3140ATJW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       382655 | PA      | $399236.90    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC7014 5.5% 12/01/54                   | FANNIE MAE POOL UMBS P#DC7014 5.50000000                                                     | CUSIP: 3140AUYL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       173270 | PA      | $177720.11    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC9228 5.5% 12/01/54                   | FANNIE MAE POOL UMBS P#DC9228 5.50000000                                                     | CUSIP: 3140AXHE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       343618 | PA      | $353824.10    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC9749 5.5% 01/01/55                   | FANNIE MAE POOL UMBS P#DC9749 5.50000000                                                     | CUSIP: 3140AXZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       621610 | PA      | $638985.96    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC9758 5.5% 01/01/55                   | FANNIE MAE POOL UMBS P#DC9758 5.50000000                                                     | CUSIP: 3140AXZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       460508 | PA      | $471098.05    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD1747 5.5% 01/01/55                   | FANNIE MAE POOL UMBS P#DD1747 5.50000000                                                     | CUSIP: 3140B15H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       237595 | PA      | $243058.83    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DE4018 5.5% 07/01/55                   | FANNIE MAE POOL UMBS P#DE4018 5.50000000                                                     | CUSIP: 3140BGPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        38262 | PA      | $39423.58     | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DF3348 7% 09/01/55                     | FANNIE MAE POOL UMBS P#DF3348 7.00000000                                                     | CUSIP: 3140BTWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9689434 | PA      | $10006722.55  | 0.06%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC0128 3% 12/01/30                     | FANNIE MAE POOL UMBS P#BC0128 3.00000000                                                     | CUSIP: 3140EUEA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        14524 | PA      | $14267.83     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC5969 3% 04/01/31                     | FANNIE MAE POOL UMBS P#BC5969 3.00000000                                                     | CUSIP: 3140F1T36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        54018 | PA      | $52956.60     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD2402 3% 12/01/31                     | FANNIE MAE POOL UMBS P#BD2402 3.00000000                                                     | CUSIP: 3140F9U45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       137980 | PA      | $135073.11    | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0104 4% 02/01/56                     | FANNIE MAE POOL UMBS P#BF0104 4.00000000                                                     | CUSIP: 3140FXDJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1881690 | PA      | $1791377.15   | 0.01%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0157 4% 08/01/46                     | FANNIE MAE POOL UMBS P#BF0157 4.00000000                                                     | CUSIP: 3140FXE73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        76476 | PA      | $74753.32     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0183 4% 01/01/57                     | FANNIE MAE POOL UMBS P#BF0183 4.00000000                                                     | CUSIP: 3140FXFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1474118 | PA      | $1403363.48   | 0.01%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0193 4% 04/01/41                     | FANNIE MAE POOL UMBS P#BF0193 4.00000000                                                     | CUSIP: 3140FXGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        86168 | PA      | $85076.67     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0463 3% 03/01/60                     | FANNIE MAE POOL UMBS P#BF0463 3.00000000                                                     | CUSIP: 3140FXQR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13876241 | PA      | $12168382.23  | 0.07%             | 2060-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0496 3% 07/01/60                     | FANNIE MAE POOL UMBS P#BF0496 3.00000000                                                     | CUSIP: 3140FXRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       691592 | PA      | $614999.63    | 0.00%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH4019 4% 09/01/47                     | FANNIE MAE POOL UMBS P#BH4019 4.00000000                                                     | CUSIP: 3140GSPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        31672 | PA      | $30730.20     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ0685 4% 04/01/48                     | FANNIE MAE POOL UMBS P#BJ0685 4.00000000                                                     | CUSIP: 3140H1XP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       333646 | PA      | $322958.24    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK2016 4.5% 04/01/48                   | FANNIE MAE POOL UMBS P#BK2016 4.50000000                                                     | CUSIP: 3140HFG29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        18437 | PA      | $18295.27     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK5282 4% 06/01/48                     | FANNIE MAE POOL UMBS P#BK5282 4.00000000                                                     | CUSIP: 3140HJ2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        22921 | PA      | $22162.08     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK8739 4.5% 02/01/49                   | FANNIE MAE POOL UMBS P#BK8739 4.50000000                                                     | CUSIP: 3140HNV90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3906914 | PA      | $3855818.98   | 0.02%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL1942 3.15% 03/01/26                  | FANNIE MAE POOL UMBS P#BL1942 3.15000000                                                     | CUSIP: 3140HTEQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3900000 | PA      | $3884992.33   | 0.02%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL5348 2.32% 01/01/26                  | FANNIE MAE POOL UMBS P#BL5348 2.32000000                                                     | CUSIP: 3140HW5J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1993355 | PA      | $1988075.89   | 0.01%             | 2026-01-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1047 4% 02/01/45                     | FANNIE MAE POOL UMBS P#BM1047 4.00000000                                                     | CUSIP: 3140J5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       186542 | PA      | $182677.22    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1164 3.5% 12/01/45                   | FANNIE MAE POOL UMBS P#BM1164 3.50000000                                                     | CUSIP: 3140J5JJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1579507 | PA      | $1501447.94   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1258 3.5% 03/01/37                   | FANNIE MAE POOL UMBS P#BM1258 3.50000000                                                     | CUSIP: 3140J5MG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       330302 | PA      | $321537.69    | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1876 5.195% 09/01/44                 | FANNIE MAE POOL UMBS P#BM1876 5.19500000                                                     | CUSIP: 3140J6CN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1363450 | PA      | $1396341.18   | 0.01%             | 2044-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2007 4% 09/01/48                     | FANNIE MAE POOL UMBS P#BM2007 4.00000000                                                     | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       229620 | PA      | $222169.17    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3579 3% 09/01/30                     | FANNIE MAE POOL UMBS P#BM3579 3.00000000                                                     | CUSIP: 3140J76R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        42079 | PA      | $41619.11     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3947 3% 01/01/33                     | FANNIE MAE POOL UMBS P#BM3947 3.00000000                                                     | CUSIP: 3140J8L50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        38371 | PA      | $37526.49     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4123 3% 03/01/30                     | FANNIE MAE POOL UMBS P#BM4123 3.00000000                                                     | CUSIP: 3140J8SM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        16978 | PA      | $16746.45     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5279 4% 12/01/33                     | FANNIE MAE POOL UMBS P#BM5279 4.00000000                                                     | CUSIP: 3140J92M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        10812 | PA      | $10825.24     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4583 3.5% 09/01/42                   | FANNIE MAE POOL UMBS P#BM4583 3.50000000                                                     | CUSIP: 3140J9CV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       124958 | PA      | $119676.01    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4742 2% 11/01/27                     | FANNIE MAE POOL UMBS P#BM4742 2.00000000                                                     | CUSIP: 3140J9HU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        80611 | PA      | $79380.71     | 0.00%             | 2027-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4774 4% 07/01/48                     | FANNIE MAE POOL UMBS P#BM4774 4.00000000                                                     | CUSIP: 3140J9JU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3642982 | PA      | $3546006.75   | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5400 4% 04/01/44                     | FANNIE MAE POOL UMBS P#BM5400 4.00000000                                                     | CUSIP: 3140JAAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1301931 | PA      | $1264496.47   | 0.01%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM6602 3.5% 02/01/48                   | FANNIE MAE POOL UMBS P#BM6602 3.50000000                                                     | CUSIP: 3140JBKQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       630849 | PA      | $590117.25    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM7576 V/R 09/01/29                    | FANNIE MAE POOL UMBS P#BM7576 V/R 4.53222600                                                 | CUSIP: 3140JCM27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7691871 | PA      | $7835768.86   | 0.05%             | 2029-09-01      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM7575 V/R 08/01/29                    | FANNIE MAE POOL UMBS P#BM7575 V/R 4.80370800                                                 | CUSIP: 3140JCMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7573833 | PA      | $7761305.94   | 0.05%             | 2029-08-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0638 4.5% 09/01/48                   | FANNIE MAE POOL UMBS P#BN0638 4.50000000                                                     | CUSIP: 3140JGV85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       383704 | PA      | $381560.78    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN6942 4.5% 08/01/49                   | FANNIE MAE POOL UMBS P#BN6942 4.50000000                                                     | CUSIP: 3140JPWC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         7047 | PA      | $6951.53      | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO8942 3% 01/01/50                     | FANNIE MAE POOL UMBS P#BO8942 3.00000000                                                     | CUSIP: 3140K45C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1288128 | PA      | $1175062.50   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO8946 3% 01/01/50                     | FANNIE MAE POOL UMBS P#BO8946 3.00000000                                                     | CUSIP: 3140K45G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       994932 | PA      | $898463.82    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP0350 4.5% 01/01/50                   | FANNIE MAE POOL UMBS P#BP0350 4.50000000                                                     | CUSIP: 3140K7L84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       145596 | PA      | $145482.66    | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP6466 3% 07/01/50                     | FANNIE MAE POOL UMBS P#BP6466 3.00000000                                                     | CUSIP: 3140KEFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       420815 | PA      | $376622.42    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP8751 3.5% 07/01/50                   | FANNIE MAE POOL UMBS P#BP8751 3.50000000                                                     | CUSIP: 3140KGWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       465348 | PA      | $435279.61    | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP9421 3% 07/01/50                     | FANNIE MAE POOL UMBS P#BP9421 3.00000000                                                     | CUSIP: 3140KHPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2842189 | PA      | $2544595.37   | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ1402 3% 08/01/50                     | FANNIE MAE POOL UMBS P#BQ1402 3.00000000                                                     | CUSIP: 3140KLRY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2773632 | PA      | $2496137.76   | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ4909 2% 09/01/50                     | FANNIE MAE POOL UMBS P#BQ4909 2.00000000                                                     | CUSIP: 3140KQN31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       776789 | PA      | $636334.28    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ7649 2.5% 12/01/50                   | FANNIE MAE POOL UMBS P#BQ7649 2.50000000                                                     | CUSIP: 3140KTQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5498882 | PA      | $4670134.38   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ8430 2.5% 12/01/50                   | FANNIE MAE POOL UMBS P#BQ8430 2.50000000                                                     | CUSIP: 3140KULL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5696193 | PA      | $4837699.24   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ9747 2% 02/01/51                     | FANNIE MAE POOL UMBS P#BQ9747 2.00000000                                                     | CUSIP: 3140KVZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       882343 | PA      | $719988.55    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR1120 2% 12/01/35                     | FANNIE MAE POOL UMBS P#BR1120 2.00000000                                                     | CUSIP: 3140KYG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       198002 | PA      | $183899.14    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR3228 2% 02/01/36                     | FANNIE MAE POOL UMBS P#BR3228 2.00000000                                                     | CUSIP: 3140L1SS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1390520 | PA      | $1289596.13   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR4096 2% 01/01/51                     | FANNIE MAE POOL UMBS P#BR4096 2.00000000                                                     | CUSIP: 3140L2RS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3343333 | PA      | $2749911.18   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR4769 2% 03/01/36                     | FANNIE MAE POOL UMBS P#BR4769 2.00000000                                                     | CUSIP: 3140L3JP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        90143 | PA      | $83600.61     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR7647 2% 04/01/51                     | FANNIE MAE POOL UMBS P#BR7647 2.00000000                                                     | CUSIP: 3140L6P99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       163010 | PA      | $134075.89    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS0407 1.41% 01/01/31                  | FANNIE MAE POOL UMBS P#BS0407 1.41000000                                                     | CUSIP: 3140LANZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5000000 | PA      | $4365940.25   | 0.03%             | 2031-01-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS5300 3.01% 04/01/32                  | FANNIE MAE POOL UMBS P#BS5300 3.01000000                                                     | CUSIP: 3140LF3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3941503 | PA      | $3675371.27   | 0.02%             | 2032-04-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS6707 4.125% 08/01/31                 | FANNIE MAE POOL UMBS P#BS6707 4.12500000                                                     | CUSIP: 3140LHNZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2263070 | PA      | $2243005.58   | 0.01%             | 2031-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS6907 4.53% 11/01/29                  | FANNIE MAE POOL UMBS P#BS6907 4.53000000                                                     | CUSIP: 3140LHU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       575000 | PA      | $585471.58    | 0.00%             | 2029-11-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7435 4.83% 12/01/32                  | FANNIE MAE POOL UMBS P#BS7435 4.83000000                                                     | CUSIP: 3140LJHM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3198002 | PA      | $3280765.45   | 0.02%             | 2032-12-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7567 4.25% 01/01/33                  | FANNIE MAE POOL UMBS P#BS7567 4.25000000                                                     | CUSIP: 3140LJMR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2951325 | PA      | $2935047.81   | 0.02%             | 2033-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7568 4.25% 01/01/33                  | FANNIE MAE POOL UMBS P#BS7568 4.25000000                                                     | CUSIP: 3140LJMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       795325 | PA      | $790938.15    | 0.00%             | 2033-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7608 5.09% 02/01/31                  | FANNIE MAE POOL UMBS P#BS7608 5.09000000                                                     | CUSIP: 3140LJN28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1721536 | PA      | $1786952.55   | 0.01%             | 2031-02-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7614 5.17% 08/01/34                  | FANNIE MAE POOL UMBS P#BS7614 5.17000000                                                     | CUSIP: 3140LJN85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       733474 | PA      | $760496.30    | 0.00%             | 2034-08-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8910 4.99% 03/01/31                  | FANNIE MAE POOL UMBS P#BS8910 4.99000000                                                     | CUSIP: 3140LK3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       490196 | PA      | $503685.36    | 0.00%             | 2031-03-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8176 4.385% 04/01/33                 | FANNIE MAE POOL UMBS P#BS8176 4.38500000                                                     | CUSIP: 3140LKCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       552000 | PA      | $550579.45    | 0.00%             | 2033-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8227 4.59% 06/01/33                  | FANNIE MAE POOL UMBS P#BS8227 4.59000000                                                     | CUSIP: 3140LKD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1173000 | PA      | $1186270.42   | 0.01%             | 2033-06-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8202 4.14% 04/01/28                  | FANNIE MAE POOL UMBS P#BS8202 4.14000000                                                     | CUSIP: 3140LKDG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       517768 | PA      | $520742.00    | 0.00%             | 2028-04-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8211 4.55% 05/01/28                  | FANNIE MAE POOL UMBS P#BS8211 4.55000000                                                     | CUSIP: 3140LKDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       100000 | PA      | $101542.90    | 0.00%             | 2028-05-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8229 4.5% 06/01/30                   | FANNIE MAE POOL UMBS P#BS8229 4.50000000                                                     | CUSIP: 3140LKEB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       100000 | PA      | $101558.35    | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8478 4.79% 06/01/33                  | FANNIE MAE POOL UMBS P#BS8478 4.79000000                                                     | CUSIP: 3140LKM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1258143 | PA      | $1283975.32   | 0.01%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9777 5.24% 11/01/31                  | FANNIE MAE POOL UMBS P#BS9777 5.24000000                                                     | CUSIP: 3140LL2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1143000 | PA      | $1193494.32   | 0.01%             | 2031-11-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9134 5.02% 06/01/28                  | FANNIE MAE POOL UMBS P#BS9134 5.02000000                                                     | CUSIP: 3140LLEG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2300000 | PA      | $2352772.97   | 0.01%             | 2028-06-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9377 4.64% 09/01/28                  | FANNIE MAE POOL UMBS P#BS9377 4.64000000                                                     | CUSIP: 3140LLM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       229304 | PA      | $233345.17    | 0.00%             | 2028-09-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9403 4.88% 09/01/28                  | FANNIE MAE POOL UMBS P#BS9403 4.88000000                                                     | CUSIP: 3140LLNV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1101186 | PA      | $1127233.75   | 0.01%             | 2028-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9584 4.815% 09/01/28                 | FANNIE MAE POOL UMBS P#BS9584 4.81500000                                                     | CUSIP: 3140LLUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       700000 | PA      | $716297.89    | 0.00%             | 2028-09-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9683 5.57% 10/01/28                  | FANNIE MAE POOL UMBS P#BS9683 5.57000000                                                     | CUSIP: 3140LLXM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       429885 | PA      | $434594.85    | 0.00%             | 2028-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9690 4.9% 10/01/28                   | FANNIE MAE POOL UMBS P#BS9690 4.90000000                                                     | CUSIP: 3140LLXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       354349 | PA      | $362703.99    | 0.00%             | 2028-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT6838 3% 10/01/51                     | FANNIE MAE POOL UMBS P#BT6838 3.00000000                                                     | CUSIP: 3140LVS42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1543573 | PA      | $1373038.04   | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7818 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#BT7818 2.50000000                                                     | CUSIP: 3140LWVL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        42610 | PA      | $36784.39     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7847 4% 07/01/52                     | FANNIE MAE POOL UMBS P#BT7847 4.00000000                                                     | CUSIP: 3140LWWH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       326817 | PA      | $312446.53    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT8290 4.5% 08/01/52                   | FANNIE MAE POOL UMBS P#BT8290 4.50000000                                                     | CUSIP: 3140LXF83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        70961 | PA      | $70013.22     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT8384 4% 09/01/52                     | FANNIE MAE POOL UMBS P#BT8384 4.00000000                                                     | CUSIP: 3140LXJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       277643 | PA      | $265434.01    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT9390 3% 11/01/51                     | FANNIE MAE POOL UMBS P#BT9390 3.00000000                                                     | CUSIP: 3140LYNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1364712 | PA      | $1219585.35   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU1381 2% 12/01/36                     | FANNIE MAE POOL UMBS P#BU1381 2.00000000                                                     | CUSIP: 3140M2RB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       204468 | PA      | $189500.05    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU7102 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#BU7102 2.50000000                                                     | CUSIP: 3140M83L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       865137 | PA      | $736184.67    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU8941 4% 04/01/52                     | FANNIE MAE POOL UMBS P#BU8941 4.00000000                                                     | CUSIP: 3140MA5B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        52978 | PA      | $50639.89     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU8663 4.5% 05/01/52                   | FANNIE MAE POOL UMBS P#BU8663 4.50000000                                                     | CUSIP: 3140MATV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        17544 | PA      | $17342.32     | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV4170 2.5% 03/01/52                   | FANNIE MAE POOL UMBS P#BV4170 2.50000000                                                     | CUSIP: 3140MHT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2388420 | PA      | $2036753.99   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1051 4% 06/01/52                     | FANNIE MAE POOL UMBS P#BW1051 4.00000000                                                     | CUSIP: 3140MSEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       360996 | PA      | $344868.68    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1461 4% 06/01/52                     | FANNIE MAE POOL UMBS P#BW1461 4.00000000                                                     | CUSIP: 3140MSTT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       213810 | PA      | $204291.68    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1516 4% 07/01/52                     | FANNIE MAE POOL UMBS P#BW1516 4.00000000                                                     | CUSIP: 3140MSVJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        97103 | PA      | $92843.33     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW3079 3% 06/01/42                     | FANNIE MAE POOL UMBS P#BW3079 3.00000000                                                     | CUSIP: 3140MUM56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13518 | PA      | $12570.83     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW5089 5% 01/01/53                     | FANNIE MAE POOL UMBS P#BW5089 5.00000000                                                     | CUSIP: 3140MWUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       331495 | PA      | $332411.90    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY0125 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#BY0125 5.50000000                                                     | CUSIP: 3140NGD72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       196022 | PA      | $201327.42    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY0131 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#BY0131 5.50000000                                                     | CUSIP: 3140NGED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       348409 | PA      | $356611.57    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY1265 5% 05/01/53                     | FANNIE MAE POOL UMBS P#BY1265 5.00000000                                                     | CUSIP: 3140NHMP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       194906 | PA      | $195204.02    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY1512 5% 06/01/53                     | FANNIE MAE POOL UMBS P#BY1512 5.00000000                                                     | CUSIP: 3140NHVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        52895 | PA      | $53579.28     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY1513 5% 06/01/53                     | FANNIE MAE POOL UMBS P#BY1513 5.00000000                                                     | CUSIP: 3140NHVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       112946 | PA      | $114161.88    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY2537 5% 06/01/53                     | FANNIE MAE POOL UMBS P#BY2537 5.00000000                                                     | CUSIP: 3140NJZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        31872 | PA      | $32249.21     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY4015 5% 06/01/53                     | FANNIE MAE POOL UMBS P#BY4015 5.00000000                                                     | CUSIP: 3140NLN96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        38413 | PA      | $38800.18     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0150 5.73% 12/01/33                  | FANNIE MAE POOL UMBS P#BZ0150 5.73000000                                                     | CUSIP: 3140NUEY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       700000 | PA      | $757618.70    | 0.00%             | 2033-12-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0178 4.83% 12/01/31                  | FANNIE MAE POOL UMBS P#BZ0178 4.83000000                                                     | CUSIP: 3140NUFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1161000 | PA      | $1191155.52   | 0.01%             | 2031-12-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0179 4.83% 12/01/31                  | FANNIE MAE POOL UMBS P#BZ0179 4.83000000                                                     | CUSIP: 3140NUFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       677000 | PA      | $694562.92    | 0.00%             | 2031-12-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0535 4.46% 02/01/31                  | FANNIE MAE POOL UMBS P#BZ0535 4.46000000                                                     | CUSIP: 3140NUSZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1149759 | PA      | $1163043.34   | 0.01%             | 2031-02-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0683 5.42% 08/01/30                  | FANNIE MAE POOL UMBS P#BZ0683 5.42000000                                                     | CUSIP: 3140NUXM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3806534 | PA      | $3986208.05   | 0.02%             | 2030-08-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0685 5.27% 03/01/31                  | FANNIE MAE POOL UMBS P#BZ0685 5.27000000                                                     | CUSIP: 3140NUXP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       717580 | PA      | $750371.13    | 0.00%             | 2031-03-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1720 4.88% 06/01/28                  | FANNIE MAE POOL UMBS P#BZ1720 4.88000000                                                     | CUSIP: 3140NV4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5168000 | PA      | $5281913.16   | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0922 5.8% 05/01/33                   | FANNIE MAE POOL UMBS P#BZ0922 5.80000000                                                     | CUSIP: 3140NVAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       995000 | PA      | $1071062.19   | 0.01%             | 2033-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1049 5.75% 06/01/34                  | FANNIE MAE POOL UMBS P#BZ1049 5.75000000                                                     | CUSIP: 3140NVEX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1144000 | PA      | $1244087.97   | 0.01%             | 2034-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1645 4.83% 06/01/30                  | FANNIE MAE POOL UMBS P#BZ1645 4.83000000                                                     | CUSIP: 3140NVZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3310000 | PA      | $3411630.31   | 0.02%             | 2030-06-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2582 4.3% 12/01/29                   | FANNIE MAE POOL UMBS P#BZ2582 4.30000000                                                     | CUSIP: 3140NW2Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5212000 | PA      | $5255939.71   | 0.03%             | 2029-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2654 5.35% 12/01/29                  | FANNIE MAE POOL UMBS P#BZ2654 5.35000000                                                     | CUSIP: 3140NW5Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1191649 | PA      | $1242776.23   | 0.01%             | 2029-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2664 5.44% 10/01/31                  | FANNIE MAE POOL UMBS P#BZ2664 5.44000000                                                     | CUSIP: 3140NW6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1092519 | PA      | $1146698.40   | 0.01%             | 2031-10-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2691 5.24% 01/01/34                  | FANNIE MAE POOL UMBS P#BZ2691 5.24000000                                                     | CUSIP: 3140NW7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2000000 | PA      | $2090688.10   | 0.01%             | 2034-01-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1831 4.7% 08/01/31                   | FANNIE MAE POOL UMBS P#BZ1831 4.70000000                                                     | CUSIP: 3140NWA96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1700000 | PA      | $1739418.24   | 0.01%             | 2031-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1823 4.94% 05/01/31                  | FANNIE MAE POOL UMBS P#BZ1823 4.94000000                                                     | CUSIP: 3140NWAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1065721 | PA      | $1099146.50   | 0.01%             | 2031-05-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1866 4.62% 08/01/31                  | FANNIE MAE POOL UMBS P#BZ1866 4.62000000                                                     | CUSIP: 3140NWCC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       197853 | PA      | $201314.07    | 0.00%             | 2031-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1900 4.13% 10/01/29                  | FANNIE MAE POOL UMBS P#BZ1900 4.13000000                                                     | CUSIP: 3140NWDE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10000000 | PA      | $10032218.10  | 0.06%             | 2029-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2218 4.49% 11/01/29                  | FANNIE MAE POOL UMBS P#BZ2218 4.49000000                                                     | CUSIP: 3140NWPC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7000000 | PA      | $7109639.81   | 0.04%             | 2029-11-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2275 5.07% 03/01/32                  | FANNIE MAE POOL UMBS P#BZ2275 5.07000000                                                     | CUSIP: 3140NWQ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1380374 | PA      | $1431214.14   | 0.01%             | 2032-03-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2285 5.34% 01/01/31                  | FANNIE MAE POOL UMBS P#BZ2285 5.34000000                                                     | CUSIP: 3140NWRF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       648000 | PA      | $681649.11    | 0.00%             | 2031-01-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2401 4.97% 04/01/30                  | FANNIE MAE POOL UMBS P#BZ2401 4.97000000                                                     | CUSIP: 3140NWU37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1100000 | PA      | $1134074.34   | 0.01%             | 2030-04-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2404 4.97% 04/01/30                  | FANNIE MAE POOL UMBS P#BZ2404 4.97000000                                                     | CUSIP: 3140NWU60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1100000 | PA      | $1134074.34   | 0.01%             | 2030-04-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2407 5% 06/01/31                     | FANNIE MAE POOL UMBS P#BZ2407 5.00000000                                                     | CUSIP: 3140NWU94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1600000 | PA      | $1654402.75   | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2461 5.54% 11/01/29                  | FANNIE MAE POOL UMBS P#BZ2461 5.54000000                                                     | CUSIP: 3140NWWX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1513851 | PA      | $1588090.42   | 0.01%             | 2029-11-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2518 4.98% 12/01/34                  | FANNIE MAE POOL UMBS P#BZ2518 4.98000000                                                     | CUSIP: 3140NWYQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1600000 | PA      | $1654803.68   | 0.01%             | 2034-12-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2708 4.4% 01/01/32                   | FANNIE MAE POOL UMBS P#BZ2708 4.40000000                                                     | CUSIP: 3140NXAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       630000 | PA      | $633647.73    | 0.00%             | 2032-01-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2890 4.95% 03/01/32                  | FANNIE MAE POOL UMBS P#BZ2890 4.95000000                                                     | CUSIP: 3140NXF81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       496186 | PA      | $511317.33    | 0.00%             | 2032-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2896 5.09% 01/01/32                  | FANNIE MAE POOL UMBS P#BZ2896 5.09000000                                                     | CUSIP: 3140NXGE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       593994 | PA      | $618300.40    | 0.00%             | 2032-01-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2905 5.42% 06/01/31                  | FANNIE MAE POOL UMBS P#BZ2905 5.42000000                                                     | CUSIP: 3140NXGP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       595905 | PA      | $616059.01    | 0.00%             | 2031-06-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ4444 4.8% 11/01/32                   | FANNIE MAE POOL UMBS P#BZ4444 4.80000000                                                     | CUSIP: 3140NY5E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       694529 | PA      | $706558.01    | 0.00%             | 2032-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3871 4.87% 05/01/35                  | FANNIE MAE POOL UMBS P#BZ3871 4.87000000                                                     | CUSIP: 3140NYJR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       400000 | PA      | $408265.65    | 0.00%             | 2035-05-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3872 4.86% 05/01/35                  | FANNIE MAE POOL UMBS P#BZ3872 4.86000000                                                     | CUSIP: 3140NYJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       700000 | PA      | $713973.04    | 0.00%             | 2035-05-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3873 4.7% 05/01/35                   | FANNIE MAE POOL UMBS P#BZ3873 4.70000000                                                     | CUSIP: 3140NYJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       298002 | PA      | $301010.93    | 0.00%             | 2035-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3892 4.89% 05/01/32                  | FANNIE MAE POOL UMBS P#BZ3892 4.89000000                                                     | CUSIP: 3140NYKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2000000 | PA      | $2042626.98   | 0.01%             | 2032-05-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ4300 5.46% 05/01/33                  | FANNIE MAE POOL UMBS P#BZ4300 5.46000000                                                     | CUSIP: 3140NYX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1176000 | PA      | $1242287.67   | 0.01%             | 2033-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ4281 5.17% 07/01/35                  | FANNIE MAE POOL UMBS P#BZ4281 5.17000000                                                     | CUSIP: 3140NYXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2489056 | PA      | $2586476.20   | 0.02%             | 2035-07-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ4506 5.18% 08/01/30                  | FANNIE MAE POOL UMBS P#BZ4506 5.18000000                                                     | CUSIP: 3140Q0AG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1351000 | PA      | $1403043.69   | 0.01%             | 2030-08-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ4584 5.58% 01/01/36                  | FANNIE MAE POOL UMBS P#BZ4584 5.58000000                                                     | CUSIP: 3140Q0CW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       638434 | PA      | $678294.57    | 0.00%             | 2036-01-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ4701 4.73% 08/01/30                  | FANNIE MAE POOL UMBS P#BZ4701 4.73000000                                                     | CUSIP: 3140Q0GK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3972000 | PA      | $4024399.74   | 0.02%             | 2030-08-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ4762 4.86% 08/01/32                  | FANNIE MAE POOL UMBS P#BZ4762 4.86000000                                                     | CUSIP: 3140Q0JG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5266004 | PA      | $5401819.96   | 0.03%             | 2032-08-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ5557 4.43% 11/01/32                  | FANNIE MAE POOL UMBS P#BZ5557 4.43000000                                                     | CUSIP: 3140Q1E71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1489000 | PA      | $1492451.80   | 0.01%             | 2032-11-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ5558 4.79% 11/01/35                  | FANNIE MAE POOL UMBS P#BZ5558 4.79000000                                                     | CUSIP: 3140Q1E89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1098970 | PA      | $1115156.88   | 0.01%             | 2035-11-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ5535 4.49% 11/01/30                  | FANNIE MAE POOL UMBS P#BZ5535 4.49000000                                                     | CUSIP: 3140Q1EH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7832000 | PA      | $7957674.00   | 0.05%             | 2030-11-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ5630 4.69% 04/01/33                  | FANNIE MAE POOL UMBS P#BZ5630 4.69000000                                                     | CUSIP: 3140Q1HG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       901000 | PA      | $907074.77    | 0.01%             | 2033-04-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ5757 5.16% 04/01/34                  | FANNIE MAE POOL UMBS P#BZ5757 5.16000000                                                     | CUSIP: 3140Q1MF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1999000 | PA      | $2067569.38   | 0.01%             | 2034-04-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0052 2% 07/01/32                     | FANNIE MAE POOL UMBS P#CA0052 2.00000000                                                     | CUSIP: 3140Q7BW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         5895 | PA      | $5629.11      | 0.00%             | 2032-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0624 3.5% 10/01/47                   | FANNIE MAE POOL UMBS P#CA0624 3.50000000                                                     | CUSIP: 3140Q7VS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1039516 | PA      | $980709.28    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1025 4.5% 01/01/48                   | FANNIE MAE POOL UMBS P#CA1025 4.50000000                                                     | CUSIP: 3140Q8D77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       428924 | PA      | $426925.38    | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1535 3.5% 02/01/48                   | FANNIE MAE POOL UMBS P#CA1535 3.50000000                                                     | CUSIP: 3140Q8V51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1115579 | PA      | $1049982.58   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1563 4.5% 04/01/48                   | FANNIE MAE POOL UMBS P#CA1563 4.50000000                                                     | CUSIP: 3140Q8WZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         4160 | PA      | $4121.68      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2169 4.5% 08/01/48                   | FANNIE MAE POOL UMBS P#CA2169 4.50000000                                                     | CUSIP: 3140Q9MT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        12441 | PA      | $12318.86     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2408 4% 10/01/33                     | FANNIE MAE POOL UMBS P#CA2408 4.00000000                                                     | CUSIP: 3140Q9VA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        48228 | PA      | $48297.04     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3517 4.5% 05/01/49                   | FANNIE MAE POOL UMBS P#CA3517 4.50000000                                                     | CUSIP: 3140QA4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       335049 | PA      | $332106.77    | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3666 4% 06/01/49                     | FANNIE MAE POOL UMBS P#CA3666 4.00000000                                                     | CUSIP: 3140QBCC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       913027 | PA      | $884632.37    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4239 3.5% 09/01/48                   | FANNIE MAE POOL UMBS P#CA4239 3.50000000                                                     | CUSIP: 3140QBV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        68332 | PA      | $62058.91     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4264 3% 09/01/34                     | FANNIE MAE POOL UMBS P#CA4264 3.00000000                                                     | CUSIP: 3140QBW20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       315227 | PA      | $305975.54    | 0.00%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4626 4% 11/01/49                     | FANNIE MAE POOL UMBS P#CA4626 4.00000000                                                     | CUSIP: 3140QCD86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       170742 | PA      | $165299.96    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6293 3% 07/01/50                     | FANNIE MAE POOL UMBS P#CA6293 3.00000000                                                     | CUSIP: 3140QD7F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2429234 | PA      | $2177138.57   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5444 3.5% 07/01/49                   | FANNIE MAE POOL UMBS P#CA5444 3.50000000                                                     | CUSIP: 3140QDBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       267527 | PA      | $249255.25    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6350 3% 07/01/50                     | FANNIE MAE POOL UMBS P#CA6350 3.00000000                                                     | CUSIP: 3140QEBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4444245 | PA      | $3950466.77   | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6598 2.5% 08/01/50                   | FANNIE MAE POOL UMBS P#CA6598 2.50000000                                                     | CUSIP: 3140QEKL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13865 | PA      | $11950.29     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6985 2% 09/01/50                     | FANNIE MAE POOL UMBS P#CA6985 2.00000000                                                     | CUSIP: 3140QEXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       281592 | PA      | $231515.27    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7972 3% 09/01/50                     | FANNIE MAE POOL UMBS P#CA7972 3.00000000                                                     | CUSIP: 3140QF2E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       257078 | PA      | $229920.86    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7227 2.5% 10/01/50                   | FANNIE MAE POOL UMBS P#CA7227 2.50000000                                                     | CUSIP: 3140QFA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       304532 | PA      | $264790.38    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7528 2.5% 10/01/50                   | FANNIE MAE POOL UMBS P#CA7528 2.50000000                                                     | CUSIP: 3140QFLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2535712 | PA      | $2156675.07   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7529 2.5% 10/01/50                   | FANNIE MAE POOL UMBS P#CA7529 2.50000000                                                     | CUSIP: 3140QFLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5635529 | PA      | $4779226.55   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8893 2% 02/01/51                     | FANNIE MAE POOL UMBS P#CA8893 2.00000000                                                     | CUSIP: 3140QG3B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       252727 | PA      | $206710.88    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8234 3% 12/01/50                     | FANNIE MAE POOL UMBS P#CA8234 3.00000000                                                     | CUSIP: 3140QGEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3230385 | PA      | $2928597.02   | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8382 2% 12/01/35                     | FANNIE MAE POOL UMBS P#CA8382 2.00000000                                                     | CUSIP: 3140QGJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       256380 | PA      | $238120.66    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8632 3.5% 01/01/51                   | FANNIE MAE POOL UMBS P#CA8632 3.50000000                                                     | CUSIP: 3140QGSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       599547 | PA      | $560807.80    | 0.00%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8789 2% 02/01/36                     | FANNIE MAE POOL UMBS P#CA8789 2.00000000                                                     | CUSIP: 3140QGXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       311199 | PA      | $288450.07    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9141 2% 02/01/36                     | FANNIE MAE POOL UMBS P#CA9141 2.00000000                                                     | CUSIP: 3140QHEP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       803262 | PA      | $746041.60    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9145 2% 02/01/36                     | FANNIE MAE POOL UMBS P#CA9145 2.00000000                                                     | CUSIP: 3140QHET8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1822071 | PA      | $1688879.41   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9290 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA9290 2.50000000                                                     | CUSIP: 3140QHKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1689107 | PA      | $1444815.73   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9441 2.5% 03/01/36                   | FANNIE MAE POOL UMBS P#CA9441 2.50000000                                                     | CUSIP: 3140QHP33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1534792 | PA      | $1464161.26   | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9435 2% 03/01/36                     | FANNIE MAE POOL UMBS P#CA9435 2.00000000                                                     | CUSIP: 3140QHPV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       184161 | PA      | $170698.35    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9475 2% 03/01/36                     | FANNIE MAE POOL UMBS P#CA9475 2.00000000                                                     | CUSIP: 3140QHQ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        44724 | PA      | $41454.12     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9558 2.5% 10/01/51                   | FANNIE MAE POOL UMBS P#CA9558 2.50000000                                                     | CUSIP: 3140QHTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1999053 | PA      | $1699820.29   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0805 1.5% 06/01/51                   | FANNIE MAE POOL UMBS P#CB0805 1.50000000                                                     | CUSIP: 3140QK3P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1702352 | PA      | $1320029.78   | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0819 2% 06/01/51                     | FANNIE MAE POOL UMBS P#CB0819 2.00000000                                                     | CUSIP: 3140QK4D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3657829 | PA      | $3003717.67   | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0176 2.5% 04/01/51                   | FANNIE MAE POOL UMBS P#CB0176 2.50000000                                                     | CUSIP: 3140QKFS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5698634 | PA      | $4845277.26   | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0235 2% 04/01/51                     | FANNIE MAE POOL UMBS P#CB0235 2.00000000                                                     | CUSIP: 3140QKHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       967297 | PA      | $794483.88    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0534 3% 05/01/51                     | FANNIE MAE POOL UMBS P#CB0534 3.00000000                                                     | CUSIP: 3140QKSY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9080529 | PA      | $8082887.00   | 0.05%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0684 2% 06/01/51                     | FANNIE MAE POOL UMBS P#CB0684 2.00000000                                                     | CUSIP: 3140QKXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       787517 | PA      | $646689.58    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1090 2.5% 07/01/36                   | FANNIE MAE POOL UMBS P#CB1090 2.50000000                                                     | CUSIP: 3140QLF84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       624226 | PA      | $593593.03    | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1065 2.5% 07/01/51                   | FANNIE MAE POOL UMBS P#CB1065 2.50000000                                                     | CUSIP: 3140QLFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       289864 | PA      | $247544.82    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1110 2% 07/01/51                     | FANNIE MAE POOL UMBS P#CB1110 2.00000000                                                     | CUSIP: 3140QLGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       463984 | PA      | $380332.35    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1133 2.5% 07/01/51                   | FANNIE MAE POOL UMBS P#CB1133 2.50000000                                                     | CUSIP: 3140QLHK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       304481 | PA      | $260267.49    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1400 3% 08/01/51                     | FANNIE MAE POOL UMBS P#CB1400 3.00000000                                                     | CUSIP: 3140QLRW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1011695 | PA      | $913701.10    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1476 2.5% 08/01/36                   | FANNIE MAE POOL UMBS P#CB1476 2.50000000                                                     | CUSIP: 3140QLUA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        94435 | PA      | $89547.78     | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2640 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2640 2.50000000                                                     | CUSIP: 3140QM5A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2414763 | PA      | $2058642.85   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1804 2% 10/01/51                     | FANNIE MAE POOL UMBS P#CB1804 2.00000000                                                     | CUSIP: 3140QMAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6001200 | PA      | $4908407.73   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2222 1.5% 11/01/36                   | FANNIE MAE POOL UMBS P#CB2222 1.50000000                                                     | CUSIP: 3140QMPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       217021 | PA      | $197230.09    | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2301 3% 12/01/51                     | FANNIE MAE POOL UMBS P#CB2301 3.00000000                                                     | CUSIP: 3140QMRX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2170998 | PA      | $1927299.36   | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2410 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#CB2410 2.50000000                                                     | CUSIP: 3140QMVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2857551 | PA      | $2439029.45   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2469 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#CB2469 2.50000000                                                     | CUSIP: 3140QMW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2285862 | PA      | $1965670.34   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3516 3% 05/01/52                     | FANNIE MAE POOL UMBS P#CB3516 3.00000000                                                     | CUSIP: 3140QN4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1231001 | PA      | $1093482.90   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2709 2% 01/01/37                     | FANNIE MAE POOL UMBS P#CB2709 2.00000000                                                     | CUSIP: 3140QNAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       411600 | PA      | $381495.48    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2868 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#CB2868 2.50000000                                                     | CUSIP: 3140QNFJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       896368 | PA      | $768328.04    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3046 2.5% 03/01/52                   | FANNIE MAE POOL UMBS P#CB3046 2.50000000                                                     | CUSIP: 3140QNL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       558669 | PA      | $480520.98    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3096 2.5% 03/01/52                   | FANNIE MAE POOL UMBS P#CB3096 2.50000000                                                     | CUSIP: 3140QNNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       590135 | PA      | $506651.62    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3208 2.5% 03/01/37                   | FANNIE MAE POOL UMBS P#CB3208 2.50000000                                                     | CUSIP: 3140QNR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       175062 | PA      | $165794.07    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3277 3% 04/01/52                     | FANNIE MAE POOL UMBS P#CB3277 3.00000000                                                     | CUSIP: 3140QNUB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1454074 | PA      | $1290798.46   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3278 3% 04/01/52                     | FANNIE MAE POOL UMBS P#CB3278 3.00000000                                                     | CUSIP: 3140QNUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1583598 | PA      | $1405218.51   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3350 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#CB3350 2.50000000                                                     | CUSIP: 3140QNWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1565081 | PA      | $1342374.59   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3351 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#CB3351 2.50000000                                                     | CUSIP: 3140QNWM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       562072 | PA      | $485696.15    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3362 3% 04/01/52                     | FANNIE MAE POOL UMBS P#CB3362 3.00000000                                                     | CUSIP: 3140QNWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1445848 | PA      | $1286494.79   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3705 3% 05/01/37                     | FANNIE MAE POOL UMBS P#CB3705 3.00000000                                                     | CUSIP: 3140QPDK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1379179 | PA      | $1330929.08   | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3769 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#CB3769 3.50000000                                                     | CUSIP: 3140QPFK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       491876 | PA      | $457943.83    | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3849 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#CB3849 3.50000000                                                     | CUSIP: 3140QPH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1628034 | PA      | $1518786.25   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3915 4.5% 06/01/52                   | FANNIE MAE POOL UMBS P#CB3915 4.50000000                                                     | CUSIP: 3140QPK55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1162371 | PA      | $1141846.83   | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4117 3.5% 07/01/52                   | FANNIE MAE POOL UMBS P#CB4117 3.50000000                                                     | CUSIP: 3140QPSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       850888 | PA      | $790345.63    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4303 4% 08/01/52                     | FANNIE MAE POOL UMBS P#CB4303 4.00000000                                                     | CUSIP: 3140QPX93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1335697 | PA      | $1276649.79   | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5268 4.5% 12/01/52                   | FANNIE MAE POOL UMBS P#CB5268 4.50000000                                                     | CUSIP: 3140QQ2A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       422677 | PA      | $416286.32    | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4691 5.5% 09/01/52                   | FANNIE MAE POOL UMBS P#CB4691 5.50000000                                                     | CUSIP: 3140QQF91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       258092 | PA      | $267573.41    | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4831 4.5% 10/01/52                   | FANNIE MAE POOL UMBS P#CB4831 4.50000000                                                     | CUSIP: 3140QQLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       810252 | PA      | $798723.33    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4835 5% 10/01/52                     | FANNIE MAE POOL UMBS P#CB4835 5.00000000                                                     | CUSIP: 3140QQLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       249031 | PA      | $251716.11    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5013 2.5% 03/01/52                   | FANNIE MAE POOL UMBS P#CB5013 2.50000000                                                     | CUSIP: 3140QQSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5210517 | PA      | $4496174.53   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5102 4.5% 11/01/52                   | FANNIE MAE POOL UMBS P#CB5102 4.50000000                                                     | CUSIP: 3140QQU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2382326 | PA      | $2354998.84   | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5084 5% 11/01/52                     | FANNIE MAE POOL UMBS P#CB5084 5.00000000                                                     | CUSIP: 3140QQUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       445168 | PA      | $449275.71    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5453 5.5% 01/01/53                   | FANNIE MAE POOL UMBS P#CB5453 5.50000000                                                     | CUSIP: 3140QRBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       354067 | PA      | $367073.33    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5535 5% 01/01/53                     | FANNIE MAE POOL UMBS P#CB5535 5.00000000                                                     | CUSIP: 3140QREH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1575687 | PA      | $1583296.75   | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5642 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#CB5642 5.50000000                                                     | CUSIP: 3140QRHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       353732 | PA      | $361339.27    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5836 5% 03/01/53                     | FANNIE MAE POOL UMBS P#CB5836 5.00000000                                                     | CUSIP: 3140QRPW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       280316 | PA      | $283922.43    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5908 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#CB5908 5.50000000                                                     | CUSIP: 3140QRR62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       954295 | PA      | $982702.87    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5903 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#CB5903 5.50000000                                                     | CUSIP: 3140QRRZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6672855 | PA      | $6819402.82   | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6004 5.5% 04/01/53                   | FANNIE MAE POOL UMBS P#CB6004 5.50000000                                                     | CUSIP: 3140QRU68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1608335 | PA      | $1657361.07   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6065 5% 04/01/53                     | FANNIE MAE POOL UMBS P#CB6065 5.00000000                                                     | CUSIP: 3140QRW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       791018 | PA      | $793452.21    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7107 5.5% 09/01/53                   | FANNIE MAE POOL UMBS P#CB7107 5.50000000                                                     | CUSIP: 3140QS3R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       290729 | PA      | $302800.80    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7115 6% 09/01/53                     | FANNIE MAE POOL UMBS P#CB7115 6.00000000                                                     | CUSIP: 3140QS3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1125684 | PA      | $1175441.87   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6430 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#CB6430 5.50000000                                                     | CUSIP: 3140QSEC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       852213 | PA      | $868888.28    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6650 5.5% 06/01/53                   | FANNIE MAE POOL UMBS P#CB6650 5.50000000                                                     | CUSIP: 3140QSL82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3548564 | PA      | $3649286.17   | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6682 4% 07/01/53                     | FANNIE MAE POOL UMBS P#CB6682 4.00000000                                                     | CUSIP: 3140QSM81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       142252 | PA      | $136881.98    | 0.00%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6685 4% 07/01/53                     | FANNIE MAE POOL UMBS P#CB6685 4.00000000                                                     | CUSIP: 3140QSNB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       231711 | PA      | $223324.29    | 0.00%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6921 6% 08/01/53                     | FANNIE MAE POOL UMBS P#CB6921 6.00000000                                                     | CUSIP: 3140QSVP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       396286 | PA      | $414560.34    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8024 6.5% 02/01/54                   | FANNIE MAE POOL UMBS P#CB8024 6.50000000                                                     | CUSIP: 3140QT4J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       657272 | PA      | $701120.10    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7276 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#CB7276 6.50000000                                                     | CUSIP: 3140QTCN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       270366 | PA      | $285303.50    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7277 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#CB7277 6.50000000                                                     | CUSIP: 3140QTCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       319293 | PA      | $336546.61    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7449 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#CB7449 6.50000000                                                     | CUSIP: 3140QTH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       192082 | PA      | $200017.81    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7484 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#CB7484 6.50000000                                                     | CUSIP: 3140QTJ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1005193 | PA      | $1044284.04   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7508 6% 11/01/53                     | FANNIE MAE POOL UMBS P#CB7508 6.00000000                                                     | CUSIP: 3140QTKW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1843724 | PA      | $1918803.53   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7649 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#CB7649 6.50000000                                                     | CUSIP: 3140QTQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       370701 | PA      | $393091.89    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7652 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#CB7652 6.50000000                                                     | CUSIP: 3140QTQE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       252349 | PA      | $266291.56    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7653 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#CB7653 6.50000000                                                     | CUSIP: 3140QTQF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       414742 | PA      | $437154.32    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7803 6.5% 01/01/54                   | FANNIE MAE POOL UMBS P#CB7803 6.50000000                                                     | CUSIP: 3140QTU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       369538 | PA      | $388160.34    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7805 6.5% 01/01/54                   | FANNIE MAE POOL UMBS P#CB7805 6.50000000                                                     | CUSIP: 3140QTU72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       595778 | PA      | $626796.80    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7865 6.5% 01/01/54                   | FANNIE MAE POOL UMBS P#CB7865 6.50000000                                                     | CUSIP: 3140QTW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       162233 | PA      | $169371.54    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8157 6% 03/01/54                     | FANNIE MAE POOL UMBS P#CB8157 6.00000000                                                     | CUSIP: 3140QUB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1963502 | PA      | $2049785.77   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8298 6% 04/01/54                     | FANNIE MAE POOL UMBS P#CB8298 6.00000000                                                     | CUSIP: 3140QUGG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1972658 | PA      | $2059347.25   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8354 6.5% 04/01/54                   | FANNIE MAE POOL UMBS P#CB8354 6.50000000                                                     | CUSIP: 3140QUH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       700304 | PA      | $736743.47    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8332 5.5% 04/01/54                   | FANNIE MAE POOL UMBS P#CB8332 5.50000000                                                     | CUSIP: 3140QUHJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       624002 | PA      | $639381.60    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8342 6% 04/01/54                     | FANNIE MAE POOL UMBS P#CB8342 6.00000000                                                     | CUSIP: 3140QUHU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       772736 | PA      | $795310.85    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8482 5.5% 05/01/54                   | FANNIE MAE POOL UMBS P#CB8482 5.50000000                                                     | CUSIP: 3140QUM86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2000449 | PA      | $2034595.54   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8756 6% 06/01/54                     | FANNIE MAE POOL UMBS P#CB8756 6.00000000                                                     | CUSIP: 3140QUWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3318941 | PA      | $3421236.89   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8823 6.5% 07/01/54                   | FANNIE MAE POOL UMBS P#CB8823 6.50000000                                                     | CUSIP: 3140QUYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       584127 | PA      | $614855.01    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9793 5.5% 01/01/55                   | FANNIE MAE POOL UMBS P#CB9793 5.50000000                                                     | CUSIP: 3140QV3B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        28740 | PA      | $29531.88     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9031 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#CB9031 6.50000000                                                     | CUSIP: 3140QVA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1936370 | PA      | $2027492.17   | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9009 6% 08/01/54                     | FANNIE MAE POOL UMBS P#CB9009 6.00000000                                                     | CUSIP: 3140QVAK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1318536 | PA      | $1371785.17   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9151 6% 09/01/54                     | FANNIE MAE POOL UMBS P#CB9151 6.00000000                                                     | CUSIP: 3140QVEZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1811208 | PA      | $1894745.61   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9217 6% 09/01/54                     | FANNIE MAE POOL UMBS P#CB9217 6.00000000                                                     | CUSIP: 3140QVG32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1244784 | PA      | $1280600.55   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9374 5.5% 10/01/54                   | FANNIE MAE POOL UMBS P#CB9374 5.50000000                                                     | CUSIP: 3140QVMY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2644279 | PA      | $2693614.94   | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9472 5% 11/01/54                     | FANNIE MAE POOL UMBS P#CB9472 5.00000000                                                     | CUSIP: 3140QVQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1520743 | PA      | $1520469.32   | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9738 5% 01/01/55                     | FANNIE MAE POOL UMBS P#CB9738 5.00000000                                                     | CUSIP: 3140QVZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       863979 | PA      | $867285.78    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0012 6% 11/01/54                     | FANNIE MAE POOL UMBS P#FA0012 6.00000000                                                     | CUSIP: 3140W0AN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2484611 | PA      | $2569456.99   | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0020 6% 10/01/54                     | FANNIE MAE POOL UMBS P#FA0020 6.00000000                                                     | CUSIP: 3140W0AW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       204578 | PA      | $210283.55    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0333 5.5% 01/01/55                   | FANNIE MAE POOL UMBS P#FA0333 5.50000000                                                     | CUSIP: 3140W0LP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       636258 | PA      | $650873.42    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0381 5% 01/01/55                     | FANNIE MAE POOL UMBS P#FA0381 5.00000000                                                     | CUSIP: 3140W0M77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2685181 | PA      | $2702592.93   | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0364 6% 01/01/55                     | FANNIE MAE POOL UMBS P#FA0364 6.00000000                                                     | CUSIP: 3140W0MN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3672227 | PA      | $3809218.92   | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0938 6% 03/01/55                     | FANNIE MAE POOL UMBS P#FA0938 6.00000000                                                     | CUSIP: 3140W1BG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1725066 | PA      | $1804604.82   | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1193 6% 03/01/55                     | FANNIE MAE POOL UMBS P#FA1193 6.00000000                                                     | CUSIP: 3140W1KF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2129710 | PA      | $2225868.54   | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1198 6% 02/01/55                     | FANNIE MAE POOL UMBS P#FA1198 6.00000000                                                     | CUSIP: 3140W1KL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       962620 | PA      | $995173.48    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1296 4% 08/01/51                     | FANNIE MAE POOL UMBS P#FA1296 4.00000000                                                     | CUSIP: 3140W1NN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3132896 | PA      | $3067653.85   | 0.02%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1839 7% 03/01/45                     | FANNIE MAE POOL UMBS P#FA1839 7.00000000                                                     | CUSIP: 3140W2BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       272153 | PA      | $286353.01    | 0.00%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2102 2% 10/01/52                     | FANNIE MAE POOL UMBS P#FA2102 2.00000000                                                     | CUSIP: 3140W2KQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7140400 | PA      | $5801077.61   | 0.04%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2301 6.5% 05/01/45                   | FANNIE MAE POOL UMBS P#FA2301 6.50000000                                                     | CUSIP: 3140W2RX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1302220 | PA      | $1355084.68   | 0.01%             | 2045-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2558 5.5% 08/01/55                   | FANNIE MAE POOL UMBS P#FA2558 5.50000000                                                     | CUSIP: 3140W2ZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1170772 | PA      | $1203386.77   | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2778 5.5% 09/01/55                   | FANNIE MAE POOL UMBS P#FA2778 5.50000000                                                     | CUSIP: 3140W3CQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3988182 | PA      | $4073423.31   | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2807 4% 01/01/49                     | FANNIE MAE POOL UMBS P#FA2807 4.00000000                                                     | CUSIP: 3140W3DM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8864022 | PA      | $8576388.86   | 0.05%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2839 2.5% 07/01/52                   | FANNIE MAE POOL UMBS P#FA2839 2.50000000                                                     | CUSIP: 3140W3EM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1787275 | PA      | $1515269.59   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2870 6.5% 08/01/55                   | FANNIE MAE POOL UMBS P#FA2870 6.50000000                                                     | CUSIP: 3140W3FL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       627875 | PA      | $662525.64    | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2871 6.5% 09/01/55                   | FANNIE MAE POOL UMBS P#FA2871 6.50000000                                                     | CUSIP: 3140W3FM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       430436 | PA      | $453668.98    | 0.00%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA3649 2.5% 06/01/29                   | FANNIE MAE POOL UMBS P#FA3649 2.50000000                                                     | CUSIP: 3140W4BT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2729913 | PA      | $2692039.01   | 0.02%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1727 5% 09/01/49                     | FANNIE MAE POOL UMBS P#FM1727 5.00000000                                                     | CUSIP: 3140X44M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       763594 | PA      | $776396.70    | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1649 3% 07/01/30                     | FANNIE MAE POOL UMBS P#FM1649 3.00000000                                                     | CUSIP: 3140X4ZP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         7768 | PA      | $7670.41      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2153 4% 11/01/33                     | FANNIE MAE POOL UMBS P#FM2153 4.00000000                                                     | CUSIP: 3140X5MB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1353 | PA      | $1348.73      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2170 4% 11/01/49                     | FANNIE MAE POOL UMBS P#FM2170 4.00000000                                                     | CUSIP: 3140X5MU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       213241 | PA      | $206280.32    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2309 3.5% 03/01/49                   | FANNIE MAE POOL UMBS P#FM2309 3.50000000                                                     | CUSIP: 3140X5R70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       273297 | PA      | $258202.39    | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2743 3% 02/01/34                     | FANNIE MAE POOL UMBS P#FM2743 3.00000000                                                     | CUSIP: 3140X6BM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       778524 | PA      | $760825.58    | 0.00%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2870 3% 03/01/50                     | FANNIE MAE POOL UMBS P#FM2870 3.00000000                                                     | CUSIP: 3140X6FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1217939 | PA      | $1103331.37   | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2984 4% 08/01/45                     | FANNIE MAE POOL UMBS P#FM2984 4.00000000                                                     | CUSIP: 3140X6J69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2154792 | PA      | $2097211.44   | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3229 3.5% 02/01/47                   | FANNIE MAE POOL UMBS P#FM3229 3.50000000                                                     | CUSIP: 3140X6ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3101537 | PA      | $2963112.12   | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3251 3.5% 03/01/48                   | FANNIE MAE POOL UMBS P#FM3251 3.50000000                                                     | CUSIP: 3140X6TH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       142114 | PA      | $134724.16    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3266 3% 04/01/48                     | FANNIE MAE POOL UMBS P#FM3266 3.00000000                                                     | CUSIP: 3140X6TY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4869657 | PA      | $4510088.41   | 0.03%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3300 3.5% 03/01/35                   | FANNIE MAE POOL UMBS P#FM3300 3.50000000                                                     | CUSIP: 3140X6U25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       709965 | PA      | $700517.15    | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3340 3.5% 05/01/35                   | FANNIE MAE POOL UMBS P#FM3340 3.50000000                                                     | CUSIP: 3140X6WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        12850 | PA      | $12663.49     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3387 3.5% 03/01/35                   | FANNIE MAE POOL UMBS P#FM3387 3.50000000                                                     | CUSIP: 3140X6XR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       126420 | PA      | $124907.91    | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3410 3.5% 05/01/50                   | FANNIE MAE POOL UMBS P#FM3410 3.50000000                                                     | CUSIP: 3140X6YG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3633081 | PA      | $3398350.34   | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4422 2.5% 10/01/50                   | FANNIE MAE POOL UMBS P#FM4422 2.50000000                                                     | CUSIP: 3140X74G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1335051 | PA      | $1154275.54   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3664 4% 03/01/49                     | FANNIE MAE POOL UMBS P#FM3664 4.00000000                                                     | CUSIP: 3140X7CA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       924697 | PA      | $891530.74    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3746 3.5% 07/01/50                   | FANNIE MAE POOL UMBS P#FM3746 3.50000000                                                     | CUSIP: 3140X7EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7649902 | PA      | $7103112.65   | 0.04%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4724 3.5% 06/01/49                   | FANNIE MAE POOL UMBS P#FM4724 3.50000000                                                     | CUSIP: 3140X8HA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1454274 | PA      | $1369598.73   | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4900 2% 12/01/35                     | FANNIE MAE POOL UMBS P#FM4900 2.00000000                                                     | CUSIP: 3140X8NS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       123055 | PA      | $114291.53    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5169 3% 11/01/50                     | FANNIE MAE POOL UMBS P#FM5169 3.00000000                                                     | CUSIP: 3140X8W78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       225979 | PA      | $202037.04    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5480 3% 11/01/50                     | FANNIE MAE POOL UMBS P#FM5480 3.00000000                                                     | CUSIP: 3140X9CS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       229853 | PA      | $205500.70    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5531 3% 01/01/51                     | FANNIE MAE POOL UMBS P#FM5531 3.00000000                                                     | CUSIP: 3140X9ED3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1163456 | PA      | $1040440.45   | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6159 3% 07/01/50                     | FANNIE MAE POOL UMBS P#FM6159 3.00000000                                                     | CUSIP: 3140X9ZZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       303005 | PA      | $271061.72    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7105 3.5% 08/01/49                   | FANNIE MAE POOL UMBS P#FM7105 3.50000000                                                     | CUSIP: 3140XA3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       473966 | PA      | $447390.67    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6360 3% 01/01/51                     | FANNIE MAE POOL UMBS P#FM6360 3.00000000                                                     | CUSIP: 3140XAB68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       234518 | PA      | $209575.65    | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6364 4% 04/01/33                     | FANNIE MAE POOL UMBS P#FM6364 4.00000000                                                     | CUSIP: 3140XACA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1607 | PA      | $1594.13      | 0.00%             | 2033-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6554 2% 03/01/51                     | FANNIE MAE POOL UMBS P#FM6554 2.00000000                                                     | CUSIP: 3140XAH88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1683297 | PA      | $1383937.76   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6569 2.5% 03/01/51                   | FANNIE MAE POOL UMBS P#FM6569 2.50000000                                                     | CUSIP: 3140XAJP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1872765 | PA      | $1592399.08   | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6834 2% 04/01/51                     | FANNIE MAE POOL UMBS P#FM6834 2.00000000                                                     | CUSIP: 3140XASY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1952379 | PA      | $1605159.65   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7970 4.5% 04/01/50                   | FANNIE MAE POOL UMBS P#FM7970 4.50000000                                                     | CUSIP: 3140XB2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5544692 | PA      | $5493108.51   | 0.03%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7990 3.5% 06/01/49                   | FANNIE MAE POOL UMBS P#FM7990 3.50000000                                                     | CUSIP: 3140XB2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       782676 | PA      | $737921.52    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8007 2.5% 07/01/51                   | FANNIE MAE POOL UMBS P#FM8007 2.50000000                                                     | CUSIP: 3140XB3R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       626699 | PA      | $537484.90    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8011 2.5% 08/01/51                   | FANNIE MAE POOL UMBS P#FM8011 2.50000000                                                     | CUSIP: 3140XB3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1964870 | PA      | $1699737.66   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8038 3% 07/01/51                     | FANNIE MAE POOL UMBS P#FM8038 3.00000000                                                     | CUSIP: 3140XB4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1187895 | PA      | $1062279.77   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7203 2% 05/01/51                     | FANNIE MAE POOL UMBS P#FM7203 2.00000000                                                     | CUSIP: 3140XBAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       750789 | PA      | $617265.35    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7210 2% 04/01/51                     | FANNIE MAE POOL UMBS P#FM7210 2.00000000                                                     | CUSIP: 3140XBAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1624112 | PA      | $1315721.28   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7248 4% 03/01/35                     | FANNIE MAE POOL UMBS P#FM7248 4.00000000                                                     | CUSIP: 3140XBBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       114834 | PA      | $114546.67    | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7460 4% 03/01/51                     | FANNIE MAE POOL UMBS P#FM7460 4.00000000                                                     | CUSIP: 3140XBJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1963137 | PA      | $1892185.31   | 0.01%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7504 3.5% 06/01/49                   | FANNIE MAE POOL UMBS P#FM7504 3.50000000                                                     | CUSIP: 3140XBKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       723583 | PA      | $680595.55    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7534 3.5% 04/01/50                   | FANNIE MAE POOL UMBS P#FM7534 3.50000000                                                     | CUSIP: 3140XBLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       139144 | PA      | $130215.95    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7677 2.5% 03/01/51                   | FANNIE MAE POOL UMBS P#FM7677 2.50000000                                                     | CUSIP: 3140XBQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2567198 | PA      | $2218735.83   | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7719 2% 06/01/51                     | FANNIE MAE POOL UMBS P#FM7719 2.00000000                                                     | CUSIP: 3140XBSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       501820 | PA      | $412572.75    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7879 3.5% 05/01/35                   | FANNIE MAE POOL UMBS P#FM7879 3.50000000                                                     | CUSIP: 3140XBXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        32407 | PA      | $32069.63     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8873 3.5% 07/01/34                   | FANNIE MAE POOL UMBS P#FM8873 3.50000000                                                     | CUSIP: 3140XC2F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       166685 | PA      | $165325.53    | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8901 3% 07/01/51                     | FANNIE MAE POOL UMBS P#FM8901 3.00000000                                                     | CUSIP: 3140XC3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       334013 | PA      | $298593.08    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8160 2.5% 07/01/51                   | FANNIE MAE POOL UMBS P#FM8160 2.50000000                                                     | CUSIP: 3140XCB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       200150 | PA      | $173391.37    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8441 2.5% 08/01/51                   | FANNIE MAE POOL UMBS P#FM8441 2.50000000                                                     | CUSIP: 3140XCLX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       616133 | PA      | $532170.48    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8538 2% 08/01/36                     | FANNIE MAE POOL UMBS P#FM8538 2.00000000                                                     | CUSIP: 3140XCPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       820007 | PA      | $760297.70    | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8630 1.5% 07/01/51                   | FANNIE MAE POOL UMBS P#FM8630 1.50000000                                                     | CUSIP: 3140XCSU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1084122 | PA      | $840475.39    | 0.01%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9872 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#FM9872 2.50000000                                                     | CUSIP: 3140XD6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1184998 | PA      | $1022890.04   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9082 2% 10/01/51                     | FANNIE MAE POOL UMBS P#FM9082 2.00000000                                                     | CUSIP: 3140XDCU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       684762 | PA      | $563780.79    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9097 2% 11/01/51                     | FANNIE MAE POOL UMBS P#FM9097 2.00000000                                                     | CUSIP: 3140XDDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       735243 | PA      | $603085.68    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9166 3% 10/01/51                     | FANNIE MAE POOL UMBS P#FM9166 3.00000000                                                     | CUSIP: 3140XDFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1026847 | PA      | $911052.73    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9246 3% 12/01/35                     | FANNIE MAE POOL UMBS P#FM9246 3.00000000                                                     | CUSIP: 3140XDHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       261485 | PA      | $253127.57    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9311 1.5% 10/01/36                   | FANNIE MAE POOL UMBS P#FM9311 1.50000000                                                     | CUSIP: 3140XDKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       117071 | PA      | $106812.39    | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9321 2% 11/01/36                     | FANNIE MAE POOL UMBS P#FM9321 2.00000000                                                     | CUSIP: 3140XDLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1714130 | PA      | $1588766.53   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9450 2% 11/01/51                     | FANNIE MAE POOL UMBS P#FM9450 2.00000000                                                     | CUSIP: 3140XDQC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1083896 | PA      | $891110.34    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9578 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FM9578 2.00000000                                                     | CUSIP: 3140XDUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1365367 | PA      | $1122520.18   | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9656 1.5% 11/01/36                   | FANNIE MAE POOL UMBS P#FM9656 1.50000000                                                     | CUSIP: 3140XDWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       137524 | PA      | $124982.68    | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9966 3.5% 08/01/43                   | FANNIE MAE POOL UMBS P#FM9966 3.50000000                                                     | CUSIP: 3140XECC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13921078 | PA      | $13332208.83  | 0.08%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0155 2% 12/01/36                     | FANNIE MAE POOL UMBS P#FS0155 2.00000000                                                     | CUSIP: 3140XFE56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       216370 | PA      | $200543.14    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0180 2% 12/01/36                     | FANNIE MAE POOL UMBS P#FS0180 2.00000000                                                     | CUSIP: 3140XFFW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       473521 | PA      | $438884.30    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0406 3% 02/01/47                     | FANNIE MAE POOL UMBS P#FS0406 3.00000000                                                     | CUSIP: 3140XFNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       475617 | PA      | $439821.06    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1708 2% 05/01/37                     | FANNIE MAE POOL UMBS P#FS1708 2.00000000                                                     | CUSIP: 3140XG3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       525598 | PA      | $486835.56    | 0.00%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0900 3.5% 07/01/43                   | FANNIE MAE POOL UMBS P#FS0900 3.50000000                                                     | CUSIP: 3140XGAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5467315 | PA      | $5256365.36   | 0.03%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0908 3.5% 03/01/52                   | FANNIE MAE POOL UMBS P#FS0908 3.50000000                                                     | CUSIP: 3140XGAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10203780 | PA      | $9601826.93   | 0.06%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1025 3% 02/01/52                     | FANNIE MAE POOL UMBS P#FS1025 3.00000000                                                     | CUSIP: 3140XGD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       374466 | PA      | $335911.92    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1026 3% 02/01/52                     | FANNIE MAE POOL UMBS P#FS1026 3.00000000                                                     | CUSIP: 3140XGD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       297491 | PA      | $264577.21    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1123 2% 04/01/37                     | FANNIE MAE POOL UMBS P#FS1123 2.00000000                                                     | CUSIP: 3140XGG94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       847544 | PA      | $786077.59    | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1215 2.5% 10/01/51                   | FANNIE MAE POOL UMBS P#FS1215 2.50000000                                                     | CUSIP: 3140XGK57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       777067 | PA      | $663494.83    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1338 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS1338 2.50000000                                                     | CUSIP: 3140XGPY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       236152 | PA      | $202748.22    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1463 4% 05/01/51                     | FANNIE MAE POOL UMBS P#FS1463 4.00000000                                                     | CUSIP: 3140XGTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       192607 | PA      | $185392.80    | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1546 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS1546 2.50000000                                                     | CUSIP: 3140XGWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       385098 | PA      | $331749.34    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1547 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS1547 2.50000000                                                     | CUSIP: 3140XGWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       564382 | PA      | $485044.95    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1548 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS1548 2.50000000                                                     | CUSIP: 3140XGWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       622841 | PA      | $534729.61    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1615 3% 04/01/37                     | FANNIE MAE POOL UMBS P#FS1615 3.00000000                                                     | CUSIP: 3140XGYM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1592949 | PA      | $1535337.55   | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2639 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS2639 2.50000000                                                     | CUSIP: 3140XH4Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2127089 | PA      | $1813144.44   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1818 4% 05/01/52                     | FANNIE MAE POOL UMBS P#FS1818 4.00000000                                                     | CUSIP: 3140XHAU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1597331 | PA      | $1522611.82   | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1907 3.5% 07/01/47                   | FANNIE MAE POOL UMBS P#FS1907 3.50000000                                                     | CUSIP: 3140XHDM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       354167 | PA      | $339405.16    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1910 3.5% 01/01/44                   | FANNIE MAE POOL UMBS P#FS1910 3.50000000                                                     | CUSIP: 3140XHDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       164148 | PA      | $158018.25    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2031 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#FS2031 3.50000000                                                     | CUSIP: 3140XHHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14302584 | PA      | $13323846.57  | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2037 1.5% 05/01/37                   | FANNIE MAE POOL UMBS P#FS2037 1.50000000                                                     | CUSIP: 3140XHHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       141067 | PA      | $127769.70    | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2099 1.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS2099 1.50000000                                                     | CUSIP: 3140XHKM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       819309 | PA      | $633263.95    | 0.00%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2141 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#FS2141 3.50000000                                                     | CUSIP: 3140XHLX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       823556 | PA      | $768290.20    | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2196 2.5% 05/01/52                   | FANNIE MAE POOL UMBS P#FS2196 2.50000000                                                     | CUSIP: 3140XHNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       764369 | PA      | $652654.83    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2239 2.5% 07/01/52                   | FANNIE MAE POOL UMBS P#FS2239 2.50000000                                                     | CUSIP: 3140XHPZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       428195 | PA      | $364727.04    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2338 3% 11/01/46                     | FANNIE MAE POOL UMBS P#FS2338 3.00000000                                                     | CUSIP: 3140XHS40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2477829 | PA      | $2294186.04   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2497 1.5% 08/01/37                   | FANNIE MAE POOL UMBS P#FS2497 1.50000000                                                     | CUSIP: 3140XHX36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       395969 | PA      | $358690.02    | 0.00%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2499 2.5% 11/01/36                   | FANNIE MAE POOL UMBS P#FS2499 2.50000000                                                     | CUSIP: 3140XHX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1954363 | PA      | $1852009.83   | 0.01%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2518 4.5% 08/01/52                   | FANNIE MAE POOL UMBS P#FS2518 4.50000000                                                     | CUSIP: 3140XHYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       241314 | PA      | $238580.04    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3526 4% 12/01/52                     | FANNIE MAE POOL UMBS P#FS3526 4.00000000                                                     | CUSIP: 3140XJ4L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1006066 | PA      | $960857.90    | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2700 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#FS2700 3.50000000                                                     | CUSIP: 3140XJAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       807540 | PA      | $755657.21    | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2950 2.5% 04/01/37                   | FANNIE MAE POOL UMBS P#FS2950 2.50000000                                                     | CUSIP: 3140XJH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        66212 | PA      | $62868.41     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2937 4% 04/01/43                     | FANNIE MAE POOL UMBS P#FS2937 4.00000000                                                     | CUSIP: 3140XJHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2601792 | PA      | $2547889.11   | 0.02%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3106 5% 10/01/52                     | FANNIE MAE POOL UMBS P#FS3106 5.00000000                                                     | CUSIP: 3140XJNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       219462 | PA      | $221572.48    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3416 5% 12/01/52                     | FANNIE MAE POOL UMBS P#FS3416 5.00000000                                                     | CUSIP: 3140XJYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       457898 | PA      | $462226.90    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3801 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#FS3801 5.50000000                                                     | CUSIP: 3140XKGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1196824 | PA      | $1220856.84   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3838 4% 05/01/49                     | FANNIE MAE POOL UMBS P#FS3838 4.00000000                                                     | CUSIP: 3140XKHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4449658 | PA      | $4332677.14   | 0.03%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3885 3% 11/01/51                     | FANNIE MAE POOL UMBS P#FS3885 3.00000000                                                     | CUSIP: 3140XKJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       849304 | PA      | $753349.87    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4070 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#FS4070 5.50000000                                                     | CUSIP: 3140XKQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       294768 | PA      | $303091.40    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4515 3% 02/01/52                     | FANNIE MAE POOL UMBS P#FS4515 3.00000000                                                     | CUSIP: 3140XLAR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       155514 | PA      | $139022.65    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4660 3.5% 08/01/49                   | FANNIE MAE POOL UMBS P#FS4660 3.50000000                                                     | CUSIP: 3140XLFA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1003935 | PA      | $945076.56    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4664 2% 10/01/52                     | FANNIE MAE POOL UMBS P#FS4664 2.00000000                                                     | CUSIP: 3140XLFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9109991 | PA      | $7381871.98   | 0.05%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4838 3% 03/01/52                     | FANNIE MAE POOL UMBS P#FS4838 3.00000000                                                     | CUSIP: 3140XLLU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       424240 | PA      | $379120.28    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6294 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#FS6294 6.50000000                                                     | CUSIP: 3140XM7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        85849 | PA      | $89282.89     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5424 4.5% 08/01/53                   | FANNIE MAE POOL UMBS P#FS5424 4.50000000                                                     | CUSIP: 3140XMA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       244071 | PA      | $240375.52    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5886 6% 09/01/53                     | FANNIE MAE POOL UMBS P#FS5886 6.00000000                                                     | CUSIP: 3140XMRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       473180 | PA      | $487466.86    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5928 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS5928 2.50000000                                                     | CUSIP: 3140XMSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4239342 | PA      | $3624971.21   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6303 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#FS6303 6.50000000                                                     | CUSIP: 3140XNAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1500068 | PA      | $1565677.42   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6547 6% 12/01/53                     | FANNIE MAE POOL UMBS P#FS6547 6.00000000                                                     | CUSIP: 3140XNHZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       636648 | PA      | $662354.64    | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6601 3.5% 12/01/53                   | FANNIE MAE POOL UMBS P#FS6601 3.50000000                                                     | CUSIP: 3140XNKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1224241 | PA      | $1136736.04   | 0.01%             | 2053-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6841 6% 01/01/54                     | FANNIE MAE POOL UMBS P#FS6841 6.00000000                                                     | CUSIP: 3140XNS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2364797 | PA      | $2468711.73   | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7303 5% 07/01/53                     | FANNIE MAE POOL UMBS P#FS7303 5.00000000                                                     | CUSIP: 3140XPDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       672396 | PA      | $672315.84    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7713 6% 04/01/54                     | FANNIE MAE POOL UMBS P#FS7713 6.00000000                                                     | CUSIP: 3140XPSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       676893 | PA      | $703830.12    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8880 5% 06/01/54                     | FANNIE MAE POOL UMBS P#FS8880 5.00000000                                                     | CUSIP: 3140XQ2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       914701 | PA      | $914733.19    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8572 6.5% 07/01/54                   | FANNIE MAE POOL UMBS P#FS8572 6.50000000                                                     | CUSIP: 3140XQQ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1439259 | PA      | $1505259.79   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8674 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#FS8674 6.50000000                                                     | CUSIP: 3140XQT80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       762080 | PA      | $794694.57    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8792 6% 08/01/54                     | FANNIE MAE POOL UMBS P#FS8792 6.00000000                                                     | CUSIP: 3140XQXW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1193156 | PA      | $1229337.94   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9437 3.5% 05/01/53                   | FANNIE MAE POOL UMBS P#FS9437 3.50000000                                                     | CUSIP: 3140XRPX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       877808 | PA      | $815064.75    | 0.00%             | 2053-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9994 6.5% 11/01/54                   | FANNIE MAE POOL UMBS P#FS9994 6.50000000                                                     | CUSIP: 3140XSC84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2267531 | PA      | $2374262.70   | 0.01%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0128 6% 03/01/55                     | FANNIE MAE POOL UMBS P#CC0128 6.00000000                                                     | CUSIP: 3140Y6EA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       287616 | PA      | $297398.86    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0257 6% 04/01/55                     | FANNIE MAE POOL UMBS P#CC0257 6.00000000                                                     | CUSIP: 3140Y6JB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1763001 | PA      | $1842066.21   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0376 5.5% 05/01/55                   | FANNIE MAE POOL UMBS P#CC0376 5.50000000                                                     | CUSIP: 3140Y6M23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1513357 | PA      | $1545768.68   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0750 6.5% 07/01/55                   | FANNIE MAE POOL UMBS P#CC0750 6.50000000                                                     | CUSIP: 3140Y6ZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1447301 | PA      | $1515783.27   | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB0524 4% 04/01/39                     | FANNIE MAE POOL UMBS P#AB0524 4.00000000                                                     | CUSIP: 31416VSN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       884635 | PA      | $877066.27    | 0.01%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4487 3% 02/01/27                     | FANNIE MAE POOL UMBS P#AB4487 3.00000000                                                     | CUSIP: 31417A6Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        52558 | PA      | $52200.83     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB3898 3% 11/01/26                     | FANNIE MAE POOL UMBS P#AB3898 3.00000000                                                     | CUSIP: 31417AKL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        52093 | PA      | $51775.92     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB3899 3% 11/01/26                     | FANNIE MAE POOL UMBS P#AB3899 3.00000000                                                     | CUSIP: 31417AKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        65282 | PA      | $64885.11     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4275 3% 01/01/27                     | FANNIE MAE POOL UMBS P#AB4275 3.00000000                                                     | CUSIP: 31417AXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        61180 | PA      | $60786.43     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4276 3% 01/01/27                     | FANNIE MAE POOL UMBS P#AB4276 3.00000000                                                     | CUSIP: 31417AXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        71118 | PA      | $70660.44     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4277 3% 01/01/27                     | FANNIE MAE POOL UMBS P#AB4277 3.00000000                                                     | CUSIP: 31417AXF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        35380 | PA      | $35152.64     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4280 3% 01/01/27                     | FANNIE MAE POOL UMBS P#AB4280 3.00000000                                                     | CUSIP: 31417AXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        63538 | PA      | $63129.17     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4927 3% 04/01/27                     | FANNIE MAE POOL UMBS P#AB4927 3.00000000                                                     | CUSIP: 31417BPM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       109070 | PA      | $108263.35    | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9465 3.5% 05/01/43                   | FANNIE MAE POOL UMBS P#AB9465 3.50000000                                                     | CUSIP: 31417GQT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3798 | PA      | $3628.35      | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1284 3% 12/01/42                     | FANNIE MAE POOL UMBS P#MA1284 3.00000000                                                     | CUSIP: 31418ANA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       199574 | PA      | $181722.38    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1404 3.5% 04/01/43                   | FANNIE MAE POOL UMBS P#MA1404 3.50000000                                                     | CUSIP: 31418AR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       166773 | PA      | $158692.91    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2270 3% 05/01/45                     | FANNIE MAE POOL UMBS P#MA2270 3.00000000                                                     | CUSIP: 31418BQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       270953 | PA      | $243014.46    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2356 3% 07/01/45                     | FANNIE MAE POOL UMBS P#MA2356 3.00000000                                                     | CUSIP: 31418BTN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        28376 | PA      | $25274.10     | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3542 3.5% 12/01/28                   | FANNIE MAE POOL UMBS P#MA3542 3.50000000                                                     | CUSIP: 31418C5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23599 | PA      | $23485.84     | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2705 3% 08/01/46                     | FANNIE MAE POOL UMBS P#MA2705 3.00000000                                                     | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       929715 | PA      | $846602.17    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2903 3% 02/01/32                     | FANNIE MAE POOL UMBS P#MA2903 3.00000000                                                     | CUSIP: 31418CGM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       212825 | PA      | $208248.60    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2931 3% 03/01/32                     | FANNIE MAE POOL UMBS P#MA2931 3.00000000                                                     | CUSIP: 31418CHH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       205001 | PA      | $200303.69    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2964 3% 04/01/32                     | FANNIE MAE POOL UMBS P#MA2964 3.00000000                                                     | CUSIP: 31418CJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1014183 | PA      | $990945.70    | 0.01%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2997 3% 05/01/32                     | FANNIE MAE POOL UMBS P#MA2997 3.00000000                                                     | CUSIP: 31418CKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       304720 | PA      | $297557.60    | 0.00%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3057 3.5% 07/01/47                   | FANNIE MAE POOL UMBS P#MA3057 3.50000000                                                     | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       344687 | PA      | $325795.04    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3060 3% 07/01/32                     | FANNIE MAE POOL UMBS P#MA3060 3.00000000                                                     | CUSIP: 31418CMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       670126 | PA      | $654941.82    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3090 3% 08/01/32                     | FANNIE MAE POOL UMBS P#MA3090 3.00000000                                                     | CUSIP: 31418CNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       267675 | PA      | $261464.02    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3132 3.5% 09/01/27                   | FANNIE MAE POOL UMBS P#MA3132 3.50000000                                                     | CUSIP: 31418CPS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        26878 | PA      | $26744.39     | 0.00%             | 2027-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3149 4% 10/01/47                     | FANNIE MAE POOL UMBS P#MA3149 4.00000000                                                     | CUSIP: 31418CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       390300 | PA      | $377777.23    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3184 4.5% 11/01/47                   | FANNIE MAE POOL UMBS P#MA3184 4.50000000                                                     | CUSIP: 31418CRE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       486458 | PA      | $481960.63    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3188 3% 11/01/32                     | FANNIE MAE POOL UMBS P#MA3188 3.00000000                                                     | CUSIP: 31418CRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       537457 | PA      | $525162.29    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3240 4.5% 01/01/48                   | FANNIE MAE POOL UMBS P#MA3240 4.50000000                                                     | CUSIP: 31418CS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        17725 | PA      | $17576.43     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3306 4% 03/01/48                     | FANNIE MAE POOL UMBS P#MA3306 4.00000000                                                     | CUSIP: 31418CU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        59967 | PA      | $58137.36     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3276 3.5% 02/01/48                   | FANNIE MAE POOL UMBS P#MA3276 3.50000000                                                     | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       576228 | PA      | $542347.01    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3353 4% 04/01/33                     | FANNIE MAE POOL UMBS P#MA3353 4.00000000                                                     | CUSIP: 31418CWP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       289586 | PA      | $290014.04    | 0.00%             | 2033-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3409 3% 07/01/33                     | FANNIE MAE POOL UMBS P#MA3409 3.00000000                                                     | CUSIP: 31418CYF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        69792 | PA      | $68126.35     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3440 3.5% 08/01/38                   | FANNIE MAE POOL UMBS P#MA3440 3.50000000                                                     | CUSIP: 31418CZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        81758 | PA      | $78826.80     | 0.00%             | 2038-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3443 4% 08/01/48                     | FANNIE MAE POOL UMBS P#MA3443 4.00000000                                                     | CUSIP: 31418CZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        97268 | PA      | $94019.51     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4378 2% 07/01/51                     | FANNIE MAE POOL UMBS P#MA4378 2.00000000                                                     | CUSIP: 31418D2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2210044 | PA      | $1800614.81   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4399 2.5% 08/01/51                   | FANNIE MAE POOL UMBS P#MA4399 2.50000000                                                     | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       581099 | PA      | $496350.73    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4414 2.5% 09/01/51                   | FANNIE MAE POOL UMBS P#MA4414 2.50000000                                                     | CUSIP: 31418D3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       428790 | PA      | $366188.00    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4437 2% 10/01/51                     | FANNIE MAE POOL UMBS P#MA4437 2.00000000                                                     | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9415708 | PA      | $7659641.04   | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4441 1.5% 10/01/36                   | FANNIE MAE POOL UMBS P#MA4441 1.50000000                                                     | CUSIP: 31418D5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       281331 | PA      | $255239.95    | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4442 2% 10/01/36                     | FANNIE MAE POOL UMBS P#MA4442 2.00000000                                                     | CUSIP: 31418D5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       263213 | PA      | $243801.52    | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4465 2% 11/01/51                     | FANNIE MAE POOL UMBS P#MA4465 2.00000000                                                     | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4708849 | PA      | $3829161.59   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4466 2.5% 11/01/51                   | FANNIE MAE POOL UMBS P#MA4466 2.50000000                                                     | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4384714 | PA      | $3749083.34   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4492 2% 12/01/51                     | FANNIE MAE POOL UMBS P#MA4492 2.00000000                                                     | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15075680 | PA      | $12254582.34  | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4493 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#MA4493 2.50000000                                                     | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6407264 | PA      | $5467827.60   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3634 3.5% 04/01/39                   | FANNIE MAE POOL UMBS P#MA3634 3.50000000                                                     | CUSIP: 31418DBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         9539 | PA      | $9182.19      | 0.00%             | 2039-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3712 4.5% 06/01/39                   | FANNIE MAE POOL UMBS P#MA3712 4.50000000                                                     | CUSIP: 31418DDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        17067 | PA      | $17088.07     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3742 3.5% 08/01/39                   | FANNIE MAE POOL UMBS P#MA3742 3.50000000                                                     | CUSIP: 31418DEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       124303 | PA      | $119538.55    | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4026 4% 05/01/50                     | FANNIE MAE POOL UMBS P#MA4026 4.00000000                                                     | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       743954 | PA      | $715345.22    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4077 2% 07/01/50                     | FANNIE MAE POOL UMBS P#MA4077 2.00000000                                                     | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1224907 | PA      | $1000247.24   | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4048 3% 06/01/50                     | FANNIE MAE POOL UMBS P#MA4048 3.00000000                                                     | CUSIP: 31418DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       227302 | PA      | $203714.34    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4097 3% 08/01/50                     | FANNIE MAE POOL UMBS P#MA4097 3.00000000                                                     | CUSIP: 31418DRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        56927 | PA      | $50966.16     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4099 2.5% 08/01/35                   | FANNIE MAE POOL UMBS P#MA4099 2.50000000                                                     | CUSIP: 31418DRV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       168408 | PA      | $160117.92    | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4158 2% 10/01/50                     | FANNIE MAE POOL UMBS P#MA4158 2.00000000                                                     | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       814649 | PA      | $666190.72    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4181 1.5% 11/01/50                   | FANNIE MAE POOL UMBS P#MA4181 1.50000000                                                     | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1161813 | PA      | $898022.57    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4208 2% 12/01/50                     | FANNIE MAE POOL UMBS P#MA4208 2.00000000                                                     | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6780376 | PA      | $5544750.80   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4210 2.5% 12/01/50                   | FANNIE MAE POOL UMBS P#MA4210 2.50000000                                                     | CUSIP: 31418DVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       774054 | PA      | $662748.73    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4325 2% 05/01/51                     | FANNIE MAE POOL UMBS P#MA4325 2.00000000                                                     | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       812795 | PA      | $662730.39    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4357 3% 06/01/51                     | FANNIE MAE POOL UMBS P#MA4357 3.00000000                                                     | CUSIP: 31418DZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5561166 | PA      | $4945539.56   | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5296 5.5% 03/01/54                   | FANNIE MAE POOL UMBS P#MA5296 5.50000000                                                     | CUSIP: 31418E3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6755019 | PA      | $6859252.16   | 0.04%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5353 5.5% 05/01/54                   | FANNIE MAE POOL UMBS P#MA5353 5.50000000                                                     | CUSIP: 31418E5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2209343 | PA      | $2243321.36   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5385 4% 06/01/54                     | FANNIE MAE POOL UMBS P#MA5385 4.00000000                                                     | CUSIP: 31418E6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1622138 | PA      | $1541253.28   | 0.01%             | 2054-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4512 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#MA4512 2.50000000                                                     | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11212004 | PA      | $9584251.34   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4536 2% 02/01/37                     | FANNIE MAE POOL UMBS P#MA4536 2.00000000                                                     | CUSIP: 31418EBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       726597 | PA      | $673445.71    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4566 1.5% 03/01/37                   | FANNIE MAE POOL UMBS P#MA4566 1.50000000                                                     | CUSIP: 31418ECC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       355569 | PA      | $322089.48    | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4583 2.5% 04/01/37                   | FANNIE MAE POOL UMBS P#MA4583 2.50000000                                                     | CUSIP: 31418ECV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       304503 | PA      | $288476.68    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4597 2% 05/01/52                     | FANNIE MAE POOL UMBS P#MA4597 2.00000000                                                     | CUSIP: 31418EDB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3143835 | PA      | $2553557.33   | 0.02%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4599 3% 05/01/52                     | FANNIE MAE POOL UMBS P#MA4599 3.00000000                                                     | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2513420 | PA      | $2232299.59   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4600 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#MA4600 3.50000000                                                     | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1507884 | PA      | $1400105.00   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4603 2.5% 05/01/37                   | FANNIE MAE POOL UMBS P#MA4603 2.50000000                                                     | CUSIP: 31418EDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        98057 | PA      | $92865.79     | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4652 2.5% 07/01/52                   | FANNIE MAE POOL UMBS P#MA4652 2.50000000                                                     | CUSIP: 31418EE22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8708067 | PA      | $7412475.71   | 0.05%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4632 3% 06/01/42                     | FANNIE MAE POOL UMBS P#MA4632 3.00000000                                                     | CUSIP: 31418EEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       285872 | PA      | $265992.11    | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4643 3% 05/01/42                     | FANNIE MAE POOL UMBS P#MA4643 3.00000000                                                     | CUSIP: 31418EER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       594919 | PA      | $554018.27    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4660 3% 07/01/42                     | FANNIE MAE POOL UMBS P#MA4660 3.00000000                                                     | CUSIP: 31418EFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1068644 | PA      | $999469.63    | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4695 3% 07/01/42                     | FANNIE MAE POOL UMBS P#MA4695 3.00000000                                                     | CUSIP: 31418EGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        68509 | PA      | $63756.11     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4700 4% 08/01/52                     | FANNIE MAE POOL UMBS P#MA4700 4.00000000                                                     | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       411622 | PA      | $391406.44    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4726 4% 09/01/37                     | FANNIE MAE POOL UMBS P#MA4726 4.00000000                                                     | CUSIP: 31418EHC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       133506 | PA      | $132032.64    | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4733 4.5% 09/01/52                   | FANNIE MAE POOL UMBS P#MA4733 4.50000000                                                     | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1876531 | PA      | $1841653.88   | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4785 5% 10/01/52                     | FANNIE MAE POOL UMBS P#MA4785 5.00000000                                                     | CUSIP: 31418EJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       967719 | PA      | $971793.79    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4774 3% 10/01/37                     | FANNIE MAE POOL UMBS P#MA4774 3.00000000                                                     | CUSIP: 31418EJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       688202 | PA      | $663208.37    | 0.00%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4797 4% 11/01/37                     | FANNIE MAE POOL UMBS P#MA4797 4.00000000                                                     | CUSIP: 31418EKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       195173 | PA      | $193019.22    | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4805 4.5% 11/01/52                   | FANNIE MAE POOL UMBS P#MA4805 4.50000000                                                     | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       358742 | PA      | $351963.62    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4806 5% 11/01/52                     | FANNIE MAE POOL UMBS P#MA4806 5.00000000                                                     | CUSIP: 31418EKU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       463882 | PA      | $465069.62    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4876 6% 12/01/52                     | FANNIE MAE POOL UMBS P#MA4876 6.00000000                                                     | CUSIP: 31418EM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       235856 | PA      | $243722.10    | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4894 6% 01/01/53                     | FANNIE MAE POOL UMBS P#MA4894 6.00000000                                                     | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       724556 | PA      | $745394.35    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4918 5% 02/01/53                     | FANNIE MAE POOL UMBS P#MA4918 5.00000000                                                     | CUSIP: 31418EPC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1176363 | PA      | $1179254.78   | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5023 4% 05/01/38                     | FANNIE MAE POOL UMBS P#MA5023 4.00000000                                                     | CUSIP: 31418ESM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        88375 | PA      | $87319.90     | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5071 5% 07/01/53                     | FANNIE MAE POOL UMBS P#MA5071 5.00000000                                                     | CUSIP: 31418ET59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1091130 | PA      | $1093418.77   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5073 6% 07/01/53                     | FANNIE MAE POOL UMBS P#MA5073 6.00000000                                                     | CUSIP: 31418ET75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       972067 | PA      | $1000344.59   | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5106 5% 08/01/53                     | FANNIE MAE POOL UMBS P#MA5106 5.00000000                                                     | CUSIP: 31418EU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       976811 | PA      | $978356.18    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5097 4.5% 07/01/43                   | FANNIE MAE POOL UMBS P#MA5097 4.50000000                                                     | CUSIP: 31418EUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       796343 | PA      | $798805.57    | 0.00%             | 2043-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5207 4% 11/01/53                     | FANNIE MAE POOL UMBS P#MA5207 4.00000000                                                     | CUSIP: 31418EYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6295545 | PA      | $6004045.09   | 0.04%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5223 4% 11/01/38                     | FANNIE MAE POOL UMBS P#MA5223 4.00000000                                                     | CUSIP: 31418EYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        53765 | PA      | $53123.09     | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5496 5% 10/01/54                     | FANNIE MAE POOL UMBS P#MA5496 5.00000000                                                     | CUSIP: 31418FDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2741844 | PA      | $2739254.64   | 0.02%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5556 4% 12/01/39                     | FANNIE MAE POOL UMBS P#MA5556 4.00000000                                                     | CUSIP: 31418FE60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1733709 | PA      | $1713006.72   | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5581 3.5% 12/01/39                   | FANNIE MAE POOL UMBS P#MA5581 3.50000000                                                     | CUSIP: 31418FFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3373078 | PA      | $3281698.67   | 0.02%             | 2039-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5680 6% 04/01/45                     | FANNIE MAE POOL UMBS P#MA5680 6.00000000                                                     | CUSIP: 31418FJ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       279293 | PA      | $288125.81    | 0.00%             | 2045-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5742 6% 06/01/45                     | FANNIE MAE POOL UMBS P#MA5742 6.00000000                                                     | CUSIP: 31418FLY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       238117 | PA      | $245144.69    | 0.00%             | 2045-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5794 6.5% 08/01/55                   | FANNIE MAE POOL UMBS P#MA5794 6.50000000                                                     | CUSIP: 31418FNL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3246547 | PA      | $3372653.82   | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FAMCA 2.15% 07/23/40                          | FEDERAL AGRICULTURAL MORTGAGE CORP MTN 2.15000000                                            | CUSIP: 31422BJ76<br>LEI: 549300MS654K78GYF580 | Long             | DBT              | USGA              | US        |       223000 | PA      | $157014.21    | 0.00%             | 2040-07-23      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FAMCA 2% 10/27/31                             | FEDERAL AGRICULTURAL MORTGAGE CORP MTN 2.00000000                                            | CUSIP: 31422XPG1<br>LEI: 549300MS654K78GYF580 | Long             | DBT              | USGA              | US        |      1000000 | PA      | $895104.83    | 0.01%             | 2031-10-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNS 429 161 2% 03/25/51                       | FANNIE MAE INTEREST STRIP SER 429 CL 161 2.00000000                                          | CUSIP: 31423YSD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2485302 | PA      | $257311.59    | 0.00%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNS 429 162 2% 03/25/51                       | FANNIE MAE INTEREST STRIP SER 429 CL 162 2.00000000                                          | CUSIP: 31423YSE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1929117 | PA      | $199756.21    | 0.00%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNS 429 163 2% 02/25/51                       | FANNIE MAE INTEREST STRIP SER 429 CL 163 2.00000000                                          | CUSIP: 31423YSF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       453273 | PA      | $46452.14     | 0.00%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNS 429 164 2% 03/25/51                       | FANNIE MAE INTEREST STRIP SER 429 CL 164 2.00000000                                          | CUSIP: 31423YSG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       851992 | PA      | $89628.01     | 0.00%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX0519 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX0519 5.50000000                                                    | CUSIP: 31425USH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       176802 | PA      | $181343.52    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX0550 6% 12/01/54                     | FREDDIE MAC POOL UMBS P#QX0550 6.00000000                                                    | CUSIP: 31425UTG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       289615 | PA      | $301097.64    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX0552 6% 12/01/54                     | FREDDIE MAC POOL UMBS P#QX0552 6.00000000                                                    | CUSIP: 31425UTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       279202 | PA      | $291942.52    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1580 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1580 5.50000000                                                    | CUSIP: 31425VXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       120708 | PA      | $123246.66    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1612 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1612 5.50000000                                                    | CUSIP: 31425VYJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       175127 | PA      | $178830.22    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1617 6% 12/01/54                     | FREDDIE MAC POOL UMBS P#QX1617 6.00000000                                                    | CUSIP: 31425VYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       179246 | PA      | $185226.02    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1626 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1626 5.50000000                                                    | CUSIP: 31425VYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        92442 | PA      | $94434.34     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1636 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1636 5.50000000                                                    | CUSIP: 31425VZA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       279862 | PA      | $288367.34    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1641 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1641 5.50000000                                                    | CUSIP: 31425VZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       410993 | PA      | $422401.18    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX2583 5.5% 01/01/55                   | FREDDIE MAC POOL UMBS P#QX2583 5.50000000                                                    | CUSIP: 31425W2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       609663 | PA      | $626525.91    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX2596 6% 01/01/55                     | FREDDIE MAC POOL UMBS P#QX2596 6.00000000                                                    | CUSIP: 31425W3E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       462356 | PA      | $478145.65    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX2567 6% 01/01/55                     | FREDDIE MAC POOL UMBS P#QX2567 6.00000000                                                    | CUSIP: 31425WZ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       480787 | PA      | $497518.39    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX2553 5.5% 01/01/55                   | FREDDIE MAC POOL UMBS P#QX2553 5.50000000                                                    | CUSIP: 31425WZT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       245549 | PA      | $250740.09    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4041 6% 01/01/55                     | FREDDIE MAC POOL UMBS P#QX4041 6.00000000                                                    | CUSIP: 31425YP35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       903362 | PA      | $943245.92    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4075 6% 01/01/55                     | FREDDIE MAC POOL UMBS P#QX4075 6.00000000                                                    | CUSIP: 31425YQ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       203568 | PA      | $211638.28    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4071 6% 01/01/55                     | FREDDIE MAC POOL UMBS P#QX4071 6.00000000                                                    | CUSIP: 31425YQZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       387514 | PA      | $405191.57    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX5294 6% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX5294 6.00000000                                                    | CUSIP: 31426A3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       563211 | PA      | $589179.53    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0873 6% 04/01/55                     | FREDDIE MAC POOL UMBS P#SL0873 6.00000000                                                    | CUSIP: 31427M6K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       505002 | PA      | $527958.21    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0874 6% 03/01/55                     | FREDDIE MAC POOL UMBS P#SL0874 6.00000000                                                    | CUSIP: 31427M6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       923185 | PA      | $965751.23    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0425 6% 02/01/55                     | FREDDIE MAC POOL UMBS P#SL0425 6.00000000                                                    | CUSIP: 31427MPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       643200 | PA      | $671220.65    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0722 5.5% 03/01/55                   | FREDDIE MAC POOL UMBS P#SL0722 5.50000000                                                    | CUSIP: 31427MYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       905001 | PA      | $925014.04    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1137 6% 05/01/55                     | FREDDIE MAC POOL UMBS P#SL1137 6.00000000                                                    | CUSIP: 31427NHP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       491342 | PA      | $504690.54    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1272 6.5% 02/01/55                   | FREDDIE MAC POOL UMBS P#SL1272 6.50000000                                                    | CUSIP: 31427NMW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       697320 | PA      | $732869.78    | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1274 5.5% 02/01/55                   | FREDDIE MAC POOL UMBS P#SL1274 5.50000000                                                    | CUSIP: 31427NMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1878750 | PA      | $1908364.12   | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1454 6% 06/01/55                     | FREDDIE MAC POOL UMBS P#SL1454 6.00000000                                                    | CUSIP: 31427NTL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       420808 | PA      | $439304.59    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2638 6.5% 06/01/55                   | FREDDIE MAC POOL UMBS P#SL2638 6.50000000                                                    | CUSIP: 31427P4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       127571 | PA      | $135691.47    | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2639 6.5% 07/01/55                   | FREDDIE MAC POOL UMBS P#SL2639 6.50000000                                                    | CUSIP: 31427P4Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       226993 | PA      | $241168.58    | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2640 6.5% 06/01/55                   | FREDDIE MAC POOL UMBS P#SL2640 6.50000000                                                    | CUSIP: 31427P5A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       124349 | PA      | $132001.33    | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2641 6.5% 08/01/55                   | FREDDIE MAC POOL UMBS P#SL2641 6.50000000                                                    | CUSIP: 31427P5B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       252929 | PA      | $268187.42    | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2642 6.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#SL2642 6.50000000                                                    | CUSIP: 31427P5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       203173 | PA      | $214938.62    | 0.00%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2643 6.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#SL2643 6.50000000                                                    | CUSIP: 31427P5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       317385 | PA      | $335092.06    | 0.00%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2644 6.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#SL2644 6.50000000                                                    | CUSIP: 31427P5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       499842 | PA      | $527426.61    | 0.00%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2645 6.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#SL2645 6.50000000                                                    | CUSIP: 31427P5F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       510028 | PA      | $537556.95    | 0.00%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1881 6.5% 07/01/55                   | FREDDIE MAC POOL UMBS P#SL1881 6.50000000                                                    | CUSIP: 31427PCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1061706 | PA      | $1104077.31   | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1901 6% 08/01/55                     | FREDDIE MAC POOL UMBS P#SL1901 6.00000000                                                    | CUSIP: 31427PDF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2564406 | PA      | $2638846.36   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2065 6% 08/01/55                     | FREDDIE MAC POOL UMBS P#SL2065 6.00000000                                                    | CUSIP: 31427PJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1955492 | PA      | $2034739.21   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2468 5.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#SL2468 5.50000000                                                    | CUSIP: 31427PW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4291671 | PA      | $4417449.68   | 0.03%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2469 5.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#SL2469 5.50000000                                                    | CUSIP: 31427PW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1463309 | PA      | $1505223.14   | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2513 2% 08/01/52                     | FREDDIE MAC POOL UMBS P#SL2513 2.00000000                                                    | CUSIP: 31427PYK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4155811 | PA      | $3375515.81   | 0.02%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL3048 6% 09/01/55                     | FREDDIE MAC POOL UMBS P#SL3048 6.00000000                                                    | CUSIP: 31427QL67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2492647 | PA      | $2589838.48   | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 5.25% 05/15/50                     | FEDEX CORP REGD SER * 5.25000000                                                             | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |        55000 | PA      | $50760.33     | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHS 399 C29 2% 06/25/52                       | FREDDIE MAC STRIPS SER 399 CL C29 2.00000000                                                 | CUSIP: 3142G4VX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8544543 | PA      | $1050142.09   | 0.01%             | 2052-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHS 399 C30 2% 06/25/51                       | FREDDIE MAC STRIPS SER 399 CL C30 2.00000000                                                 | CUSIP: 3142G4VZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66681814 | PA      | $8075846.45   | 0.05%             | 2051-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0841 6% 02/01/54                     | FREDDIE MAC POOL UMBS P#RJ0841 6.00000000                                                    | CUSIP: 3142GQ5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       386106 | PA      | $401509.30    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0858 6.5% 02/01/54                   | FREDDIE MAC POOL UMBS P#RJ0858 6.50000000                                                    | CUSIP: 3142GQ5U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       382770 | PA      | $399352.76    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0007 6.5% 10/01/53                   | FREDDIE MAC POOL UMBS P#RJ0007 6.50000000                                                    | CUSIP: 3142GQAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       305871 | PA      | $322121.25    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0325 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#RJ0325 6.50000000                                                    | CUSIP: 3142GQLF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       156970 | PA      | $163486.54    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0527 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#RJ0527 6.50000000                                                    | CUSIP: 3142GQSR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        48732 | PA      | $50696.34     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0528 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#RJ0528 6.50000000                                                    | CUSIP: 3142GQSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       157403 | PA      | $164668.68    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0530 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#RJ0530 6.50000000                                                    | CUSIP: 3142GQSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       492620 | PA      | $512972.02    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0707 6.5% 01/01/54                   | FREDDIE MAC POOL UMBS P#RJ0707 6.50000000                                                    | CUSIP: 3142GQYD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1091540 | PA      | $1150028.50   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0717 6.5% 01/01/54                   | FREDDIE MAC POOL UMBS P#RJ0717 6.50000000                                                    | CUSIP: 3142GQYP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        73781 | PA      | $77034.23     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0992 5% 05/01/54                     | FREDDIE MAC POOL UMBS P#RJ0992 5.00000000                                                    | CUSIP: 3142GRC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       487297 | PA      | $486936.89    | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1067 5.5% 03/01/54                   | FREDDIE MAC POOL UMBS P#RJ1067 5.50000000                                                    | CUSIP: 3142GRFH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2252536 | PA      | $2291100.30   | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1373 5.5% 01/01/54                   | FREDDIE MAC POOL UMBS P#RJ1373 5.50000000                                                    | CUSIP: 3142GRQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       496832 | PA      | $504498.51    | 0.00%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1437 6.5% 05/01/54                   | FREDDIE MAC POOL UMBS P#RJ1437 6.50000000                                                    | CUSIP: 3142GRS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       584930 | PA      | $617221.47    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1422 6% 05/01/54                     | FREDDIE MAC POOL UMBS P#RJ1422 6.00000000                                                    | CUSIP: 3142GRSL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       633677 | PA      | $661690.88    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1979 6.5% 07/01/54                   | FREDDIE MAC POOL UMBS P#RJ1979 6.50000000                                                    | CUSIP: 3142GSFV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1772278 | PA      | $1855677.89   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2155 5% 10/01/54                     | FREDDIE MAC POOL UMBS P#RJ2155 5.00000000                                                    | CUSIP: 3142GSMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4337920 | PA      | $4365596.07   | 0.03%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2213 6% 08/01/54                     | FREDDIE MAC POOL UMBS P#RJ2213 6.00000000                                                    | CUSIP: 3142GSN79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       845787 | PA      | $874399.61    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2269 5.5% 05/01/54                   | FREDDIE MAC POOL UMBS P#RJ2269 5.50000000                                                    | CUSIP: 3142GSQX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       486936 | PA      | $494399.83    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2302 6% 09/01/54                     | FREDDIE MAC POOL UMBS P#RJ2302 6.00000000                                                    | CUSIP: 3142GSRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       727869 | PA      | $755816.32    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ3494 6% 02/01/55                     | FREDDIE MAC POOL UMBS P#RJ3494 6.00000000                                                    | CUSIP: 3142GT3C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1713785 | PA      | $1765936.24   | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2746 5.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#RJ2746 5.50000000                                                    | CUSIP: 3142GTBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       901968 | PA      | $919489.80    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2908 5.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#RJ2908 5.50000000                                                    | CUSIP: 3142GTGS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1167165 | PA      | $1195934.42   | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2926 6% 11/01/54                     | FREDDIE MAC POOL UMBS P#RJ2926 6.00000000                                                    | CUSIP: 3142GTHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       508675 | PA      | $523381.20    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ3722 5.5% 03/01/55                   | FREDDIE MAC POOL UMBS P#RJ3722 5.50000000                                                    | CUSIP: 3142GUD42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3807230 | PA      | $3881185.86   | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4130 6% 05/01/55                     | FREDDIE MAC POOL UMBS P#RJ4130 6.00000000                                                    | CUSIP: 3142GUSU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       650905 | PA      | $674178.91    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4585 6% 08/01/55                     | FREDDIE MAC POOL UMBS P#RJ4585 6.00000000                                                    | CUSIP: 3142GVCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2947871 | PA      | $3033593.90   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4826 5.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#RJ4826 5.50000000                                                    | CUSIP: 3142GVLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2653554 | PA      | $2729565.54   | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4828 5.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#RJ4828 5.50000000                                                    | CUSIP: 3142GVLJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2565619 | PA      | $2645613.90   | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RQ0051 6.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#RQ0051 6.50000000                                                    | CUSIP: 3142J6BV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        20094 | PA      | $20874.18     | 0.00%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RR0033 5.5% 10/01/40                   | FREDDIE MAC POOL UMBS P#RR0033 5.50000000                                                    | CUSIP: 3142JCBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1723762 | PA      | $1768105.75   | 0.01%             | 2040-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RR0039 5.5% 11/01/40                   | FREDDIE MAC POOL UMBS P#RR0039 5.50000000                                                    | CUSIP: 3142JCBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       588718 | PA      | $603840.78    | 0.00%             | 2040-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEGAL & G 5.875% 04/05/33/GBP/                | LEGAL & GENERAL FIN PLC /GBP/ REGD REG S EMTN 5.87500000                                     | CUSIP: G5436FCC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       425000 | PA      | $607037.72    | 0.00%             | 2033-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRIS 5% 10/03/34                | FERGUSON ENTERPRISES INC REGD 5.00000000                                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |        90000 | PA      | $90964.76     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL IN 3.1% 03/01/41                | FIDELITY NATL INFO SERV REGD 3.10000000                                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |        80000 | PA      | $59519.28     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 4.5% 08/15/28                | FIDELITY NATL FINANCIAL REGD SER WI 4.50000000                                               | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10065.24     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 3.4% 06/15/30                | FIDELITY NATL FINANCIAL REGD 3.40000000                                                      | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9553.36      | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 3.2% 09/17/51                | FIDELITY NATL FINANCIAL REGD 3.20000000                                                      | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |        20000 | PA      | $12697.06     | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCO V/R 07/28/30                | FIFTH THIRD BANCORP REGD V/R 4.77200000                                                      | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |        11000 | PA      | $11139.06     | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCO V/R 07/27/29                | FIFTH THIRD BANCORP REGD V/R 6.33900000                                                      | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      1415000 | PA      | $1490555.62   | 0.01%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCO V/R 01/29/32                | FIFTH THIRD BANCORP REGD V/R 5.63100000                                                      | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |        44000 | PA      | $46217.30     | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCO V/R 09/06/30                | FIFTH THIRD BANCORP REGD V/R 4.89500000                                                      | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       120000 | PA      | $121995.18    | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| C/O OTC ECAL FN 4.0 1-56 95                   | CALL OPTION ON                 OTC ECAL FN 4.0 1-56 95 08 SAL 0.00000000                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |    -10000000 | NC      | $-6350.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 4.0 2-56 93 24                | PUT OPTION ON 100SHS           OTC EPUT FN 4.0 2-56 93 24 BOA 0.00000000                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |     -6000000 | NC      | $-11224.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCR FINANCE 5.1% 03/07/51/GBP/                | LCR FINANCE PLC /GBP/ REGD 5.10000000                                                        | CUSIP: G5373RAC5<br>LEI: N/A                  | Long             | DBT              | USGA              | GB        |       350000 | PA      | $453502.95    | 0.00%             | 2051-03-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.09800 L 02/06/35 BOA      | ORO FWD USD 10Y P 4.09800 L 02/06/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      1900000 | NC      | $133685.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.09800 L 02/06/35 BOA      | ORO FWD USD 10Y C 4.09800 L 02/06/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      1900000 | NC      | $66689.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.26500 L 05/01/35 BOA      | ORO FWD USD 10Y P 4.26500 L 05/01/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2500000 | NC      | $163269.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.26500 L 05/01/35 BOA      | ORO FWD USD 10Y C 4.26500 L 05/01/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2500000 | NC      | $98608.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.30750 L 05/02/35 DUB      | ORO FWD USD 10Y P 4.30750 L 05/02/35 DUB 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      5000000 | NC      | $320471.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.30750 L 05/02/35 DUB      | ORO FWD USD 10Y C 4.30750 L 05/02/35 DUB 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      5000000 | NC      | $203027.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.47000 L 06/04/35 BOA      | ORO FWD USD 10Y P 4.47000 L 06/04/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2500000 | NC      | $149121.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.47000 L 06/04/35 BOA      | ORO FWD USD 10Y C 4.47000 L 06/04/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2500000 | NC      | $113014.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.44000 L 06/18/35 DUB      | ORO FWD USD 10Y P 4.44000 L 06/18/35 DUB 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      3900000 | NC      | $235730.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.44000 L 06/18/35 DUB      | ORO FWD USD 10Y C 4.44000 L 06/18/35 DUB 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      3900000 | NC      | $172833.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.40000 L 06/25/35 BOA      | ORO FWD USD 10Y C 4.40000 L 06/25/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     10000000 | NC      | $431626.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.40000 L 06/25/35 BOA      | ORO FWD USD 10Y P 4.40000 L 06/25/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      5000000 | NC      | $307580.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.55875 L 07/09/35 DUB      | ORO FWD USD 10Y C 4.55875 L 07/09/35 DUB 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      9200000 | NC      | $439878.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.55875 L 07/09/35 DUB      | ORO FWD USD 10Y P 4.55875 L 07/09/35 DUB 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      4600000 | NC      | $263898.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.64000 L 07/23/35 BOA      | ORO FWD USD 10Y P 4.64000 L 07/23/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      4900000 | NC      | $271341.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.64000 L 07/23/35 BOA      | ORO FWD USD 10Y C 4.64000 L 07/23/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      9800000 | NC      | $492917.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.46000 L   08/06/35 DUB    | ORO FWD USD 10Y P 4.46000 L   08/06/35 DUB 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      6800000 | NC      | $407439.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.46000 L 08/06/35 DUB      | ORO FWD USD 10Y C 4.46000 L 08/06/35 DUB 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      6800000 | NC      | $305112.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.42700 L 08/06/35 BOA      | ORO FWD USD 10Y P 4.42700 L 08/06/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      4800000 | NC      | $291780.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.42700 L 08/06/35 BOA      | ORO FWD USD 10Y C 4.42700 L 08/06/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      4800000 | NC      | $210799.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.48500 L 08/07/35 MYC      | ORO FWD USD 10Y P 4.48500 L 08/07/35 MYC 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      4400000 | NC      | $260786.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.48500 L 08/07/35 MYC      | ORO FWD USD 10Y C 4.48500 L 08/07/35 MYC 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      4400000 | NC      | $200648.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.69300 L 08/27/35 BOA      | ORO FWD USD 10Y P 4.69300 L 08/27/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      3200000 | NC      | $173263.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.69300 L 08/27/35 BOA      | ORO FWD USD 10Y C 4.69300 L 08/27/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      3200000 | NC      | $166173.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO USD 7Y P 3.63500 L 09/14/26 DUB           | ORO USD 7Y P 3.63500 L 09/14/26 DUB 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      7500000 | NC      | $122667.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO USD 7Y C 3.13500 L 09/14/26 DUB           | ORO USD 7Y C 3.13500 L 09/14/26 DUB 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      7500000 | NC      | $38653.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORO USD 7Y C 3.19400 L 03/04/26 BOA           | ORO USD 7Y C 3.19400 L 03/04/26 BOA 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     36300000 | NC      | $34782.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST AMERICAN  5.45% 09/30/34                | FIRST AMERICAN FINANCIAL REGD 5.45000000                                                     | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |        63000 | PA      | $63119.36     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BA V/R 09/05/35                | FIRST CITIZENS BANCSHARE REGD V/R 5.60000000                                                 | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |       195000 | PA      | $194839.15    | 0.00%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON COR V/R 03/07/31                | FIRST HORIZON CORP REGD V/R 5.51400000                                                       | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |      1460000 | PA      | $1509730.78   | 0.01%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| NORTHUMBR 5.625% 04/29/33/GBP/                | NORTHUMBRIAN WATER FIN /GBP/ REGD 5.62500000                                                 | CUSIP: G6661MAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       425000 | PA      | $579320.60    | 0.00%             | 2033-04-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 03/07/36/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HKL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      7219000 | PA      | $9473323.76   | 0.06%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARTESIAN FINA 6% 09/30/33/GBP/                | ARTESIAN FINANCE II /GBP/ REGD EMTN 6.00000000                                               | CUSIP: G0504HAA4<br>LEI: 213800SC4ON8GU2Q2Q62 | Long             | DBT              | CORP              | GB        |        30000 | PA      | $41808.26     | 0.00%             | 2033-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC 3.5% 07/01/29                      | FISERV INC REGD 3.50000000                                                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       170000 | PA      | $164969.25    | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.6% 03/02/33                      | FISERV INC REGD 5.60000000                                                                   | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       780000 | PA      | $806166.61    | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.625% 08/21/33                    | FISERV INC REGD 5.62500000                                                                   | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1094653.19   | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.35% 03/15/31                     | FISERV INC REGD 5.35000000                                                                   | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       360000 | PA      | $369660.30    | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.55% 02/15/31                     | FISERV INC REGD 4.55000000                                                                   | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       260000 | PA      | $257522.22    | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.25% 08/11/35                     | FISERV INC REGD 5.25000000                                                                   | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       305000 | PA      | $304878.16    | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP 3.4% 03/01/50                | FIRSTENERGY CORP REGD SER C 3.40000000                                                       | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |        10000 | PA      | $6923.32      | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLAT 2019-1A AR2 V/R 11/16/34                 | FLATIRON CLO 19 LTD SER 2019-1A CL AR2 V/R REGD 144A P/P 5.03181000                          | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       712758 | PA      | $712814.85    | 0.00%             | 2034-11-16      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & 3.95% 03/01/48                | FLORIDA POWER & LIGHT CO REGD 3.95000000                                                     | CUSIP: 341081FQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $400769.02    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER  2.875% 12/04/51                | FLORIDA POWER & LIGHT CO REGD 2.87500000                                                     | CUSIP: 341081GE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $31996.19     | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 2.45% 02/03/32                | FLORIDA POWER & LIGHT CO REGD 2.45000000                                                     | CUSIP: 341081GG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $18073.50     | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER &  5.3% 04/01/53                | FLORIDA POWER & LIGHT CO REGD 5.30000000                                                     | CUSIP: 341081GM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9614.48      | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER &  5.8% 03/15/65                | FLORIDA POWER & LIGHT CO REGD 5.80000000                                                     | CUSIP: 341081GZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       116000 | PA      | $118393.91    | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER &  5.6% 02/15/66                | FLORIDA POWER & LIGHT CO REGD 5.60000000                                                     | CUSIP: 341081HB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       165000 | PA      | $162975.16    | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IBRD 2.5% 08/02/33/CNH/                       | INTERNATIONAL BANK FOR         RECONSTRUCTION & DEVELOPMENT   /CNH/ EMTN 2.50000000          | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | USGA              | N/A       |     18000000 | PA      | $2645967.49   | 0.02%             | 2033-08-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMP 3.25% 02/12/32                | FORD MOTOR COMPANY REGD 3.25000000                                                           | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       700000 | PA      | $617672.71    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT  4% 11/13/30                | FORD MOTOR CREDIT CO LLC REGD 4.00000000                                                     | CUSIP: 345397B36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       545000 | PA      | $514772.95    | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 4.95% 05/28/27                | FORD MOTOR CREDIT CO LLC REGD 4.95000000                                                     | CUSIP: 345397C27<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3065000 | PA      | $3076448.82   | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 7.35% 03/06/30                | FORD MOTOR CREDIT CO LLC REGD 7.35000000                                                     | CUSIP: 345397C68<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1203045.00   | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 6.798% 11/07/28                | FORD MOTOR CREDIT CO LLC REGD 6.79800000                                                     | CUSIP: 345397D59<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $209894.81    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.875% 11/07/29                | FORD MOTOR CREDIT CO LLC REGD 5.87500000                                                     | CUSIP: 345397G49<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1848894.62   | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 5.73% 09/05/30                | FORD MOTOR CREDIT CO LLC REGD 5.73000000                                                     | CUSIP: 345397H48<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       280000 | PA      | $284627.04    | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  2.625% 07/04/28/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 2.62500000                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $5920933.73   | 0.04%             | 2028-07-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FORTINET INC 2.2% 03/15/31                    | FORTINET INC REGD 2.20000000                                                                 | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17923.80     | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 3.8% 10/27/30/CNH/                | AGRICUL DEV BANK CHINA /CNH/ REGD REG S 3.80000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |     14350000 | PA      | $2223058.93   | 0.01%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DRYD 2017-2 V/R 04/15/33 /EUR/                | DRYDEN 27 R EURO CLO 2017 DAC SER 2017-27A CL AR V/R REGD 144A P/P /EUR/ 2.68600000          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      4169415 | PA      | $4900065.40   | 0.03%             | 2033-04-15      | Variable      | 2.69%                 | Yes           |                  2 | On Loan: No      |
| HONG KONG 3% 11/30/26/CNH/                    | HONG KONG /CNH/ REGD REG S     EMTN SER GMTN 3.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | HK        |     10000000 | PA      | $1450055.91   | 0.01%             | 2026-11-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  1.125% 06/04/37/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 1.12500000                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $4637339.17   | 0.03%             | 2037-06-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROU V/R 02/28/34/EUR/                | NATWEST GROUP PLC /EUR/ REGD V/R REG S EMTN 5.76300000                                       | CUSIP: G6422BAL9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $3132751.59   | 0.02%             | 2034-02-28      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 06/01/33/EUR/                     | BPCE SA /EUR/ REGD V/R REG S EMTN 5.75000000                                                 | CUSIP: F1883HSV9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2900000 | PA      | $3607468.26   | 0.02%             | 2033-06-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 3.5% 09/27/38/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 3.50000000                                                 | CUSIP: N14289HC4<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       100000 | PA      | $117076.64    | 0.00%             | 2038-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLD 6.25% 01/25/35                | FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.25000000                                               | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       975000 | PA      | $1036363.96   | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 6.2% 01/25/37                | FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.20000000                                               | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1640000 | PA      | $1727859.10   | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FOX CORP 5.476% 01/25/39                      | FOX CORP REGD SER WI 5.47600000                                                              | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       108000 | PA      | $108576.56    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FOX CORP 5.576% 01/25/49                      | FOX CORP REGD SER WI 5.57600000                                                              | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |        11000 | PA      | $10620.16     | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FOX CORP 6.5% 10/13/33                        | FOX CORP REGD 6.50000000                                                                     | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       164000 | PA      | $181156.79    | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 8.75% 03/01/31                      | ORANGE SA REGD 9.00000000                                                                    | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       120000 | PA      | $144554.29    | 0.00%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORA 5.45% 03/15/43                | FREEPORT-MCMORAN INC REGD SER WI 5.45000000                                                  | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |        65000 | PA      | $63121.03     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN 5.4% 11/14/34                | FREEPORT-MCMORAN INC REGD 5.40000000                                                         | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |         4000 | PA      | $4130.16      | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMOR 4.125% 03/01/28                | FREEPORT-MCMORAN INC REGD 4.12500000                                                         | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1496008.14   | 0.01%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP V/R 07/16/31/EUR/                | CANADIAN IMPERIAL BANK /EUR/ REGD V/R REG S EMTN 3.25000000                                  | CUSIP: C242884W6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      3643000 | PA      | $4266008.66   | 0.03%             | 2031-07-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TEMASEK FI 2.05% 07/30/35/CNH/                | TEMASEK FINANCIAL I LTD /CNH/ REGD REG S EMTN 2.05000000                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SG        |      1000000 | PA      | $138693.77    | 0.00%             | 2035-07-30      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| IHG FINAN 3.375% 09/10/30/EUR/                | IHG FINANCE LLC /EUR/ REGD REG S EMTN 3.37500000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       252000 | PA      | $295344.27    | 0.00%             | 2030-09-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RC R/P WELLS   3.970% 01/07/26                | RC R/P WELLS   3.970% 01/07/26 3.97000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |     -1848639 | PA      | $-1848639.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P CITIGR  3.970% 01/07/26                | RC R/P CITIGR  3.970% 01/07/26 3.97000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |    -71541416 | PA      | $-71541416.07 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.9% 10/31/35/CNH/                | REPUBLIC OF INDONESIA /CNH/    REGD 2.90000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | ID        |     13000000 | PA      | $1858926.57   | 0.01%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) MAR26                   | FUTURE CONTRACT ON           US 2YR NOTE (CBT) MAR26 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          157 | NC      | $32779882.73  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 2YR NOTE (CBT) MAR26                   | FUTURE CONTRACT ON           US 2YR NOTE (CBT) MAR26 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          -90 | NC      | $-18791015.58 | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR ULTRA FUT MAR26                   | FUTURE CONTRACT ON           US 10YR ULTRA FUT MAR26 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           24 | NC      | $2760375.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR ULTRA FUT MAR26                   | FUTURE CONTRACT ON           US 10YR ULTRA FUT MAR26 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -132 | NC      | $-15182062.51 | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US ULTRA BOND CBT MAR26                   | FUTURE CONTRACT ON           US ULTRA BOND CBT MAR26 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           86 | NC      | $10148000.00  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US LONG BOND(CBT) MAR26                   | FUTURE CONTRACT ON           US LONG BOND(CBT) MAR26 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          -23 | NC      | $-2658656.25  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US LONG BOND(CBT) MAR26                   | FUTURE CONTRACT ON           US LONG BOND(CBT) MAR26 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          227 | NC      | $26239781.25  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 5YR NOTE (CBT) MAR26                   | FUTURE CONTRACT ON           US 5YR NOTE (CBT) MAR26 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -253 | NC      | $-27654086.07 | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR NOTE (CBT)MAR26                   | FUTURE CONTRACT ON           US 10YR NOTE (CBT)MAR26 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          -74 | NC      | $-8320375.00  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR NOTE (CBT)MAR26                   | FUTURE CONTRACT ON           US 10YR NOTE (CBT)MAR26 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          171 | NC      | $19226812.50  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C LONG GILT FUTURE  MAR26                   | FUTURE CONTRACT ON           LONG GILT FUTURE  MAR26 /GBP/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          -60 | NC      | $-7389731.24  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-BOBL FUTURE  MAR26                   | FUTURE CONTRACT ON           EURO-BOBL FUTURE  MAR26 /EUR/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -403 | NC      | $-55014026.10 | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-BOBL FUTURE  MAR26                   | FUTURE CONTRACT ON           EURO-BOBL FUTURE  MAR26 /EUR/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           35 | NC      | $4777893.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-SCHATZ FUT   MAR26                   | FUTURE CONTRACT ON           EURO-SCHATZ FUT   MAR26 /EUR/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          439 | NC      | $55094327.51  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-SCHATZ FUT   MAR26                   | FUTURE CONTRACT ON           EURO-SCHATZ FUT   MAR26 /EUR/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -162 | NC      | $-20330936.35 | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-BUND FUTURE  MAR26                   | FUTURE CONTRACT ON           EURO-BUND FUTURE  MAR26 /EUR/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          130 | NC      | $19489634.17  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-BUXL 30Y BND MAR26                   | FUTURE CONTRACT ON           EURO-BUXL 30Y BND MAR26 /EUR/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           75 | NC      | $9705976.73   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RC R/P BNP PA  3.930% 01/02/26                | RC R/P BNP PA  3.930% 01/02/26 3.93000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |      8400000 | PA      | $8400000.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GE CAPITAL INT 4.418% 11/15/35                | GE CAPITAL INTL FUNDING REGD 4.41800000                                                      | CUSIP: 36164QNA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $195560.62    | 0.00%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0698 3% 01/20/43                  | GINNIE MAE II POOL P#MA0698 3.00000000                                                       | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       350978 | PA      | $325680.29    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1447 3% 11/20/43                  | GINNIE MAE II POOL P#MA1447 3.00000000                                                       | CUSIP: 36179NTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        75969 | PA      | $70210.88     | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2677 3% 03/20/45                  | GINNIE MAE II POOL P#MA2677 3.00000000                                                       | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        76348 | PA      | $69961.39     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3105 3.5% 09/20/45                | GINNIE MAE II POOL P#MA3105 3.50000000                                                       | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2094013 | PA      | $1953404.22   | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3936 3% 09/20/46                  | GINNIE MAE II POOL P#MA3936 3.00000000                                                       | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1672556 | PA      | $1528805.48   | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4068 3% 11/20/46                  | GINNIE MAE II POOL P#MA4068 3.00000000                                                       | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1032593 | PA      | $943817.31    | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4184 3% 01/20/47                  | GINNIE MAE II POOL P#MA4184 3.00000000                                                       | CUSIP: 36179SUH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        91821 | PA      | $82037.77     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5319 3.5% 07/20/48                | GINNIE MAE II POOL P#MA5319 3.50000000                                                       | CUSIP: 36179T4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        28271 | PA      | $25568.30     | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5330 4% 07/20/48                  | GINNIE MAE II POOL P#MA5330 4.00000000                                                       | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       786173 | PA      | $755381.95    | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5397 3.5% 08/20/48                | GINNIE MAE II POOL P#MA5397 3.50000000                                                       | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       134246 | PA      | $124689.22    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4588 4.5% 07/20/47                | GINNIE MAE II POOL P#MA4588 4.50000000                                                       | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1182425 | PA      | $1177883.29   | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4719 3.5% 09/20/47                | GINNIE MAE II POOL P#MA4719 3.50000000                                                       | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2687741 | PA      | $2489612.35   | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4777 3% 10/20/47                  | GINNIE MAE II POOL P#MA4777 3.00000000                                                       | CUSIP: 36179TJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       338276 | PA      | $308558.65    | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5253 3.5% 06/20/48                | GINNIE MAE II POOL P#MA5253 3.50000000                                                       | CUSIP: 36179TZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        38510 | PA      | $34827.91     | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6219 3.5% 10/20/49                | GINNIE MAE II POOL P#MA6219 3.50000000                                                       | CUSIP: 36179U4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       408382 | PA      | $379115.60    | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6221 4.5% 10/20/49                | GINNIE MAE II POOL P#MA6221 4.50000000                                                       | CUSIP: 36179U4E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       513139 | PA      | $511695.79    | 0.00%             | 2049-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6275 3.5% 11/20/49                | GINNIE MAE II POOL P#MA6275 3.50000000                                                       | CUSIP: 36179U6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       138985 | PA      | $124836.02    | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5466 4% 09/20/48                  | GINNIE MAE II POOL P#MA5466 4.00000000                                                       | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1339705 | PA      | $1288199.70   | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5467 4.5% 09/20/48                | GINNIE MAE II POOL P#MA5467 4.50000000                                                       | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       195751 | PA      | $194394.40    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5594 3.5% 11/20/48                | GINNIE MAE II POOL P#MA5594 3.50000000                                                       | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       161534 | PA      | $149816.57    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5595 4% 11/20/48                  | GINNIE MAE II POOL P#MA5595 4.00000000                                                       | CUSIP: 36179UGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23525 | PA      | $22589.19     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5650 3.5% 12/20/48                | GINNIE MAE II POOL P#MA5650 3.50000000                                                       | CUSIP: 36179UH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         4247 | PA      | $3944.45      | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5651 4% 12/20/48                  | GINNIE MAE II POOL P#MA5651 4.00000000                                                       | CUSIP: 36179UH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       684800 | PA      | $657555.25    | 0.00%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5711 4.5% 01/20/49                | GINNIE MAE II POOL P#MA5711 4.50000000                                                       | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1453441 | PA      | $1442621.50   | 0.01%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5816 3.5% 03/20/49                | GINNIE MAE II POOL P#MA5816 3.50000000                                                       | CUSIP: 36179UN99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       778710 | PA      | $719551.33    | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5818 4.5% 03/20/49                | GINNIE MAE II POOL P#MA5818 4.50000000                                                       | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       363424 | PA      | $360513.21    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5931 4% 05/20/49                  | GINNIE MAE II POOL P#MA5931 4.00000000                                                       | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       415285 | PA      | $397643.68    | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5988 5% 06/20/49                  | GINNIE MAE II POOL P#MA5988 5.00000000                                                       | CUSIP: 36179UUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       241832 | PA      | $245902.88    | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6039 3.5% 07/20/49                | GINNIE MAE II POOL P#MA6039 3.50000000                                                       | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       766489 | PA      | $708680.09    | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6081 3.5% 08/20/49                | GINNIE MAE II POOL P#MA6081 3.50000000                                                       | CUSIP: 36179UXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        77070 | PA      | $69764.19     | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6154 3.5% 09/20/49                | GINNIE MAE II POOL P#MA6154 3.50000000                                                       | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       976142 | PA      | $901915.94    | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7135 2% 01/20/51                  | GINNIE MAE II POOL P#MA7135 2.00000000                                                       | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       987632 | PA      | $819576.93    | 0.01%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7136 2.5% 01/20/51                | GINNIE MAE II POOL P#MA7136 2.50000000                                                       | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       252555 | PA      | $218609.17    | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7192 2% 02/20/51                  | GINNIE MAE II POOL P#MA7192 2.00000000                                                       | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       853838 | PA      | $708513.10    | 0.00%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7193 2.5% 02/20/51                | GINNIE MAE II POOL P#MA7193 2.50000000                                                       | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3584018 | PA      | $3101222.80   | 0.02%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6328 2.5% 12/20/49                | GINNIE MAE II POOL P#MA6328 2.50000000                                                       | CUSIP: 36179VA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       223745 | PA      | $190491.78    | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6339 3.5% 12/20/49                | GINNIE MAE II POOL P#MA6339 3.50000000                                                       | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       322177 | PA      | $296299.63    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6410 3.5% 01/20/50                | GINNIE MAE II POOL P#MA6410 3.50000000                                                       | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       483057 | PA      | $446039.94    | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6411 4% 01/20/50                  | GINNIE MAE II POOL P#MA6411 4.00000000                                                       | CUSIP: 36179VDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       737562 | PA      | $705570.99    | 0.00%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6543 4% 03/20/50                  | GINNIE MAE II POOL P#MA6543 4.00000000                                                       | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       160772 | PA      | $153850.97    | 0.00%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6599 3% 04/20/50                  | GINNIE MAE II POOL P#MA6599 3.00000000                                                       | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6085425 | PA      | $5501000.12   | 0.03%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6600 3.5% 04/20/50                | GINNIE MAE II POOL P#MA6600 3.50000000                                                       | CUSIP: 36179VKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        95376 | PA      | $88047.79     | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6758 3.5% 07/20/50                | GINNIE MAE II POOL P#MA6758 3.50000000                                                       | CUSIP: 36179VQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       108764 | PA      | $97695.78     | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6764 2% 07/20/50                  | GINNIE MAE II POOL P#MA6764 2.00000000                                                       | CUSIP: 36179VQR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       123379 | PA      | $102584.40    | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6766 3% 07/20/50                  | GINNIE MAE II POOL P#MA6766 3.00000000                                                       | CUSIP: 36179VQT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5182744 | PA      | $4680260.48   | 0.03%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6810 3% 08/20/50                  | GINNIE MAE II POOL P#MA6810 3.00000000                                                       | CUSIP: 36179VR77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       543410 | PA      | $477929.50    | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6818 2% 08/20/50                  | GINNIE MAE II POOL P#MA6818 2.00000000                                                       | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4024747 | PA      | $3341177.84   | 0.02%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6820 3% 08/20/50                  | GINNIE MAE II POOL P#MA6820 3.00000000                                                       | CUSIP: 36179VSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2798112 | PA      | $2525968.57   | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6864 2% 09/20/50                  | GINNIE MAE II POOL P#MA6864 2.00000000                                                       | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2385074 | PA      | $1980416.67   | 0.01%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6925 4% 10/20/50                  | GINNIE MAE II POOL P#MA6925 4.00000000                                                       | CUSIP: 36179VVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       183982 | PA      | $171667.21    | 0.00%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6994 2% 11/20/50                  | GINNIE MAE II POOL P#MA6994 2.00000000                                                       | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1406154 | PA      | $1166927.61   | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7023 2% 12/20/35                  | GINNIE MAE II POOL P#MA7023 2.00000000                                                       | CUSIP: 36179VYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2088449 | PA      | $1968088.77   | 0.01%             | 2035-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7051 2% 12/20/50                  | GINNIE MAE II POOL P#MA7051 2.00000000                                                       | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2334631 | PA      | $1937272.65   | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7986 2% 04/20/52                  | GINNIE MAE II POOL P#MA7986 2.00000000                                                       | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2680570 | PA      | $2224331.41   | 0.01%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7987 2.5% 04/20/52                | GINNIE MAE II POOL P#MA7987 2.50000000                                                       | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       833207 | PA      | $720690.51    | 0.00%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8042 2.5% 05/20/52                | GINNIE MAE II POOL P#MA8042 2.50000000                                                       | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       669155 | PA      | $578792.02    | 0.00%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8044 3.5% 05/20/52                | GINNIE MAE II POOL P#MA8044 3.50000000                                                       | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5562480 | PA      | $5130166.40   | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8098 3% 06/20/52                  | GINNIE MAE II POOL P#MA8098 3.00000000                                                       | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1726261 | PA      | $1556359.33   | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7254 2% 03/20/51                  | GINNIE MAE II POOL P#MA7254 2.00000000                                                       | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       100000 | PA      | $82979.71     | 0.00%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7256 3% 03/20/51                  | GINNIE MAE II POOL P#MA7256 3.00000000                                                       | CUSIP: 36179WBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       868085 | PA      | $783901.94    | 0.00%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7367 2.5% 05/20/51                | GINNIE MAE II POOL P#MA7367 2.50000000                                                       | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5220520 | PA      | $4515630.62   | 0.03%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7472 2.5% 07/20/51                | GINNIE MAE II POOL P#MA7472 2.50000000                                                       | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6670966 | PA      | $5770180.20   | 0.04%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7534 2.5% 08/20/51                | GINNIE MAE II POOL P#MA7534 2.50000000                                                       | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2754934 | PA      | $2382930.30   | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7535 3% 08/20/51                  | GINNIE MAE II POOL P#MA7535 3.00000000                                                       | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       513115 | PA      | $462613.42    | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7589 2.5% 09/20/51                | GINNIE MAE II POOL P#MA7589 2.50000000                                                       | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9577185 | PA      | $8283930.51   | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7647 1.5% 10/20/51                | GINNIE MAE II POOL P#MA7647 1.50000000                                                       | CUSIP: 36179WP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       255307 | PA      | $201947.19    | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7648 2% 10/20/51                  | GINNIE MAE II POOL P#MA7648 2.00000000                                                       | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4588603 | PA      | $3807614.18   | 0.02%             | 2051-10-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7649 2.5% 10/20/51                | GINNIE MAE II POOL P#MA7649 2.50000000                                                       | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1694910 | PA      | $1466035.98   | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7650 3% 10/20/51                  | GINNIE MAE II POOL P#MA7650 3.00000000                                                       | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2288490 | PA      | $2063252.29   | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7705 2.5% 11/20/51                | GINNIE MAE II POOL P#MA7705 2.50000000                                                       | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2867603 | PA      | $2480368.85   | 0.02%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7706 3% 11/20/51                  | GINNIE MAE II POOL P#MA7706 3.00000000                                                       | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2872148 | PA      | $2589465.53   | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7766 2% 12/20/51                  | GINNIE MAE II POOL P#MA7766 2.00000000                                                       | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6680687 | PA      | $5543620.92   | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7767 2.5% 12/20/51                | GINNIE MAE II POOL P#MA7767 2.50000000                                                       | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3154321 | PA      | $2728361.37   | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7768 3% 12/20/51                  | GINNIE MAE II POOL P#MA7768 3.00000000                                                       | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1567753 | PA      | $1413452.30   | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7826 2% 01/20/52                  | GINNIE MAE II POOL P#MA7826 2.00000000                                                       | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       422002 | PA      | $350176.59    | 0.00%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7828 3% 01/20/52                  | GINNIE MAE II POOL P#MA7828 3.00000000                                                       | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6586291 | PA      | $5943190.11   | 0.04%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7829 3.5% 01/20/52                | GINNIE MAE II POOL P#MA7829 3.50000000                                                       | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3433946 | PA      | $3164252.84   | 0.02%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7880 2% 02/20/52                  | GINNIE MAE II POOL P#MA7880 2.00000000                                                       | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3377416 | PA      | $2802573.30   | 0.02%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7882 3% 02/20/52                  | GINNIE MAE II POOL P#MA7882 3.00000000                                                       | CUSIP: 36179WXK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       283722 | PA      | $255797.46    | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7883 3.5% 02/20/52                | GINNIE MAE II POOL P#MA7883 3.50000000                                                       | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2063133 | PA      | $1895673.70   | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7935 2% 03/20/52                  | GINNIE MAE II POOL P#MA7935 2.00000000                                                       | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1153174 | PA      | $956901.53    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7936 2.5% 03/20/52                | GINNIE MAE II POOL P#MA7936 2.50000000                                                       | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4255737 | PA      | $3681042.84   | 0.02%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7937 3% 03/20/52                  | GINNIE MAE II POOL P#MA7937 3.00000000                                                       | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       358453 | PA      | $323173.72    | 0.00%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8878 5% 05/20/53                  | GINNIE MAE II POOL P#MA8878 5.00000000                                                       | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1048314 | PA      | $1049502.67   | 0.01%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8879 5.5% 05/20/53                | GINNIE MAE II POOL P#MA8879 5.50000000                                                       | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       380969 | PA      | $387540.28    | 0.00%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8946 4.5% 06/20/53                | GINNIE MAE II POOL P#MA8946 4.50000000                                                       | CUSIP: 36179X5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1113282 | PA      | $1090757.12   | 0.01%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8948 5.5% 06/20/53                | GINNIE MAE II POOL P#MA8948 5.50000000                                                       | CUSIP: 36179X5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       887474 | PA      | $901821.76    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8147 2.5% 07/20/52                | GINNIE MAE II POOL P#MA8147 2.50000000                                                       | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       215585 | PA      | $186638.92    | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8150 4% 07/20/52                  | GINNIE MAE II POOL P#MA8150 4.00000000                                                       | CUSIP: 36179XBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       164106 | PA      | $156490.30    | 0.00%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8152 5% 07/20/52                  | GINNIE MAE II POOL P#MA8152 5.00000000                                                       | CUSIP: 36179XBV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        90958 | PA      | $91173.85     | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8197 2.5% 08/20/52                | GINNIE MAE II POOL P#MA8197 2.50000000                                                       | CUSIP: 36179XDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       350412 | PA      | $304426.45    | 0.00%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8201 4.5% 08/20/52                | GINNIE MAE II POOL P#MA8201 4.50000000                                                       | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1280234 | PA      | $1258690.04   | 0.01%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8265 3% 09/20/52                  | GINNIE MAE II POOL P#MA8265 3.00000000                                                       | CUSIP: 36179XFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       720234 | PA      | $651017.13    | 0.00%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8267 4% 09/20/52                  | GINNIE MAE II POOL P#MA8267 4.00000000                                                       | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1492008 | PA      | $1421693.41   | 0.01%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8269 5% 09/20/52                  | GINNIE MAE II POOL P#MA8269 5.00000000                                                       | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       697012 | PA      | $699430.68    | 0.00%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8488 4% 12/20/52                  | GINNIE MAE II POOL P#MA8488 4.00000000                                                       | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       348204 | PA      | $331758.46    | 0.00%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8490 5% 12/20/52                  | GINNIE MAE II POOL P#MA8490 5.00000000                                                       | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1016051 | PA      | $1018717.52   | 0.01%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8491 5.5% 12/20/52                | GINNIE MAE II POOL P#MA8491 5.50000000                                                       | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       843947 | PA      | $859657.78    | 0.01%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8570 5.5% 01/20/53                | GINNIE MAE II POOL P#MA8570 5.50000000                                                       | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       102045 | PA      | $103854.96    | 0.00%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8643 3% 02/20/53                  | GINNIE MAE II POOL P#MA8643 3.00000000                                                       | CUSIP: 36179XS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2620514 | PA      | $2372773.29   | 0.01%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8644 3.5% 02/20/53                | GINNIE MAE II POOL P#MA8644 3.50000000                                                       | CUSIP: 36179XS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       388787 | PA      | $358005.84    | 0.00%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8726 5.5% 03/20/53                | GINNIE MAE II POOL P#MA8726 5.50000000                                                       | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       383965 | PA      | $390474.89    | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8800 5% 04/20/53                  | GINNIE MAE II POOL P#MA8800 5.00000000                                                       | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       951831 | PA      | $954007.60    | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8801 5.5% 04/20/53                | GINNIE MAE II POOL P#MA8801 5.50000000                                                       | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1260788 | PA      | $1281543.68   | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9781 6.5% 07/20/54                | GINNIE MAE II POOL P#MA9781 6.50000000                                                       | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1046046 | PA      | $1081775.31   | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9851 5.5% 08/20/54                | GINNIE MAE II POOL P#MA9851 5.50000000                                                       | CUSIP: 36179Y5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1892657 | PA      | $1915343.67   | 0.01%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9852 6% 08/20/54                  | GINNIE MAE II POOL P#MA9852 6.00000000                                                       | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2173833 | PA      | $2219763.73   | 0.01%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9016 5% 07/20/53                  | GINNIE MAE II POOL P#MA9016 5.00000000                                                       | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1584393 | PA      | $1588288.27   | 0.01%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9171 5.5% 09/20/53                | GINNIE MAE II POOL P#MA9171 5.50000000                                                       | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3637821 | PA      | $3702006.65   | 0.02%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9172 6% 09/20/53                  | GINNIE MAE II POOL P#MA9172 6.00000000                                                       | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       400211 | PA      | $409854.60    | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9242 6% 10/20/53                  | GINNIE MAE II POOL P#MA9242 6.00000000                                                       | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       617511 | PA      | $630563.99    | 0.00%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9304 5% 11/20/53                  | GINNIE MAE II POOL P#MA9304 5.00000000                                                       | CUSIP: 36179YKR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       546321 | PA      | $548453.67    | 0.00%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9360 4.5% 12/20/53                | GINNIE MAE II POOL P#MA9360 4.50000000                                                       | CUSIP: 36179YMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       369370 | PA      | $361676.24    | 0.00%             | 2053-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9671 7% 05/20/54                  | GINNIE MAE II POOL P#MA9671 7.00000000                                                       | CUSIP: 36179YW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1003914 | PA      | $1037171.38   | 0.01%             | 2054-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9727 6.5% 06/20/54                | GINNIE MAE II POOL P#MA9727 6.50000000                                                       | CUSIP: 36179YYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       239535 | PA      | $247944.13    | 0.00%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BA1093 4.5% 06/20/47                | GINNIE MAE II POOL P#BA1093 4.50000000                                                       | CUSIP: 3617ADGA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       676964 | PA      | $665902.12    | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BC7705 4.5% 10/20/47                | GINNIE MAE II POOL P#BC7705 4.50000000                                                       | CUSIP: 3617BBR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       248839 | PA      | $245410.34    | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#BD4016 3% 10/15/49                     | GINNIE MAE I POOL P#BD4016 3.00000000                                                        | CUSIP: 3617BKN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       148865 | PA      | $134112.85    | 0.00%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BE2334 4.5% 11/20/47                | GINNIE MAE II POOL P#BE2334 4.50000000                                                       | CUSIP: 3617BVSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       686085 | PA      | $674077.67    | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN6619 3% 01/20/47                  | GINNIE MAE II POOL P#CN6619 3.00000000                                                       | CUSIP: 3617F6K80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       310480 | PA      | $278861.10    | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN6668 3% 02/20/47                  | GINNIE MAE II POOL P#CN6668 3.00000000                                                       | CUSIP: 3617F6MR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       364097 | PA      | $327017.72    | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN8587 3% 08/20/47                  | GINNIE MAE II POOL P#CN8587 3.00000000                                                       | CUSIP: 3617F8RG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       111854 | PA      | $100354.43    | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CP5066 3% 07/20/47                  | GINNIE MAE II POOL P#CP5066 3.00000000                                                       | CUSIP: 3617FUTX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       267565 | PA      | $240318.30    | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CP5159 3% 07/20/47                  | GINNIE MAE II POOL P#CP5159 3.00000000                                                       | CUSIP: 3617FUWU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       440900 | PA      | $396000.86    | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BH0033 4.5% 05/20/48                | GINNIE MAE II POOL P#BH0033 4.50000000                                                       | CUSIP: 3617GWBA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2606767 | PA      | $2565406.30   | 0.02%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BH0034 4.5% 05/20/48                | GINNIE MAE II POOL P#BH0034 4.50000000                                                       | CUSIP: 3617GWBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1256513 | PA      | $1235750.51   | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BH0035 4.5% 05/20/48                | GINNIE MAE II POOL P#BH0035 4.50000000                                                       | CUSIP: 3617GWBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1957280 | PA      | $1923012.90   | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BH4510 4.5% 11/20/48                | GINNIE MAE II POOL P#BH4510 4.50000000                                                       | CUSIP: 3617H2AK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       361933 | PA      | $356014.63    | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BJ1865 4.5% 09/20/48                | GINNIE MAE II POOL P#BJ1865 4.50000000                                                       | CUSIP: 3617HPCA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       365446 | PA      | $342253.20    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BK4763 4.5% 11/20/48                | GINNIE MAE II POOL P#BK4763 4.50000000                                                       | CUSIP: 3617J5JG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       350268 | PA      | $344400.96    | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BK7169 5% 12/20/48                  | GINNIE MAE II POOL P#BK7169 5.00000000                                                       | CUSIP: 3617J76E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       112568 | PA      | $114010.91    | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#BT0809 3% 03/15/50                     | GINNIE MAE I POOL P#BT0809 3.00000000                                                        | CUSIP: 3617MN3S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        12592 | PA      | $11219.90     | 0.00%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CF4589 3% 06/20/43                  | GINNIE MAE II POOL P#CF4589 3.00000000                                                       | CUSIP: 3617W6C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1530970 | PA      | $1387283.30   | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CH5381 2.5% 10/20/51                | GINNIE MAE II POOL P#CH5381 2.50000000                                                       | CUSIP: 3617WW6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1097811 | PA      | $927841.19    | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK0946 2.5% 01/20/52                | GINNIE MAE II POOL P#CK0946 2.50000000                                                       | CUSIP: 3617XVBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       381844 | PA      | $325563.36    | 0.00%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK9371 3.5% 04/20/52                | GINNIE MAE II POOL P#CK9371 3.50000000                                                       | CUSIP: 3617Y5MU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       333404 | PA      | $301582.63    | 0.00%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN1798 3% 01/20/47                  | GINNIE MAE II POOL P#CN1798 3.00000000                                                       | CUSIP: 3617YY7K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       115691 | PA      | $104823.18    | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN1100 3% 01/20/47                  | GINNIE MAE II POOL P#CN1100 3.00000000                                                       | CUSIP: 3617YYGH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       444081 | PA      | $398859.00    | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN1131 3% 06/20/47                  | GINNIE MAE II POOL P#CN1131 3.00000000                                                       | CUSIP: 3617YYHG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       406655 | PA      | $365242.87    | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9905 5% 09/20/54                  | GINNIE MAE II POOL P#MA9905 5.00000000                                                       | CUSIP: 36180AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1346656 | PA      | $1346245.03   | 0.01%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9907 6% 09/20/54                  | GINNIE MAE II POOL P#MA9907 6.00000000                                                       | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2581665 | PA      | $2633834.95   | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9963 4.5% 10/20/54                | GINNIE MAE II POOL P#MA9963 4.50000000                                                       | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1824845 | PA      | $1781987.23   | 0.01%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9964 5% 10/20/54                  | GINNIE MAE II POOL P#MA9964 5.00000000                                                       | CUSIP: 36180AB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       533825 | PA      | $533607.71    | 0.00%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9965 5.5% 10/20/54                | GINNIE MAE II POOL P#MA9965 5.50000000                                                       | CUSIP: 36180ACA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2251448 | PA      | $2278435.40   | 0.01%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / 5.3% 01/15/29                | GLP CAPITAL LP / FIN II REGD 5.30000000                                                      | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $407345.60    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/30                | GLP CAPITAL LP / FIN II REGD 4.00000000                                                      | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $777712.56    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  3.25% 01/15/32                | GLP CAPITAL LP / FIN II REGD 3.25000000                                                      | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3040000 | PA      | $2750969.87   | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP 5.625% 09/15/34                | GLP CAPITAL LP / FIN II REGD 5.62500000                                                      | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        72000 | PA      | $73047.48     | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  6.25% 09/15/54                | GLP CAPITAL LP / FIN II REGD 6.25000000                                                      | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9943.90      | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  5.25% 02/15/33                | GLP CAPITAL LP / FIN II REGD 5.25000000                                                      | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        76000 | PA      | $76294.42     | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  5.75% 11/01/37                | GLP CAPITAL LP / FIN II REGD 5.75000000                                                      | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        66000 | PA      | $65678.92     | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CP9119 3% 09/20/47                  | GINNIE MAE II POOL P#CP9119 3.00000000                                                       | CUSIP: 3618A0DY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       324530 | PA      | $291607.77    | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CQ5116 3% 07/20/47                  | GINNIE MAE II POOL P#CQ5116 3.00000000                                                       | CUSIP: 3618A7VH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       105226 | PA      | $95397.70     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CQ9307 3% 08/20/47                  | GINNIE MAE II POOL P#CQ9307 3.00000000                                                       | CUSIP: 3618ACKU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       297583 | PA      | $267277.81    | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CR1826 7% 01/20/53                  | GINNIE MAE II POOL P#CR1826 7.00000000                                                       | CUSIP: 3618AGA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       538625 | PA      | $557602.83    | 0.00%             | 2053-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CR3299 3% 10/20/47                  | GINNIE MAE II POOL P#CR3299 3.00000000                                                       | CUSIP: 3618AHUY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       367910 | PA      | $330442.48    | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CR6950 3% 01/20/47                  | GINNIE MAE II POOL P#CR6950 3.00000000                                                       | CUSIP: 3618AMWK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        44939 | PA      | $40339.99     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CR7924 3% 07/20/47                  | GINNIE MAE II POOL P#CR7924 3.00000000                                                       | CUSIP: 3618ANYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       150618 | PA      | $135279.12    | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CS4118 3% 01/20/48                  | GINNIE MAE II POOL P#CS4118 3.00000000                                                       | CUSIP: 3618AWSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       483612 | PA      | $434354.10    | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CS9562 3% 12/20/47                  | GINNIE MAE II POOL P#CS9562 3.00000000                                                       | CUSIP: 3618B3TT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       471095 | PA      | $423116.69    | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#DC1314 5.5% 06/20/54                | GINNIE MAE II POOL P#DC1314 5.50000000                                                       | CUSIP: 3618HFN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1699886 | PA      | $1719477.55   | 0.01%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#DK6224 3.5% 02/20/44                | GINNIE MAE II POOL P#DK6224 3.50000000                                                       | CUSIP: 3618L54H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1223984 | PA      | $1147702.02   | 0.01%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0024 4.5% 11/20/54                | GINNIE MAE II POOL P#MB0024 4.50000000                                                       | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1380775 | PA      | $1348345.48   | 0.01%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0025 5% 11/20/54                  | GINNIE MAE II POOL P#MB0025 5.00000000                                                       | CUSIP: 3618N5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4776320 | PA      | $4771847.31   | 0.03%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0026 5.5% 11/20/54                | GINNIE MAE II POOL P#MB0026 5.50000000                                                       | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1232865 | PA      | $1248795.38   | 0.01%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0022 3.5% 11/20/54                | GINNIE MAE II POOL P#MB0022 3.50000000                                                       | CUSIP: 3618N5AY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       724338 | PA      | $660867.60    | 0.00%             | 2054-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0089 4% 12/20/54                  | GINNIE MAE II POOL P#MB0089 4.00000000                                                       | CUSIP: 3618N5C31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4936682 | PA      | $4668291.63   | 0.03%             | 2054-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0091 5% 12/20/54                  | GINNIE MAE II POOL P#MB0091 5.00000000                                                       | CUSIP: 3618N5C56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1883819 | PA      | $1882954.62   | 0.01%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0092 5.5% 12/20/54                | GINNIE MAE II POOL P#MB0092 5.50000000                                                       | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1461922 | PA      | $1479445.48   | 0.01%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0145 4.5% 01/20/55                | GINNIE MAE II POOL P#MB0145 4.50000000                                                       | CUSIP: 3618N5ET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3671928 | PA      | $3585678.05   | 0.02%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0149 6.5% 01/20/55                | GINNIE MAE II POOL P#MB0149 6.50000000                                                       | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       750975 | PA      | $776839.91    | 0.00%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0202 4% 02/20/55                  | GINNIE MAE II POOL P#MB0202 4.00000000                                                       | CUSIP: 3618N5GL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2001171 | PA      | $1891748.83   | 0.01%             | 2055-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0203 4.5% 02/20/55                | GINNIE MAE II POOL P#MB0203 4.50000000                                                       | CUSIP: 3618N5GM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1979862 | PA      | $1932744.21   | 0.01%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0204 5% 02/20/55                  | GINNIE MAE II POOL P#MB0204 5.00000000                                                       | CUSIP: 3618N5GN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3946548 | PA      | $3942853.03   | 0.02%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0311 7% 04/20/55                  | GINNIE MAE II POOL P#MB0311 7.00000000                                                       | CUSIP: 3618N5KZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       238155 | PA      | $245369.64    | 0.00%             | 2055-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0426 6.5% 06/20/55                | GINNIE MAE II POOL P#MB0426 6.50000000                                                       | CUSIP: 3618N5PL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       281305 | PA      | $290910.93    | 0.00%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0485 5.5% 07/20/55                | GINNIE MAE II POOL P#MB0485 5.50000000                                                       | CUSIP: 3618N5RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2148176 | PA      | $2171284.62   | 0.01%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0486 6% 07/20/55                  | GINNIE MAE II POOL P#MB0486 6.00000000                                                       | CUSIP: 3618N5RG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        84597 | PA      | $86406.55     | 0.00%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0487 6.5% 07/20/55                | GINNIE MAE II POOL P#MB0487 6.50000000                                                       | CUSIP: 3618N5RH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       540534 | PA      | $558992.81    | 0.00%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0558 6.5% 08/20/55                | GINNIE MAE II POOL P#MB0558 6.50000000                                                       | CUSIP: 3618N5TQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       493967 | PA      | $510835.76    | 0.00%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0559 7% 08/20/55                  | GINNIE MAE II POOL P#MB0559 7.00000000                                                       | CUSIP: 3618N5TR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       380897 | PA      | $393157.28    | 0.00%             | 2055-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0619 3.5% 09/20/55                | GINNIE MAE II POOL P#MB0619 3.50000000                                                       | CUSIP: 3618N5VM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2981988 | PA      | $2718694.72   | 0.02%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0624 6% 09/20/55                  | GINNIE MAE II POOL P#MB0624 6.00000000                                                       | CUSIP: 3618N5VS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7884177 | PA      | $8052994.16   | 0.05%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0625 6.5% 09/20/55                | GINNIE MAE II POOL P#MB0625 6.50000000                                                       | CUSIP: 3618N5VT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3908603 | PA      | $4042076.74   | 0.02%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0682 3.5% 10/20/55                | GINNIE MAE II POOL P#MB0682 3.50000000                                                       | CUSIP: 3618N5XL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       997923 | PA      | $909809.52    | 0.01%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0742 3.5% 11/20/55                | GINNIE MAE II POOL P#MB0742 3.50000000                                                       | CUSIP: 3618N5ZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2995128 | PA      | $2730671.04   | 0.02%             | 2055-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AY3790 4.5% 03/20/47                | GINNIE MAE II POOL P#AY3790 4.50000000                                                       | CUSIP: 36196TF74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       405269 | PA      | $398552.97    | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4767 4.5% 08/20/40                  | GINNIE MAE II POOL P#4767 4.50000000                                                         | CUSIP: 36202FJL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13730 | PA      | $13620.44     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4828 4.5% 10/20/40                  | GINNIE MAE II POOL P#4828 4.50000000                                                         | CUSIP: 36202FLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        32215 | PA      | $31837.82     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5230 4% 11/20/41                    | GINNIE MAE II POOL P#5230 4.00000000                                                         | CUSIP: 36202FY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        17849 | PA      | $16963.66     | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785423 V/R 02/20/71                 | GINNIE MAE II POOL P#785423 V/R 6.33600000                                                   | CUSIP: 3622AA4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1355800 | PA      | $1393462.47   | 0.01%             | 2071-02-20      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784736 4.5% 05/20/49                | GINNIE MAE II POOL P#784736 4.50000000                                                       | CUSIP: 3622AAEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        84785 | PA      | $82917.77     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785043 3% 04/20/49                  | GINNIE MAE II POOL P#785043 3.00000000                                                       | CUSIP: 3622AAP40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        25386 | PA      | $23198.62     | 0.00%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786283 V/R 07/20/72                 | GINNIE MAE II POOL P#786283 V/R 5.40200000                                                   | CUSIP: 3622AB2Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18128855 | PA      | $19046010.27  | 0.12%             | 2072-07-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786335 4.5% 09/20/52                | GINNIE MAE II POOL P#786335 4.50000000                                                       | CUSIP: 3622AB4U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       382765 | PA      | $374957.18    | 0.00%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785745 V/R 10/20/71                 | GINNIE MAE II POOL P#785745 V/R 6.29800000                                                   | CUSIP: 3622ABHW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4027068 | PA      | $4131943.01   | 0.03%             | 2071-10-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| GNMA P#785747 4.5% 07/15/49                   | GINNIE MAE I POOL P#785747 4.50000000                                                        | CUSIP: 3622ABHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2249252 | PA      | $2224517.09   | 0.01%             | 2049-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787212 3.5% 10/20/47                | GINNIE MAE II POOL P#787212 3.50000000                                                       | CUSIP: 3622AC3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4142285 | PA      | $3791583.18   | 0.02%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787213 3.5% 06/20/49                | GINNIE MAE II POOL P#787213 3.50000000                                                       | CUSIP: 3622AC3W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1619315 | PA      | $1469565.21   | 0.01%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786597 4.5% 12/20/51                | GINNIE MAE II POOL P#786597 4.50000000                                                       | CUSIP: 3622ACGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1478374 | PA      | $1470713.01   | 0.01%             | 2051-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786795 6% 07/20/53                  | GINNIE MAE II POOL P#786795 6.00000000                                                       | CUSIP: 3622ACNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       995534 | PA      | $1037615.09   | 0.01%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786798 5.5% 07/20/53                | GINNIE MAE II POOL P#786798 5.50000000                                                       | CUSIP: 3622ACNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       330350 | PA      | $336651.14    | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786843 3% 03/20/52                  | GINNIE MAE II POOL P#786843 3.00000000                                                       | CUSIP: 3622ACP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       920897 | PA      | $828411.39    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786973 6% 09/20/53                  | GINNIE MAE II POOL P#786973 6.00000000                                                       | CUSIP: 3622ACT67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       268838 | PA      | $280201.90    | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787954 6% 02/20/55                  | GINNIE MAE II POOL P#787954 6.00000000                                                       | CUSIP: 3622ADWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       405965 | PA      | $412578.25    | 0.00%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2019-GSA 3.047% 11/10/52                 | GS MORTGAGE SECURITIES TRUST 2019-GSA1 SER 2019-GSA1 CL A4 REGD 3.04790000                   | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $237176.50    | 0.00%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-GR2 A V/R 02/25/52                 | GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A2 V/R REGD 144A P/P 2.50000000 | CUSIP: 36262JAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       927364 | PA      | $777971.01    | 0.00%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TE 4.8% 08/14/29                | GE HEALTHCARE TECH INC REGD 4.80000000                                                       | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |        32000 | PA      | $32732.71     | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGH 3.5% 05/20/51                | ARTHUR J GALLAGHER & CO REGD 3.50000000                                                      | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3499.17      | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 4.25% 04/01/40                | GENERAL DYNAMICS CORP REGD 4.25000000                                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1838.50      | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 2.25% 06/01/31                | GENERAL DYNAMICS CORP REGD 2.25000000                                                        | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |        36000 | PA      | $32773.73     | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.2% 04/01/45                | GENERAL MOTORS CO REGD 5.20000000                                                            | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       560000 | PA      | $504522.97    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 6.6% 04/01/36                | GENERAL MOTORS CO REGD 6.60000000                                                            | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       520000 | PA      | $566878.08    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 2.7% 08/20/27                | GENERAL MOTORS FINL CO REGD 2.70000000                                                       | CUSIP: 37045XDA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1417499.00   | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 2.7% 06/10/31                | GENERAL MOTORS FINL CO REGD 2.70000000                                                       | CUSIP: 37045XDL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       585000 | PA      | $530172.70    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  2.35% 02/26/27                | GENERAL MOTORS FINL CO REGD 2.35000000                                                       | CUSIP: 37045XDR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9799.91      | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FIN 5% 04/09/27                | GENERAL MOTORS FINL CO REGD 5.00000000                                                       | CUSIP: 37045XDW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1132132.06   | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.35% 01/07/30                | GENERAL MOTORS FINL CO REGD 5.35000000                                                       | CUSIP: 37045XFB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3306889.06   | 0.02%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS C 4.95% 08/15/29                | GENUINE PARTS CO REGD 4.95000000                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |       490000 | PA      | $499251.46    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA  4.95% 11/18/30                | GENPACT UK/USA INC REGD 4.95000000                                                           | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       505000 | PA      | $505270.42    | 0.00%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFI 8.875% 05/15/31                | GEORGIA-PACIFIC LLC REGD 8.87500000                                                          | CUSIP: 373298BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $12135.24     | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 3.7% 01/30/50                | GEORGIA POWER CO REGD SER B 3.70000000                                                       | CUSIP: 373334KN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $7499.86      | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 4.7% 05/15/32                | GEORGIA POWER CO REGD 4.70000000                                                             | CUSIP: 373334KQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2385267.41   | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER  5.125% 05/15/52                | GEORGIA POWER CO REGD 5.12500000                                                             | CUSIP: 373334KR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        17000 | PA      | $15872.83     | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  4.8% 04/01/44                | GILEAD SCIENCES INC REGD 4.80000000                                                          | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       265000 | PA      | $245133.58    | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES IN 4% 09/01/36                | GILEAD SCIENCES INC REGD 4.00000000                                                          | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       315000 | PA      | $293731.00    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES 1.65% 10/01/30                | GILEAD SCIENCES INC REGD 1.65000000                                                          | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       146000 | PA      | $130830.32    | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  5.1% 06/15/35                | GILEAD SCIENCES INC REGD 5.10000000                                                          | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10271.43     | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEA 5.4% 10/07/35                | GILDAN ACTIVEWEAR INC REGD 144A P/P 5.40000000                                               | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |       125000 | PA      | $124891.54    | 0.00%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENT 4.875% 11/15/30                | GLOBAL PAYMENTS INC REGD 4.87500000                                                          | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      1870000 | PA      | $1874124.27   | 0.01%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-2 A3 5.1% 10/18/27                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2 CL A3 REGD 5.10000000   | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1076087 | PA      | $1084931.93   | 0.01%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-2 B 5.28% 11/16/27                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2 CL B REGD 5.28000000    | CUSIP: 379931AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       850000 | PA      | $865325.93    | 0.01%             | 2029-10-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-1 A 4.66% 08/16/26                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 4.66000000   | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       673185 | PA      | $674869.14    | 0.00%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-1 A 4.59% 10/16/26                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL A4 REGD 4.59000000   | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       230000 | PA      | $231343.29    | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/24/29                | GOLDMAN SACHS GROUP INC REGD V/R 6.48400000                                                  | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21217.37     | 0.00%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/25/35                | GOLDMAN SACHS GROUP INC REGD V/R 5.85100000                                                  | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4025000 | PA      | $4285870.80   | 0.03%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 11/19/45                | GOLDMAN SACHS GROUP INC REGD V/R 5.56100000                                                  | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1556014.84   | 0.01%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 6.75% 10/01/37                | GOLDMAN SACHS GROUP INC REGD 6.75000000                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        45000 | PA      | $50358.64     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 2.6% 02/07/30                | GOLDMAN SACHS GROUP INC REGD 2.60000000                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1895000 | PA      | $1782021.35   | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/27/32                | GOLDMAN SACHS GROUP INC REGD V/R 1.99200000                                                  | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        41000 | PA      | $36454.21     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/09/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.43100000                                                  | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39796.19     | 0.00%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/32                | GOLDMAN SACHS GROUP INC REGD V/R 2.61500000                                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2809000 | PA      | $2563656.88   | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.94800000                                                  | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1543548.03   | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/32                | GOLDMAN SACHS GROUP INC REGD V/R 2.65000000                                                  | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       144000 | PA      | $130124.33    | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/33                | GOLDMAN SACHS GROUP INC REGD V/R 3.10200000                                                  | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        22000 | PA      | $20297.75     | 0.00%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BD 2.5% 08/24/26                | GOLUB CAPITAL BDC REGD 2.50000000                                                            | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4924.11      | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL C 5.45% 08/15/28                | GOLUB CAPITAL CAP FND REGD 144A P/P 5.45000000                                               | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50323.54     | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GNR 2018-H01 FA V/R 01/20/68                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H01 CL FA V/R 5.09943000                   | CUSIP: 38375U3L2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1840406 | PA      | $1845391.33   | 0.01%             | 2068-01-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H03 FA V/R 12/20/64                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H03 CL FA V/R 4.61411000                   | CUSIP: 38375UTM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        10789 | PA      | $10791.51     | 0.00%             | 2064-12-20      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H33 FA V/R 12/20/65                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H33 CL FA V/R 4.77411000                   | CUSIP: 38376RNF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3550770 | PA      | $3556891.82   | 0.02%             | 2065-12-20      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H03 HA 3% 01/20/67                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H03 CL HA 3.00000000                       | CUSIP: 38376RR40<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1646478 | PA      | $1618028.28   | 0.01%             | 2067-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2019-H15 G 2.25% 08/20/69                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H15 CL GA 2.25000000                       | CUSIP: 38380LD26<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        75825 | PA      | $73914.42     | 0.00%             | 2069-08-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNR 2018-H11 FJ V/R 06/20/68                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H11 CL FJ V/R 4.86070000                   | CUSIP: 38380LFQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       217689 | PA      | $218553.90    | 0.00%             | 2068-06-20      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| GNR 2019-H16 FD V/R 10/20/69                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H16 CL FD V/R 4.91411000                   | CUSIP: 38380LG56<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2032689 | PA      | $2043098.41   | 0.01%             | 2069-10-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GNR 2019-H01 FV V/R 12/20/68                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H01 CL FV V/R 5.19943000                   | CUSIP: 38380LPB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        72902 | PA      | $73109.57     | 0.00%             | 2068-12-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| GNR 2019-H02 JA 3.5% 12/20/68                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H02 CL JA 3.50000000                       | CUSIP: 38380LQA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1555326 | PA      | $1503983.20   | 0.01%             | 2068-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2019-H08 FE V/R 01/20/69                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H08 CL FE V/R 4.76411000                   | CUSIP: 38380LUG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4490789 | PA      | $4482671.33   | 0.03%             | 2069-01-20      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H12 F V/R 07/20/70                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H12 CL F V/R 4.61411000                    | CUSIP: 38380QDH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1335360 | PA      | $1327632.26   | 0.01%             | 2070-07-20      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H05 FJ V/R 03/20/71                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H05 CL FJ V/R 4.66765000                   | CUSIP: 38380QF23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       220249 | PA      | $220288.53    | 0.00%             | 2071-03-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H14 FH V/R 08/20/70                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H14 CL FH V/R 5.36411000                   | CUSIP: 38380QGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6611239 | PA      | $6726953.23   | 0.04%             | 2070-08-20      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H13 FA V/R 07/20/70                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H13 CL FA V/R 4.56411000                   | CUSIP: 38380QGQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8425530 | PA      | $8362842.76   | 0.05%             | 2070-07-20      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H15 FH V/R 07/20/70                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H15 CL FH V/R 5.16411000                   | CUSIP: 38380QJA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2414251 | PA      | $2447071.22   | 0.01%             | 2070-07-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H15 FK V/R 04/20/70                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H15 CL FK V/R 5.36411000                   | CUSIP: 38380QJC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4349723 | PA      | $4429385.88   | 0.03%             | 2070-04-20      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H16 FN V/R 09/20/70                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H16 CL FN V/R 5.36411000                   | CUSIP: 38380QLA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1621122 | PA      | $1649855.67   | 0.01%             | 2070-09-20      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H20 FA V/R 04/20/70                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H20 CL FA V/R 4.46411000                   | CUSIP: 38380QSX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       104503 | PA      | $103348.85    | 0.00%             | 2070-04-20      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H03 ML V/R 01/20/71                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H03 CL ML V/R 6.40944000                   | CUSIP: 38380QZY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3791213 | PA      | $3836556.78   | 0.02%             | 2071-01-20      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| GNR 2019-H06 PT V/R 01/20/69                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H06 CL PT V/R 3.50000000                   | CUSIP: 38381TC60<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1449238 | PA      | $1412786.90   | 0.01%             | 2069-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2019-65 ID 4% 02/20/49                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-65 CL ID 4.00000000                        | CUSIP: 38381VKK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       963629 | PA      | $119676.77    | 0.00%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2020-142 MT V/R 07/20/47                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL MT V/R 0.05000000                   | CUSIP: 38382JQH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10156312 | PA      | $18551.52     | 0.00%             | 2047-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNR 2020-142 LI 2.5% 09/20/50                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL LI 2.50000000                       | CUSIP: 38382JQP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8881520 | PA      | $1270162.20   | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2020-142 TN V/R 09/20/47                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL TN V/R 0.10000000                   | CUSIP: 38382JSE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13649379 | PA      | $53471.44     | 0.00%             | 2047-09-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GNR 2020-176 FW V/R 11/20/50                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-176 CL FW V/R 4.00000000                   | CUSIP: 38382LKJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2275694 | PA      | $2131303.01   | 0.01%             | 2050-11-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-23 GI 2% 02/20/51                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-23 CL GI 2.00000000                        | CUSIP: 38382NVV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9782545 | PA      | $1169818.21   | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-44 TF V/R 03/20/51                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-44 CL TF V/R 4.00000000                    | CUSIP: 38382PML3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2150577 | PA      | $1951264.03   | 0.01%             | 2051-03-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-122 IT 2.5% 07/20/51                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-122 CL IT 2.50000000                       | CUSIP: 38382WCH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9775343 | PA      | $1427484.48   | 0.01%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H11 FC V/R 05/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 5.01765000                   | CUSIP: 38382Y5C3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8196639 | PA      | $8344929.29   | 0.05%             | 2073-05-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H11 FD V/R 05/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FD V/R 5.06765000                   | CUSIP: 38382Y5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1408787 | PA      | $1429396.77   | 0.01%             | 2073-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H12 DF V/R 08/20/71                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H12 CL DF V/R 5.41765000                   | CUSIP: 38382YAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1962865 | PA      | $2012443.93   | 0.01%             | 2071-08-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H15 H 1.25% 09/20/65                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H15 CL HB 1.25000000                       | CUSIP: 38382YCY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        92913 | PA      | $85842.61     | 0.00%             | 2065-09-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H14 HF V/R 09/20/71                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H14 CL HF V/R 5.41765000                   | CUSIP: 38382YER0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7388506 | PA      | $7572783.11   | 0.05%             | 2071-09-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H16 F V/R 09/20/71                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H16 CL F V/R 5.41765000                    | CUSIP: 38382YGW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9824572 | PA      | $10074726.42  | 0.06%             | 2071-09-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H02 JF V/R 01/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL JF V/R 4.81765000                   | CUSIP: 38382YM42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6400400 | PA      | $6451808.91   | 0.04%             | 2073-01-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H02 FL V/R 01/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FL V/R 4.81765000                   | CUSIP: 38382YM75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8070484 | PA      | $8132763.61   | 0.05%             | 2073-01-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H02 FA V/R 01/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FA V/R 4.81765000                   | CUSIP: 38382YN82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2788211 | PA      | $2810308.47   | 0.02%             | 2073-01-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNR 2022-H09 FA V/R 04/20/72                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-H09 CL FA V/R 4.58765000                   | CUSIP: 38382YQX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1083051 | PA      | $1079290.86   | 0.01%             | 2072-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H03 FA V/R 02/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H03 CL FA V/R 4.78765000                   | CUSIP: 38382YR21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11189107 | PA      | $11263401.41  | 0.07%             | 2073-02-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| GNR 2022-H20 FA V/R 08/20/72                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-H20 CL FA V/R 4.71765000                   | CUSIP: 38382YYK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       214168 | PA      | $214797.60    | 0.00%             | 2072-08-20      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| GNR 2021-206 IG 2.5% 09/20/51                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-206 CL IG 2.50000000                       | CUSIP: 38383DYF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8116893 | PA      | $698331.99    | 0.00%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-223 QI 2.5% 10/20/51                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-223 CL QI 2.50000000                       | CUSIP: 38383FJZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8585861 | PA      | $927489.35    | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H27 FD V/R 11/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 5.01765000                   | CUSIP: 38383KHV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4336277 | PA      | $4419416.88   | 0.03%             | 2073-11-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H02 FH V/R 01/20/74                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FH V/R 4.84765000                   | CUSIP: 38383KMK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4947448 | PA      | $4997905.96   | 0.03%             | 2074-01-20      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H02 FJ V/R 12/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FJ V/R 4.91765000                   | CUSIP: 38383KMM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3808857 | PA      | $3843217.49   | 0.02%             | 2073-12-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H01 FB V/R 01/20/74                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 4.81765000                   | CUSIP: 38383KNN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2805564 | PA      | $2830087.90   | 0.02%             | 2074-01-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H07 FC V/R 02/20/74                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL FC V/R 4.56765000                   | CUSIP: 38383KVE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1785428 | PA      | $1784798.70   | 0.01%             | 2074-02-20      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H11 FD V/R 07/20/74                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H11 CL FD V/R 4.81765000                   | CUSIP: 38383KZS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2975078 | PA      | $3001359.39   | 0.02%             | 2074-07-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H09 FA V/R 04/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H09 CL FA V/R 4.71765000                   | CUSIP: 38383XNS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1750773 | PA      | $1756777.68   | 0.01%             | 2073-04-20      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H15 FB V/R 03/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H15 CL FB V/R 4.91765000                   | CUSIP: 38384AV59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1993704 | PA      | $2010308.93   | 0.01%             | 2073-03-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| GNR 2025-H24 FA V/R 02/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H24 CL FA V/R 4.71385000                   | CUSIP: 38384LJ67<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7864656 | PA      | $7853606.16   | 0.05%             | 2073-02-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| GNR 2025-1 NF V/R 01/20/55                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-1 CL NF V/R 5.01765000                     | CUSIP: 38385CGL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       225799 | PA      | $226912.84    | 0.00%             | 2055-01-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GNR 2025-79 NA 3.5% 11/20/49                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-79 CL NA 3.50000000                        | CUSIP: 38385GWL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3059583 | PA      | $2992726.97   | 0.02%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR COR 6.25% 01/15/35                | HF SINCLAIR CORP REGD 6.25000000                                                             | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |        70000 | PA      | $73123.35     | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.125% 06/15/29                       | HCA INC REGD 4.12500000                                                                      | CUSIP: 404119BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $249336.48    | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125% 06/15/39                       | HCA INC REGD 5.12500000                                                                      | CUSIP: 404119BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        28000 | PA      | $27115.72     | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.125% 03/15/27                       | HCA INC REGD 3.12500000                                                                      | CUSIP: 404119CH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2560000 | PA      | $2533693.59   | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.625% 03/15/32                       | HCA INC REGD 3.62500000                                                                      | CUSIP: 404119CK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       170000 | PA      | $160830.82    | 0.00%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.6% 04/01/34                         | HCA INC REGD 5.60000000                                                                      | CUSIP: 404119CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        13000 | PA      | $13577.32     | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC 6% 04/01/54                           | HCA INC REGD 6.00000000                                                                      | CUSIP: 404119CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $34914.99     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 6.1% 04/01/64                         | HCA INC REGD 6.10000000                                                                      | CUSIP: 404119CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        21000 | PA      | $20889.24     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.45% 09/15/34                        | HCA INC REGD 5.45000000                                                                      | CUSIP: 404121AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20616.34     | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/22/30                | HSBC HOLDINGS PLC REGD V/R 3.97300000                                                        | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $197697.93    | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/04/31                | HSBC HOLDINGS PLC REGD V/R 2.84800000                                                        | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $187117.62    | 0.00%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/24/27                | HSBC HOLDINGS PLC REGD V/R 1.58900000                                                        | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $198035.45    | 0.00%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/24/32                | HSBC HOLDINGS PLC REGD V/R 2.80400000                                                        | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $824236.16    | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/17/29                | HSBC HOLDINGS PLC REGD V/R 2.20600000                                                        | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3130000 | PA      | $2978172.24   | 0.02%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/06/31                | HSBC HOLDINGS PLC REGD V/R 4.61900000                                                        | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $250989.84    | 0.00%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/06/36                | HSBC HOLDINGS PLC REGD V/R 5.13300000                                                        | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2425000 | PA      | $2437852.77   | 0.01%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERV 5.2% 06/15/29                | HEALTH CARE SERVICE CORP REGD 144A P/P 5.20000000                                            | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |       245000 | PA      | $251302.25    | 0.00%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HL 2% 03/15/31                | HEALTHCARE RLTY HLDGS LP REGD 2.00000000                                                     | CUSIP: 42225UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        80000 | PA      | $70266.92     | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP L 4.75% 01/15/33                | HEALTHPEAK OP LLC REGD 4.75000000                                                            | CUSIP: 42250GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1965000 | PA      | $1956730.59   | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC 3% 01/15/30                 | HEALTHPEAK OP LLC REGD 3.00000000                                                            | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1327605.47   | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL I 6% 06/16/30                | HERCULES CAPITAL INC REGD 6.00000000                                                         | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |        80000 | PA      | $81066.22     | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY 4.75% 02/24/30                | HERSHEY COMPANY REGD 4.75000000                                                              | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41113.34     | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY 4.95% 02/24/32                | HERSHEY COMPANY REGD 4.95000000                                                              | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41523.25     | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP 0% 02/15/27                       | HEXCEL CORP REGD 4.20000000                                                                  | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24947.11     | 0.00%             | 2027-02-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP 5.875% 02/26/35                   | HEXCEL CORP REGD 5.87500000                                                                  | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |        53000 | PA      | $55545.71     | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.2% 04/01/43                  | HOME DEPOT INC REGD 4.20000000                                                               | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       800000 | PA      | $695826.15    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTER 1.75% 09/01/31                | HONEYWELL INTERNATIONAL REGD 1.75000000                                                      | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       145000 | PA      | $126901.24    | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTER 5.25% 03/01/54                | HONEYWELL INTERNATIONAL REGD 5.25000000                                                      | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |        73000 | PA      | $69302.42     | 0.00%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTER 5.35% 03/01/64                | HONEYWELL INTERNATIONAL REGD 5.35000000                                                      | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |        18000 | PA      | $17177.74     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERN 4.7% 02/01/30                | HONEYWELL INTERNATIONAL REGD 4.70000000                                                      | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |        90000 | PA      | $92050.44     | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS COR 1.7% 06/03/28                | HORMEL FOODS CORP REGD 1.70000000                                                            | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |         4000 | PA      | $3800.22      | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 2.9% 12/15/31                | HOST HOTELS & RESORTS LP REGD SER J 2.90000000                                               | CUSIP: 44107TBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       415000 | PA      | $376354.43    | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 5.7% 07/01/34                | HOST HOTELS & RESORTS LP REGD 5.70000000                                                     | CUSIP: 44107TBB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       460000 | PA      | $476046.72    | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 5.5% 04/15/35                | HOST HOTELS & RESORTS LP REGD 5.50000000                                                     | CUSIP: 44107TBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        75000 | PA      | $76042.91     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 5.7% 06/15/32                | HOST HOTELS & RESORTS LP REGD 5.70000000                                                     | CUSIP: 44107TBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       105000 | PA      | $109776.23    | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC 2.3% 03/15/31                     | HUBBELL INC REGD 2.30000000                                                                  | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |        59000 | PA      | $53790.85     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 08/21/29                | HUNTINGTON BANCSHARES REGD V/R 6.20800000                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |       235000 | PA      | $246522.58    | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 02/02/35                | HUNTINGTON BANCSHARES REGD V/R 5.70900000                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      2110000 | PA      | $2208011.91   | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 01/15/31                | HUNTINGTON BANCSHARES REGD V/R 5.27200000                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30893.78     | 0.00%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON ING 5.353% 01/15/30                | HUNTINGTON INGALLS INDUS REGD 5.35300000                                                     | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |       545000 | PA      | $563643.28    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS C 4.375% 09/15/28                | HYATT HOTELS CORP REGD 4.37500000                                                            | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10028.29     | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CO 5.25% 06/30/29                | HYATT HOTELS CORP REGD 5.25000000                                                            | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       275000 | PA      | $283184.81    | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CO 5.75% 03/30/32                | HYATT HOTELS CORP REGD 5.75000000                                                            | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31484.93     | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC 8.5% 12/01/29                    | HYDRO-QUEBEC REGD SER HH 8.50000000                                                          | CUSIP: 448814DC4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      2500000 | PA      | $2883489.70   | 0.02%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC 9.375% 04/15/30                  | HYDRO-QUEBEC REGD SER HK 9.37500000                                                          | CUSIP: 448814DF7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       500000 | PA      | $600688.17    | 0.00%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC 5% 02/15/45/CAD/                 | HYDRO-QUEBEC /CAD/ REGD SER JM 5.00000000                                                    | CUSIP: 448814HZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       270000 | PA      | $205445.30    | 0.00%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  6.5% 01/16/29                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 6.50000000                                             | CUSIP: 44891ACR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1085000 | PA      | $1149215.46   | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITA 4.875% 11/01/27                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.87500000                                             | CUSIP: 44891ADK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1815000 | PA      | $1839105.76   | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AM 5% 01/07/28                | HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 5.00000000                                         | CUSIP: 44891ADL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1777914.95   | 0.01%             | 2028-01-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  4.9% 06/23/28                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.90000000                                             | CUSIP: 44891ADV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2295000 | PA      | $2331661.09   | 0.01%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 4.25% 09/18/28                | HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 4.25000000                                         | CUSIP: 44891ADZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       345000 | PA      | $345241.72    | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ICG 2020-1A ARR V/R 01/20/35                  | ICG US CLO 2020-1 LTD SER 2020-1A CL ARR V/R REGD 144A P/P 4.98444000                        | CUSIP: 449251AU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2065000 | PA      | $2062503.42   | 0.01%             | 2035-01-20      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| IBM INTERNAT CA 5.25% 02/05/44                | IBM INTERNAT CAPITAL REGD 5.25000000                                                         | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |       100000 | PA      | $96873.17     | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IMSVA 2021-1 GA 3.4% 08/18/30                 | IMS ECUADORIAN MORTGAGE 2021-1 TRUST SER 2021-1 CL GA REGD 144A P/P 3.40000000               | CUSIP: 44970EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1161223 | PA      | $1138406.62   | 0.01%             | 2043-08-18      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| ICON INVESTMEN 5.849% 05/08/29                | ICON INVESTMENTS SIX DAC REGD 5.84900000                                                     | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |       615000 | PA      | $642253.25    | 0.00%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IDEX CORP 4.95% 09/01/29                      | IDEX CORP REGD 4.95000000                                                                    | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |       660000 | PA      | $673660.39    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 5.1% 06/01/33                     | ILLINOIS ST REGD N/C B/E 5.10000000                                                          | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |        87255 | PA      | $89424.90     | 0.00%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC 4.75% 12/12/30                   | ILLUMINA INC REGD 4.75000000                                                                 | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3637569.92   | 0.02%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  5.5% 02/01/30                | IMPERIAL BRANDS FIN PLC REGD 144A P/P MTN 5.50000000                                         | CUSIP: 45262BAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2073468.02   | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDO 5.6% 01/15/35                | REPUBLIC OF INDONESIA REGD 5.60000000                                                        | CUSIP: 455780EA0<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |       200000 | PA      | $211486.73    | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 04/01/27                     | ING GROEP NV REGD V/R SER VAR 1.72600000                                                     | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1265000 | PA      | $1257118.77   | 0.01%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/25/36                     | ING GROEP NV REGD V/R 5.52500000                                                             | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1040624.51   | 0.01%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN L 4.5% 03/21/49                | TRANE TECH FIN LTD REGD 4.50000000                                                           | CUSIP: 456873AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |         5000 | PA      | $4316.12      | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND I 5.4% 08/14/28                | INGERSOLL RAND INC REGD 5.40000000                                                           | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       230000 | PA      | $237823.38    | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.1% 05/11/47                      | INTEL CORP REGD 4.10000000                                                                   | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       660000 | PA      | $500527.53    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.9% 08/05/52                      | INTEL CORP REGD 4.90000000                                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       260000 | PA      | $215777.03    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.875% 02/10/28                    | INTEL CORP REGD 4.87500000                                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30422.18     | 0.00%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.7% 02/10/53                      | INTEL CORP REGD 5.70000000                                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       375000 | PA      | $351000.58    | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN  6.75% 07/15/27                | INTER-AMERICAN DEVEL BK REGD MTN 6.75000000                                                  | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       700000 | PA      | $727841.42    | 0.00%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN D 4.3% 07/03/28                | INTER-AMERICAN DEVEL BK REGD MTN SER GMTN 4.30000000                                         | CUSIP: 45818WFG6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       250000 | PA      | $251858.18    | 0.00%             | 2028-07-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 0.875% 04/20/26                | INTER-AMERICAN DEVEL BK REGD MTN SER GMTN 0.87500000                                         | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       200000 | PA      | $198274.81    | 0.00%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 3.625% 09/17/31                | INTER-AMERICAN DEVEL BK REGD MTN SER GMTN 3.62500000                                         | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       145000 | PA      | $143246.79    | 0.00%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEX 3% 06/15/50                | INTERCONTINENTALEXCHANGE REGD 3.00000000                                                     | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       172000 | PA      | $112825.46    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENT 3.625% 09/01/28                | INTERCONTINENTALEXCHANGE REGD SER WI 3.62500000                                              | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |        85000 | PA      | $84391.49     | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IBRD 0.85% 02/10/27                           | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 0.85000000                  | CUSIP: 459058JT1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       100000 | PA      | $96918.88     | 0.00%             | 2027-02-10      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| IBRD 4.625% 08/01/28                          | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 4.62500000                               | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       250000 | PA      | $256429.58    | 0.00%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IBRD 4% 08/27/26                              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 4.00000000                               | CUSIP: 459058LK7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |        80000 | PA      | $80139.87     | 0.00%             | 2026-08-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBRD 4.625% 01/15/32                          | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GMTN 4.62500000                  | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       185000 | PA      | $192020.45    | 0.00%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 07/15/29                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN SER MTNC 0.00000000              | CUSIP: 45905ADE5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       446000 | PA      | $386379.08    | 0.00%             | 2029-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 11/01/29                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN SER MTNC 0.00000000              | CUSIP: 45905AJA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       165000 | PA      | $141163.64    | 0.00%             | 2029-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 10/31/30                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN SER MTNC 0.00000000              | CUSIP: 45905AQD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      1500000 | PA      | $1231489.83   | 0.01%             | 2030-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 03/11/31                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN 0.00000000                       | CUSIP: 45905ASE9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       155000 | PA      | $124483.48    | 0.00%             | 2031-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 05/01/30                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP 0.00000000                           | CUSIP: 45905UBH6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       250000 | PA      | $209798.14    | 0.00%             | 2030-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IBRD 2.14% 02/04/41                           | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GMTN 2.14000000                  | CUSIP: 45906M2G5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      1000000 | PA      | $687573.08    | 0.00%             | 2041-02-04      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| IBM CORP 6.5% 01/15/28                        | IBM CORP REGD 6.50000000                                                                     | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41999.49     | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP 4% 06/20/42                          | IBM CORP REGD 4.00000000                                                                     | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |        91000 | PA      | $76463.11     | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE COR S/UP 03/15/26                | INTL FINANCE CORP REGD S/UP MTN SER GMTN 2.50000000                                          | CUSIP: 45950VPT7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |        10000 | PA      | $9970.28      | 0.00%             | 2026-03-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE COR S/UP 05/15/26                | INTL FINANCE CORP REGD S/UP MTN SER GMTN 3.50000000                                          | CUSIP: 45950VPY6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |       150000 | PA      | $149799.25    | 0.00%             | 2026-05-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER 3.5% 09/30/49                | INTERSTATE POWER & LIGHT REGD 3.50000000                                                     | CUSIP: 461070AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $7158.87      | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO S V/R 06/20/54                | INTESA SANPAOLO SPA REGD V/R 144A P/P 7.77800000                                             | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       850000 | PA      | $1012929.62   | 0.01%             | 2054-06-20      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO  7.8% 11/28/53                | INTESA SANPAOLO SPA REGD 144A P/P 7.80000000                                                 | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      2130000 | PA      | $2609640.19   | 0.02%             | 2053-11-28      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES O 2% 08/15/31                | INVITATION HOMES OP REGD 2.00000000                                                          | CUSIP: 46188BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        48000 | PA      | $42004.00     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOME 4.15% 04/15/32                | INVITATION HOMES OP REGD 4.15000000                                                          | CUSIP: 46188BAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1025000 | PA      | $998092.63    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOME 5.45% 08/15/30                | INVITATION HOMES OP REGD 5.45000000                                                          | CUSIP: 46188BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10411.22     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOM 4.875% 02/01/35                | INVITATION HOMES OP REGD 4.87500000                                                          | CUSIP: 46188BAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $108768.41    | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOME 4.95% 01/15/33                | INVITATION HOMES OP REGD 4.95000000                                                          | CUSIP: 46188BAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       240000 | PA      | $243927.14    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IQVIA INC 6.25% 02/01/29                      | IQVIA INC REGD SER WI 6.25000000                                                             | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       950000 | PA      | $1001916.28   | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 5.5% 01/04/31/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 30Y 5.50000000                                 | CUSIP: D20658PR1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      7190000 | PA      | $9645318.78   | 0.06%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AID-ISRAEL 5.5% 09/18/33                      | AID-ISRAEL REGD SER 30Y 5.50000000                                                           | CUSIP: 46513EFG2<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |       525000 | PA      | $570401.39    | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T IN 2.875% 10/17/29                | ITALY GOV'T INT BOND REGD SER 10Y 2.87500000                                                 | CUSIP: 465410BY3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       200000 | PA      | $192273.37    | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT 1.25% 02/17/26                | ITALY GOV'T INT BOND REGD SER 5Y 1.25000000                                                  | CUSIP: 465410CA4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2000000 | PA      | $1993278.00   | 0.01%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T IN 3.875% 05/06/51                | ITALY GOV'T INT BOND REGD SER 30Y 3.87500000                                                 | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1300000 | PA      | $959002.20    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 4.95% 09/22/27                | ITC HOLDINGS CORP REGD 144A P/P 4.95000000                                                   | CUSIP: 465685AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1185766.26   | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/ 3% 05/15/32                | JBS USA HOLD/FOOD/LUX CO REGD 3.00000000                                                     | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       575000 | PA      | $517198.40    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 5.75% 04/01/33                | JBS USA HOLD/FOOD/LUX CO REGD 5.75000000                                                     | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       741000 | PA      | $774333.89    | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JABIL INC 3% 01/15/31                         | JABIL INC REGD 3.00000000                                                                    | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |        22000 | PA      | $20513.63     | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC 1.7% 04/15/26                       | JABIL INC REGD 1.70000000                                                                    | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19861.12     | 0.00%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JABIL INC 5.45% 02/01/29                      | JABIL INC REGD 5.45000000                                                                    | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41316.62     | 0.00%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL  4% 11/23/51                | JACKSON FINANCIAL INC REGD SER WI 4.00000000                                                 | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |        11000 | PA      | $7692.26      | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEER 6.35% 08/18/28                | JACOBS ENGINEERING GROUP REGD 6.35000000                                                     | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |       870000 | PA      | $915557.18    | 0.01%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FO 5.95% 04/20/35                | JBS USA SARL/FOOD/GRP REGD 144A P/P 5.95000000                                               | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       960000 | PA      | $1010821.65   | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FIN G 2.75% 10/15/32                | JEFFERIES FIN GROUP INC REGD 2.75000000                                                      | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1237635.70   | 0.01%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN  2.625% 10/15/31                | JEFFERIES FIN GROUP INC REGD 2.62500000                                                      | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1108995.75   | 0.01%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN  5.875% 07/21/28                | JEFFERIES FIN GROUP INC REGD 5.87500000                                                      | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       405000 | PA      | $420952.76    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL P 5.1% 01/15/35                | JERSEY CENTRAL PWR & LT REGD 5.10000000                                                      | CUSIP: 476556DF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       670000 | PA      | $678928.04    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS  2.813% 01/01/60                | JOHNS HOPKINS UNIVERSITY REGD SER A 2.81300000                                               | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |       600000 | PA      | $355699.85    | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 3.75% 03/03/47                | JOHNSON & JOHNSON REGD 3.75000000                                                            | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      1605000 | PA      | $1298797.49   | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSO 2.1% 09/01/40                | JOHNSON & JOHNSON REGD 2.10000000                                                            | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1413.76      | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 2.25% 09/01/50                | JOHNSON & JOHNSON REGD 2.25000000                                                            | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |        61000 | PA      | $36102.94     | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 2.45% 09/01/60                | JOHNSON & JOHNSON REGD 2.45000000                                                            | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |        77000 | PA      | $42474.66     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATI 4.15% 05/01/47                | KAISER FOUNDATION HOSPIT REGD 4.15000000                                                     | CUSIP: 48305QAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1001598.61   | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDAT 3.002% 06/01/51                | KAISER FOUNDATION HOSPIT REGD SER 2021 3.00200000                                            | CUSIP: 48305QAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $32833.78     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITI 3.3% 06/01/50                | KENTUCKY UTILITIES CO REGD 3.30000000                                                        | CUSIP: 491674BM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3453.78      | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 5% 03/22/30                        | KENVUE INC REGD 5.00000000                                                                   | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |        36000 | PA      | $37097.29     | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP V/R 03/06/35                          | KEYCORP REGD V/R 6.40100000                                                                  | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       520000 | PA      | $565737.31    | 0.00%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KEYCORP V/R 04/04/31                          | KEYCORP REGD V/R MTN SER GMTN 5.12100000                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       900000 | PA      | $924937.13    | 0.01%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNO 4.95% 10/15/34                | KEYSIGHT TECHNOLOGIES REGD 4.95000000                                                        | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50456.16     | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK C 3.2% 04/25/29                | KIMBERLY-CLARK CORP REGD 3.20000000                                                          | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39057.61     | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK 2.875% 02/07/50                | KIMBERLY-CLARK CORP REGD 2.87500000                                                          | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |        25000 | PA      | $16581.31     | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK C 3.1% 03/26/30                | KIMBERLY-CLARK CORP REGD 3.10000000                                                          | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |         8000 | PA      | $7707.60      | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP  2.7% 10/01/30                | KIMCO REALTY OP LLC REGD 2.70000000                                                          | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1781992.82   | 0.01%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP 4.85% 03/01/35                | KIMCO REALTY OP LLC REGD 4.85000000                                                          | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       700000 | PA      | $698209.11    | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC 5% 02/01/29                 | KINDER MORGAN INC REGD 5.00000000                                                            | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30710.04     | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 1.75% 11/15/26                | KINDER MORGAN INC REGD 1.75000000                                                            | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39266.47     | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN IN 4.8% 02/01/33                | KINDER MORGAN INC REGD 4.80000000                                                            | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100392.59    | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.95% 08/01/54                | KINDER MORGAN INC REGD 5.95000000                                                            | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |        45000 | PA      | $44879.69     | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CO 6.25% 07/15/33                | KINROSS GOLD CORP REGD 6.25000000                                                            | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |      1070000 | PA      | $1169177.87   | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KFW 4.7% 06/02/37/CAD/                        | KFW /CAD/ REGD 4.70000000                                                                    | CUSIP: 500769BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       140000 | PA      | $106019.64    | 0.00%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KFW 5% 03/16/26                               | KFW REGD 5.00000000                                                                          | CUSIP: 500769KF0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $200501.89    | 0.00%             | 2026-03-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOOD 5.2% 07/15/45                | KRAFT HEINZ FOODS CO REGD 5.20000000                                                         | CUSIP: 50077LAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        11000 | PA      | $10116.83     | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOOD 5.4% 03/15/35                | KRAFT HEINZ FOODS CO REGD 5.40000000                                                         | CUSIP: 50077LBN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20581.53     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LKQ CORP 5.75% 06/15/28                       | LKQ CORP REGD SER WI 5.75000000                                                              | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56825.30     | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS IN 6.75% 11/17/28                | LPL HOLDINGS INC REGD 6.75000000                                                             | CUSIP: 50212YAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       430000 | PA      | $459051.85    | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS IN 5.65% 03/15/35                | LPL HOLDINGS INC REGD 5.65000000                                                             | CUSIP: 50212YAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $35938.43     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 5.4% 07/31/33                | L3HARRIS TECH INC REGD 5.40000000                                                            | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1669016.72   | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE  5.5% 03/01/34                | LYB INT FINANCE III REGD 5.50000000                                                          | CUSIP: 50249AAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        14000 | PA      | $13864.42     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP  4.8% 10/01/34                | LABORATORY CORP OF AMER REGD 4.80000000                                                      | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      1085000 | PA      | $1077085.40   | 0.01%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LRP LB RHEINLAND S/UP 02/23/28                | LRP LB RHEINLAND-PFALZ REGD S/UP P/P 6.87500000                                              | CUSIP: 514887AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2099064.08   | 0.01%             | 2028-02-23      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SAND 5.625% 06/15/28                | LAS VEGAS SANDS CORP REGD 5.62500000                                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      1680000 | PA      | $1722924.44   | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 7.25% 11/01/26/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 7.25000000                                       | CUSIP: T6247AAE6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2415000 | PA      | $2959201.54   | 0.02%             | 2026-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.4% 03/15/32                      | LEIDOS INC REGD 5.40000000                                                                   | CUSIP: 52532XAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10413.49     | 0.00%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.5% 03/15/35                      | LEIDOS INC REGD 5.50000000                                                                   | CUSIP: 52532XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $52088.08     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATI 5.5% 09/15/28                | LENNOX INTERNATIONAL INC REGD 5.50000000                                                     | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |        49000 | PA      | $50583.70     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 6.5% 07/04/27/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 97 6.50000000                                  | CUSIP: D20658BD7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     16810000 | PA      | $21037811.27  | 0.13%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.25% 07/15/27/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD SER 97 6 6.25000000                                           | CUSIP: A5273HAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       782515 | PA      | $976579.51    | 0.01%             | 2027-07-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL 3.951% 10/15/50                | LIBERTY MUTUAL GROUP INC REGD 144A P/P 3.95100000                                            | CUSIP: 53079EBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       875000 | PA      | $649762.66    | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL G 5.5% 06/15/52                | LIBERTY MUTUAL GROUP INC REGD 144A P/P 5.50000000                                            | CUSIP: 53079EBN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       450000 | PA      | $421803.40    | 0.00%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & CO 2.5% 09/15/60                  | ELI LILLY & CO REGD 2.50000000                                                               | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       145000 | PA      | $79214.26     | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.875% 02/27/53                | ELI LILLY & CO REGD 4.87500000                                                               | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       270000 | PA      | $247511.87    | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.95% 02/27/63                 | ELI LILLY & CO REGD 4.95000000                                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90582.36     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.5% 02/12/55                  | ELI LILLY & CO REGD 5.50000000                                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        87000 | PA      | $87511.91     | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.55% 10/15/55                 | ELI LILLY & CO REGD 5.55000000                                                               | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        90000 | PA      | $90963.60     | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.65% 10/15/65                 | ELI LILLY & CO REGD 5.65000000                                                               | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       208000 | PA      | $210406.76    | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL 5.3% 01/13/30                | LINCOLN FIN GLBL FUNDING REGD 144A P/P 5.30000000                                            | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |       890000 | PA      | $921230.48    | 0.01%             | 2030-01-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIE 6.5% 11/01/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 6.50000000                                       | CUSIP: T6247ACT1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       890000 | PA      | $1125840.03   | 0.01%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/07/28                | LLOYDS BANKING GROUP PLC REGD V/R 3.57400000                                                 | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1050000 | PA      | $1041817.93   | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 06/13/36                | LLOYDS BANKING GROUP PLC REGD V/R SER . 6.06800000                                           | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $1791348.55   | 0.01%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  4.7% 12/15/31                | LOCKHEED MARTIN CORP REGD 4.70000000                                                         | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |        80000 | PA      | $82072.33     | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNDESREP 5.625% 01/04/28/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 30Y 5.62500000                                 | CUSIP: D20658JB3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       780000 | PA      | $979355.26    | 0.01%             | 2028-01-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 6% 01/31/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 6.00000000                                               | CUSIP: E89228KF1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      2430000 | PA      | $3163821.34   | 0.02%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 5.5% 01/15/28/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 5.50000000                                                 | CUSIP: N4580ZCG0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      1366000 | PA      | $1711210.31   | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND 4% 04/08/28/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 30Y 4.00000000                                              | CUSIP: H7351PHB5<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       663000 | PA      | $913292.75    | 0.01%             | 2028-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS  5.85% 08/15/55                | LOUISVILLE GAS ELEC REGD SER . 5.85000000                                                    | CUSIP: 546676BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20217.53     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.1% 07/15/31                     | AKER BP ASA REGD 144A P/P 3.10000000                                                         | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      1885000 | PA      | $1731427.30   | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ITALY GOV'T I 6% 08/04/28/GBP/                | ITALY GOV'T INT BOND /GBP/ REGD EMTN 6.00000000                                              | CUSIP: T6R88QAL8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1050000 | PA      | $1466232.02   | 0.01%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 10/30/29                | M&T BANK CORPORATION REGD V/R 7.41300000                                                     | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       105000 | PA      | $113962.27    | 0.00%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 03/13/32                | M&T BANK CORPORATION REGD V/R 6.08200000                                                     | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |        71000 | PA      | $75543.96     | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 07/30/35                | M&T BANK CORPORATION REGD V/R MTN 5.40000000                                                 | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |        76000 | PA      | $76803.10     | 0.00%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US 6% 01/15/43                  | SEKISUI HOUSE US REGD 6.00000000                                                             | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4686.45      | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFRA 2020-NQM2 A V/R 04/25/65                 | MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000                         | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1022058 | PA      | $1002948.66   | 0.01%             | 2065-04-25      | Variable      | 1.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP 4.125% 03/01/27                       | MPLX LP REGD 4.12500000                                                                      | CUSIP: 55336VAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        48000 | PA      | $48022.24     | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.5% 04/15/38                         | MPLX LP REGD 4.50000000                                                                      | CUSIP: 55336VAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $27425.60     | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.7% 04/15/48                         | MPLX LP REGD 4.70000000                                                                      | CUSIP: 55336VAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1272000 | PA      | $1061018.14   | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.9% 04/15/58                         | MPLX LP REGD 4.90000000                                                                      | CUSIP: 55336VAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $24669.29     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.5% 02/15/49                         | MPLX LP REGD 5.50000000                                                                      | CUSIP: 55336VAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $55332.59     | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 2.65% 08/15/30                        | MPLX LP REGD 2.65000000                                                                      | CUSIP: 55336VBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1506000 | PA      | $1396110.00   | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.95% 03/14/52                        | MPLX LP REGD 4.95000000                                                                      | CUSIP: 55336VBT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       865000 | PA      | $730107.91    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.5% 06/01/34                         | MPLX LP REGD 5.50000000                                                                      | CUSIP: 55336VBX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       722000 | PA      | $737901.61    | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.4% 04/01/35                         | MPLX LP REGD 5.40000000                                                                      | CUSIP: 55336VBY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       580000 | PA      | $584755.97    | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.4% 09/15/35                         | MPLX LP REGD 5.40000000                                                                      | CUSIP: 55336VCC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1387509.15   | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSCI INC 5.25% 09/01/35                       | MSCI INC REGD 5.25000000                                                                     | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       152000 | PA      | $153401.42    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC 5.15% 03/15/36                       | MSCI INC REGD 5.15000000                                                                     | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |        24000 | PA      | $23877.36     | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA 5.375% 12/07/28/GBP/                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION /GBP/ 5.37500000                                       | CUSIP: 31359MEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       460000 | PA      | $639132.41    | 0.00%             | 2028-12-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 5.25% 11/01/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.25000000                                       | CUSIP: T6247AJL1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1777000 | PA      | $2292422.91   | 0.01%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 4% 01/06/49/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 50Y 4.00000000                                              | CUSIP: H7351PHH2<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       460000 | PA      | $1017333.47   | 0.01%             | 2049-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPI 5.4% 08/15/28                | MAIN STREET CAPITAL CORP REGD 5.40000000                                                     | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |        29000 | PA      | $29136.61     | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (P 3.2% 03/05/50/CAD/                | MANITOBA (PROVINCE OF) /CAD/ REGD 3.20000000                                                 | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | USGA              | CA        |       700000 | PA      | $399988.63    | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MANITOBA ( 2.05% 09/05/52/CAD/                | MANITOBA (PROVINCE OF) /CAD/ REGD 2.05000000                                                 | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | USGA              | CA        |       100000 | PA      | $43781.36     | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SNCF RESEA 5.25% 12/07/28/GBP/                | SNCF RESEAU /GBP/ REGD EMTN 5.25000000                                                       | CUSIP: F4040TAP9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $415507.07    | 0.00%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 5% 04/15/39/GBP/                | EUROPEAN INVESTMENT BANK /GBP/ REGD 5.00000000                                               | CUSIP: L32484JT2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      3500000 | PA      | $4807477.66   | 0.03%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T  V/R 06/28/29/EUR/                | ITALY GOV'T INT BOND /EUR/ REGD V/R REG S EMTN 4.25000000                                    | CUSIP: T6R88QAJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1000000 | PA      | $1228185.86   | 0.01%             | 2029-06-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP IN 3.45% 05/07/52                | MARKEL GROUP INC REGD 3.45000000                                                             | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $678794.46    | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC 6% 05/16/54                  | MARKEL GROUP INC REGD 6.00000000                                                             | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40403.28     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARS INC 2.375% 07/16/40                      | MARS INC REGD 144A P/P 2.37500000                                                            | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $863300.57    | 0.01%             | 2040-07-16      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5% 03/01/32                          | MARS INC REGD 144A P/P 5.00000000                                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       395000 | PA      | $407721.86    | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5.2% 03/01/35                        | MARS INC REGD 144A P/P 5.20000000                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       885000 | PA      | $911487.87    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5.7% 05/01/55                        | MARS INC REGD 144A P/P 5.70000000                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       285000 | PA      | $285079.94    | 0.00%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN C 5% 03/15/35                | MARSH & MCLENNAN COS INC REGD 5.00000000                                                     | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1228626.16   | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN 5.4% 03/15/55                | MARSH & MCLENNAN COS INC REGD 5.40000000                                                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       920000 | PA      | $889636.21    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 2.85% 04/15/31                | MARRIOTT INTERNATIONAL REGD SER HH 2.85000000                                                | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       624000 | PA      | $579226.03    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATI 5% 10/15/27                | MARRIOTT INTERNATIONAL REGD 5.00000000                                                       | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       745000 | PA      | $757705.99    | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 5.45% 09/15/26                | MARRIOTT INTERNATIONAL REGD 5.45000000                                                       | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        87000 | PA      | $87783.19     | 0.00%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 5.35% 03/15/35                | MARRIOTT INTERNATIONAL REGD 5.35000000                                                       | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        68000 | PA      | $70011.23     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 5.5% 04/15/37                | MARRIOTT INTERNATIONAL REGD 5.50000000                                                       | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       779000 | PA      | $799134.50    | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 5.25% 10/15/35                | MARRIOTT INTERNATIONAL REGD 5.25000000                                                       | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        92000 | PA      | $93403.51     | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA  3.2% 07/15/51                | MARTIN MARIETTA MATERIAL REGD 3.20000000                                                     | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |        16000 | PA      | $10830.49     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA 5.15% 12/01/34                | MARTIN MARIETTA MATERIAL REGD 5.15000000                                                     | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       730000 | PA      | $746313.20    | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA  5.5% 12/01/54                | MARTIN MARIETTA MATERIAL REGD 5.50000000                                                     | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24415.39     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST EC 5.433% 05/31/56                | MARYLAND ST ECON DEV CORP REGD N/C B/E 5.43300000                                            | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |      1245000 | PA      | $1195611.47   | 0.01%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 4.678% 07/01/14                | MASS INSTITUTE OF TECH REGD 4.67800000                                                       | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |        50000 | PA      | $41591.37     | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 3.885% 07/01/16                | MASS INSTITUTE OF TECH REGD 3.88500000                                                       | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       663000 | PA      | $458748.34    | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 3.85% 03/26/50                 | MASTERCARD INC REGD 3.85000000                                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |        46000 | PA      | $36183.45     | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 4.35% 01/15/32                 | MASTERCARD INC REGD 4.35000000                                                               | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       239000 | PA      | $240567.70    | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 4.55% 01/15/35                 | MASTERCARD INC REGD 4.55000000                                                               | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       115000 | PA      | $115189.29    | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC 3.774% 11/15/43                   | MAYO CLINIC REGD 3.77400000                                                                  | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |        30000 | PA      | $24700.92     | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC 3.196% 11/15/61                   | MAYO CLINIC REGD SER 2021 3.19600000                                                         | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |       440000 | PA      | $278452.71    | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.6% 05/26/45                 | MCDONALD'S CORP REGD MTN 4.60000000                                                          | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17681.98     | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP 5.1% 07/15/33                   | MCKESSON CORP REGD 5.10000000                                                                | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |        80000 | PA      | $82793.55     | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN 4.125% 07/01/52                | MEMORIAL SLOAN-KETTERING REGD 4.12500000                                                     | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |        15000 | PA      | $12028.46     | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 6.25% 01/04/30/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 30Y 6.25000000                                 | CUSIP: D20658NX0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      1025000 | PA      | $1382626.55   | 0.01%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.35% 06/24/40                 | MERCK & CO INC REGD 2.35000000                                                               | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       150000 | PA      | $108527.66    | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4.9% 05/17/44                  | MERCK & CO INC REGD 4.90000000                                                               | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       265000 | PA      | $250248.01    | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 5.15% 05/17/63                 | MERCK & CO INC REGD 5.15000000                                                               | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       205000 | PA      | $189130.79    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4.75% 12/04/35                 | MERCK & CO INC REGD 4.75000000                                                               | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      1385000 | PA      | $1383214.90   | 0.01%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 5.7% 12/04/65                  | MERCK & CO INC REGD 5.70000000                                                               | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       170000 | PA      | $168717.52    | 0.00%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSP 2.705% 12/01/50                | METHODIST HOSPITAL/THE REGD SER 20A 2.70500000                                               | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $927431.93    | 0.01%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| METLIFE INC V/R 03/15/55                      | METLIFE INC REGD V/R SER G 6.35000000                                                        | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |        80000 | PA      | $84358.24     | 0.00%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 6% 05/01/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 6.00000000                                       | CUSIP: T6247ANR3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4453000 | PA      | $6052574.63   | 0.04%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.525% 06/01/50                | MICROSOFT CORP REGD 2.52500000                                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      1105000 | PA      | $678191.96    | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.5% 09/15/50                  | MICROSOFT CORP REGD 2.50000000                                                               | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |        10000 | PA      | $6085.72      | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOG 5.8% 01/15/35                | MICRON TECHNOLOGY INC REGD 5.80000000                                                        | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |        86000 | PA      | $90781.88     | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLO 6.05% 11/01/35                | MICRON TECHNOLOGY INC REGD 6.05000000                                                        | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       175000 | PA      | $187112.03    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APA 4.95% 03/01/35                | MID-AMERICA APARTMENTS REGD 4.95000000                                                       | CUSIP: 59523UAX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $40368.20     | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENER 2.7% 08/01/52                | MIDAMERICAN ENERGY CO REGD 2.70000000                                                        | CUSIP: 595620AW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3067.74      | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 5.15% 11/15/43                | BERKSHIRE HATHAWAY ENERG REGD SER WI 5.15000000                                              | CUSIP: 59562VBD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        13000 | PA      | $12512.20     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEA 3.409% 06/01/50                | MYMICHIGAN HEALTH REGD SER 2020 3.40900000                                                   | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1495000 | PA      | $1040899.72   | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWE 3.1% 07/30/51                | MISSISSIPPI POWER C REGD SER B 3.10000000                                                    | CUSIP: 605417CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6555.63      | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 07/20/27                | MITSUBISHI UFJ FIN GRP REGD V/R 1.53800000                                                   | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       780000 | PA      | $769117.35    | 0.00%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 09/13/28                | MITSUBISHI UFJ FIN GRP REGD V/R 5.35400000                                                   | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      3450000 | PA      | $3528173.79   | 0.02%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 04/24/36                | MITSUBISHI UFJ FIN GRP REGD V/R 5.61500000                                                   | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      2225000 | PA      | $2337604.65   | 0.01%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 09/12/31                | MITSUBISHI UFJ FIN GRP REGD V/R 4.52700000                                                   | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      1195000 | PA      | $1202576.66   | 0.01%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 09/12/36                | MITSUBISHI UFJ FIN GRP REGD V/R 5.18800000                                                   | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       725000 | PA      | $737921.07    | 0.00%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/16/30                | MIZUHO FINANCIAL GROUP REGD V/R 3.15300000                                                   | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       930000 | PA      | $895401.91    | 0.01%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/06/29                | MIZUHO FINANCIAL GROUP REGD V/R 5.77800000                                                   | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       460000 | PA      | $478555.73    | 0.00%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNA 1.5% 02/04/31                | MONDELEZ INTERNATIONAL REGD 1.50000000                                                       | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $871517.29    | 0.01%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITY OF MO 1.75% 09/01/30/CAD/                | CITY OF MONTREAL /CAD/ REGD 1.75000000                                                       | CUSIP: 614853EK1<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | USGA              | CA        |       500000 | PA      | $341164.98    | 0.00%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITY OF MON 3.9% 09/01/35/CAD/                | CITY OF MONTREAL /CAD/ REGD 3.90000000                                                       | CUSIP: 614853FJ3<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | USGA              | CA        |      1000000 | PA      | $720550.07    | 0.00%             | 2035-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C32 3.72% 12/15/26                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C32 CL A4 REGD 3.72000000     | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $992023.30    | 0.01%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31                   | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $1009144.22   | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/13/32                   | MORGAN STANLEY REGD V/R MTN 1.79400000                                                       | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       103000 | PA      | $90562.37     | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/20/27                   | MORGAN STANLEY REGD V/R MTN SER GMTN 1.51200000                                              | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        39000 | PA      | $38448.22     | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/20/32                   | MORGAN STANLEY REGD V/R MTN 2.51100000                                                       | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       103000 | PA      | $92483.12     | 0.00%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/21/28                   | MORGAN STANLEY REGD V/R MTN 2.47500000                                                       | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1967.51      | 0.00%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/28                   | MORGAN STANLEY REGD V/R 6.29600000                                                           | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       110000 | PA      | $114289.11    | 0.00%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/21/34                   | MORGAN STANLEY REGD V/R MTN 5.25000000                                                       | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       190000 | PA      | $195964.55    | 0.00%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/20/29                   | MORGAN STANLEY REGD V/R 5.44900000                                                           | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       510000 | PA      | $526587.67    | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/21/34                   | MORGAN STANLEY REGD V/R MTN 5.42400000                                                       | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       990000 | PA      | $1031538.30   | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/16/30                   | MORGAN STANLEY REGD V/R 5.17300000                                                           | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1258334.54   | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/19/35                   | MORGAN STANLEY REGD V/R MTN 5.83100000                                                       | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       550000 | PA      | $585444.93    | 0.00%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/30                   | MORGAN STANLEY REGD V/R 4.65400000                                                           | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4215000 | PA      | $4268718.49   | 0.03%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 11/19/55                   | MORGAN STANLEY REGD V/R 5.51600000                                                           | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       210000 | PA      | $208259.32    | 0.00%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/12/29                   | MORGAN STANLEY REGD V/R SER . 4.99400000                                                     | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30603.67     | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/15/31                   | MORGAN STANLEY REGD V/R 5.23000000                                                           | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        95000 | PA      | $98072.74     | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 3.95% 04/23/27                 | MORGAN STANLEY REGD MTN 3.95000000                                                           | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        17000 | PA      | $16989.71     | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C2 3.325% 03/15/26                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C29 CL A4 REGD 3.32500000     | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $497343.50    | 0.00%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MSRM 2021-6 A6 V/R 09/25/51                   | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 4.92180000    | CUSIP: 61772QAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1565143 | PA      | $1451598.81   | 0.01%             | 2051-09-25      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTI 2.75% 05/24/31                | MOTOROLA SOLUTIONS INC REGD 2.75000000                                                       | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       120000 | PA      | $109909.61    | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.4% 04/15/34                | MOTOROLA SOLUTIONS INC REGD 5.40000000                                                       | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      1180000 | PA      | $1220877.01   | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRIT COL M 2.55% 10/09/29/CAD/                | BRIT COL MUNI FIN AUTH /CAD/ REGD 2.55000000                                                 | CUSIP: 62620DAH4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | USGA              | CA        |       300000 | PA      | $215050.31    | 0.00%             | 2029-10-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA 4.75% 10/15/29                | MUTUAL OF OMAHA GLOBAL REGD 144A P/P 4.75000000                                              | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |      1660000 | PA      | $1687106.65   | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC 2.45% 12/02/27                 | NRG ENERGY INC REGD 144A P/P 2.45000000                                                      | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2275000 | PA      | $2198906.80   | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NVR INC 3% 05/15/30                           | NVR INC REGD 3.00000000                                                                      | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |       112000 | PA      | $106093.79    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 4.3% 06/18/29                | NXP BV/NXP FDG/NXP USA REGD 4.30000000                                                       | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |        16000 | PA      | $16034.89     | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 3.4% 05/01/30                | NXP BV/NXP FDG/NXP USA REGD 3.40000000                                                       | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1000000 | PA      | $965203.19    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG 3.875% 06/18/26                | NXP BV/NXP FDG/NXP USA REGD 3.87500000                                                       | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       590000 | PA      | $589363.07    | 0.00%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CO 4.567% 07/16/27                | NTT FINANCE CORP REGD 144A P/P 4.56700000                                                    | CUSIP: 62954WAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      1080000 | PA      | $1089309.79   | 0.01%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CO 4.876% 07/16/30                | NTT FINANCE CORP REGD 144A P/P 4.87600000                                                    | CUSIP: 62954WAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      1395000 | PA      | $1421915.35   | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NASDAQ INC 5.35% 06/28/28                     | NASDAQ INC REGD 5.35000000                                                                   | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10322.44     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL G 5.95% 03/15/35                | NATIONAL FUEL GAS CO REGD 5.95000000                                                         | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |       130000 | PA      | $136141.15    | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID  5.809% 06/12/33                | NATIONAL GRID PLC REGD 5.80900000                                                            | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       140000 | PA      | $149119.80    | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID  5.418% 01/11/34                | NATIONAL GRID PLC REGD 5.41800000                                                            | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |        10000 | PA      | $10363.57     | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH IN 3% 02/01/31                | NATIONAL HEALTH INVESTOR REGD 3.00000000                                                     | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |        50000 | PA      | $45426.26     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKET 5.022% 03/21/30                | NATWEST MARKETS PLC REGD 144A P/P MTN 5.02200000                                             | CUSIP: 63906YAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2300000 | PA      | $2361647.02   | 0.01%             | 2030-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS IN 4% 09/24/48                | NESTLE HOLDINGS INC REGD 144A P/P 4.00000000                                                 | CUSIP: 641062AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       750000 | PA      | $611327.86    | 0.00%             | 2048-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC 5.4% 08/15/54                     | NETFLIX INC REGD 5.40000000                                                                  | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19445.42     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO V/R 05/15/55                  | NEVADA POWER CO REGD V/R 6.25000000                                                          | CUSIP: 641423CH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45000 | PA      | $45506.03     | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTER 4.024% 08/01/45                | NY & PRESBYTERIAN HOSPIT REGD 4.02400000                                                     | CUSIP: 649322AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $16562.13     | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTER 2.256% 08/01/40                | NY & PRESBYTERIAN HOSPIT REGD 2.25600000                                                     | CUSIP: 649322AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1090000 | PA      | $764897.60    | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCR 5.35% 03/15/34                | NEWMONT / NEWCREST FIN REGD SER WI 5.35000000                                                | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       450000 | PA      | $471069.44    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEWS CORP 3.875% 05/15/29                     | NEWS CORP REGD 144A P/P 3.87500000                                                           | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |        35000 | PA      | $33947.41     | 0.00%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CNOOC PETROLEUM  6.4% 05/15/37                | CNOOC PETROLEUM NORTH REGD 6.40000000                                                        | CUSIP: 65334HAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        10000 | PA      | $11767.43     | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.75% 11/01/29                | NEXTERA ENERGY CAPITAL REGD 2.75000000                                                       | CUSIP: 65339KBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4765.62      | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.25% 06/01/30                | NEXTERA ENERGY CAPITAL REGD 2.25000000                                                       | CUSIP: 65339KBR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1180000 | PA      | $1085955.27   | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP 3% 01/15/52                | NEXTERA ENERGY CAPITAL REGD 3.00000000                                                       | CUSIP: 65339KCA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       205000 | PA      | $130383.71    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 4.685% 09/01/27                | NEXTERA ENERGY CAPITAL REGD 4.68500000                                                       | CUSIP: 65339KCL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       835000 | PA      | $845085.22    | 0.01%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CA V/R 08/15/55                | NEXTERA ENERGY CAPITAL REGD V/R 6.37500000                                                   | CUSIP: 65339KDE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       125000 | PA      | $129030.00    | 0.00%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  5.05% 03/15/30                | NEXTERA ENERGY CAPITAL REGD 5.05000000                                                       | CUSIP: 65339KDJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $51621.53     | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 5.3% 03/15/32                | NEXTERA ENERGY CAPITAL REGD 5.30000000                                                       | CUSIP: 65339KDK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $52139.51     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 5.9% 03/15/55                | NEXTERA ENERGY CAPITAL REGD 5.90000000                                                       | CUSIP: 65339KDM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10147.93     | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 3.6% 05/01/30                    | NISOURCE INC REGD 3.60000000                                                                 | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4862.10      | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5% 06/15/52                      | NISOURCE INC REGD 5.00000000                                                                 | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |        24000 | PA      | $21311.60     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.4% 06/30/33                    | NISOURCE INC REGD 5.40000000                                                                 | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10388.21     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC V/R 03/31/55                     | NISOURCE INC REGD V/R 6.37500000                                                             | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |        60000 | PA      | $62144.88     | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 3.49% 05/15/27                   | NISOURCE INC REGD 3.49000000                                                                 | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9936.51      | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 4.375% 05/15/47                  | NISOURCE INC REGD 4.37500000                                                                 | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4156.97      | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.172% 07/14/28                | NOMURA HOLDINGS INC REGD 2.17200000                                                          | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1500000 | PA      | $1427844.45   | 0.01%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.999% 01/22/32                | NOMURA HOLDINGS INC REGD 2.99900000                                                          | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       320000 | PA      | $291562.78    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS 6.07% 07/12/28                | NOMURA HOLDINGS INC REGD 6.07000000                                                          | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1625000 | PA      | $1695226.70   | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 4.904% 07/01/30                | NOMURA HOLDINGS INC REGD 4.90400000                                                          | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1130000 | PA      | $1147916.77   | 0.01%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP 5.6% 09/15/28                    | NORDSON CORP REGD 5.60000000                                                                 | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |        95000 | PA      | $98365.91     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHER 5.95% 03/15/64                | NORFOLK SOUTHERN CORP REGD 5.95000000                                                        | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       660000 | PA      | $677768.84    | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES 2.25% 04/01/31                | NORTHERN STATES PWR-MINN REGD 2.25000000                                                     | CUSIP: 665772CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1317305.22   | 0.01%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES 5.65% 05/15/55                | NORTHERN STATES PWR-MINN REGD 5.65000000                                                     | CUSIP: 665772DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         8000 | PA      | $8050.27      | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES 5.65% 06/15/54                | NORTHERN STATES PWR-WISC REGD 5.65000000                                                     | CUSIP: 665789BC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1363261.17   | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 5.25% 07/15/35                | NORTHROP GRUMMAN CORP REGD 5.25000000                                                        | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |        65000 | PA      | $67465.00     | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.7% 06/20/33/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 11 1.70000000                                           | CUSIP: J2615Q4Z5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $633414.20    | 0.00%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WOODS 2021-25A A V/R 07/20/34                 | NORTHWOODS CAPITAL 25 LTD SER 2021-25A CL AR V/R REGD 144A P/P 5.00444000                    | CUSIP: 668468AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2400000 | PA      | $2395012.80   | 0.01%             | 2034-07-20      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA SCOTI 3.45% 06/01/45/CAD/                | NOVA SCOTIA PROVINCE /CAD/ REGD 3.45000000                                                   | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | USGA              | CA        |       200000 | PA      | $123645.04    | 0.00%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTI 3.15% 12/01/51/CAD/                | NOVA SCOTIA PROVINCE /CAD/ REGD 3.15000000                                                   | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | USGA              | CA        |       400000 | PA      | $223873.52    | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITA 2.75% 08/14/50                | NOVARTIS CAPITAL CORP REGD 2.75000000                                                        | CUSIP: 66989HAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45000 | PA      | $28908.26     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC  4.55% 06/01/52                | NSTAR ELECTRIC CO REGD 4.55000000                                                            | CUSIP: 67021CAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       470000 | PA      | $399215.21    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 2% 06/15/31                       | NVIDIA CORP REGD 2.00000000                                                                  | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |        15000 | PA      | $13515.79     | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.4% 06/21/34                     | NUTRIEN LTD REGD 5.40000000                                                                  | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       820000 | PA      | $847411.33    | 0.01%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.25% 03/12/32                    | NUTRIEN LTD REGD 5.25000000                                                                  | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $1031613.48   | 0.01%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC 5.55% 01/15/30                     | NUVEEN LLC REGD 144A P/P 5.55000000                                                          | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       190000 | PA      | $198024.94    | 0.00%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| NUVEEN LLC 5.85% 04/15/34                     | NUVEEN LLC REGD 144A P/P 5.85000000                                                          | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1158616.18   | 0.01%             | 2034-04-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOT 3.9% 06/01/29                | O'REILLY AUTOMOTIVE INC REGD 3.90000000                                                      | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1983.91      | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOT 4.2% 04/01/30                | O'REILLY AUTOMOTIVE INC REGD 4.20000000                                                      | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |         8000 | PA      | $7983.88      | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOT 4.7% 06/15/32                | O'REILLY AUTOMOTIVE INC REGD 4.70000000                                                      | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |         6000 | PA      | $6061.54      | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OBX 2021-INV2 A1 V/R 10/25/51                 | OBX 2021-INV2 TRUST SER 2021-INV2 CL A11 V/R REGD 144A P/P 4.77419000                        | CUSIP: 67114KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       381309 | PA      | $356644.01    | 0.00%             | 2051-10-25      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM17 A V/R 11/25/28                 | OBX 2024-NQM17 TRUST SER 2024-NQM17 CL A1 V/R REGD 144A P/P 5.61000000                       | CUSIP: 673911AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3609733 | PA      | $3642804.68   | 0.02%             | 2064-11-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PET 6.625% 09/01/30                | OCCIDENTAL PETROLEUM COR REGD 6.62500000                                                     | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       350000 | PA      | $376780.25    | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PET 5.375% 01/01/32                | OCCIDENTAL PETROLEUM COR REGD 5.37500000                                                     | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       705000 | PA      | $721896.74    | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A AR V/R 10/20/30                 | OCTAGON INVESTMENT PARTNERS 39 LTD SER 2018-3A CL AR V/R REGD 144A P/P 5.03444000            | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       617620 | PA      | $617590.39    | 0.00%             | 2030-10-20      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| OGLETHORPE POWE 5.05% 10/01/48                | OGLETHORPE POWER CORP REGD SER WI 5.05000000                                                 | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9003.39      | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH COR 3.042% 11/15/50                | OHIOHEALTH CORP REGD SER 2020 3.04200000                                                     | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |       535000 | PA      | $363756.40    | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH COR 2.297% 11/15/31                | OHIOHEALTH CORP REGD 2.29700000                                                              | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |       830000 | PA      | $745583.02    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH COR 2.834% 11/15/41                | OHIOHEALTH CORP REGD 2.83400000                                                              | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |       370000 | PA      | $274543.77    | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO 4.15% 04/01/47                | OKLAHOMA G&E CO REGD 4.15000000                                                              | CUSIP: 678858BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $729643.93    | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO 5.6% 04/01/53                 | OKLAHOMA G&E CO REGD 5.60000000                                                              | CUSIP: 678858BY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4917.23      | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ODFA 2022-PSO 4.623% 06/01/42                 | OKLAHOMA DEVELOPMENT FINANCE AUTHORITY SER 2022-PSO CL A2 REGD 4.62300000                    | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | ABS-CBDO         | CORP              | US        |        10000 | PA      | $9641.80      | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC IN 3.85% 06/11/51                | OLD REPUBLIC INTL CORP REGD 3.85000000                                                       | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |        15000 | PA      | $10892.83     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP IN 5.3% 11/01/34                | OMNICOM GROUP INC REGD 5.30000000                                                            | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |        62000 | PA      | $63409.03     | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE  3.25% 04/15/33                | OMEGA HLTHCARE INVESTORS REGD 3.25000000                                                     | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |        36000 | PA      | $32057.01     | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 3.1% 09/15/49                | ONCOR ELECTRIC DELIVERY REGD SER * 3.10000000                                                | CUSIP: 68233JBR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6657.03      | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 3.7% 05/15/50                | ONCOR ELECTRIC DELIVERY REGD 3.70000000                                                      | CUSIP: 68233JBV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3683.42      | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 4.3% 05/15/28                | ONCOR ELECTRIC DELIVERY REGD 4.30000000                                                      | CUSIP: 68233JCQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20164.39     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 3.4% 09/01/29                       | ONEOK INC REGD 3.40000000                                                                    | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        87000 | PA      | $84358.78     | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.35% 01/15/31                      | ONEOK INC REGD 6.35000000                                                                    | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |         4000 | PA      | $4297.70      | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.65% 11/01/28                      | ONEOK INC REGD 5.65000000                                                                    | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       301000 | PA      | $312714.16    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.05% 09/01/33                      | ONEOK INC REGD 6.05000000                                                                    | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      1123000 | PA      | $1196228.35   | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.625% 09/01/53                     | ONEOK INC REGD 6.62500000                                                                    | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       600000 | PA      | $630853.99    | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 3.95% 03/01/50                      | ONEOK INC REGD 3.95000000                                                                    | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        15000 | PA      | $10919.60     | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.05% 04/01/45                      | ONEOK INC REGD 5.05000000                                                                    | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        35000 | PA      | $30697.99     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.25% 10/15/55                      | ONEOK INC REGD 6.25000000                                                                    | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1579913.78   | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELEC ZCP 04/11/31/CAD/                | ONTARIO ELECTRICITY FIN /CAD/ REGD ZCP SER 40 0.00000000                                     | CUSIP: 683078FP9<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      2000000 | PA      | $1223296.78   | 0.01%             | 2031-04-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRV 4.125% 02/01/29                | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 4.12500000                                            | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2100000 | PA      | $2093751.79   | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CADILLAC FAIRVIE 2.5% 10/15/31                | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 2.50000000                                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2580000 | PA      | $2316614.74   | 0.01%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP 4.5% 07/08/44                     | ORACLE CORP REGD 4.50000000                                                                  | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        10000 | PA      | $7673.15      | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 07/15/36                    | ORACLE CORP REGD 3.85000000                                                                  | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       280000 | PA      | $234348.93    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.65% 07/15/26                    | ORACLE CORP REGD 2.65000000                                                                  | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29754.13     | 0.00%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.95% 04/01/30                    | ORACLE CORP REGD 2.95000000                                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        85000 | PA      | $78558.48     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50                     | ORACLE CORP REGD 3.60000000                                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       885000 | PA      | $553487.93    | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.65% 03/25/41                    | ORACLE CORP REGD 3.65000000                                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        91000 | PA      | $66587.08     | 0.00%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.95% 03/25/51                    | ORACLE CORP REGD 3.95000000                                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       250000 | PA      | $165218.21    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.25% 11/09/32                    | ORACLE CORP REGD 6.25000000                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        70000 | PA      | $73164.15     | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.9% 11/09/52                     | ORACLE CORP REGD 6.90000000                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       305000 | PA      | $302346.20    | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.7% 09/27/34                     | ORACLE CORP REGD 4.70000000                                                                  | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       110000 | PA      | $102285.84    | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.5% 09/27/64                     | ORACLE CORP REGD 5.50000000                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        20000 | PA      | $16016.46     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.25% 02/03/32                    | ORACLE CORP REGD 5.25000000                                                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        90000 | PA      | $90095.61     | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.5% 08/03/35                     | ORACLE CORP REGD 5.50000000                                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39280.09     | 0.00%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.125% 08/03/65                   | ORACLE CORP REGD 6.12500000                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17774.91     | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OREGON ST UNIV 3.424% 03/01/60                | OREGON ST UNIV GEN REVENUE REGD B/E BAM 3.42400000                                           | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |        10000 | PA      | $7022.66      | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CITY OF OTT 4.2% 07/30/53/CAD/                | CITY OF OTTAWA /CAD/ REGD 4.20000000                                                         | CUSIP: 689551ED7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | USGA              | CA        |       500000 | PA      | $332050.56    | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITY OF OT 4.45% 06/04/33/CAD/                | CITY OF OTTAWA /CAD/ REGD 4.45000000                                                         | CUSIP: 689551FJ3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | USGA              | CA        |       200000 | PA      | $153641.32    | 0.00%             | 2033-06-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT 3.37% 10/05/34                | INT DEVELOPMENT FIN CORP REGD 3.37000000                                                     | CUSIP: 6903532V8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        73380 | PA      | $70740.97     | 0.00%             | 2034-10-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT 3.25% 10/15/30                | INT DEVELOPMENT FIN CORP REGD 3.25000000                                                     | CUSIP: 6903534Z7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       555556 | PA      | $544855.31    | 0.00%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 5.65% 05/15/28                    | OVINTIV INC REGD 5.65000000                                                                  | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       715000 | PA      | $736251.55    | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING 3.95% 08/15/29                  | OWENS CORNING REGD 3.95000000                                                                | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       500000 | PA      | $496289.83    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNO 6.75% 04/04/29                | BLUE OWL TECHNOLOGY FINA REGD 6.75000000                                                     | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40925.48     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 2.8% 06/15/50                  | PECO ENERGY CO REGD 2.80000000                                                               | CUSIP: 693304AY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $31393.56     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 3.05% 03/15/51                 | PECO ENERGY CO REGD 3.05000000                                                               | CUSIP: 693304BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       435000 | PA      | $284749.50    | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.6% 05/15/52                  | PECO ENERGY CO REGD 4.60000000                                                               | CUSIP: 693304BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       270000 | PA      | $230184.50    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.9% 06/15/33                  | PECO ENERGY CO REGD 4.90000000                                                               | CUSIP: 693304BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1640000 | PA      | $1678671.17   | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/20/34                | PNC FINANCIAL SERVICES REGD V/R 6.87500000                                                   | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       760000 | PA      | $861279.82    | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 07/21/36                | PNC FINANCIAL SERVICES REGD V/R 5.37300000                                                   | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       149000 | PA      | $153564.83    | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES I 1.2% 03/15/26                | PPG INDUSTRIES INC REGD 1.20000000                                                           | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4971.08      | 0.00%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UT 5.25% 05/15/53                | PPL ELECTRIC UTILITIES REGD 5.25000000                                                       | CUSIP: 69351UBB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       105000 | PA      | $100939.55    | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UT 4.85% 02/15/34                | PPL ELECTRIC UTILITIES REGD 4.85000000                                                       | CUSIP: 69351UBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1015000 | PA      | $1027798.46   | 0.01%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FU 4.125% 04/15/30                | PPL CAPITAL FUNDING INC REGD 4.12500000                                                      | CUSIP: 69352PAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $39761.88     | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PMTLT 2021-INV1  V/R 08/25/43                 | PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000                    | CUSIP: 69359YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3551228 | PA      | $2974707.07   | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PMTLT 2021-INV1  V/R 08/25/43                 | PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A11 V/R REGD 144A P/P 4.97180000                   | CUSIP: 69359YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7472375 | PA      | $6957578.86   | 0.04%             | 2051-07-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2024-NQM3 A V/R 08/25/69                 | PRPM 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.22800000                              | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3455040 | PA      | $3455574.90   | 0.02%             | 2069-08-25      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| PRET 2024-RPL1 A V/R 10/25/63                 | PRET 2024-RPL1 TRUST SER 2024-RPL1 CL A1 V/R REGD 144A P/P 3.90000000                        | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       777729 | PA      | $754365.17    | 0.00%             | 2063-10-25      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.3% 03/15/45                | PACIFIC GAS & ELECTRIC REGD 4.30000000                                                       | CUSIP: 694308HL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       345000 | PA      | $274462.50    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.95% 12/01/47                | PACIFIC GAS & ELECTRIC REGD SER WI 3.95000000                                                | CUSIP: 694308HY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $671443.55    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.5% 08/01/50                | PACIFIC GAS & ELECTRIC REGD 3.50000000                                                       | CUSIP: 694308JJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6769.03      | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.95% 07/01/50                | PACIFIC GAS & ELECTRIC REGD 4.95000000                                                       | CUSIP: 694308JN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       505000 | PA      | $428074.10    | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.15% 01/01/26                | PACIFIC GAS & ELECTRIC REGD 3.15000000                                                       | CUSIP: 694308JP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $65000.00     | 0.00%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.5% 07/01/40                | PACIFIC GAS & ELECTRIC REGD 4.50000000                                                       | CUSIP: 694308JQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $26221.80     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.4% 03/01/32                | PACIFIC GAS & ELECTRIC REGD 4.40000000                                                       | CUSIP: 694308KC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        24000 | PA      | $23450.10     | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.25% 03/01/52                | PACIFIC GAS & ELECTRIC REGD 5.25000000                                                       | CUSIP: 694308KD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8751.77      | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.75% 01/15/53                | PACIFIC GAS & ELECTRIC REGD 6.75000000                                                       | CUSIP: 694308KH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10666.74     | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.1% 01/15/29                | PACIFIC GAS & ELECTRIC REGD 6.10000000                                                       | CUSIP: 694308KL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        29000 | PA      | $30351.51     | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 10/01/54                | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                       | CUSIP: 694308KT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9621.06      | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.1% 10/15/55                | PACIFIC GAS & ELECTRIC REGD 6.10000000                                                       | CUSIP: 694308KZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9851.91      | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 4.125% 01/15/49                    | PACIFICORP REGD 4.12500000                                                                   | CUSIP: 695114CT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       165000 | PA      | $123326.53    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 4.15% 02/15/50                     | PACIFICORP REGD 4.15000000                                                                   | CUSIP: 695114CV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $81734.69     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 3.3% 03/15/51                      | PACIFICORP REGD 3.30000000                                                                   | CUSIP: 695114CX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1119817.39   | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 2.9% 06/15/52                      | PACIFICORP REGD 2.90000000                                                                   | CUSIP: 695114CY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       720000 | PA      | $423495.13    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PLMRS 2015-1A A1 V/R 05/21/34                 | PALMER SQUARE CLO 2015-1 LTD SER 2015-1A CL A1A5 V/R REGD 144A P/P 4.91847000                | CUSIP: 69689ABU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $7989388.00   | 0.05%             | 2034-05-21      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PANA 6.7% 01/26/36                | REPUBLIC OF PANAMA REGD 6.70000000                                                           | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |       100000 | PA      | $107460.00    | 0.00%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 5.75% 07/30/32/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.75000000                                               | CUSIP: E89228TP0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      6596000 | PA      | $9084742.60   | 0.06%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OB 3.218% 11/15/50                | PEACEHEALTH OBLIGATED GR REGD SER 2020 3.21800000                                            | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       745000 | PA      | $482520.75    | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEA 4.4% 07/01/27                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 4.40000000                                            | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       730000 | PA      | $732425.17    | 0.00%             | 2027-07-01      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.55% 05/01/28                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.55000000                                            | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1135000 | PA      | $1167832.10   | 0.01%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.75% 05/24/26                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.75000000                                            | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       860000 | PA      | $864159.62    | 0.01%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LE 6.05% 08/01/28                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.05000000                                            | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       660000 | PA      | $687818.26    | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| PENTAIR FINANCE  4.5% 07/01/29                | PENTAIR FINANCE SARL REGD 4.50000000                                                         | CUSIP: 709629AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2009765.58   | 0.01%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 1.4% 02/25/31                     | PEPSICO INC REGD 1.40000000                                                                  | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |        35000 | PA      | $30710.13     | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.2% 07/18/52                     | PEPSICO INC REGD 4.20000000                                                                  | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |        45000 | PA      | $37090.32     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.65% 02/15/53                    | PEPSICO INC REGD 4.65000000                                                                  | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |         3000 | PA      | $2650.92      | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 2.783% 01/23/31                | REPUBLIC OF PERU REGD 2.78300000                                                             | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |       110000 | PA      | $101414.50    | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PER 3.23% 07/28/21                | REPUBLIC OF PERU REGD 3.23000000                                                             | CUSIP: 715638DR0<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |         5000 | PA      | $2723.25      | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PER 3.55% 03/10/51                | REPUBLIC OF PERU REGD 3.55000000                                                             | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |         5000 | PA      | $3497.25      | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU 3% 01/15/34                  | REPUBLIC OF PERU REGD 3.00000000                                                             | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |        60000 | PA      | $52191.00     | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU 6.2% 06/30/55                | REPUBLIC OF PERU REGD 6.20000000                                                             | CUSIP: 715638FD9<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |        20000 | PA      | $20560.00     | 0.00%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 5.875% 07/18/31/GBP/                | ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.87500000                                          | CUSIP: F2940HCA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       465000 | PA      | $656920.36    | 0.00%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTME 4.45% 05/19/28                | PFIZER INVESTMENT ENTER REGD 4.45000000                                                      | CUSIP: 716973AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        50000 | PA      | $50678.69     | 0.00%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTME 5.34% 05/19/63                | PFIZER INVESTMENT ENTER REGD 5.34000000                                                      | CUSIP: 716973AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |         6000 | PA      | $5592.86      | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  6.375% 05/16/38                | PHILIP MORRIS INTL INC REGD 6.37500000                                                       | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       105000 | PA      | $117251.36    | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 1.75% 11/01/30                | PHILIP MORRIS INTL INC REGD 1.75000000                                                       | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       204000 | PA      | $181936.66    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 5.75% 11/17/32                | PHILIP MORRIS INTL INC REGD 5.75000000                                                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |         5000 | PA      | $5350.94      | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.375% 02/15/33                | PHILIP MORRIS INTL INC REGD 5.37500000                                                       | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        81000 | PA      | $84841.85     | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.625% 09/07/33                | PHILIP MORRIS INTL INC REGD 5.62500000                                                       | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        50000 | PA      | $53123.89     | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/13/31                | PHILIP MORRIS INTL INC REGD 5.12500000                                                       | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       635000 | PA      | $658587.82    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 5.25% 02/13/34                | PHILIP MORRIS INTL INC REGD 5.25000000                                                       | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        38000 | PA      | $39355.61     | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  4.625% 11/01/29                | PHILIP MORRIS INTL INC REGD 4.62500000                                                       | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4050000 | PA      | $4122102.15   | 0.03%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 4.75% 11/01/31                | PHILIP MORRIS INTL INC REGD 4.75000000                                                       | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        75000 | PA      | $76643.80     | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS IN 4.9% 11/01/34                | PHILIP MORRIS INTL INC REGD 4.90000000                                                       | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |         3000 | PA      | $3029.38      | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  4.625% 10/29/35                | PHILIP MORRIS INTL INC REGD 4.62500000                                                       | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1127525.54   | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHI 5.25% 05/14/34                | REPUBLIC OF PHILIPPINES REGD 5.25000000                                                      | CUSIP: 718286DA2<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |       200000 | PA      | $208569.72    | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO V/R 03/15/56                   | PHILLIPS 66 CO REGD V/R SER A 5.87500000                                                     | CUSIP: 718547AZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       188000 | PA      | $185988.54    | 0.00%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALT 2.044% 01/01/32                | PIEDMONT HEALTHCARE INC REGD SER 2032 2.04400000                                             | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |       470000 | PA      | $406886.58    | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALT 2.719% 01/01/42                | PIEDMONT HEALTHCARE INC REGD SER 2042 2.71900000                                             | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |       450000 | PA      | $319876.72    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURA 3.35% 06/01/50                | PIEDMONT NATURAL GAS CO REGD 3.35000000                                                      | CUSIP: 720186AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3438.28      | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 2.5% 03/15/31                | PIEDMONT NATURAL GAS CO REGD 2.50000000                                                      | CUSIP: 720186AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1413260.49   | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURA 5.05% 05/15/52                | PIEDMONT NATURAL GAS CO REGD 5.05000000                                                      | CUSIP: 720186AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       570000 | PA      | $511206.99    | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE  3.5% 03/01/32                | PILGRIM'S PRIDE CORP REGD 3.50000000                                                         | CUSIP: 72147KAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $32391.29     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE 6.25% 07/01/33                | PILGRIM'S PRIDE CORP REGD 6.25000000                                                         | CUSIP: 72147KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       115000 | PA      | $122916.99    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRID 6.875% 05/15/34                | PILGRIM'S PRIDE CORP REGD 6.87500000                                                         | CUSIP: 72147KAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        36000 | PA      | $39925.42     | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL  1.9% 08/15/30                | PIONEER NATURAL RESOURCE REGD 1.90000000                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $951831.64    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KFW 5.75% 06/07/32/GBP/                       | KFW /GBP/ REGD EMTN SER EXCH 5.75000000                                                      | CUSIP: D40859GU4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1906260.04   | 0.01%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER 3.55% 12/15/29                | PLAINS ALL AMER PIPELINE REGD 3.55000000                                                     | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $87499.19     | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  5.6% 01/15/36                | PLAINS ALL AMER PIPELINE REGD 5.60000000                                                     | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20276.99     | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLA 5.5% 03/18/54                | REPUBLIC OF POLAND REGD SER 30Y 5.50000000                                                   | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |        50000 | PA      | $47883.30     | 0.00%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 5% 03/11/52/GBP/                  | SNCF RESEAU /GBP/ REGD REG S EMTN 5.00000000                                                 | CUSIP: F77540AH9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       145000 | PA      | $174258.05    | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 5.375% 03/18/27/GBP/                | SOCIETE NATIONALE SNCF S /GBP/ REGD EMTN 5.37500000                                          | CUSIP: F8927NDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $546671.35    | 0.00%             | 2027-03-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 5.75% 02/01/33/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.75000000                                       | CUSIP: T60259E45<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1260000 | PA      | $1726112.59   | 0.01%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 3.287% 08/01/69                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 3.28700000                                       | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |        40000 | PA      | $25394.31     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.647% 11/01/40                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000                               | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       100000 | PA      | $106543.59    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.072% 07/15/53                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 5.07200000                                       | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      2205000 | PA      | $2092290.10   | 0.01%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC 5.5% 03/15/54                | POTOMAC ELECTRIC POWER REGD 5.50000000                                                       | CUSIP: 737679DJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4846.07      | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS 2.517% 10/15/50                | PRES & FELLOWS OF HARVAR REGD 2.51700000                                                     | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |        10000 | PA      | $6106.86      | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PART 2024-2A D 5.15% 11/15/28                 | PRESTIGE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 5.15000000             | CUSIP: 74113SAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3000000 | PA      | $2994684.30   | 0.02%             | 2030-07-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| PRIMERICA INC 2.8% 11/19/31                   | PRIMERICA INC REGD 2.80000000                                                                | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |        35000 | PA      | $31808.02     | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT F 1.4% 07/15/28                | PRIVATE EXPORT FUNDING REGD SER PP 1.40000000                                                | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |       775000 | PA      | $731604.21    | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBL 4.55% 01/29/34                | PROCTER & GAMBLE CO/THE REGD 4.55000000                                                      | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       565000 | PA      | $574850.26    | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIF 4.772% 12/09/29                | PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.77200000                                              | CUSIP: 74368CCA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2543567.10   | 0.02%             | 2029-12-09      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| PROV ST JOSEPH H 2.7% 10/01/51                | PROV ST JOSEPH HLTH OBL REGD SER 21A 2.70000000                                              | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $29645.01     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANC V/R 09/15/48                | PRUDENTIAL FINANCIAL INC REGD V/R 5.70000000                                                 | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40402.52     | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANC V/R 03/01/53                | PRUDENTIAL FINANCIAL INC REGD V/R 6.75000000                                                 | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |        40000 | PA      | $42743.20     | 0.00%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE C 4.1% 06/01/32                | PUBLIC SERVICE COLORADO REGD SER 38 4.10000000                                               | CUSIP: 744448CW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $19617.73     | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE C 4.5% 06/01/52                | PUBLIC SERVICE COLORADO REGD SER 39 4.50000000                                               | CUSIP: 744448CX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $16745.56     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.25% 04/01/53                | PUBLIC SERVICE COLORADO REGD 5.25000000                                                      | CUSIP: 744448CY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9332.49      | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.75% 05/15/54                | PUBLIC SERVICE COLORADO REGD 5.75000000                                                      | CUSIP: 744448DA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       665000 | PA      | $668120.21    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 A V/R 07/25/28                 | PRPM 2024-NQM2 TRUST SER 2024-NQM2 CL A1 V/R REGD 144A P/P 6.32700000                        | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       717286 | PA      | $726297.45    | 0.00%             | 2069-06-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE O 5.2% 01/15/35                | PUBLIC SERVICE OKLAHOMA REGD 5.20000000                                                      | CUSIP: 744533BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $40521.99     | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.45% 01/15/36                | PUBLIC SERVICE OKLAHOMA REGD 5.45000000                                                      | CUSIP: 744533BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $61657.06     | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  3.65% 09/01/28                | PUBLIC SERVICE ELECTRIC REGD MTN 3.65000000                                                  | CUSIP: 74456QBX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9929.37      | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  2.05% 08/01/50                | PUBLIC SERVICE ELECTRIC REGD MTN 2.05000000                                                  | CUSIP: 74456QCE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $5423.37      | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELE 3% 03/01/51                | PUBLIC SERVICE ELECTRIC REGD MTN 3.00000000                                                  | CUSIP: 74456QCG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $13150.03     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 1.9% 08/15/31                | PUBLIC SERVICE ELECTRIC REGD MTN 1.90000000                                                  | CUSIP: 74456QCH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4419.01      | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 3.1% 03/15/32                | PUBLIC SERVICE ELECTRIC REGD MTN 3.10000000                                                  | CUSIP: 74456QCJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $27836.92     | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  4.65% 03/15/33                | PUBLIC SERVICE ELECTRIC REGD MTN 4.65000000                                                  | CUSIP: 74456QCL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10069.62     | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.45% 03/01/54                | PUBLIC SERVICE ELECTRIC REGD MTN 5.45000000                                                  | CUSIP: 74456QCR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $34333.62     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  4.85% 08/01/34                | PUBLIC SERVICE ELECTRIC REGD 4.85000000                                                      | CUSIP: 74456QCS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140000 | PA      | $141512.39    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 5.3% 08/01/54                | PUBLIC SERVICE ELECTRIC REGD 5.30000000                                                      | CUSIP: 74456QCT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         6000 | PA      | $5755.52      | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.05% 03/01/35                | PUBLIC SERVICE ELECTRIC REGD MTN SER Q 5.05000000                                            | CUSIP: 74456QCU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $25594.41     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 2.379% 06/15/28                | PUGET ENERGY INC REGD 2.37900000                                                             | CUSIP: 745310AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1030000 | PA      | $986118.14    | 0.01%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 4.224% 03/15/32                | PUGET ENERGY INC REGD 4.22400000                                                             | CUSIP: 745310AN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $19199.68     | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENE 5.33% 06/15/34                | PUGET SOUND ENERGY INC REGD 5.33000000                                                       | CUSIP: 745332CM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10309.86     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC 7.875% 06/15/32                | PULTEGROUP INC REGD 7.87500000                                                               | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $35221.72     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PULTE HOMES INC 6.375% 5/15/33                | PULTE HOMES INC 6.375% 5/15/33 6.37500000                                                    | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        24000 | PA      | $26362.19     | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES  2.9% 10/01/30                | QUANTA SERVICES INC REGD 2.90000000                                                          | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |        45000 | PA      | $42153.42     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES 2.35% 01/15/32                | QUANTA SERVICES INC REGD 2.35000000                                                          | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |        60000 | PA      | $52926.06     | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES 3.05% 10/01/41                | QUANTA SERVICES INC REGD 3.05000000                                                          | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |        52000 | PA      | $38620.11     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC CIT 2.65% 12/20/27/CAD/                | QUEBEC CITY /CAD/ REGD 2.65000000                                                            | CUSIP: 747874QC2<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       565000 | PA      | $409627.98    | 0.00%             | 2027-12-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| QUEBEC CITY 2.1% 07/06/31/CAD/                | QUEBEC CITY /CAD/ REGD 2.10000000                                                            | CUSIP: 747874UF0<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       300000 | PA      | $203288.99    | 0.00%             | 2031-07-06      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEB 7.5% 09/15/29                | PROVINCE OF QUEBEC REGD SER PD 7.50000000                                                    | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |       100000 | PA      | $112687.80    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEB 4.5% 09/08/33                | PROVINCE OF QUEBEC REGD 4.50000000                                                           | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |       610000 | PA      | $618526.28    | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF 3.5% 12/01/45/CAD/                | PROVINCE OF QUEBEC /CAD/ REGD 3.50000000                                                     | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |       200000 | PA      | $124372.88    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUE 6.35% 01/30/26                | PROVINCE OF QUEBEC REGD MTN SER MTNA 6.35000000                                              | CUSIP: 74815HBZ4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      1200000 | PA      | $1201914.30   | 0.01%             | 2026-01-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QU 7.295% 07/22/26                | PROVINCE OF QUEBEC REGD MTN 7.29500000                                                       | CUSIP: 74815HCJ9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |       320000 | PA      | $325616.74    | 0.00%             | 2026-07-22      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL IN 4.75% 05/20/32                | RELX CAPITAL INC REGD 4.75000000                                                             | CUSIP: 74949LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       610000 | PA      | $619859.61    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL IN 4.75% 03/27/30                | RELX CAPITAL INC REGD 4.75000000                                                             | CUSIP: 74949LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        70000 | PA      | $71438.04     | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL IN 5.25% 03/27/35                | RELX CAPITAL INC REGD 5.25000000                                                             | CUSIP: 74949LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       235000 | PA      | $243019.53    | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATION 3.75% 03/15/27                | RPM INTERNATIONAL INC REGD 3.75000000                                                        | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |       190000 | PA      | $189138.57    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATION 4.25% 01/15/48                | RPM INTERNATIONAL INC REGD 4.25000000                                                        | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |        48000 | PA      | $39367.46     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATION 4.55% 03/01/29                | RPM INTERNATIONAL INC REGD 4.55000000                                                        | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50612.23     | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATION 2.95% 01/15/32                | RPM INTERNATIONAL INC REGD 2.95000000                                                        | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |        50000 | PA      | $45386.71     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC 6.2% 05/15/29                | RADIAN GROUP INC REGD 6.20000000                                                             | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |        25000 | PA      | $26222.19     | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 4.75% 07/04/34/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 31Y 4.75000000                                 | CUSIP: D20658UR5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     14971000 | PA      | $20245417.50  | 0.12%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 5.625% 02/21/33/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 5.62500000                                    | CUSIP: F29400LM2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $265052.26    | 0.00%             | 2033-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES F 3.75% 04/01/51                | RAYMOND JAMES FINANCIAL REGD 3.75000000                                                      | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |        16000 | PA      | $11788.33     | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES F 5.65% 09/11/55                | RAYMOND JAMES FINANCIAL REGD 5.65000000                                                      | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24563.53     | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP 2.75% 05/17/31                    | RAYONIER LP REGD 2.75000000                                                                  | CUSIP: 75508XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         9000 | PA      | $8122.36      | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.4% 03/15/54                        | RTX CORP REGD 6.40000000                                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |        57000 | PA      | $62907.15     | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CO 3.1% 12/15/29                | REALTY INCOME CORP REGD 3.10000000                                                           | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       800000 | PA      | $770647.51    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME C 4.75% 02/15/29                | REALTY INCOME CORP REGD 4.75000000                                                           | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30561.29     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME 5% 10/15/29/GBP/                | REALTY INCOME CORP /GBP/ REGD 5.00000000                                                     | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $3144814.47   | 0.02%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTRN PWR 5.875% 3/25/27 /GBP                | NAT GRID ELECTY SW /GBP/ REGD 5.87500000                                                     | CUSIP: G9561EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        20000 | PA      | $27452.83     | 0.00%             | 2027-03-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD C 6.05% 02/15/26                | REGAL REXNORD CORP REGD 6.05000000                                                           | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       620000 | PA      | $621013.87    | 0.00%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMA 2.8% 09/15/50                | REGENERON PHARMACEUTICAL REGD 2.80000000                                                     | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |       122000 | PA      | $74715.65     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL V/R 09/06/35                | REGIONS FINANCIAL CORP REGD V/R 5.50200000                                                   | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       140000 | PA      | $144458.55    | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP 5.75% 09/15/34                | REINSURANCE GRP OF AMER REGD 5.75000000                                                      | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |        57000 | PA      | $59571.69     | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE H 5.75% 06/05/33                | RENAISSANCERE HOLDINGS L REGD 5.75000000                                                     | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |        52000 | PA      | $54446.15     | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES  5% 04/01/34                | REPUBLIC SERVICES INC REGD 5.00000000                                                        | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |        70000 | PA      | $71950.98     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIEN 5.25% 09/10/60                | REPUBLICA ORIENT URUGUAY REGD 5.25000000                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | USGA              | UY        |        40000 | PA      | $37340.00     | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 4.7% 06/01/35/CAD/                | SNCF RESEAU /CAD/ REGD SER MPLE 4.70000000                                                   | CUSIP: 761034AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $373066.19    | 0.00%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 07/15/28                      | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                        | CUSIP: 76116EGN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        57000 | PA      | $52045.40     | 0.00%             | 2028-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 01/15/30                      | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                        | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1750000 | PA      | $1499838.17   | 0.01%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 10/15/28                      | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                        | CUSIP: 76116EHL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       485000 | PA      | $438858.82    | 0.00%             | 2028-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 04/15/30                      | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                        | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2965000 | PA      | $2512331.05   | 0.02%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RFC PRIN STRIP ZCP 01/15/30                   | RESOLUTION FUNDING CORP PRINCIPAL STRIP ZCP 0.00000000                                       | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       835000 | PA      | $715637.07    | 0.00%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RFC PRIN STRIP ZCP 04/15/30                   | RESOLUTION FUNDING CORP PRINCIPAL STRIP ZCP 0.00000000                                       | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       395000 | PA      | $334695.03    | 0.00%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERIC 5.85% 08/15/45                | REYNOLDS AMERICAN INC REGD 5.85000000                                                        | CUSIP: 761713BB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $88813.79     | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TVA 4.625% 06/07/43/GBP/                      | TENNESSEE VALLEY AUTHORITY /GBP/ 4.62500000                                                  | CUSIP: 880591DU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       200000 | PA      | $237720.90    | 0.00%             | 2043-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 2.75% 11/02/51                | RIO TINTO FIN USA LTD REGD 2.75000000                                                        | CUSIP: 767201AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |        26000 | PA      | $16194.45     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN US 4.5% 03/14/28                | RIO TINTO FIN USA PLC REGD 4.50000000                                                        | CUSIP: 76720AAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       115000 | PA      | $116361.16    | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN  4.875% 03/14/30                | RIO TINTO FIN USA PLC REGD 4.87500000                                                        | CUSIP: 76720AAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       800000 | PA      | $822800.33    | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA  5% 03/14/32                | RIO TINTO FIN USA PLC REGD 5.00000000                                                        | CUSIP: 76720AAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       720000 | PA      | $744342.18    | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 5.25% 03/14/35                | RIO TINTO FIN USA PLC REGD 5.25000000                                                        | CUSIP: 76720AAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        70000 | PA      | $72261.47     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 5.75% 03/14/55                | RIO TINTO FIN USA PLC REGD 5.75000000                                                        | CUSIP: 76720AAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        50000 | PA      | $51147.67     | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 5% 08/01/34/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.00000000                                       | CUSIP: T602592M8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     14866000 | PA      | $19669013.70  | 0.12%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 5% 10/10/33/EUR/                  | SNCF RESEAU /EUR/ REGD EMTN 5.00000000                                                       | CUSIP: F77540BW5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2000000 | PA      | $2590728.29   | 0.02%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 2.607% 12/13/51                | ROCHE HOLDINGS INC REGD 144A P/P 2.60700000                                                  | CUSIP: 771196BY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $919779.71    | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS 4.985% 03/08/34                | ROCHE HOLDINGS INC REGD 144A P/P 4.98500000                                                  | CUSIP: 771196CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1950000 | PA      | $2011160.39   | 0.01%             | 2034-03-08      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICA 5.3% 02/15/34                | ROGERS COMMUNICATIONS IN REGD 5.30000000                                                     | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1550000 | PA      | $1564782.07   | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC 5.25% 02/24/35                    | ROLLINS INC REGD SER WI 5.25000000                                                           | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51140.69     | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RMRK 2021-5A AR V/R 01/15/35                  | ROMARK CLO V LTD SER 2021-5A CL AR V/R REGD 144A P/P 5.09454000                              | CUSIP: 77588PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2498713.50   | 0.02%             | 2035-01-15      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGI 4.2% 09/15/28                | ROPER TECHNOLOGIES INC REGD 4.20000000                                                       | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |        37000 | PA      | $37115.40     | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOG 2.95% 09/15/29                | ROPER TECHNOLOGIES INC REGD 2.95000000                                                       | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1913.46      | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOG 1.75% 02/15/31                | ROPER TECHNOLOGIES INC REGD 1.75000000                                                       | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |        77000 | PA      | $67616.13     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TELEREAL 6.1645% 12/10/31 /GBP                | TELEREAL SECURITISATION /GBP/ REGD SER B4 6.16450000                                         | CUSIP: G8738KAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        34020 | PA      | $47143.85     | 0.00%             | 2031-12-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 03/27/28                | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 4.71500000                                        | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       135000 | PA      | $136176.58    | 0.00%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 11/03/31                | ROYAL BANK OF CANADA REGD V/R MTN 4.30500000                                                 | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $2539928.44   | 0.02%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.375% 01/15/36                | ROYAL CARIBBEAN CRUISES REGD 5.37500000                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |        46000 | PA      | $46310.70     | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA  4.45% 03/25/31                | ROYALTY PHARMA PLC REGD 4.45000000                                                           | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |        47000 | PA      | $46919.50     | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA P 5.2% 09/25/35                | ROYALTY PHARMA PLC REGD 5.20000000                                                           | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       172000 | PA      | $173222.90    | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.3% 08/15/60                  | S&P GLOBAL INC REGD 2.30000000                                                               | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       266000 | PA      | $135083.06    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.45% 03/01/27                 | S&P GLOBAL INC REGD 2.45000000                                                               | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34446.50     | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 5.25% 09/15/33                 | S&P GLOBAL INC REGD 5.25000000                                                               | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |        35000 | PA      | $36824.46     | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SALT RIVER AZ  4.839% 01/01/41                | SALT RIVER AZ PROJ AGRIC IMPT REGD N/C B/E 4.83900000                                        | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |       100000 | PA      | $98263.17     | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 4.15% 05/15/48                | SAN DIEGO G & E REGD 4.15000000                                                              | CUSIP: 797440BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $645250.63    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 01/10/29                | SANTANDER UK GROUP HLDGS REGD V/R 6.53400000                                                 | CUSIP: 80281LAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2612893.33   | 0.02%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 09/22/29                | SANTANDER UK GROUP HLDGS REGD V/R 4.32000000                                                 | CUSIP: 80281LAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       465000 | PA      | $465643.62    | 0.00%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 09/22/36                | SANTANDER UK GROUP HLDGS REGD V/R 5.13600000                                                 | CUSIP: 80281LAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1780000 | PA      | $1773904.39   | 0.01%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 01/09/30                | SANTANDER HOLDINGS USA REGD V/R 6.17400000                                                   | CUSIP: 80282KBJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $62571.20     | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 05/31/35                | SANTANDER HOLDINGS USA REGD V/R 6.34200000                                                   | CUSIP: 80282KBL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       130000 | PA      | $139658.64    | 0.00%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 03/20/31                | SANTANDER HOLDINGS USA REGD V/R 5.74100000                                                   | CUSIP: 80282KBQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        80000 | PA      | $82847.49     | 0.00%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 D 5.14% 02/17/32                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 SER 2024-5 CL D REGD 5.14000000                | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2950000 | PA      | $2970510.17   | 0.02%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE 6.875% 09/19/33                | SANTOS FINANCE LTD REGD 144A P/P 6.87500000                                                  | CUSIP: 803014AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       320000 | PA      | $349980.80    | 0.00%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF 3.3% 06/02/48/CAD/                | PROVINCE OF SASKATCHEWAN /CAD/ REGD 3.30000000                                               | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | USGA              | CA        |       400000 | PA      | $237998.18    | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATI 5.75% 01/16/54                | SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 5.75000000                                        | CUSIP: 80413TBH1<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |      2645000 | PA      | $2619191.73   | 0.02%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN O 4.75% 06/02/30                | SAUDI ARABIAN OIL CO REGD 144A P/P 4.75000000                                                | CUSIP: 80414L2X2<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |      2240000 | PA      | $2269078.52   | 0.01%             | 2030-06-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP V/R /PERP/                | CHARLES SCHWAB CORP REGD V/R /PERP/ SER I 4.00000000                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       215000 | PA      | $213686.17    | 0.00%             | 2174-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP V/R /PERP/                | CHARLES SCHWAB CORP REGD V/R /PERP/ SER K 5.00000000                                         | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        46000 | PA      | $46301.12     | 0.00%             | 2174-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA V/R 10/01/54                           | SEMPRA REGD V/R 6.87500000                                                                   | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |        46000 | PA      | $47321.44     | 0.00%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA V/R 04/01/56                           | SEMPRA REGD V/R 6.37500000                                                                   | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       205000 | PA      | $209380.52    | 0.00%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTH 2.927% 11/01/51                | SENTARA HEALTHCARE REGD SER 2021 2.92700000                                                  | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |      2365000 | PA      | $1509720.24   | 0.01%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC 1.4% 09/01/30                  | SERVICENOW INC REGD 1.40000000                                                               | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4409.33      | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHACK 2019-14A A V/R 07/20/34                 | SHACKLETON 2019-XIV CLO LTD SER 2019-14A CL A1RR V/R REGD 144A P/P 5.08444000                | CUSIP: 81880XAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000739.60   | 0.01%             | 2034-07-20      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE  4.125% 05/11/35                | SHELL FINANCE US IN REGD SER * 4.12500000                                                    | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       198000 | PA      | $190473.79    | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE  3.875% 11/13/28                | SHELL FINANCE US INC REGD 144A P/P 3.87500000                                                | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         2000 | PA      | $1998.31      | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE  6.375% 12/15/38                | SHELL FINANCE US INC REGD 144A P/P 6.37500000                                                | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $16753.54     | 0.00%             | 2038-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 4.8% 09/01/31                | SHERWIN-WILLIAMS CO REGD 4.80000000                                                          | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20495.57     | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  4.25% 10/01/44                | SIMON PROPERTY GROUP LP REGD 4.25000000                                                      | CUSIP: 828807CT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         2000 | PA      | $1689.84      | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  4.25% 11/30/46                | SIMON PROPERTY GROUP LP REGD 4.25000000                                                      | CUSIP: 828807CZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         3000 | PA      | $2511.92      | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  3.25% 09/13/49                | SIMON PROPERTY GROUP LP REGD 3.25000000                                                      | CUSIP: 828807DH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         2000 | PA      | $1384.68      | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  5.85% 03/08/53                | SIMON PROPERTY GROUP LP REGD 5.85000000                                                      | CUSIP: 828807DV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        24000 | PA      | $24452.12     | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  6.65% 01/15/54                | SIMON PROPERTY GROUP LP REGD 6.65000000                                                      | CUSIP: 828807DX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        12000 | PA      | $13463.51     | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 4.75% 10/20/28                | DELTA AIR LINES/SKYMILES REGD 144A P/P 4.75000000                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      2780000 | PA      | $2797167.06   | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SMITH & NEPHEW 2.032% 10/14/30                | SMITH & NEPHEW PLC REGD 2.03200000                                                           | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |        45000 | PA      | $40505.18     | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITHSONIAN IN 1.514% 09/01/26                | SMITHSONIAN INSTITUTION REGD 1.51400000                                                      | CUSIP: 832432AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $24666.56     | 0.00%             | 2026-09-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| SMITHSONIAN IN 1.614% 09/01/27                | SMITHSONIAN INSTITUTION REGD 1.61400000                                                      | CUSIP: 832432AL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $33611.50     | 0.00%             | 2027-09-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| SMITHSONIAN IN 1.867% 09/01/29                | SMITHSONIAN INSTITUTION REGD 1.86700000                                                      | CUSIP: 832432AN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $928106.88    | 0.01%             | 2029-09-01      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| SMITHSONIAN IN 1.967% 09/01/31                | SMITHSONIAN INSTITUTION REGD 1.96700000                                                      | CUSIP: 832432AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       235000 | PA      | $204716.27    | 0.00%             | 2031-09-01      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC 3.1% 05/01/50                     | SNAP-ON INC REGD 3.10000000                                                                  | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |        10000 | PA      | $6812.68      | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/19/55                 | SOCIETE GENERALE REGD V/R 144A P/P 7.13200000                                                | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $262369.60    | 0.00%             | 2055-01-19      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 05/22/29                 | SOCIETE GENERALE REGD V/R 144A P/P MTN 5.24900000                                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2350000 | PA      | $2397904.02   | 0.01%             | 2029-05-22      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 10/03/36                 | SOCIETE GENERALE REGD V/R 144A P/P MTN 5.43900000                                            | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2109908.72   | 0.01%             | 2036-10-03      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| SNDPT 2019-2A AR V/R 07/15/34                 | SOUND POINT CLO XXIII SER 2019-2A CL AR V/R REGD 144A P/P 5.33615000                         | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501317.40    | 0.00%             | 2034-07-15      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY  4.6% 06/15/43                | DOMINION ENERGY SOUTH REGD 4.60000000                                                        | CUSIP: 837004CG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1256995.91   | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 4.05% 03/15/42                | SOUTHERN CAL EDISON REGD 4.05000000                                                          | CUSIP: 842400FV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $717439.96    | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 4.65% 10/01/43                | SOUTHERN CAL EDISON REGD 4.65000000                                                          | CUSIP: 842400FZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $426496.95    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISO 4% 04/01/47                | SOUTHERN CAL EDISON REGD 4.00000000                                                          | CUSIP: 842400GG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       355000 | PA      | $267201.90    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 4.125% 03/01/48                | SOUTHERN CAL EDISON REGD SER C 4.12500000                                                    | CUSIP: 842400GK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       265000 | PA      | $201744.89    | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 3.65% 02/01/50                | SOUTHERN CAL EDISON REGD 3.65000000                                                          | CUSIP: 842400GT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       355000 | PA      | $249239.62    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 2.95% 02/01/51                | SOUTHERN CAL EDISON REGD SER 20A 2.95000000                                                  | CUSIP: 842400GY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       875000 | PA      | $535414.00    | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF  5.05% 09/01/34                | SOUTHERN CALIF GAS CO REGD 5.05000000                                                        | CUSIP: 842434DB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       865000 | PA      | $881120.10    | 0.01%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS 6% 06/15/55                | SOUTHERN CALIF GAS CO REGD 6.00000000                                                        | CUSIP: 842434DD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20586.72     | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 3.7% 04/30/30                     | SOUTHERN CO REGD SER A 3.70000000                                                            | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        15000 | PA      | $14657.12     | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO V/R 09/15/51                      | SOUTHERN CO REGD V/R SER 21-A 3.75000000                                                     | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9854.98      | 0.00%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 10/15/32                     | SOUTHERN CO REGD 5.70000000                                                                  | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10607.80     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.2% 06/15/33                     | SOUTHERN CO REGD 5.20000000                                                                  | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20577.79     | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 03/15/34                     | SOUTHERN CO REGD 5.70000000                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |         5000 | PA      | $5271.93      | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER 5.25% 11/08/42                | SOUTHERN COPPER CORP REGD 5.25000000                                                         | CUSIP: 84265VAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       127000 | PA      | $121710.87    | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPE 5.875% 04/23/45                | SOUTHERN COPPER CORP REGD 5.87500000                                                         | CUSIP: 84265VAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $61635.96     | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 3.15% 09/30/51                | SOUTHERN CO GAS CAPITAL REGD SER 21A 3.15000000                                              | CUSIP: 8426EPAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3246.48      | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 5.15% 09/15/32                | SOUTHERN CO GAS CAPITAL REGD 5.15000000                                                      | CUSIP: 8426EPAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2981582.08   | 0.02%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 5.75% 09/15/33                | SOUTHERN CO GAS CAPITAL REGD 5.75000000                                                      | CUSIP: 8426EPAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10611.51     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRL 5.125% 06/15/27                | SOUTHWEST AIRLINES CO REGD 5.12500000                                                        | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1164624.01   | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS C 4.05% 03/15/32                | SOUTHWEST GAS CORP REGD 4.05000000                                                           | CUSIP: 845011AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9659.88      | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN EL 1.65% 03/15/26                | SOUTHWESTERN ELEC POWER REGD SER N 1.65000000                                                | CUSIP: 845437BS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9945.26      | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 5.3% 04/01/33                | SOUTHWESTERN ELEC POWER REGD 5.30000000                                                      | CUSIP: 845437BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20579.16     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUB 3.7% 08/15/47                | SOUTHWESTERN PUBLIC SERV REGD 3.70000000                                                     | CUSIP: 845743BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $752094.70    | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PU 3.15% 05/01/50                | SOUTHWESTERN PUBLIC SERV REGD SER 8 3.15000000                                               | CUSIP: 845743BU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $13240.90     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLI 6% 06/01/54                | SOUTHWESTERN PUBLIC SERV REGD 6.00000000                                                     | CUSIP: 845743BX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $25637.55     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL 6.875% 11/15/28                | SPRINT CAPITAL CORP REGD 6.87500000                                                          | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2621000 | PA      | $2813481.55   | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL  8.75% 03/15/32                | SPRINT CAPITAL CORP REGD 8.75000000                                                          | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $108979.15    | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/14/27                | STANDARD CHARTERED PLC REGD V/R 144A P/P 1.45600000                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1198854.85   | 0.01%             | 2027-01-14      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/21/29                | STANDARD CHARTERED PLC REGD V/R 144A P/P 5.54500000                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       555000 | PA      | $569602.33    | 0.00%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| STEEL DYNAMICS  3.25% 01/15/31                | STEEL DYNAMICS INC REGD 3.25000000                                                           | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      2640000 | PA      | $2512410.88   | 0.02%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN 2.691% 09/15/31                | STELLANTIS FIN US INC REGD 144A P/P 2.69100000                                               | CUSIP: 85855CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       635000 | PA      | $557401.29    | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| STERIS PLC 2.7% 03/15/31                      | STERIS PLC REGD 2.70000000                                                                   | CUSIP: 85917PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       150000 | PA      | $138529.81    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES  2.7% 07/15/31                | SUN COMMUNITIES OPER LP REGD 2.70000000                                                      | CUSIP: 866677AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       398000 | PA      | $362096.46    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES  2.3% 11/01/28                | SUN COMMUNITIES OPER LP REGD 2.30000000                                                      | CUSIP: 866677AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1785000 | PA      | $1699108.51   | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES  4.2% 04/15/32                | SUN COMMUNITIES OPER LP REGD 4.20000000                                                      | CUSIP: 866677AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2520000 | PA      | $2449522.66   | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.4% 10/01/47                | ENERGY TRANSFER LP REGD 5.40000000                                                           | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1059271.46   | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLAN 5.5% 01/15/36                | SUZANO NETHERLANDS BV REGD 5.50000000                                                        | CUSIP: 86960YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       110000 | PA      | $109145.30    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STCP 2023-2A AR V/R 01/20/37                  | SYCAMORE TREE CLO 2023-2 LTD SER 2023-2A CL AR V/R REGD 144A P/P 5.56444000                  | CUSIP: 87122CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1607625.44   | 0.01%             | 2037-01-20      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC 5% 04/01/32                      | SYNOPSYS INC REGD 5.00000000                                                                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      1106000 | PA      | $1130765.10   | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 08/02/30                | SYNCHRONY FINANCIAL REGD V/R 5.93500000                                                      | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |        85000 | PA      | $88632.36     | 0.00%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 07/29/36                | SYNCHRONY FINANCIAL REGD V/R 6.00000000                                                      | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       154000 | PA      | $158402.55    | 0.00%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATI 3.15% 12/14/51                | SYSCO CORPORATION REGD 3.15000000                                                            | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |        70000 | PA      | $46804.57     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATIO 5.4% 03/23/35                | SYSCO CORPORATION REGD 5.40000000                                                            | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       150000 | PA      | $155587.19    | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TCW 2024-1A A1 V/R 01/16/37                   | TCW CLO 2024-1 LTD SER 2024-1A CL A1 V/R REGD 144A P/P 5.49363000                            | CUSIP: 87252MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $703096.03    | 0.00%             | 2037-01-16      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA I 4.375% 04/15/40                | T-MOBILE USA INC REGD SER WI 4.37500000                                                      | CUSIP: 87264AAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        12000 | PA      | $10792.19     | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.5% 04/15/50                | T-MOBILE USA INC REGD 4.50000000                                                             | CUSIP: 87264AAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $82693.99     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.875% 04/15/30                | T-MOBILE USA INC REGD SER WI 3.87500000                                                      | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3575000 | PA      | $3519319.88   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.3% 02/15/51                | T-MOBILE USA INC REGD 3.30000000                                                             | CUSIP: 87264ABN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6708.52      | 0.00%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.6% 11/15/60                | T-MOBILE USA INC REGD 3.60000000                                                             | CUSIP: 87264ABY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       324000 | PA      | $216138.62    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.15% 04/15/34                | T-MOBILE USA INC REGD 5.15000000                                                             | CUSIP: 87264ADF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10239.61     | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.5% 01/15/55                | T-MOBILE USA INC REGD 5.50000000                                                             | CUSIP: 87264ADG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       105000 | PA      | $99798.87     | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.25% 06/15/55                | T-MOBILE USA INC REGD 5.25000000                                                             | CUSIP: 87264ADN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $182961.49    | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 5.875% 11/15/55                | T-MOBILE USA INC REGD 5.87500000                                                             | CUSIP: 87264ADU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        24000 | PA      | $24051.91     | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING  5.375% 01/15/36                | TPG OPERATING GROUP II REGD 5.37500000                                                       | CUSIP: 872652AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        21000 | PA      | $20975.81     | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN 5.2% 07/07/35                   | TAKEDA US FIN REGD 5.20000000                                                                | CUSIP: 87406BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2091899.11   | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC C 4.3% 06/15/48                | TAMPA ELECTRIC CO REGD 4.30000000                                                            | CUSIP: 875127BE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8287.84      | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC 5.1% 03/11/30                    | TAPESTRY INC REGD 5.10000000                                                                 | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56510.32     | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC 5.5% 03/11/35                    | TAPESTRY INC REGD 5.50000000                                                                 | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |       155000 | PA      | $158769.11    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  4.2% 02/01/33                | TARGA RESOURCES CORP REGD 4.20000000                                                         | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95895.94     | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 4.95% 04/15/52                | TARGA RESOURCES CORP REGD 4.95000000                                                         | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       335000 | PA      | $287569.66    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 6.125% 03/15/33                | TARGA RESOURCES CORP REGD 6.12500000                                                         | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       285000 | PA      | $305403.81    | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 02/15/35                | TARGA RESOURCES CORP REGD 5.50000000                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       985000 | PA      | $1010761.36   | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 6.125% 05/15/55                | TARGA RESOURCES CORP REGD 6.12500000                                                         | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59863.35     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 4.35% 01/15/29                | TARGA RESOURCES CORP REGD 4.35000000                                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       915000 | PA      | $917484.42    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.4% 07/30/36                | TARGA RESOURCES CORP REGD 5.40000000                                                         | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      1890000 | PA      | $1897010.16   | 0.01%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.2% 07/01/27                | TARGA RESOURCES CORP REGD 5.20000000                                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       965000 | PA      | $980756.26    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOL 1.6% 04/01/26                | TELEDYNE TECHNOLOGIES IN REGD 1.60000000                                                     | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19870.56     | 0.00%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TVA- GEN STRIP ZCP 01/15/34                   | TENNESSEE VALLEY AUTHORITY GENERIC STRIP ZCP 0.00000000                                      | CUSIP: 88059EPA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1100000 | PA      | $781927.96    | 0.00%             | 2034-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH R 2.328% 11/15/50                | TEXAS HEALTH RESOURCES REGD 2.32800000                                                       | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |       750000 | PA      | $431246.26    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENT 2.7% 09/15/51                | TEXAS INSTRUMENTS INC REGD 2.70000000                                                        | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |        30000 | PA      | $18432.42     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 2.45% 03/15/31                    | TEXTRON INC REGD 2.45000000                                                                  | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $907341.50    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 5.5% 05/15/35                     | TEXTRON INC REGD 5.50000000                                                                  | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |         7000 | PA      | $7267.27      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.15% 03/15/34                | WILLIAMS COMPANIES INC REGD 5.15000000                                                       | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2015000 | PA      | $2052300.07   | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 5.5% 09/01/41                | TIME WARNER CABLE LLC REGD 5.50000000                                                        | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $703857.12    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 4.5% 09/15/42                | TIME WARNER CABLE LLC REGD 4.50000000                                                        | CUSIP: 88732JBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       220000 | PA      | $169729.78    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINI 4.928% 10/15/35                | TORONTO-DOMINION BANK REGD 4.92800000                                                        | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       690000 | PA      | $691791.26    | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION  V/R 10/31/82                | TORONTO-DOMINION BANK REGD V/R 8.12500000                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       220000 | PA      | $231692.56    | 0.00%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CITY OF TO 2.95% 04/28/35/CAD/                | CITY OF TORONTO CANADA /CAD/ REGD 2.95000000                                                 | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | USGA              | CA        |       500000 | PA      | $337571.31    | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITY OF TOR 2.6% 09/24/39/CAD/                | CITY OF TORONTO CANADA /CAD/ REGD 2.60000000                                                 | CUSIP: 891288DT6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | USGA              | CA        |       700000 | PA      | $417015.48    | 0.00%             | 2039-09-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITY OF TOR 2.8% 11/22/49/CAD/                | CITY OF TORONTO CANADA /CAD/ REGD 2.80000000                                                 | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | USGA              | CA        |       300000 | PA      | $156829.92    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TOTE MARITIME  6.365% 04/15/28                | TOTE MARITIME ALASKA LLC REGD SER 02-1 6.36500000                                            | CUSIP: 89152TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1616000 | PA      | $1658490.17   | 0.01%             | 2028-04-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST V/R 03/15/77                | TRANSCANADA TRUST REGD V/R 5.30000000                                                        | CUSIP: 89356BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        92000 | PA      | $91987.02     | 0.00%             | 2077-03-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS P 3.25% 05/15/30                | TRANSCONT GAS PIPE LINE REGD SER WI 3.25000000                                               | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       505000 | PA      | $484226.05    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS I 5.45% 05/25/53                | TRAVELERS COS INC REGD 5.45000000                                                            | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19765.71     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS I 5.05% 07/24/35                | TRAVELERS COS INC REGD 5.05000000                                                            | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      1505000 | PA      | $1531287.82   | 0.01%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS IN 5.7% 07/24/55                | TRAVELERS COS INC REGD 5.70000000                                                            | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       145000 | PA      | $148674.12    | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC 6.1% 03/15/33                     | TRIMBLE INC REGD 6.10000000                                                                  | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |       161000 | PA      | $173626.69    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRNTS 2021-17A A V/R 10/20/34                 | TRINITAS CLO XVII LTD SER 2021-17A CL AR V/R REGD 144A P/P 5.03444000                        | CUSIP: 89642JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3600000 | PA      | $3596688.36   | 0.02%             | 2034-10-20      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| TRINITY HEALTH 2.632% 12/01/40                | TRINITY HEALTH CORP REGD SER 2021 2.63200000                                                 | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |       230000 | PA      | $168314.44    | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK 2.25% 03/11/30                    | TRUIST BANK REGD SER BKNT 2.25000000                                                         | CUSIP: 89788KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $229168.85    | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 06/08/34                | TRUIST FINANCIAL CORP REGD V/R MTN 5.86700000                                                | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       370000 | PA      | $394324.03    | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 10/30/29                | TRUIST FINANCIAL CORP REGD V/R MTN 7.16100000                                                | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       620000 | PA      | $669045.02    | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/24/30                | TRUIST FINANCIAL CORP REGD V/R MTN 5.43500000                                                | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       645000 | PA      | $668211.65    | 0.00%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINC 4.201% 03/01/52                | TRUSTEES PRINCETON UNIV REGD 4.20100000                                                      | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |      1295000 | PA      | $1081878.74   | 0.01%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC  1.5% 08/01/30                | TUCSON ELECTRIC POWER CO REGD 1.50000000                                                     | CUSIP: 898813AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $26694.32     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC 3.25% 05/01/51                | TUCSON ELECTRIC POWER CO REGD 3.25000000                                                     | CUSIP: 898813AT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6696.01      | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC  5.2% 09/15/34                | TUCSON ELECTRIC POWER CO REGD 5.20000000                                                     | CUSIP: 898813AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1220000 | PA      | $1249128.46   | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS G 5% 05/09/35                | TYCO ELECTRONICS GROUP S REGD 5.00000000                                                     | CUSIP: 902133BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       220000 | PA      | $223168.53    | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 08/13/30                     | UBS GROUP AG REGD V/R 144A P/P 3.12600000                                                    | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       300000 | PA      | $287616.53    | 0.00%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/11/33                     | UBS GROUP AG REGD V/R 144A P/P 2.74600000                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $898005.44    | 0.01%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/06/47                     | UBS GROUP AG REGD V/R 144A P/P MTN 5.52800000                                                | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1190000 | PA      | $1179063.14   | 0.01%             | 2047-05-06      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| UBSCM 2018-C1 4.118% 11/15/27                 | UBS COMMERCIAL MORTGAGE TRUST 2018-C11 SER 2018-C11 CL ASB REGD 4.11860000                   | CUSIP: 90276XAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       313356 | PA      | $312874.76    | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBSCM 2018-C11 A V/R 06/15/28                 | UBS COMMERCIAL MORTGAGE TRUST 2018-C11 SER 2018-C11 CL AS V/R REGD 4.49170000                | CUSIP: 90276XAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1463265 | PA      | $1433595.69   | 0.01%             | 2051-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R /PERP/                         | US BANCORP REGD V/R /PERP/ 3.70000000                                                        | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2246782.30   | 0.01%             | 2174-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| UBSCM 2018-C1 4.296% 07/15/28                 | UBS COMMERCIAL MORTGAGE TRUST 2018-C12 SER 2018-C12 CL A5 REGD 4.29620000                    | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1380000 | PA      | $1369586.66   | 0.01%             | 2051-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGI 5.35% 09/15/54                | UBER TECHNOLOGIES INC REGD 5.35000000                                                        | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |        15000 | PA      | $14307.71     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT 1.11% 05/15/29                | INT DEVELOPMENT FIN CORP REGD SER 1 1.11000000                                               | CUSIP: 90376PAZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       537500 | PA      | $509662.52    | 0.00%             | 2029-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT  0.8% 05/15/29                | INT DEVELOPMENT FIN CORP REGD SER 2 0.80000000                                               | CUSIP: 90376PCN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       267500 | PA      | $252258.68    | 0.00%             | 2029-05-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC  2.15% 03/15/32                | UNION ELECTRIC CO REGD 2.15000000                                                            | CUSIP: 906548CT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $35142.33     | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC C 3.9% 04/01/52                | UNION ELECTRIC CO REGD 3.90000000                                                            | CUSIP: 906548CU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $23015.61     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC C 5.2% 04/01/34                | UNION ELECTRIC CO REGD 5.20000000                                                            | CUSIP: 906548CY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $67079.13     | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC 5.125% 03/15/55                | UNION ELECTRIC CO REGD 5.12500000                                                            | CUSIP: 906548CZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        46000 | PA      | $42281.60     | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC  3.799% 04/06/71                | UNION PACIFIC CORP REGD SER WI 3.79900000                                                    | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |        12000 | PA      | $8265.09      | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINE 4.375% 04/15/26                | UNITED AIRLINES INC REGD 144A P/P 4.37500000                                                 | CUSIP: 90932LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       525000 | PA      | $524344.17    | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINE 4.625% 04/15/29                | UNITED AIRLINES INC REGD 144A P/P 4.62500000                                                 | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $358405.78    | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN  5.75% 10/12/10                | UNITED MEXICAN STATES REGD MTN SER GMTN 5.75000000                                           | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |        80000 | PA      | $67080.00     | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 7.375% 05/13/55                | UNITED MEXICAN STATES REGD 7.37500000                                                        | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |       200000 | PA      | $215400.00    | 0.00%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL S 5.25% 05/14/35                | UNITED PARCEL SERVICE REGD 5.25000000                                                        | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |        28000 | PA      | $29079.82     | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL S 5.95% 05/14/55                | UNITED PARCEL SERVICE REGD 5.95000000                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |        19000 | PA      | $19698.40     | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 06/12/34                       | US BANCORP REGD V/R 5.83600000                                                               | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       725000 | PA      | $774849.19    | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 01/23/30                       | US BANCORP REGD V/R 5.38400000                                                               | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31090.37     | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 02/12/36                       | US BANCORP REGD V/R 5.42400000                                                               | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |        60000 | PA      | $62465.28     | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN D 3.26% 08/01/29                | HOUSING URBAN DEVELOPMNT REGD 3.26000000                                                     | CUSIP: 911759LT3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        25000 | PA      | $24407.71     | 0.00%             | 2029-08-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 01/06/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797SE8<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     15000000 | PA      | $14994241.65  | 0.09%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 01/13/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797SF5<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     26050000 | PA      | $26022071.27  | 0.16%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 02/03/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797SJ7<br>LEI: N/A                  | Long             | STIV             | UST               | US        |        62000 | PA      | $61806.24     | 0.00%             | 2026-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 02/10/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797SQ1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |         3000 | PA      | $2988.49      | 0.00%             | 2026-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/03/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797ST5<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       208000 | PA      | $206768.21    | 0.00%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/10/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797SY4<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       741000 | PA      | $736204.24    | 0.00%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 04/14/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797TH0<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       376000 | PA      | $372250.03    | 0.00%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 6.375% 08/15/27                  | UNITED STATES TREASURY BOND 6.37500000                                                       | CUSIP: 912810FA1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       155300 | PA      | $162337.03    | 0.00%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 6.125% 11/15/27                  | UNITED STATES TREASURY BOND 6.12500000                                                       | CUSIP: 912810FB9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       332300 | PA      | $348071.27    | 0.00%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5.5% 08/15/28                    | UNITED STATES TREASURY BOND 5.50000000                                                       | CUSIP: 912810FE3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       198100 | PA      | $207935.36    | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UST BDS 5.25% 11/15/28                        | U S TREASURY BONDS 5.25000000                                                                | CUSIP: 912810FF0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       330700 | PA      | $346162.81    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5.25% 02/15/29                   | UNITED STATES TREASURY BOND 5.25000000                                                       | CUSIP: 912810FG8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       547900 | PA      | $576472.13    | 0.00%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 6.125% 08/15/29                  | UNITED STATES TREASURY BOND 6.12500000                                                       | CUSIP: 912810FJ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       171600 | PA      | $186212.81    | 0.00%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 6.25% 05/15/30                   | UNITED STATES TREASURY BOND 6.25000000                                                       | CUSIP: 912810FM5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       275500 | PA      | $303975.51    | 0.00%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5.375% 02/15/31                  | UNITED STATES TREASURY BOND 5.37500000                                                       | CUSIP: 912810FP8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       346700 | PA      | $373108.79    | 0.00%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 02/15/36                    | UNITED STATES TREASURY BOND 4.50000000                                                       | CUSIP: 912810FT0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       357600 | PA      | $369920.44    | 0.00%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UST BDS 4.75% 2/15/37 912810PT9               | UST BDS 4.75% 2/15/37 912810PT9 4.75000000                                                   | CUSIP: 912810PT9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       212700 | PA      | $223343.31    | 0.00%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/37                      | UNITED STATES TREASURY BOND 5.00000000                                                       | CUSIP: 912810PU6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       352100 | PA      | $377778.54    | 0.00%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UST BDS 4.375%  DUE 2/15/38                   | UNITED STATES TREASURY BOND 4.37500000                                                       | CUSIP: 912810PW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       288900 | PA      | $292262.98    | 0.00%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 05/15/38                    | UNITED STATES TREASURY BOND 4.50000000                                                       | CUSIP: 912810PX0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       914000 | PA      | $933815.24    | 0.01%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.5% 02/15/39                    | UNITED STATES TREASURY BOND 3.50000000                                                       | CUSIP: 912810QA9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       424100 | PA      | $387620.78    | 0.00%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 05/15/39                   | UNITED STATES TREASURY BOND 4.25000000                                                       | CUSIP: 912810QB7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       610200 | PA      | $599569.17    | 0.00%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 08/15/39                    | UNITED STATES TREASURY BOND 4.50000000                                                       | CUSIP: 912810QC5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       531300 | PA      | $533831.97    | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 11/15/39                  | UNITED STATES TREASURY BOND 4.37500000                                                       | CUSIP: 912810QD3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       571500 | PA      | $565561.76    | 0.00%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/40                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810QE1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       575800 | PA      | $583874.70    | 0.00%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375 05/15/40                   | UNITED STATES TREASURY BOND 4.37500000                                                       | CUSIP: 912810QH4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       557500 | PA      | $549790.82    | 0.00%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 08/15/40                  | UNITED STATES TREASURY BOND 3.87500000                                                       | CUSIP: 912810QK7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       554100 | PA      | $514880.11    | 0.00%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREAS BDS        4.25% 11/15/40 | UNITED STATES TREAS BDS        4.25% 11/15/40 4.25000000                                     | CUSIP: 912810QL5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       550100 | PA      | $532522.59    | 0.00%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/41                   | UNITED STATES TREASURY BOND 4.75000000                                                       | CUSIP: 912810QN1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       583300 | PA      | $595603.98    | 0.00%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 05/15/41                  | UNITED STATES TREASURY BOND 4.37500000                                                       | CUSIP: 912810QQ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       538600 | PA      | $526565.66    | 0.00%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.75% 8/15/41                    | UNITED STATES TREASURY BOND 3.75000000                                                       | CUSIP: 912810QS0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       544800 | PA      | $492724.78    | 0.00%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 11/15/41                  | UNITED STATES TREASURY BOND 3.12500000                                                       | CUSIP: 912810QT8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       572200 | PA      | $474926.00    | 0.00%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 02/15/42                  | UNITED STATES TREASURY BOND 3.12500000                                                       | CUSIP: 912810QU5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       605500 | PA      | $500081.51    | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/42                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810QW1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       563200 | PA      | $454916.00    | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 08/15/42                   | UNITED STATES TREASURY BOND 2.75000000                                                       | CUSIP: 912810QX9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       651700 | PA      | $504991.13    | 0.00%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/42                   | UNITED STATES TREASURY BOND 2.75000000                                                       | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       952100 | PA      | $734455.89    | 0.00%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 02/15/43                  | UNITED STATES TREASURY BOND 3.12500000                                                       | CUSIP: 912810QZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       878000 | PA      | $712826.25    | 0.00%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/43                  | UNITED STATES TREASURY BOND 2.87500000                                                       | CUSIP: 912810RB6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5626300 | PA      | $4384558.04   | 0.03%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 08/15/43                  | UNITED STATES TREASURY BOND 3.62500000                                                       | CUSIP: 912810RC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2015600 | PA      | $1746407.17   | 0.01%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.75% 11/15/43                   | UNITED STATES TREASURY BOND 3.75000000                                                       | CUSIP: 912810RD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2460800 | PA      | $2164638.88   | 0.01%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/44                  | UNITED STATES TREASURY BOND 3.62500000                                                       | CUSIP: 912810RE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2000100 | PA      | $1723523.67   | 0.01%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 05/15/44                  | UNITED STATES TREASURY BOND 3.37500000                                                       | CUSIP: 912810RG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       933600 | PA      | $773465.72    | 0.00%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 08/15/44                  | UNITED STATES TREASURY BOND 3.12500000                                                       | CUSIP: 912810RH3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1852300 | PA      | $1471854.95   | 0.01%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/44                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810RJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1029100 | PA      | $799039.87    | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/45                    | UNITED STATES TREASURY BOND 2.50000000                                                       | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2733900 | PA      | $1944165.99   | 0.01%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/45                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810RM2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1467500 | PA      | $1133930.37   | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 08/15/45                  | UNITED STATES TREASURY BOND 2.87500000                                                       | CUSIP: 912810RN0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2028800 | PA      | $1527940.01   | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/45                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810RP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       717000 | PA      | $550073.44    | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/46                    | UNITED STATES TREASURY BOND 2.50000000                                                       | CUSIP: 912810RQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1068200 | PA      | $746988.93    | 0.00%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 05/15/46                    | UNITED STATES TREASURY BOND 2.50000000                                                       | CUSIP: 912810RS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1427200 | PA      | $994078.25    | 0.01%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/46                   | UNITED STATES TREASURY BOND 2.25000000                                                       | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2971500 | PA      | $1963975.78   | 0.01%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 11/15/46                  | UNITED STATES TREASURY BOND 2.87500000                                                       | CUSIP: 912810RU4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       594000 | PA      | $440441.72    | 0.00%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/47                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1250200 | PA      | $945073.06    | 0.01%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/47                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810RX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       955200 | PA      | $720280.50    | 0.00%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 08/15/47                   | UNITED STATES TREASURY BOND 2.75000000                                                       | CUSIP: 912810RY6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1384300 | PA      | $993181.18    | 0.01%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/47                   | UNITED STATES TREASURY BOND 2.75000000                                                       | CUSIP: 912810RZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2070100 | PA      | $1481011.00   | 0.01%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1590600 | PA      | $1188600.70   | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 05/15/48                  | UNITED STATES TREASURY BOND 3.12500000                                                       | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1691000 | PA      | $1289717.77   | 0.01%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1881000 | PA      | $1398699.85   | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 11/15/48                  | UNITED STATES TREASURY BOND 3.37500000                                                       | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1974100 | PA      | $1568484.14   | 0.01%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/49                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4317000 | PA      | $3193736.84   | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/49                  | UNITED STATES TREASURY BOND 2.87500000                                                       | CUSIP: 912810SH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1961300 | PA      | $1413131.97   | 0.01%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/49                   | UNITED STATES TREASURY BOND 2.25000000                                                       | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1859500 | PA      | $1171557.63   | 0.01%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 11/15/49                  | UNITED STATES TREASURY BOND 2.37500000                                                       | CUSIP: 912810SK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2039400 | PA      | $1315970.65   | 0.01%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 02/15/50                      | UNITED STATES TREASURY BOND 2.00000000                                                       | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4317900 | PA      | $2543175.66   | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.25% 05/15/50                   | UNITED STATES TREASURY BOND 1.25000000                                                       | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      9284300 | PA      | $4467706.73   | 0.03%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 08/15/50                  | UNITED STATES TREASURY BOND 1.37500000                                                       | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3586900 | PA      | $1772853.34   | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 08/15/40                  | UNITED STATES TREASURY BOND 1.12500000                                                       | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2791700 | PA      | $1760188.65   | 0.01%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 05/15/40                  | UNITED STATES TREASURY BOND 1.12500000                                                       | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3312900 | PA      | $2110161.99   | 0.01%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.625% 11/15/50                  | UNITED STATES TREASURY BOND 1.62500000                                                       | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4025900 | PA      | $2124291.30   | 0.01%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40                  | UNITED STATES TREASURY BOND 1.37500000                                                       | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3283400 | PA      | $2139468.57   | 0.01%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/51                  | UNITED STATES TREASURY BOND 1.87500000                                                       | CUSIP: 912810SU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3439500 | PA      | $1931628.57   | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/41                  | UNITED STATES TREASURY BOND 1.87500000                                                       | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3076300 | PA      | $2157255.38   | 0.01%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51                  | UNITED STATES TREASURY BOND 2.37500000                                                       | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3386400 | PA      | $2144279.05   | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 05/15/41                   | UNITED STATES TREASURY BOND 2.25000000                                                       | CUSIP: 912810SY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2215300 | PA      | $1635514.45   | 0.01%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 8/15/51                       | UNITED STATES TREASURY BOND 2.00000000                                                       | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3445800 | PA      | $1983757.81   | 0.01%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.75% 08/15/41                   | UNITED STATES TREASURY BOND 1.75000000                                                       | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3587600 | PA      | $2430178.56   | 0.01%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 11/15/51                  | UNITED STATES TREASURY BOND 1.87500000                                                       | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4072800 | PA      | $2262472.21   | 0.01%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 11/15/41                      | UNITED STATES TREASURY BOND 2.00000000                                                       | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2819100 | PA      | $1975242.05   | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 02/15/52                   | UNITED STATES TREASURY BOND 2.25000000                                                       | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2836200 | PA      | $1729195.69   | 0.01%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 02/15/42                  | UNITED STATES TREASURY BOND 2.37500000                                                       | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2255100 | PA      | $1666395.57   | 0.01%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/52                  | UNITED STATES TREASURY BOND 2.87500000                                                       | CUSIP: 912810TG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4271100 | PA      | $2998278.84   | 0.02%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.25% 05/15/42                   | UNITED STATES TREASURY BOND 3.25000000                                                       | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1898000 | PA      | $1588759.45   | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/52                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2421700 | PA      | $1742488.83   | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 08/15/42                  | UNITED STATES TREASURY BOND 3.37500000                                                       | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1655900 | PA      | $1404410.19   | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/52                      | UNITED STATES TREASURY BOND 4.00000000                                                       | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2435300 | PA      | $2120994.09   | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42                      | UNITED STATES TREASURY BOND 4.00000000                                                       | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1665900 | PA      | $1532432.77   | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/53                  | UNITED STATES TREASURY BOND 3.62500000                                                       | CUSIP: 912810TN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2419900 | PA      | $1967964.78   | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 02/15/43                  | UNITED STATES TREASURY BOND 3.87500000                                                       | CUSIP: 912810TQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1666100 | PA      | $1504306.06   | 0.01%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 05/15/53                  | UNITED STATES TREASURY BOND 3.62500000                                                       | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      6430800 | PA      | $5225527.37   | 0.03%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 05/15/43                  | UNITED STATES TREASURY BOND 3.87500000                                                       | CUSIP: 912810TS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1895000 | PA      | $1706240.23   | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/53                  | UNITED STATES TREASURY BOND 4.12500000                                                       | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2691400 | PA      | $2392927.94   | 0.01%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 08/15/43                  | UNITED STATES TREASURY BOND 4.37500000                                                       | CUSIP: 912810TU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1899700 | PA      | $1821114.75   | 0.01%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/53                   | UNITED STATES TREASURY BOND 4.75000000                                                       | CUSIP: 912810TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2820500 | PA      | $2780616.38   | 0.02%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/43                   | UNITED STATES TREASURY BOND 4.75000000                                                       | CUSIP: 912810TW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1858200 | PA      | $1865095.67   | 0.01%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.250% 02/15/54                | UNITED STATES TREASURY BOND 4.25000000                                                       | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3148700 | PA      | $2859167.22   | 0.02%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 02/15/44                    | UNITED STATES TREASURY BOND 4.50000000                                                       | CUSIP: 912810TZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2043800 | PA      | $1984402.07   | 0.01%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/54                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810UA4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2948900 | PA      | $2852369.59   | 0.02%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/44                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810UB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3995000 | PA      | $3936479.48   | 0.02%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 08/15/54                   | UNITED STATES TREASURY BOND 4.25000000                                                       | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3049300 | PA      | $2769145.56   | 0.02%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/44                  | UNITED STATES TREASURY BOND 4.12500000                                                       | CUSIP: 912810UD8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1795100 | PA      | $1653595.64   | 0.01%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 11/15/54                    | UNITED STATES TREASURY BOND 4.50000000                                                       | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3345700 | PA      | $3169527.98   | 0.02%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/44                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3264400 | PA      | $3210588.39   | 0.02%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/55                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3560300 | PA      | $3444451.18   | 0.02%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/45                   | UNITED STATES TREASURY BOND 4.75000000                                                       | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2444700 | PA      | $2441166.65   | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 05/15/55                   | UNITED STATES TREASURY BOND 4.75000000                                                       | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3507300 | PA      | $3461814.71   | 0.02%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/45                      | UNITED STATES TREASURY BOND 5.00000000                                                       | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2631500 | PA      | $2711267.35   | 0.02%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 08/15/55                   | UNITED STATES TREASURY BOND 4.75000000                                                       | CUSIP: 912810UM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5154100 | PA      | $5089673.75   | 0.03%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.875% 08/15/45                  | UNITED STATES TREASURY BOND 4.87500000                                                       | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3370600 | PA      | $3415892.44   | 0.02%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/55                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810UP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1800000 | PA      | $1741781.25   | 0.01%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/45                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810UQ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1442000 | PA      | $1414286.57   | 0.01%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 08/15/27                   | UNITED STATES TREASURY NOTE 2.25000000                                                       | CUSIP: 9128282R0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1862700 | PA      | $1826610.19   | 0.01%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 11/15/27                   | UNITED STATES TREASURY NOTE 2.25000000                                                       | CUSIP: 9128283F5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1891300 | PA      | $1849558.42   | 0.01%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 02/15/28                   | UNITED STATES TREASURY NOTE 2.75000000                                                       | CUSIP: 9128283W8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4168400 | PA      | $4106199.64   | 0.03%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/28                  | UNITED STATES TREASURY NOTE 2.87500000                                                       | CUSIP: 9128284N7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2667400 | PA      | $2629993.88   | 0.02%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 08/15/28                  | UNITED STATES TREASURY NOTE 2.87500000                                                       | CUSIP: 9128284V9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2706600 | PA      | $2663886.47   | 0.02%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.125% 11/15/28                  | UNITED STATES TREASURY NOTE 3.12500000                                                       | CUSIP: 9128285M8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5143900 | PA      | $5088241.41   | 0.03%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TREASURY SE 2.625% 02/15/29                   | TREASURY N/B REGD 2.62500000                                                                 | CUSIP: 9128286B1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5597000 | PA      | $5444394.33   | 0.03%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 05/15/29                  | UNITED STATES TREASURY NOTE 2.37500000                                                       | CUSIP: 9128286T2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2651200 | PA      | $2550330.11   | 0.02%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 02/15/27                   | UNITED STATES TREASURY NOTE 2.25000000                                                       | CUSIP: 912828V98<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1905900 | PA      | $1879619.43   | 0.01%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 05/15/27                  | UNITED STATES TREASURY NOTE 2.37500000                                                       | CUSIP: 912828X88<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2303200 | PA      | $2268562.04   | 0.01%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 08/15/29                  | UNITED STATES TREASURY NOTE 1.62500000                                                       | CUSIP: 912828YB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2960700 | PA      | $2765363.20   | 0.02%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 11/15/29                   | UNITED STATES TREASURY NOTE 1.75000000                                                       | CUSIP: 912828YS3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2655600 | PA      | $2481637.46   | 0.02%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 11/30/26                  | UNITED STATES TREASURY NOTE 1.62500000                                                       | CUSIP: 912828YU8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       889800 | PA      | $874583.03    | 0.01%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 12/31/26                   | UNITED STATES TREASURY NOTE 1.75000000                                                       | CUSIP: 912828YX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       984900 | PA      | $968010.50    | 0.01%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 01/31/27                    | UNITED STATES TREASURY NOTE 1.50000000                                                       | CUSIP: 912828Z78<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3258900 | PA      | $3189393.79   | 0.02%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 02/15/30                    | UNITED STATES TREASURY NOTE 1.50000000                                                       | CUSIP: 912828Z94<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     11304400 | PA      | $10390774.88  | 0.06%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/28/27                  | UNITED STATES TREASURY NOTE 1.12500000                                                       | CUSIP: 912828ZB9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       584700 | PA      | $568963.35    | 0.00%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 03/31/27                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 912828ZE3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1531600 | PA      | $1478711.94   | 0.01%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 04/30/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                       | CUSIP: 912828ZN3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      7627500 | PA      | $7334317.97   | 0.04%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 05/15/30                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 912828ZQ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5031300 | PA      | $4418896.45   | 0.03%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 05/31/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                       | CUSIP: 912828ZS2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4336000 | PA      | $4159172.50   | 0.03%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 06/30/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                       | CUSIP: 912828ZV5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1558200 | PA      | $1491185.23   | 0.01%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 07/31/27                  | UNITED STATES TREASURY NOTE 0.37500000                                                       | CUSIP: 91282CAD3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1910700 | PA      | $1820240.30   | 0.01%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 08/15/30                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 91282CAE1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4714500 | PA      | $4106034.84   | 0.03%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 08/31/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                       | CUSIP: 91282CAH4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2010400 | PA      | $1914434.80   | 0.01%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 09/30/27                  | UNITED STATES TREASURY NOTE 0.37500000                                                       | CUSIP: 91282CAL5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2587900 | PA      | $2453248.33   | 0.02%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 10/31/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                       | CUSIP: 91282CAU5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2348600 | PA      | $2225665.47   | 0.01%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 11/15/30                  | UNITED STATES TREASURY NOTE 0.87500000                                                       | CUSIP: 91282CAV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4648300 | PA      | $4067444.06   | 0.02%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 11/30/27                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 91282CAY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2546200 | PA      | $2413220.73   | 0.01%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 12/31/27                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 91282CBB6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2955800 | PA      | $2794616.53   | 0.02%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 01/31/28                   | UNITED STATES TREASURY NOTE 0.75000000                                                       | CUSIP: 91282CBJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3565300 | PA      | $3371576.07   | 0.02%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/15/31                  | UNITED STATES TREASURY NOTE 1.12500000                                                       | CUSIP: 91282CBL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5096600 | PA      | $4491976.02   | 0.03%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/29/28                  | UNITED STATES TREASURY NOTE 1.12500000                                                       | CUSIP: 91282CBP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3612200 | PA      | $3436246.34   | 0.02%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 03/31/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CBS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4297900 | PA      | $4091399.31   | 0.03%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 04/30/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CBZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3971700 | PA      | $3773890.71   | 0.02%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 05/15/31                  | UNITED STATES TREASURY NOTE 1.62500000                                                       | CUSIP: 91282CCB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4429600 | PA      | $3972970.52   | 0.02%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 05/31/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CCE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4201500 | PA      | $3984531.94   | 0.02%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 06/30/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CCH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3079300 | PA      | $2915110.77   | 0.02%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 07/31/26                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 91282CCP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3155000 | PA      | $3102074.88   | 0.02%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1% 07/31/28                      | UNITED STATES TREASURY NOTE 1.00000000                                                       | CUSIP: 91282CCR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3216500 | PA      | $3018861.16   | 0.02%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 08/15/31                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CCS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5702600 | PA      | $4974404.73   | 0.03%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 08/31/28                  | UNITED STATES TREASURY NOTE 1.12500000                                                       | CUSIP: 91282CCV1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2567600 | PA      | $2412741.63   | 0.01%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 09/30/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CCY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2601300 | PA      | $2447762.33   | 0.01%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0% 10/31/2028                    | UNITED STATES TREASURY NOTE    ZCP REGD 1.37500000                                           | CUSIP: 91282CDF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4448000 | PA      | $4191892.52   | 0.03%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.375% 11/15/31                  | UNITED STATES TREASURY NOTE 1.37500000                                                       | CUSIP: 91282CDJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5942400 | PA      | $5183119.11   | 0.03%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 11/30/28                    | UNITED STATES TREASURY NOTE 1.50000000                                                       | CUSIP: 91282CDL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2459100 | PA      | $2321832.28   | 0.01%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.375% 12/31/28                  | UNITED STATES TREASURY NOTE 1.37500000                                                       | CUSIP: 91282CDP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3119100 | PA      | $2929517.20   | 0.02%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 12/31/26                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CDQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3602400 | PA      | $3522668.77   | 0.02%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 01/31/29                   | UNITED STATES TREASURY NOTE 1.75000000                                                       | CUSIP: 91282CDW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2265200 | PA      | $2147161.83   | 0.01%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/15/32                  | UNITED STATES TREASURY NOTE 1.87500000                                                       | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5342700 | PA      | $4771490.25   | 0.03%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/28/29                  | UNITED STATES TREASURY NOTE 1.87500000                                                       | CUSIP: 91282CEB3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2428700 | PA      | $2307644.48   | 0.01%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/28/27                  | UNITED STATES TREASURY NOTE 1.87500000                                                       | CUSIP: 91282CEC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2211900 | PA      | $2171118.09   | 0.01%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 03/31/29                  | UNITED STATES TREASURY NOTE 2.37500000                                                       | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3066500 | PA      | $2955698.74   | 0.02%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.5% 03/31/27                    | UNITED STATES TREASURY NOTE 2.50000000                                                       | CUSIP: 91282CEF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2179900 | PA      | $2152991.86   | 0.01%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 04/30/29                  | UNITED STATES TREASURY NOTE 2.87500000                                                       | CUSIP: 91282CEM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2206700 | PA      | $2158945.64   | 0.01%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 04/30/27                   | UNITED STATES TREASURY NOTE 2.75000000                                                       | CUSIP: 91282CEN7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2061900 | PA      | $2042005.88   | 0.01%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/32                  | UNITED STATES TREASURY NOTE 2.87500000                                                       | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      7133300 | PA      | $6735395.61   | 0.04%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 05/31/29                   | UNITED STATES TREASURY NOTE 2.75000000                                                       | CUSIP: 91282CES6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2173900 | PA      | $2116665.30   | 0.01%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.625% 05/31/27                  | UNITED STATES TREASURY NOTE 2.62500000                                                       | CUSIP: 91282CET4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2051600 | PA      | $2027157.11   | 0.01%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 06/30/29                   | UNITED STATES TREASURY NOTE 3.25000000                                                       | CUSIP: 91282CEV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2520600 | PA      | $2493129.39   | 0.02%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 06/30/27                   | UNITED STATES TREASURY NOTE 3.25000000                                                       | CUSIP: 91282CEW7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2008900 | PA      | $2002151.34   | 0.01%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 07/31/27                   | UNITED STATES TREASURY NOTE 2.75000000                                                       | CUSIP: 91282CFB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1956800 | PA      | $1934862.43   | 0.01%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.625% 07/31/29                  | UNITED STATES TREASURY NOTE 2.62500000                                                       | CUSIP: 91282CFC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2120800 | PA      | $2052205.38   | 0.01%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 08/15/32                   | UNITED STATES TREASURY NOTE 2.75000000                                                       | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4226200 | PA      | $3945388.83   | 0.02%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WI TREASURY 3.125% 08/31/2027                 | UNITED STATES TREASURY NOTE 3.12500000                                                       | CUSIP: 91282CFH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1915700 | PA      | $1904849.36   | 0.01%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.125% 08/31/29                  | UNITED STATES TREASURY NOTE 3.12500000                                                       | CUSIP: 91282CFJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2042300 | PA      | $2008953.08   | 0.01%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 09/30/29                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CFL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1841700 | PA      | $1858678.17   | 0.01%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 09/30/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CFM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1887700 | PA      | $1908125.50   | 0.01%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 10/31/29                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CFT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1892100 | PA      | $1918042.47   | 0.01%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837900 | PA      | $1858504.59   | 0.01%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 11/15/32                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     10370700 | PA      | $10505195.02  | 0.06%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/29                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CFY2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1700800 | PA      | $1716147.07   | 0.01%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/27                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1840100 | PA      | $1853397.59   | 0.01%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 12/31/29                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CGB1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2713400 | PA      | $2738308.17   | 0.02%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 12/31/2027                | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CGC9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837900 | PA      | $1851899.63   | 0.01%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 01/31/28                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CGH8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837500 | PA      | $1838145.99   | 0.01%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 01/31/30                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CGJ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1939500 | PA      | $1929726.74   | 0.01%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 02/15/33                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CGM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    108102400 | PA      | $105226707.52 | 0.64%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/29/28                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CGP0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837900 | PA      | $1857427.69   | 0.01%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/28/30                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CGQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4924900 | PA      | $4991270.71   | 0.03%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 03/31/30                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CGS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1813800 | PA      | $1811745.31   | 0.01%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 03/31/28                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CGT2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837900 | PA      | $1843140.88   | 0.01%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 04/30/30                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CGZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1580700 | PA      | $1570511.90   | 0.01%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 04/30/28                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CHA2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1972500 | PA      | $1972577.05   | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 05/15/33                  | UNITED STATES TREASURY NOTE 3.37500000                                                       | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    108494100 | PA      | $104476427.86 | 0.64%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 05/31/28                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CHE4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1769100 | PA      | $1774144.69   | 0.01%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 05/31/30                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CHF1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1487300 | PA      | $1492180.20   | 0.01%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 06/30/30                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CHJ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1475200 | PA      | $1479925.24   | 0.01%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 06/30/28                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CHK0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837900 | PA      | $1859868.64   | 0.01%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 07/31/28                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CHQ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1912900 | PA      | $1941967.11   | 0.01%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/30                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CHR5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1481800 | PA      | $1501885.34   | 0.01%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 08/15/33                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CHT1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    127226400 | PA      | $126386507.28 | 0.77%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 08/31/30                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CHW4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1538600 | PA      | $1567028.04   | 0.01%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 08/31/28                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CHX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1974200 | PA      | $2016460.22   | 0.01%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 09/30/30                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CHZ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1575000 | PA      | $1638123.04   | 0.01%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 09/30/28                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CJA0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2094400 | PA      | $2154286.75   | 0.01%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/28                  | UNITED STATES TREASURY NOTE 4.87500000                                                       | CUSIP: 91282CJF9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2222600 | PA      | $2302127.41   | 0.01%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/30                  | UNITED STATES TREASURY NOTE 4.87500000                                                       | CUSIP: 91282CJG7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1603100 | PA      | $1685509.36   | 0.01%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 11/15/33                    | UNITED STATES TREASURY NOTE 4.50000000                                                       | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    125379400 | PA      | $129684419.56 | 0.79%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 11/30/30                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CJM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5090300 | PA      | $5241815.94   | 0.03%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 11/30/28                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CJN2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2348400 | PA      | $2402523.29   | 0.01%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 12/15/26                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CJP7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2137100 | PA      | $2153896.26   | 0.01%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 12/31/30                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CJQ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1705400 | PA      | $1707931.46   | 0.01%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 12/31/28                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CJR3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2478900 | PA      | $2493908.97   | 0.02%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/15/27                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CJT9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5462400 | PA      | $5488720.74   | 0.03%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/29                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CJW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2606900 | PA      | $2641115.56   | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/31                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CJX0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1820200 | PA      | $1843023.60   | 0.01%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/15/34                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    131008200 | PA      | $130839322.57 | 0.80%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/15/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CKA8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2281600 | PA      | $2296662.12   | 0.01%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/28/31                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CKC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1769500 | PA      | $1812078.59   | 0.01%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/28/29                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CKD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2724800 | PA      | $2781105.43   | 0.02%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 03/15/27                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CKE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2371500 | PA      | $2391694.79   | 0.01%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/31                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CKF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1831500 | PA      | $1864552.86   | 0.01%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/29                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CKG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2863700 | PA      | $2912472.39   | 0.02%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 04/15/27                    | UNITED STATES TREASURY NOTE 4.50000000                                                       | CUSIP: 91282CKJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2917800 | PA      | $2953816.60   | 0.02%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 04/30/31                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CKN0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880700 | PA      | $1959674.71   | 0.01%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 04/30/29                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CKP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2991900 | PA      | $3089954.86   | 0.02%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.375% 05/15/34                | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CKQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    132112100 | PA      | $135260082.97 | 0.83%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 05/15/27                    | UNITED STATES TREASURY NOTE 4.50000000                                                       | CUSIP: 91282CKR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      8268600 | PA      | $8378740.32   | 0.05%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 05/31/29                    | UNITED STATES TREASURY NOTE 4.50000000                                                       | CUSIP: 91282CKT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2992000 | PA      | $3079539.37   | 0.02%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 05/31/31                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CKU4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2420600 | PA      | $2522246.29   | 0.02%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 06/15/27                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CKV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479100 | PA      | $2518901.18   | 0.02%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 06/30/31                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CKW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1879600 | PA      | $1924313.92   | 0.01%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 06/30/29                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CKX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3280200 | PA      | $3351185.56   | 0.02%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 06/30/26                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CKY6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4000000 | PA      | $4020750.00   | 0.02%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 07/15/27                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CKZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2461700 | PA      | $2494586.79   | 0.02%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/29                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CLC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3182000 | PA      | $3224882.42   | 0.02%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 07/31/31                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CLD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1878500 | PA      | $1911227.00   | 0.01%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 08/15/34                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CLF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    132864600 | PA      | $131074042.25 | 0.80%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 08/15/27                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CLG4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479000 | PA      | $2489458.28   | 0.02%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 08/31/31                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CLJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880600 | PA      | $1876559.64   | 0.01%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/29                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CLK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3297100 | PA      | $3298516.73   | 0.02%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 09/15/27                  | UNITED STATES TREASURY NOTE 3.37500000                                                       | CUSIP: 91282CLL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479100 | PA      | $2474742.21   | 0.02%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 09/30/31                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CLM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880400 | PA      | $1863873.05   | 0.01%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/30/29                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CLN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3474500 | PA      | $3460384.84   | 0.02%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/30/26                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CLP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       180000 | PA      | $179869.22    | 0.00%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WI TREASURY 3.875% 10/15/27                   | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CLQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479100 | PA      | $2495950.15   | 0.02%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/29                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CLR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4412400 | PA      | $4490651.18   | 0.03%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/31                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CLU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880700 | PA      | $1911996.01   | 0.01%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/15/34                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    133034500 | PA      | $134702627.57 | 0.82%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/15/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CLX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479000 | PA      | $2507566.61   | 0.02%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/30/26                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CLY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2949100 | PA      | $2967209.30   | 0.02%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/30/31                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CLZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3390600 | PA      | $3445962.12   | 0.02%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/30/29                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CMA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3250700 | PA      | $3308984.04   | 0.02%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 12/15/27                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CMB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479000 | PA      | $2503402.66   | 0.02%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 12/31/31                    | UNITED STATES TREASURY NOTE 4.50000000                                                       | CUSIP: 91282CMC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880700 | PA      | $1948728.45   | 0.01%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 12/31/29                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CMD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3142000 | PA      | $3228159.55   | 0.02%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 12/31/26                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CME8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2948700 | PA      | $2969317.87   | 0.02%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/15/28                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CMF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479000 | PA      | $2515894.49   | 0.02%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/31/30                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CMG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3391900 | PA      | $3469675.22   | 0.02%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 01/31/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CMH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2949000 | PA      | $2967431.25   | 0.02%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 01/31/32                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CMK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880700 | PA      | $1935504.76   | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 02/15/35                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    131976700 | PA      | $137271234.35 | 0.84%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/15/28                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CMN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3964000 | PA      | $4025163.29   | 0.02%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/28/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CMP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2949100 | PA      | $2969029.46   | 0.02%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/29/32                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CMR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1993800 | PA      | $2024563.72   | 0.01%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 03/15/28                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CMS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2979000 | PA      | $3003553.48   | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/32                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CMT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2080700 | PA      | $2112073.04   | 0.01%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 03/31/30                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CMU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3442000 | PA      | $3488386.32   | 0.02%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 03/31/27                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CMV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3100000 | PA      | $3113562.50   | 0.02%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 04/15/28                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CMW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3679100 | PA      | $3698932.63   | 0.02%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 04/30/27                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CMY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4249200 | PA      | $4262644.72   | 0.03%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 04/30/30                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4092000 | PA      | $4127165.63   | 0.03%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 04/30/32                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CNA5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2430700 | PA      | $2449784.79   | 0.01%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 05/15/35                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    136868500 | PA      | $138301342.11 | 0.85%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 05/15/28                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CND9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2713100 | PA      | $2728467.16   | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 05/31/27                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CNE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      7529700 | PA      | $7568819.13   | 0.05%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 05/31/32                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CNF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1906500 | PA      | $1934203.83   | 0.01%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 05/31/30                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CNG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3538000 | PA      | $3585956.49   | 0.02%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/15/28                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CNH0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1308000 | PA      | $1319547.18   | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 06/30/32                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CNJ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2395800 | PA      | $2413019.81   | 0.01%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/30/30                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CNK3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2413500 | PA      | $2433675.36   | 0.01%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 06/30/27                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CNL1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2054900 | PA      | $2063007.22   | 0.01%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 07/15/28                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CNM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1600000 | PA      | $1613937.50   | 0.01%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 07/31/30                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CNN7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4075000 | PA      | $4108586.93   | 0.03%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 07/31/27                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CNP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3288300 | PA      | $3307695.84   | 0.02%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/32                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CNR8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1500000 | PA      | $1510019.54   | 0.01%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 08/15/35                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CNT4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    132049700 | PA      | $133287665.94 | 0.82%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/15/28                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CNU1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2651700 | PA      | $2659157.91   | 0.02%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/27                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CNV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5914000 | PA      | $5927629.94   | 0.04%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 08/31/32                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CNW7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      8213300 | PA      | $8203995.89   | 0.05%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/30                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CNX5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3091600 | PA      | $3083267.18   | 0.02%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 09/15/28                  | UNITED STATES TREASURY NOTE 3.37500000                                                       | CUSIP: 91282CNY3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2566500 | PA      | $2556775.38   | 0.02%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 09/30/32                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CNZ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2280500 | PA      | $2276847.64   | 0.01%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 09/30/30                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CPA3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3630000 | PA      | $3619223.44   | 0.02%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/30/27                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CPB1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5924200 | PA      | $5926051.31   | 0.04%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 10/15/28                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CPC9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1000000 | PA      | $999296.88    | 0.01%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 10/31/30                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CPD7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5925000 | PA      | $5905558.59   | 0.04%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 10/31/27                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CPE5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5440000 | PA      | $5441912.49   | 0.03%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 10/31/32                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CPF2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2400000 | PA      | $2377125.00   | 0.01%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 11/15/35                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CPJ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     63055000 | PA      | $62286517.19  | 0.38%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 11/15/28                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CPK1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2200000 | PA      | $2198281.25   | 0.01%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 11/30/27                  | UNITED STATES TREASURY NOTE 3.37500000                                                       | CUSIP: 91282CPL9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3193300 | PA      | $3187562.02   | 0.02%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 11/30/32                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CPM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1747900 | PA      | $1730421.00   | 0.01%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 11/30/30                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CPN5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3900000 | PA      | $3864351.58   | 0.02%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 12/15/28                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CPP0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2600000 | PA      | $2597968.75   | 0.02%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/26                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912833LZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5000000 | PA      | $4934172.20   | 0.03%             | 2026-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/26                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912833PB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5000000 | PA      | $4845478.70   | 0.03%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/28                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912833WR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     12000000 | PA      | $10830719.88  | 0.07%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/29                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912833XN5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1000000 | PA      | $893058.27    | 0.01%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/52                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834B56<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2355000 | PA      | $629535.16    | 0.00%             | 2052-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/38                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834DU9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      6250000 | PA      | $3459205.06   | 0.02%             | 2038-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/41                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834KV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       200000 | PA      | $92323.32     | 0.00%             | 2041-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/42                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834LK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1055000 | PA      | $472440.29    | 0.00%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/45                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834PM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       600000 | PA      | $222929.00    | 0.00%             | 2045-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/49                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834VE5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2555000 | PA      | $763621.64    | 0.00%             | 2049-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/54                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834XW3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2255000 | PA      | $546934.62    | 0.00%             | 2054-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 3.7% 08/15/49                | UNITEDHEALTH GROUP INC REGD 3.70000000                                                       | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $819104.30    | 0.01%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 2% 05/15/30                | UNITEDHEALTH GROUP INC REGD 2.00000000                                                       | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       160000 | PA      | $146060.29    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.2% 04/15/63                | UNITEDHEALTH GROUP INC REGD 5.20000000                                                       | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1079394.10   | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.375% 04/15/54                | UNITEDHEALTH GROUP INC REGD 5.37500000                                                       | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       125000 | PA      | $118329.07    | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.75% 07/15/64                | UNITEDHEALTH GROUP INC REGD 5.75000000                                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       925000 | PA      | $907028.77    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 6.583% 05/15/49                | UNIV OF CALIFORNIA CA RGTS MED REGD N/C B/E 6.58300000                                       | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       100000 | PA      | $106711.27    | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALT 2.65% 10/15/30                | UNIVERSAL HEALTH SVCS REGD SER WI 2.65000000                                                 | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |        92000 | PA      | $83964.97     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIG 4.454% 04/01/22                | UNIV OF MICHIGAN MI REGD B/E 4.45400000                                                      | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1000000 | PA      | $777979.60    | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN  4.976% 10/01/53                | UNIV SOUTHERN CALIFORNIA REGD 4.97600000                                                     | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |       656000 | PA      | $603011.81    | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGIN 4.179% 09/01/17                | UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 4.17900000                                           | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        40000 | PA      | $29690.36     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGIN 2.256% 09/01/50                | UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 2.25600000                                           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1480000 | PA      | $864962.02    | 0.01%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 5.75% 08/15/42                     | UNUM GROUP REGD 5.75000000                                                                   | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4974.61      | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 4% 06/15/29                        | UNUM GROUP REGD 4.00000000                                                                   | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1682763.00   | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 4.125% 06/15/51                    | UNUM GROUP REGD 4.12500000                                                                   | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      1754000 | PA      | $1333940.59   | 0.01%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 6% 06/15/54                        | UNUM GROUP REGD 6.00000000                                                                   | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |        36000 | PA      | $35646.61     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UPST 2025-3 B 5.02% 09/20/35                  | UPSTART SECURITIZATION TRUST 2025-3 SER 2025-3 CL B REGD 144A P/P 5.02000000                 | CUSIP: 91684FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       800000 | PA      | $797129.36    | 0.00%             | 2035-09-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY  6.625% 06/15/37                | VALERO ENERGY CORP REGD 6.62500000                                                           | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       135000 | PA      | $148945.61    | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITY OF VAN 3.7% 10/18/52/CAD/                | CITY OF VANCOUVER /CAD/ REGD 3.70000000                                                      | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | USGA              | CA        |       500000 | PA      | $303649.05    | 0.00%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 5% 05/18/27                    | VAR ENERGI ASA REGD 144A P/P 5.00000000                                                      | CUSIP: 92212WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      1600000 | PA      | $1613016.59   | 0.01%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA 5.875% 05/22/30                | VAR ENERGI ASA REGD 144A P/P 5.87500000                                                      | CUSIP: 92212WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      2095000 | PA      | $2180642.26   | 0.01%             | 2030-05-22      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA 6.5% 05/22/35                  | VAR ENERGI ASA REGD 144A P/P 6.50000000                                                      | CUSIP: 92212WAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      1640000 | PA      | $1733423.96   | 0.01%             | 2035-05-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTAS REALTY  5.625% 07/01/34                | VENTAS REALTY LP REGD 5.62500000                                                             | CUSIP: 92277GAX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $94210.97     | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP 5% 02/15/36                  | VENTAS REALTY LP REGD 5.00000000                                                             | CUSIP: 92277GBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2191532.49   | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTR 2018-33A A V/R 07/15/31                 | VENTURE 33 CLO LTD SER 2018-33A CL A1LR V/R REGD 144A P/P 5.22615000                         | CUSIP: 92330YAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       135626 | PA      | $135630.44    | 0.00%             | 2031-07-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| VERISIGN INC 4.75% 07/15/27                   | VERISIGN INC REGD SER WI 4.75000000                                                          | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |        27000 | PA      | $27003.41     | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC 2.7% 06/15/31                    | VERISIGN INC REGD 2.70000000                                                                 | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |        79000 | PA      | $71883.20     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC 5.25% 06/01/32                   | VERISIGN INC REGD 5.25000000                                                                 | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |        86000 | PA      | $88504.39     | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.016% 12/03/29                | VERIZON COMMUNICATIONS REGD SER WI 4.01600000                                                | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1986.54      | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.65% 11/20/40                | VERIZON COMMUNICATIONS REGD 2.65000000                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       950000 | PA      | $679924.24    | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.987% 10/30/56                | VERIZON COMMUNICATIONS REGD SER WI 2.98700000                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       130000 | PA      | $77710.76     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.68% 10/30/30                | VERIZON COMMUNICATIONS REGD SER WI 1.68000000                                                | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |         8000 | PA      | $7100.83      | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 2.1% 03/22/28                | VERIZON COMMUNICATIONS REGD 2.10000000                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       115000 | PA      | $110441.70    | 0.00%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.55% 03/21/31                | VERIZON COMMUNICATIONS REGD 2.55000000                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       437000 | PA      | $399660.91    | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 3.875% 03/01/52                | VERIZON COMMUNICATIONS REGD 3.87500000                                                       | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       370000 | PA      | $275254.31    | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 4.78% 02/15/35                | VERIZON COMMUNICATIONS REGD 4.78000000                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19727.40     | 0.00%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 5.875% 11/30/55                | VERIZON COMMUNICATIONS REGD 5.87500000                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2080822.34   | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS 5.5% 06/15/45                | VERISK ANALYTICS INC REGD 5.50000000                                                         | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |        46000 | PA      | $44875.36     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 3.85% 06/22/40                    | VIATRIS INC REGD SER WI 3.85000000                                                           | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $1691474.95   | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 5.75% 02/01/27                | VICI PROPERTIES / NOTE REGD 144A P/P 5.75000000                                              | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1441114.19   | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIE 3.875% 02/15/29                | VICI PROPERTIES / NOTE REGD 144A P/P 3.87500000                                              | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       215000 | PA      | $210932.97    | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES 4.95% 02/15/30                | VICI PROPERTIES LP REGD 4.95000000                                                           | CUSIP: 925650AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2445000 | PA      | $2476331.79   | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.125% 05/15/32                | VICI PROPERTIES LP REGD 5.12500000                                                           | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        33000 | PA      | $33276.53     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 6.125% 04/01/54                | VICI PROPERTIES LP REGD 6.12500000                                                           | CUSIP: 925650AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         6000 | PA      | $6000.31      | 0.00%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.625% 04/01/35                | VICI PROPERTIES LP REGD 5.62500000                                                           | CUSIP: 925650AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        19000 | PA      | $19445.40     | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  3.8% 09/15/47                | VIRGINIA ELEC & POWER CO REGD SER B 3.80000000                                               | CUSIP: 927804FY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $7681.31      | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  3.3% 12/01/49                | VIRGINIA ELEC & POWER CO REGD 3.30000000                                                     | CUSIP: 927804GC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6911.36      | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC  4.625% 05/15/52                | VIRGINIA ELEC & POWER CO REGD SER C 4.62500000                                               | CUSIP: 927804GJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8438.66      | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.05% 08/15/34                | VIRGINIA ELEC & POWER CO REGD 5.05000000                                                     | CUSIP: 927804GR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       273000 | PA      | $277002.28    | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.65% 03/15/55                | VIRGINIA ELEC & POWER CO REGD 5.65000000                                                     | CUSIP: 927804GU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9825.76      | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VISA INC 4.3% 12/14/45                        | VISA INC REGD 4.30000000                                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |        65000 | PA      | $56902.76     | 0.00%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC 2% 08/15/50                          | VISA INC REGD 2.00000000                                                                     | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       150000 | PA      | $81626.89     | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATION 4.6% 10/15/30                | VISTRA OPERATIONS CO LLC REGD 144A P/P 4.60000000                                            | CUSIP: 92840VAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       430000 | PA      | $429825.81    | 0.00%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATION 4.3% 10/15/28                | VISTRA OPERATIONS CO LLC REGD 144A P/P 4.30000000                                            | CUSIP: 92840VAX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2503310.00   | 0.02%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 5.3% 03/22/27                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.30000000                                            | CUSIP: 928668CF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1559064.63   | 0.01%             | 2027-03-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 4.55% 09/11/28                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 4.55000000                                            | CUSIP: 928668CW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1140000 | PA      | $1145829.33   | 0.01%             | 2028-09-11      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS 3.5% 06/01/30                | VULCAN MATERIALS CO REGD 3.50000000                                                          | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |        60000 | PA      | $58174.16     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC 2.25% 04/01/33                   | WP CAREY INC REGD 2.25000000                                                                 | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $844616.32    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC 4.9% 04/28/35                     | WALMART INC REGD 4.90000000                                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       120000 | PA      | $123583.19    | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNI 3.524% 04/15/54                | WASHINGTON UNIVERSITY REGD SER 2022 3.52400000                                               | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |       900000 | PA      | $655816.30    | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNI 4.349% 04/15/22                | WASHINGTON UNIVERSITY REGD 4.34900000                                                        | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |       255000 | PA      | $193936.92    | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION 2.6% 02/01/30                | WASTE CONNECTIONS INC REGD 2.60000000                                                        | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $188766.42    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION 3.2% 06/01/32                | WASTE CONNECTIONS INC REGD 3.20000000                                                        | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |        10000 | PA      | $9318.91      | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION 4.2% 01/15/33                | WASTE CONNECTIONS INC REGD 4.20000000                                                        | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |        20000 | PA      | $19620.59     | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT I 2% 06/01/29                | WASTE MANAGEMENT INC REGD 2.00000000                                                         | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |         4000 | PA      | $3746.07      | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEME 4.625% 02/15/33                | WASTE MANAGEMENT INC REGD 4.62500000                                                         | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |        19000 | PA      | $19291.02     | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 4.95% 07/03/31                | WASTE MANAGEMENT INC REGD 4.95000000                                                         | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       130000 | PA      | $134716.61    | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 4.65% 03/15/30                | WASTE MANAGEMENT INC REGD 4.65000000                                                         | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |        65000 | PA      | $66313.39     | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 5.35% 10/15/54                | WASTE MANAGEMENT INC REGD 5.35000000                                                         | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |        60000 | PA      | $58639.39     | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC 5.35% 05/06/30                 | WEIR GROUP INC REGD 144A P/P 5.35000000                                                      | CUSIP: 94877DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $617089.91    | 0.00%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| WELF 2021-1A A1R V/R 04/20/34                 | WELLFLEET CLO 2021-1 LTD SER 2021-1A CL A1R V/R REGD 144A P/P 5.06444000                     | CUSIP: 94950CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1399955.62   | 0.01%             | 2034-04-20      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO &  5.606% 01/15/44                | WELLS FARGO & COMPANY REGD SER WI 5.60600000                                                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        24000 | PA      | $23855.37     | 0.00%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & C 4.75% 12/07/46                | WELLS FARGO & COMPANY REGD MTN 4.75000000                                                    | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        15000 | PA      | $13227.53     | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 05/22/28                | WELLS FARGO & COMPANY REGD V/R MTN 3.58400000                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |         3000 | PA      | $2980.62      | 0.00%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/30/30                | WELLS FARGO & COMPANY REGD V/R MTN 2.87900000                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        30000 | PA      | $28552.86     | 0.00%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/30/41                | WELLS FARGO & COMPANY REGD V/R 3.06800000                                                    | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2110000 | PA      | $1640990.87   | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/02/33                | WELLS FARGO & COMPANY REGD V/R MTN 3.35000000                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2109000 | PA      | $1971068.81   | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/25/53                | WELLS FARGO & COMPANY REGD V/R MTN 4.61100000                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       650000 | PA      | $562408.68    | 0.00%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/28                | WELLS FARGO & COMPANY REGD V/R MTN 4.80800000                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       925000 | PA      | $935508.66    | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/24/34                | WELLS FARGO & COMPANY REGD V/R 5.38900000                                                    | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       940000 | PA      | $979279.51    | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/29                | WELLS FARGO & COMPANY REGD V/R MTN 5.57400000                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1390000 | PA      | $1440231.10   | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/34                | WELLS FARGO & COMPANY REGD V/R MTN 5.55700000                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2152612.59   | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/34                | WELLS FARGO & COMPANY REGD V/R 6.49100000                                                    | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1615000 | PA      | $1790467.28   | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/23/35                | WELLS FARGO & COMPANY REGD V/R 5.49900000                                                    | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |         4000 | PA      | $4180.78      | 0.00%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28                | WELLS FARGO & COMPANY REGD V/R MTN 5.70700000                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1510000 | PA      | $1541492.11   | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C39 3.418% 09/15/50                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 SER 2017-C39 CL A5 REGD 3.41800000            | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $982675.40    | 0.01%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C40 3.581% 09/15/27                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C40 SER 2017-C40 CL A4 REGD 3.58100000            | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       550000 | PA      | $544833.69    | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WFCM 2018-C44 4.212% 05/15/51                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C44 SER 2018-C44 CL A5 REGD 4.21200000            | CUSIP: 95001JAX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $999167.20    | 0.01%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPA V/R /PERP/                | WELLS FARGO & COMPANY REGD V/R /PERP/ 6.85000000                                             | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       122000 | PA      | $127493.17    | 0.00%             | 2174-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-C60 2.342% 07/15/31                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 SER 2021-C60 CL A4 REGD 2.34200000            | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       550000 | PA      | $491019.21    | 0.00%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 4.25% 04/15/28                | WELLTOWER OP LLC REGD 4.25000000                                                             | CUSIP: 95040QAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         4000 | PA      | $4028.44      | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 3.1% 01/15/30                | WELLTOWER OP LLC REGD 3.10000000                                                             | CUSIP: 95040QAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2472000 | PA      | $2373113.15   | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 2.75% 01/15/31                | WELLTOWER OP LLC REGD 2.75000000                                                             | CUSIP: 95040QAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $46555.30     | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 2.8% 06/01/31                | WELLTOWER OP LLC REGD 2.80000000                                                             | CUSIP: 95040QAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $60263.47     | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 2.05% 01/15/29                | WELLTOWER OP LLC REGD 2.05000000                                                             | CUSIP: 95040QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        99000 | PA      | $93375.92     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 3.85% 06/15/32                | WELLTOWER OP LLC REGD 3.85000000                                                             | CUSIP: 95040QAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $38664.40     | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP L 5.125% 07/01/35                | WELLTOWER OP LLC REGD 5.12500000                                                             | CUSIP: 95041AAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2351319.00   | 0.01%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.65% 07/01/26                | WESTERN MIDSTREAM OPERAT REGD 4.65000000                                                     | CUSIP: 958254AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       480000 | PA      | $480088.69    | 0.00%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 4.5% 03/01/28                | WESTERN MIDSTREAM OPERAT REGD 4.50000000                                                     | CUSIP: 958254AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1205080.68   | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.25% 02/01/50                | WESTERN MIDSTREAM OPERAT REGD 5.25000000                                                     | CUSIP: 958667AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         7000 | PA      | $6007.84      | 0.00%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.05% 02/01/30                | WESTERN MIDSTREAM OPERAT REGD 4.05000000                                                     | CUSIP: 958667AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1012000 | PA      | $992290.20    | 0.01%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.15% 04/01/33                | WESTERN MIDSTREAM OPERAT REGD 6.15000000                                                     | CUSIP: 958667AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140000 | PA      | $148435.84    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION C 1.35% 03/15/26                | WESTERN UNION CO/THE REGD 1.35000000                                                         | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |       510000 | PA      | $506799.84    | 0.00%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE A 5.611% 03/11/34                | WESTINGHOUSE AIR BRAKE REGD 5.61100000                                                       | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |        53000 | PA      | $55790.77     | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-4A  6.64% 07/15/26                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL C REGD 144A P/P 6.64000000       | CUSIP: 96041AAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       325000 | PA      | $331496.88    | 0.00%             | 2028-11-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKIN 2.963% 11/16/40                | WESTPAC BANKING CORP REGD 2.96300000                                                         | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |        58000 | PA      | $44314.36     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 3.5% 11/15/30                | WILLIAMS COMPANIES INC REGD 3.50000000                                                       | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1824388.55   | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.3% 08/15/52                | WILLIAMS COMPANIES INC REGD 5.30000000                                                       | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |        30000 | PA      | $27763.57     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.3% 08/15/28                | WILLIAMS COMPANIES INC REGD 5.30000000                                                       | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2420014.77   | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.8% 11/15/54                | WILLIAMS COMPANIES INC REGD 5.80000000                                                       | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       400000 | PA      | $396788.92    | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPA 4.625% 06/30/30                | WILLIAMS COMPANIES INC REGD 4.62500000                                                       | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      1360000 | PA      | $1374726.00   | 0.01%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.8% 11/15/43                | WILLIAMS COMPANIES INC REGD 5.80000000                                                       | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4981.61      | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 4.65% 06/15/27                | WILLIS NORTH AMERICA INC REGD 4.65000000                                                     | CUSIP: 970648AL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $30238.79     | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 5.35% 05/15/33                | WILLIS NORTH AMERICA INC REGD 5.35000000                                                     | CUSIP: 970648AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         3000 | PA      | $3099.78      | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER &  3% 07/01/29                | WISCONSIN POWER & LIGHT REGD 3.00000000                                                      | CUSIP: 976826BM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9623.40      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC 3.3% 09/01/49                | WISCONSIN PUBLIC SERVICE REGD 3.30000000                                                     | CUSIP: 976843BM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $10459.30     | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 1.75% 03/15/27                | XCEL ENERGY INC REGD 1.75000000                                                              | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9731.62      | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC 2.63% 08/15/31                | YAMANA GOLD INC REGD 2.63000000                                                              | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |      2705000 | PA      | $2434751.00   | 0.01%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATI 3.148% 06/04/30                | YARA INTERNATIONAL ASA REGD 144A P/P 3.14800000                                              | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |      2000000 | PA      | $1883637.64   | 0.01%             | 2030-06-04      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| ZIMMER BIOMET HO 2.6% 11/24/31                | ZIMMER BIOMET HOLDINGS REGD 2.60000000                                                       | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |        16000 | PA      | $14467.53     | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HO 5.2% 09/15/34                | ZIMMER BIOMET HOLDINGS REGD 5.20000000                                                       | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56194.84     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 4.7% 02/01/43                      | ZOETIS INC REGD SER WI 4.70000000                                                            | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |        28000 | PA      | $25777.42     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.75% 12/07/38/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000                                              | CUSIP: G4527HLK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      9639000 | PA      | $12973452.25  | 0.08%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 5% 03/28/35/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 44 5.00000000                                                 | CUSIP: B5338KB46<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      7220000 | PA      | $9628205.28   | 0.06%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ITALY GOV'T 5.2% 07/31/34/EUR/                | ITALY GOV'T INT BOND /EUR/ REGD MTN 5.20000000                                               | CUSIP: T6088SAF6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       200000 | PA      | $260758.07    | 0.00%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NETWORK RA 4.75% 11/29/35/GBP/                | NETWORK RAIL INFRA FIN /GBP/ REGD EMTN 4.75000000                                            | CUSIP: G6459FAF9<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $676127.65    | 0.00%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THFC FUND 5.125% 12/21/35/GBP/                | THFC FUNDING NO 1 PLC /GBP/ REGD 5.12500000                                                  | CUSIP: G8840WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1370000 | PA      | $1820721.66   | 0.01%             | 2035-12-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 4.2% 01/31/37/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.20000000                                               | CUSIP: E89228YY5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      9553000 | PA      | $12043172.15  | 0.07%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB.  4% 01/04/37/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 32Y 4.00000000                                 | CUSIP: D20658A30<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     12423000 | PA      | $16006026.24  | 0.10%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE OAT 4% 4/25/55 /EUR/                   | FRANCE OAT 4% 4/25/55 /EUR/ 4.00000000                                                       | CUSIP: F4040SY67<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      6181000 | PA      | $6756327.63   | 0.04%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PR 5.6% 06/02/35/CAD/                | ONTARIO (PROVINCE OF) /CAD/ REGD 5.60000000                                                  | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |       300000 | PA      | $249769.70    | 0.00%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WESSEX WA 5.375% 03/10/28/GBP/                | WESSEX WATER SERVS FIN /GBP/ REGD 5.37500000                                                 | CUSIP: G95430AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2425000 | PA      | $3314260.40   | 0.02%             | 2028-03-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/55/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HMB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      9279000 | PA      | $10743101.55  | 0.07%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 4% 01/15/37/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 4.00000000                                                 | CUSIP: N4580ZKC0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      3974000 | PA      | $5058743.74   | 0.03%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENERALITA 4.22% 04/26/35/EUR/                | GENERALITAT DE CATALUNYA /EUR/ REGD 4.22000000                                               | CUSIP: E5645NBY9<br>LEI: 95980020140005848404 | Long             | DBT              | USGA              | ES        |       100000 | PA      | $120674.06    | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NORTHERN  5.125% 05/04/35/GBP/                | NORTHERN POWERGRID YORKS /GBP/ REGD REG S 5.12500000                                         | CUSIP: G9856CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       150000 | PA      | $200191.78    | 0.00%             | 2035-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMUNE DI 4.019% 06/29/35/EUR/                | COMUNE DI MILANO /EUR/ REGD 4.01900000                                                       | CUSIP: T3048LAC4<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | USGA              | IT        |        40000 | PA      | $44982.70     | 0.00%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| KFW 4.875% 03/15/37/GBP/                      | KFW /GBP/ REGD REG S EMTN 4.87500000                                                         | CUSIP: D4085AFY4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       825000 | PA      | $1127449.60   | 0.01%             | 2037-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 4% 02/01/37/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 4.00000000                                       | CUSIP: T6031ZDM0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8430000 | PA      | $10298091.48  | 0.06%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NETWORK R 4.375% 12/09/30/GBP/                | NETWORK RAIL INFRA FIN /GBP/ REGD REG S EMTN 4.37500000                                      | CUSIP: G6459BAK7<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |       390000 | PA      | $531932.14    | 0.00%             | 2030-12-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN  4.5% 01/25/36/GBP/                | EAST JAPAN RAILWAY CO /GBP/ REGD 4.50000000                                                  | CUSIP: J1257MCD9<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2575077.09   | 0.02%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.3% 12/20/35/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 21 2.30000000                                           | CUSIP: J2615Q5V3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    704850000 | PA      | $4595069.43   | 0.03%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 3.875% 04/25/55/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.87500000                                     | CUSIP: F23069HN4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |        20000 | PA      | $22053.30     | 0.00%             | 2055-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  4.1% 04/15/37/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 31Y 4.10000000                                          | CUSIP: X6738PDH4<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |       837000 | PA      | $1054576.78   | 0.01%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| ASPIRE DEFENCE 4.674% 3/31/40                 | ASPIRE DEFENCE 4.674% 3/31/40 4.67400000                                                     | CUSIP: G0629XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        37022 | PA      | $47606.48     | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/46/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HNS6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     12008000 | PA      | $14361158.53  | 0.09%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.5% 03/20/36/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 22 2.50000000                                           | CUSIP: J2615Q5X9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    116250000 | PA      | $769762.91    | 0.00%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/27/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HNU1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      8680000 | PA      | $11833786.84  | 0.07%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLCOME  4.625% 07/25/36/GBP/                | WELLCOME TRUST FINANCE /GBP/ REGD 4.62500000                                                 | CUSIP: G9522SAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       225000 | PA      | $295828.23    | 0.00%             | 2036-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.5% 09/20/36/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 24 2.50000000                                           | CUSIP: J2615Q6B6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     46950000 | PA      | $309910.76    | 0.00%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DE 10% 11/20/36/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 10.00000000                                         | CUSIP: P9767GR78<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      3000000 | PA      | $177026.24    | 0.00%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUB 4.2% 12/04/36/CZK/                | CZECH REPUBLIC /CZK/ REGD REG S SER 49 4.20000000                                            | CUSIP: X1761RAU5<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |      5390000 | PA      | $252745.31    | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MEADOWHALL FIN 4.986% 1/12/32                 | MEADOWHALL FINANCE SERIES A1  /GBP/ 4.98600000                                               | CUSIP: G5945DAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        20171 | PA      | $26592.67     | 0.00%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TRANSPORT  4.65% 12/19/31/GBP/                | TRANSPORT FOR LONDON /GBP/ REGD P/P EMTN 4.65000000                                          | CUSIP: G9031AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1201501.22   | 0.01%             | 2031-12-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 4.25% 07/04/39/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 32Y 4.25000000                                 | CUSIP: D14464MG9<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      5644000 | PA      | $7453574.98   | 0.05%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 7.5% 06/03/27/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.50000000                                          | CUSIP: P4R086AF1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     17000000 | PA      | $942804.94    | 0.01%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE G 3.5% 03/01/27/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 3.50000000                                                   | CUSIP: Y7996FJV3<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      5000000 | PA      | $3978084.45   | 0.02%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITH 5.25% 04/10/42/GBP/                | GLAXOSMITHKLINE CAPITAL /GBP/ REGD REG S EMTN 5.25000000                                     | CUSIP: G3910EAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       150000 | PA      | $194540.96    | 0.00%             | 2042-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TSY 4.5 2042 4.5% 12/7/42/GBP                 | UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000                                              | CUSIP: G4527HPV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      9335156 | PA      | $11848997.58  | 0.07%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 4.9% 07/30/40/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.90000000                                               | CUSIP: E89228K38<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      3809000 | PA      | $5097876.13   | 0.03%             | 2040-07-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF 6.9% 08/12/37/PEN/                | REPUBLIC OF PERU /PEN/ REGD REG S 6.90000000                                                 | CUSIP: P87324BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      1000000 | PA      | $310788.13    | 0.00%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN  2.32% 06/18/27/JPY/                | JAPAN FIN ORG MUNICIPAL /JPY/ REGD SER 2022 2.32000000                                       | CUSIP: J28217JP3<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |     20000000 | PA      | $129724.65    | 0.00%             | 2027-06-18      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.75% 12/07/30/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000                                              | CUSIP: G4527HNZ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     13485760 | PA      | $18876515.12  | 0.12%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 5% 08/01/39/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 32Y 5.00000000                                       | CUSIP: T602598V2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7023000 | PA      | $9310806.52   | 0.06%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E.ON INTL 5.875% 10/30/37/GBP/                | E.ON INTL FINANCE BV /GBP/ REGD EMTN 5.87500000                                              | CUSIP: N3033QAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1367113.74   | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 2.4% 03/20/48/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 1 2.40000000                                            | CUSIP: J2615Q7B5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $568290.35    | 0.00%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEVELOPMEN 4.75% 11/26/27/EUR/                | DEVELOPMENT BK OF JAPAN /EUR/ REGD EMTN 4.75000000                                           | CUSIP: J12168CU2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |       900000 | PA      | $1103255.60   | 0.01%             | 2027-11-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 4.85% 11/26/57/CZK/                | CZECH REPUBLIC /CZK/ REGD REG S SER 53 4.85000000                                            | CUSIP: X1761RAZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |      2340000 | PA      | $107283.73    | 0.00%             | 2057-11-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| METROPOLI 4.799% 12/07/27/EUR/                | METROPOLITANO DE LISBOA /EUR/ REGD 4.79900000                                                | CUSIP: X5331DAE4<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1000000 | PA      | $1224822.58   | 0.01%             | 2027-12-07      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 5.75% 10/25/32/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 5.75000000                                               | CUSIP: F4040STS5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1029000 | PA      | $1404591.73   | 0.01%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 4.15% 03/15/37/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 4.15000000                                                    | CUSIP: A5260RKE2<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3035000 | PA      | $3862620.93   | 0.02%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| FRANCE GOVT 4.75% 4/25/35 /EUR                | FRANCE GOVT 4.75% 4/25/35 /EUR 4.75000000                                                    | CUSIP: F43750JU7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     11727000 | PA      | $15170752.59  | 0.09%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  4% 10/25/38/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 4.00000000                                               | CUSIP: F43750JP8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      6769000 | PA      | $8110256.68   | 0.05%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 5.5% 04/25/29/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 5.50000000                                               | CUSIP: F4040SHL3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      4037000 | PA      | $5186923.91   | 0.03%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS 7% 04/07/38/GBP/                | HSBC HOLDINGS PLC /GBP/ REGD REG S EMTN 7.00000000                                           | CUSIP: G463NHAJ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $440746.12    | 0.00%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN  6.375% 05/15/40  /GB                | SOUTHERN  6.375% 05/15/40  /GB 6.37500000                                                    | CUSIP: G82920AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       825000 | PA      | $1141758.12   | 0.01%             | 2040-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/49/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HPB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      6702000 | PA      | $7907714.78   | 0.05%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN EXP  2.42% 06/20/28/JPY/                | JAPAN EXP HLD/DEBT REPAY /JPY/ REGD SER 37 2.42000000                                        | CUSIP: J2739VHM0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $654675.54    | 0.00%             | 2028-06-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 4.75% 07/04/40/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 32Y 4.75000000                                 | CUSIP: D20659KP8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6924000 | PA      | $9618034.16   | 0.06%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAA F 6.45% 12/10/31/GBP/                     | BAA FUNDING LTD /GBP/_________  REGD REG S EMTN 6.45000000                                   | CUSIP: G4R1K3AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       225000 | PA      | $325889.49    | 0.00%             | 2031-12-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| AFFINITY  5.981% 09/17/38/GBP/                | AFFINITY SUTTON CM PLC /GBP/ REGD EMTN 5.98100000                                            | CUSIP: G0128NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1384829.08   | 0.01%             | 2038-09-17      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.1% 09/20/28/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 105 2.10000000                                          | CUSIP: J2615Q2G9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    214950000 | PA      | $1404063.72   | 0.01%             | 2028-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 5.75% 04/25/29/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0429 5.75000000                                        | CUSIP: X6650PNF1<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      4630000 | PA      | $1352224.74   | 0.01%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF  4.5% 11/15/39/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER 31Y 4.50000000                                             | CUSIP: K5675SHC6<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     31710000 | PA      | $5869357.28   | 0.04%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 09/07/39/GBP/                | TSY REGD /GBP/ 4.25000000                                                                    | CUSIP: G4527HPF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      9487000 | PA      | $12041680.67  | 0.07%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBW INTL 6.125% 07/07/39  /EU                | ENBW INTL 6.125% 07/07/39  /EU 6.12500000                                                    | CUSIP: N2960PBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |        40000 | PA      | $56912.42     | 0.00%             | 2039-07-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK P 6% 02/08/29/GBP/                | LLOYDS BANK PLC /GBP/ REGD REG S 6.00000000                                                  | CUSIP: G4719XFK5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $142141.17    | 0.00%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  4% 04/25/60/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 4.00000000                                               | CUSIP: F26348DA1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      6967000 | PA      | $7471447.36   | 0.05%             | 2060-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPTIVO FIN 5.25% 03/13/43/GBP/                | OPTIVO FINANCE PLC /GBP/ REGD REG S EMTN 5.25000000                                          | CUSIP: G0403ZAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1245273.91   | 0.01%             | 2043-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK 6.5% 09/17/40/GBP/                | LLOYDS BANK PLC /GBP/ REGD REG S EMTN 6.50000000                                             | CUSIP: G4718WR33<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $443169.48    | 0.00%             | 2040-09-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 2.2% 03/20/50/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 3 2.20000000                                            | CUSIP: J2615Q7F6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    955350000 | PA      | $5046936.45   | 0.03%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 0.75% 01/04/47/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.75000000                                     | CUSIP: B3S09CAK2<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $3260474.86   | 0.02%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 3.75% 02/15/27/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD EMTN 3.75000000                                          | CUSIP: F0R23PAE2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $954776.57    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOTTING HI 5.25% 07/07/42/GBP/                | NOTTING HILL GENESIS /GBP/ REGD REG S 5.25000000                                             | CUSIP: G66814AA5<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1229484.75   | 0.01%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.9% 09/20/30/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 121 1.90000000                                          | CUSIP: J2615Q3P8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2832550000 | PA      | $18379929.43  | 0.11%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC  7% 04/30/40  /GBP/                  | AT&T INC  7% 04/30/40  /GBP/ 7.00000000                                                      | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       400000 | PA      | $591362.25    | 0.00%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.8% 06/20/31/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 129 1.80000000                                          | CUSIP: J2615Q4F9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    233450000 | PA      | $1506157.88   | 0.01%             | 2031-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 5% 09/01/40/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.00000000                                       | CUSIP: T6031ZGY1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5940000 | PA      | $7867996.21   | 0.05%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL 5% 10/27/26/GBP/                | AMERICA MOVIL SAB DE CV /GBP/ REGD 5.00000000                                                | CUSIP: P0280AER8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      1200000 | PA      | $1627967.55   | 0.01%             | 2026-10-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 11/18/38/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000                                          | CUSIP: P6625CAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      2000000 | PA      | $104086.63    | 0.00%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENETZ SUE 6.125% 04/23/41/EUR/                | ENETZ SUEDHESSEN /EUR/ REGD 6.12500000                                                       | CUSIP: D3480XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $134778.62    | 0.00%             | 2041-04-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 4.7% 07/30/41/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.70000000                                               | CUSIP: E892282K0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      6884000 | PA      | $9030305.46   | 0.06%             | 2041-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| OEBB-INFRAS 3.5% 10/19/26/EUR/                | OEBB-INFRASTRUKTUR AG /EUR/ REGD SER 30 3.50000000                                           | CUSIP: A586GDAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       280000 | PA      | $332238.03    | 0.00%             | 2026-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 3.75% 01/15/42/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 3.75000000                                                 | CUSIP: N45810KU6<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5842000 | PA      | $7191307.80   | 0.04%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 05/31/29/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000                                          | CUSIP: P9767G6N6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      1000000 | PA      | $55995.00     | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAA FND 6.75% 12/03/26/GBP/                   | BAA FUNDING LTD /GBP/_________  REGD EMTN 6.75000000                                         | CUSIP: G4R1K3AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       150000 | PA      | $206674.17    | 0.00%             | 2026-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 3.25% 07/04/42/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 32Y 3.25000000                                 | CUSIP: D20659WC4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10036000 | PA      | $11764325.99  | 0.07%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 6.125% 06/02/34  /GBP               | ELECTRICI 6.125% 06/02/34  /GBP 6.12500000                                                   | CUSIP: F2940HGB5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $840955.85    | 0.01%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RABOBANK  5.25% 05/23/41 /GBP/                | RABOBANK NEDERLAND /GBP/ REGD_  EMTN 5.25000000                                              | CUSIP: N727AVAV5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |        50000 | PA      | $66045.96     | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 2% 11/12/26/CHF/                  | SNCF RESEAU /CHF/ REGD REG S EMTN 2.00000000                                                 | CUSIP: F77540PK6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $384307.54    | 0.00%             | 2026-11-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRAFFORD CE 6.5% 07/28/33/GBP/                | TRAFFORD CENTRE FIN LTD /GBP/ REGD REG S SER A2 6.50000000                                   | CUSIP: G8990MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |        26627 | PA      | $37800.61     | 0.00%             | 2033-07-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED KING 4.5% 09/07/34/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000                                              | CUSIP: G4527HPM7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     12120000 | PA      | $16446808.41  | 0.10%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 4% 01/22/60/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.00000000                                              | CUSIP: G4527HPN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      7148000 | PA      | $7859687.50   | 0.05%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 6.75% 10/22/28/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 28/A 6.75000000                                       | CUSIP: X9379QRH5<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    775000000 | PA      | $2398518.19   | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.7% 09/20/31/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 131 1.70000000                                          | CUSIP: J261614D8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1135600000 | PA      | $7280701.05   | 0.04%             | 2031-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 3.75% 04/04/42/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN 3.75000000                                                    | CUSIP: L3334EAT4<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      5015000 | PA      | $5897458.82   | 0.04%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DONG ENER 5.75% 04/09/40 /GBP/                | DONG ENER 5.75% 04/09/40 /GBP/ 5.75000000                                                    | CUSIP: K3185AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       425000 | PA      | $545714.79    | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINA 6% 11/24/34/GBP/                | BAT INTL FINANCE PLC /GBP/ REGD REG S EMTN 6.00000000                                        | CUSIP: G08820DU6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       600000 | PA      | $843191.80    | 0.01%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE 4.5% 11/12/40/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.50000000                                    | CUSIP: F2940HHN8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118081.76    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.2% 03/20/41/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 34 2.20000000                                           | CUSIP: J2615Q6X8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     23000000 | PA      | $138986.72    | 0.00%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPN HOUSI 1.753% 03/19/26/JPY/                | JPN HOUSING FIN AGENCY /JPY/ REGD SER 71 1.75300000                                          | CUSIP: J2761LGR3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    200000000 | PA      | $1279302.31   | 0.01%             | 2026-03-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.8% 09/20/30/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 122 1.80000000                                          | CUSIP: J2615Q3R4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    924000000 | PA      | $5969839.89   | 0.04%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.65% 06/20/31/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.65000000                                               | CUSIP: Y6065ANG0<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |      3480000 | PA      | $124023.44    | 0.00%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 4.25% 03/28/41/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 60 4.25000000                                                 | CUSIP: B533BSKB9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      5870000 | PA      | $7223995.07   | 0.04%             | 2041-03-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TESCO PRO 7.622?07/13/39  /GB                 | TESCO PROPERTY FIN 1 PLC /GBP/REGD 7.62270000                                                | CUSIP: G8765VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        72233 | PA      | $109956.43    | 0.00%             | 2039-07-13      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 4.5% 04/25/41/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 4.50000000                                               | CUSIP: F43750MC3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     13642000 | PA      | $16989623.02  | 0.10%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE 5.5% 03/27/37/GBP/                | ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.50000000                                          | CUSIP: F3R92TAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $651355.88    | 0.00%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.875% 09/01/30/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000                                                   | CUSIP: Y7996FSU5<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2215000 | PA      | $1801690.72   | 0.01%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR A 6.875% 03/11/31/GBP/                | EQUINOR ASA /GBP/ REGD REG S EMTN 6.87500000                                                 | CUSIP: R8412TAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       150000 | PA      | $223717.87    | 0.00%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEA 2% 06/20/30/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 118 2.00000000                                          | CUSIP: J2615Q3H6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2006800000 | PA      | $13082762.74  | 0.08%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.875% 06/08/37/GBP/                | EUROPEAN INVESTMENT BANK /GBP/ REGD REG S EMTN 3.87500000                                    | CUSIP: L32482KJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      3000000 | PA      | $3752733.11   | 0.02%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/40/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HQP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11075000 | PA      | $13881203.76  | 0.08%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEA 2% 09/20/40/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 33 2.00000000                                           | CUSIP: J2615Q6V2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    333000000 | PA      | $1976953.65   | 0.01%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.1% 03/20/30/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 117 2.10000000                                          | CUSIP: J2615Q3F0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1267800000 | PA      | $8299784.14   | 0.05%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.75% 07/22/52/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000                                              | CUSIP: G4527HQQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      9157000 | PA      | $9792287.24   | 0.06%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS  7.75% 05/29/31/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000                                          | CUSIP: P9767HEK1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     12000000 | PA      | $641965.85    | 0.00%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE  2.75% 04/01/42/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.75000000                                                   | CUSIP: Y7996FVU1<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |       850000 | PA      | $708175.80    | 0.00%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASUR 3% 12/10/42/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4212 3.00000000                                           | CUSIP: Y7277FKE9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |     70000000 | PA      | $45856.80     | 0.00%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GO 2.25% 06/01/32/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD SER 1056 2.25000000                                            | CUSIP: W7S73NAE1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      9200000 | PA      | $984254.61    | 0.01%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 3.8% 01/26/62/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 3.80000000                                                    | CUSIP: A7S57KAC5<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      1580000 | PA      | $1838535.63   | 0.01%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN 4.75% 04/21/27/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 136 4.75000000                                          | CUSIP: Q0819AFX3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      9420000 | PA      | $6344523.36   | 0.04%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN EXP  1.96% 09/19/31/JPY/                | JAPAN EXP HLD/DEBT REPAY /JPY/ REGD SER 75 1.96000000                                        | CUSIP: J2739VNU5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $643114.43    | 0.00%             | 2031-09-19      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN S 2.75% 06/11/32/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD EMTN 2.75000000                                               | CUSIP: A0793ZAA0<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       300000 | PA      | $348293.67    | 0.00%             | 2032-06-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSPORT 3.875% 07/23/42/GBP/                | TRANSPORT FOR LONDON /GBP/ REGD REG S EMTN 3.87500000                                        | CUSIP: G9031AAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       140000 | PA      | $154457.85    | 0.00%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORTHUMBR 5.125% 01/23/42/GBP/                | NORTHUMBRIAN WATER FIN /GBP/ REGD REG S 5.12500000                                           | CUSIP: G6670EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1188849.75   | 0.01%             | 2042-01-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER  5.25% 02/16/29/GBP/                | SANTANDER UK PLC /GBP/ REGD REG S EMTN 5.25000000                                            | CUSIP: G0R55ZLX6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $139154.17    | 0.00%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.375% 04/04/32 /EUR                | EUROPEAN UNION /EUR/ REGD  REG S EMTN 3.37500000                                             | CUSIP: L3334EAU1<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      1200000 | PA      | $1447583.14   | 0.01%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.625% 03/14/42/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 3.62500000                                          | CUSIP: L32482HJ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      2025000 | PA      | $2369925.32   | 0.01%             | 2042-03-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 4% 03/28/32/EUR/                | BELGIUM KINGDOM /EUR/ REGD REG S SER 66 4.00000000                                           | CUSIP: B7108WAS2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      2602000 | PA      | $3252219.26   | 0.02%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GO 2.75% 07/04/28/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 16Y 2.75000000                                             | CUSIP: X7306XAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       960000 | PA      | $1143091.22   | 0.01%             | 2028-07-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVEL 4.2% 01/19/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD REG S 4.20000000                                           | CUSIP: Y1397WAG6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     13000000 | PA      | $1911591.50   | 0.01%             | 2027-01-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 4.3% 08/02/32/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD REG S 4.30000000                                           | CUSIP: Y14099GK8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      7000000 | PA      | $1139649.93   | 0.01%             | 2032-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 2.75% 10/25/27/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000                                               | CUSIP: F43750AD4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     23049000 | PA      | $27323764.08  | 0.17%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 1.5% 04/30/42/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 30Y 1.50000000                                              | CUSIP: H7T729EJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      1140000 | PA      | $1662933.44   | 0.01%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FINNISH G 2.625% 07/04/42/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 30Y 2.62500000                                             | CUSIP: X8T03RAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1375000 | PA      | $1421282.62   | 0.01%             | 2042-07-04      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS 2.5% 01/15/33/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000                                                 | CUSIP: N0266ZBB1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5688000 | PA      | $6585673.24   | 0.04%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS  7.75% 11/13/42/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000                                          | CUSIP: P4R0C9EK5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      2000000 | PA      | $94932.67     | 0.00%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 07/04/44/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 32Y 2.50000000                                 | CUSIP: D206592F0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9865000 | PA      | $10274778.50  | 0.06%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.625% 05/15/33/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR65 6.62500000                                          | CUSIP: Y39814HT1<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |    400000000 | PA      | $24672.15     | 0.00%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PROCTER & 4.875% 05/11/27/EUR/                | PROCTER & GAMBLE CO/THE /EUR/ REGD 4.87500000                                                | CUSIP: U74271NP5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       425000 | PA      | $515620.78    | 0.00%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK TSY    3.25% 01/22/44 /GBP/                | UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000                                                     | CUSIP: G4527HCQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      7740000 | PA      | $8174067.30   | 0.05%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXE 5.5% 01/31/42/ILS/                | ISRAEL FIXED BOND /ILS/ REGD SER 0142 5.50000000                                             | CUSIP: M5920BAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |       290000 | PA      | $109714.72    | 0.00%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OEBB-INFR 3.375% 05/18/32/EUR/                | OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 3.37500000                                             | CUSIP: A7314PAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       400000 | PA      | $479347.53    | 0.00%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.8% 12/20/32/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 142 1.80000000                                          | CUSIP: J2615QHX6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1010900000 | PA      | $6472044.59   | 0.04%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JPN HOUSI 1.434% 06/18/27/JPY/                | JPN HOUSING FIN AGENCY /JPY/ REGD SER 108 1.43400000                                         | CUSIP: J2S619BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $640404.27    | 0.00%             | 2027-06-18      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| SWITZERLAN 1.25% 06/27/37/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 25Y 1.25000000                                              | CUSIP: H7T729EM7<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       680000 | PA      | $941406.39    | 0.01%             | 2037-06-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.7% 09/20/32/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 140 1.70000000                                          | CUSIP: J2615QEW1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    163950000 | PA      | $1044647.45   | 0.01%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.55PBW6M 12/03/26 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-7880.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.60PBW6M 12/03/27 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-239934.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.75PBW6M 12/03/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-228243.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.80PBW6M 12/03/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-195389.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS P01.00RSO/N 05/08/26 JPMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-53129.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.25PSO/N 05/08/39 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-464067.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP01.25 05/08/43 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $477603.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.25PSO/N 05/08/46 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-1117397.54  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.25PSO/N 05/08/54 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-184578.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS P01.10RSO/N 05/08/29 JPMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-259613.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP01.10 05/08/30 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $737963.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS P01.15RSO/N 05/08/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-41866.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.06PKWDC 04/27/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-11852.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.96PKWDC 08/14/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-140666.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.94PKWDC 08/19/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-339745.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.44PKL3M 11/17/30 MSLSW LONG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MY        |            1 | NC      | $-52423.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.44PSO/N 03/31/26 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-60932.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.81PCN07 04/12/26 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $3213.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.05PMUTK 07/08/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-75988.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.30PMUTK 07/08/43 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-413996.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.10PMUTK 07/08/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-178933.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.05PMUTK 07/08/27 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-22989.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.05PMUTK 07/08/28 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-215686.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.05 07/08/29 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $8215.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.05 07/08/30 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $342797.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.15PMUTK 07/08/37 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-166170.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.45PMUTK 07/08/48 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-281998.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.20PESTR 05/11/52 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-737335.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP01.21 08/15/28 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $371349.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.12PSS1D 11/05/31 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |            1 | NC      | $-4987.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.30PMUTK 12/03/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-54846.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.82PKWDC 04/28/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-18213.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.14PTHOR 11/19/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |            1 | NC      | $-4399.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.23PND3M 06/30/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |            1 | NC      | $7916.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.85PCAON 12/03/26 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $47075.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.65PCAON 12/03/27 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $182506.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.50PCAON 12/03/29 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $106995.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.50PCAON 12/03/30 BAMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $138060.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.45PCAON 12/03/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $89400.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.45PCAON 12/03/32 JPMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $29761.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.50PCAON 12/03/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $20060.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.50PCAON 12/03/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $68655.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.55PCAON 12/03/42 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $13604.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.40PCAON 12/03/49 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $-8872.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.30PCAON 12/03/52 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $-46529.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.25PCAON 12/03/54 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $-10188.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.25PCAON 12/03/55 BAMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $-8134.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.25PCAON 12/03/55 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $-11461.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.90PSS1D 03/31/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |            1 | NC      | $59739.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.13PKWDC 04/19/28 JPMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $3168.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.00PSS1D 05/08/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |            1 | NC      | $193189.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.00PSS1D 05/08/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |            1 | NC      | $74468.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.00PSS1D 05/08/35 BAMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |            1 | NC      | $85323.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.15PKWDC 03/10/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-5865.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.15PKWDC 03/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-13012.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.20PKWDC 03/10/35 BAMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-2224.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.20PKWDC 03/10/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-7457.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.50PCN07 05/11/30 BAMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $-16218.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.50PCN07 05/11/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $-25523.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.65PCN07 05/10/29 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $722642.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.60PCN07 05/11/28 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $349981.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.40PCN07 05/11/26 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $13894.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.10PKWDC 03/10/43 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-2135.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.40PNF3F 05/08/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |            1 | NC      | $5023.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.40PNF3F 05/08/35 BAMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |            1 | NC      | $2167.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.20PCI6M 07/10/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DK        |            1 | NC      | $792.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.20PCI6M 07/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DK        |            1 | NC      | $2916.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.15PST3M 07/10/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SE        |            1 | NC      | $8276.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.10PST3M 07/10/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SE        |            1 | NC      | $5178.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.85PNI6M 07/10/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NO        |            1 | NC      | $-3088.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.85PNI6M 07/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NO        |            1 | NC      | $-2954.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.00PNI6M 07/10/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NO        |            1 | NC      | $-916.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.36PCN07 09/01/30 MSLSW LONG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $35554.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.61PKWDC 11/24/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $15084.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.88PKL3M 11/23/30 MSLSW LONG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MY        |            1 | NC      | $6282.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.82PWI6M 11/28/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |            1 | NC      | $13258.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.40PCN07 12/06/28 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $18219.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.35PWI6M 05/11/31 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |            1 | NC      | $22894.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.50PWI6M 05/11/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |            1 | NC      | $17099.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.51PPR6M 03/20/31 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CZ        |            1 | NC      | $1926.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.85PTHOR 04/23/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |            1 | NC      | $53250.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.23PSG1D 05/03/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |            1 | NC      | $19872.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R06.84PBU6M 05/06/31 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | HU        |            1 | NC      | $12280.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.60PMUTK 07/08/28 BAMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-46259.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.90PMUTK 07/08/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-16306.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.90PMUTK 07/08/32 JPMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-82530.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.10PMUTK 07/08/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-55475.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP04.30 05/08/27 BAMCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-78548.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.90PSO/N 05/08/55 BAMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-40164.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP03.90 05/08/31 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-14118.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP03.85 05/08/32 BAMCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-24295.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.85PSO/N 05/08/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $2440.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.75PMUTK 07/08/55 BAMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-96646.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.75PMUTK 07/08/55 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-75936.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP03.90 05/08/39 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $60838.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.95PSO/N 05/08/40 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-55872.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.80PKL3M 05/17/31 GSISW LONG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MY        |            1 | NC      | $12645.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R06.25PBU6M 09/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | HU        |            1 | NC      | $-185.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R06.30PBU6M 09/10/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | HU        |            1 | NC      | $-1460.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.55PPR6M 09/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CZ        |            1 | NC      | $-2388.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.60PPR6M 09/10/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CZ        |            1 | NC      | $-5272.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.65PSG1D 09/10/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |            1 | NC      | $12004.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.45PSG1D 09/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |            1 | NC      | $3768.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.50PSG1D 09/10/35 BAMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |            1 | NC      | $5265.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.35PTHOR 09/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |            1 | NC      | $41278.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.40PTHOR 09/10/35 BAMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |            1 | NC      | $28535.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.40PTHOR 09/10/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |            1 | NC      | $34201.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.10PMXIB 12/06/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $16551.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.20PMXIB 12/05/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $13222.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.58PCN07 12/02/29 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $2848.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.49PCN07 12/12/29 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $-8231.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.17PTHOR 12/16/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |            1 | NC      | $12217.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.95PSHON 07/08/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | IL        |            1 | NC      | $4949.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.00PSHON 07/08/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | IL        |            1 | NC      | $1124.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.31PKL3M 07/24/35 MSLSW LONG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MY        |            1 | NC      | $-19571.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EFSF 3.375% 04/03/37/EUR/                     | EFSF /EUR/ REGD EMTN 3.37500000                                                              | CUSIP: L2669HAQ0<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | USGA              | LU        |      3000000 | PA      | $3540727.23   | 0.02%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.9% 09/20/42/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 37 1.90000000                                           | CUSIP: J2615QEM3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    355250000 | PA      | $2015789.74   | 0.01%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOV 3.5% 03/30/39/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD SER 1053 3.50000000                                            | CUSIP: W9478GTX1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     20020000 | PA      | $2309764.14   | 0.01%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERA SPA 5.2% 01/29/28/EUR/                   | HERA SPA /EUR/ REGD EMTN 5.20000000                                                          | CUSIP: T5R49ZAA2<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $246849.74    | 0.00%             | 2028-01-29      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICA M 4.375% 08/07/41/GBP/                | AMERICA MOVIL SAB DE CV /GBP/ REGD 4.37500000                                                | CUSIP: P0280AET4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      1500000 | PA      | $1705276.77   | 0.01%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.15% 06/20/44/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 3.15000000                                                    | CUSIP: A524803H0<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3928000 | PA      | $4319434.08   | 0.03%             | 2044-06-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN 3.25% 04/21/29/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 138 3.25000000                                    | CUSIP: Q2R04NAB0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      9630000 | PA      | $6243101.31   | 0.04%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTRICA P 4.25% 09/12/44/GBP/                | CENTRICA PLC /GBP/ REGD REG S EMTN 4.25000000                                                | CUSIP: G2018ZAX9<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1058582.17   | 0.01%             | 2044-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.6% 03/20/33/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 143 1.60000000                                          | CUSIP: J2615QJL0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1004800000 | PA      | $6335038.20   | 0.04%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 2.5% 08/25/28/CZK/                | CZECH REPUBLIC /CZK/ REGD REG S SER 78 2.50000000                                            | CUSIP: X73311JB3<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |     39010000 | PA      | $1841778.34   | 0.01%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.4% 05/23/34/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.40000000                                                    | CUSIP: A524806R5<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2173000 | PA      | $2439405.54   | 0.01%             | 2034-05-23      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC 4.25% 06/01/43/GBP/                  | AT&T INC /GBP/ REGD 4.25000000                                                               | CUSIP: U04644AH0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       200000 | PA      | $214984.15    | 0.00%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.75% 09/01/44/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 4.75000000                                       | CUSIP: T6247AWL6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7475000 | PA      | $9594737.59   | 0.06%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS G 4% 01/15/37/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 4.00000000                                                 | CUSIP: N4580ZKC0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |        10000 | PA      | $12729.60     | 0.00%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 4.75% 09/01/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 4.75000000                                       | CUSIP: T6247AVQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     16730000 | PA      | $20851830.81  | 0.13%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN  2.625% 03/15/35/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD SER 1981 2.62500000                                      | CUSIP: L0594NBC1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |        40000 | PA      | $45280.88     | 0.00%             | 2035-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN  3.3% 03/22/33/EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD EMTN 3.30000000                                            | CUSIP: N93695CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1800000 | PA      | $2051876.55   | 0.01%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 3.375% 09/01/33/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 3.37500000                                                   | CUSIP: V81778CZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      3840000 | PA      | $3261426.62   | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ERDOEL LAG 2.75% 03/20/28/EUR/                | ERDOEL LAGERGESELLSCHAFT /EUR/ REGD 2.75000000                                               | CUSIP: A1945YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       200000 | PA      | $234824.47    | 0.00%             | 2028-03-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 3.25% 05/25/45/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.25000000                                               | CUSIP: F26348BX3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     11735000 | PA      | $12144191.95  | 0.07%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 1.9% 03/20/53/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 6 1.90000000                                            | CUSIP: J2615QKN4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |       650000 | PA      | $3060.32      | 0.00%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAND NORD 2.375% 05/13/33/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S SER 1250 2.37500000                                | CUSIP: D4S26ECK1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1050000 | PA      | $1183835.65   | 0.01%             | 2033-05-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AEROPORTS  2.75% 06/05/28/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD 2.75000000                                                  | CUSIP: F01177AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118000.27    | 0.00%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TREASURY C 4.25% 12/20/32/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD 4.25000000                                                 | CUSIP: Q9194YCC6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3210000 | PA      | $2050700.31   | 0.01%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAIFFEISE 2.375% 06/14/28/EUR/                | RAIFFEISEN LB STEIERMARK /EUR/ REGD REG S EMTN 2.37500000                                    | CUSIP: A7123NFA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $117149.45    | 0.00%             | 2028-06-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN S 2.75% 06/20/33/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD EMTN 2.75000000                                               | CUSIP: A05599CG7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       130000 | PA      | $149216.29    | 0.00%             | 2033-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KING 3.5% 07/22/68/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000                                              | CUSIP: G4527HCU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      6979000 | PA      | $6808865.34   | 0.04%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 3.6% 06/27/28/CNY/                | CHINA GOVERNMENT BOND /CNY/   REGD REG S 3.60000000                                          | CUSIP: Y5325PAJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     26500000 | PA      | $3989777.52   | 0.02%             | 2028-06-27      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MUENCHENER  2.5% 07/04/28/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD EMTN 2.50000000                                          | CUSIP: D55551QR5<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $58916.67     | 0.00%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 5.15% 10/31/28/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.15000000                                               | CUSIP: E4R46CAV9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8886000 | PA      | $11244833.43  | 0.07%             | 2028-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN I 2.75% 09/13/30/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EMN 2.75000000                                  | CUSIP: B3821SAC1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       230000 | PA      | $272328.84    | 0.00%             | 2030-09-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR 4% 09/12/33/GBP/                | TRANSPORT FOR LONDON /GBP/ REGD REG S EMTN 4.00000000                                        | CUSIP: G9031AEB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $380161.17    | 0.00%             | 2033-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EURO STAB 0.875% 07/18/42/EUR/                | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 0.87500000                                    | CUSIP: L3333SBE6<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | USGA              | N/A       |      1020000 | PA      | $812752.84    | 0.00%             | 2042-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.25% 05/25/36/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.25000000                                               | CUSIP: F43750FE7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     18214000 | PA      | $17056648.07  | 0.10%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES T 3% 05/20/27/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S MTN SER 27 3.00000000                              | CUSIP: Q6715PJL4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1970000 | PA      | $1295117.00   | 0.01%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 4.125% 04/14/27/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 10Y 4.12500000                                          | CUSIP: X0R4CRBL7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1480000 | PA      | $1784465.50   | 0.01%             | 2027-04-14      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED KIN 1.75% 07/22/57/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000                                              | CUSIP: G4527HHB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10674000 | PA      | $6767073.25   | 0.04%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.625% 02/23/27/EUR/                 | NRW.BANK /EUR/ REGD 0.62500000                                                               | CUSIP: D5S25R5N2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $808581.89    | 0.00%             | 2027-02-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.75% 05/25/66/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.75000000                                               | CUSIP: F26348CN4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      6876000 | PA      | $3946657.09   | 0.02%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBA 2.25% 01/11/27/EUR/                | BNP PARIBAS /EUR/ REGD REG S EMTN 2.25000000                                                 | CUSIP: F105C9LY2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $586036.73    | 0.00%             | 2027-01-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.05% 08/01/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.05000000                                       | CUSIP: T6052BNC8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3580000 | PA      | $4201649.82   | 0.03%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VILLE DE  1.625% 02/02/33/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 1.62500000                                              | CUSIP: F7S25ABT3<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $209225.09    | 0.00%             | 2033-02-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 1.5% 03/29/38/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 1.50000000                                                 | CUSIP: N6520YTE8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       190000 | PA      | $179452.47    | 0.00%             | 2038-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MUNICH RE V/R 05/26/49/EUR/                   | MUNICH RE /EUR/ REGD V/R REG S 3.25000000                                                    | CUSIP: D5557XAA7<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $3067527.04   | 0.02%             | 2049-05-26      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 1% 11/09/31/EUR/                  | SNCF RESEAU /EUR/ REGD REG S EMTN 1.00000000                                                 | CUSIP: F8446VFF2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $311518.49    | 0.00%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED  2.5% 05/25/28/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 2.50000000                                      | CUSIP: F073334A6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1744694.86   | 0.01%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TALANX AG V/R 12/05/47/EUR/                   | TALANX AG /EUR/ REGD V/R REG S EMTN SER GDIP 2.25000000                                      | CUSIP: D82827AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2700000 | PA      | $3130606.00   | 0.02%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 2.75% 12/22/26/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/D 2.75000000                                       | CUSIP: X3R52SBX1<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |     80210000 | PA      | $237895.59    | 0.00%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPU 4% 01/30/37/EUR/                | HELLENIC REPUBLIC /EUR/ REGD REG S 4.00000000                                                | CUSIP: X32332UF7<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      2000000 | PA      | $2442060.88   | 0.01%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC R 3.75% 01/30/28/EUR/                | HELLENIC REPUBLIC /EUR/ REGD REG S 3.75000000                                                | CUSIP: X32332UD2<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1400000 | PA      | $1696432.31   | 0.01%             | 2028-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC RE 3.9% 01/30/33/EUR/                | HELLENIC REPUBLIC /EUR/ REGD REG S 3.90000000                                                | CUSIP: X32332UG5<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      2030000 | PA      | $2499973.37   | 0.02%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HELLENIC RE 4.2% 01/30/42/EUR/                | HELLENIC REPUBLIC /EUR/ REGD REG S 4.20000000                                                | CUSIP: X32332UE0<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      2590000 | PA      | $3163248.05   | 0.02%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ZUERCHER K 0.02% 08/16/27/CHF/                | ZUERCHER KANTONALBANK /CHF/ REGD REG S SER 139 0.02000000                                    | CUSIP: H983856U8<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1255709.25   | 0.01%             | 2027-08-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.4% 12/20/45/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 49 1.40000000                                           | CUSIP: J2S39KLR5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2264500000 | PA      | $11098565.47  | 0.07%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.25% 09/01/36/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 2.25000000                                       | CUSIP: T6247A6B7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8984000 | PA      | $9356440.22   | 0.06%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| PFANDBRIEF  0.5% 02/20/32/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 490 0.50000000                                   | CUSIP: H6218UEU0<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       150000 | PA      | $187497.12    | 0.00%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.4% 07/30/28/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.40000000                                               | CUSIP: E8922AFW5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     11981000 | PA      | $13778194.37  | 0.08%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE  0.875% 07/05/28/EUR/                | PROVINCE OF QUEBEC /EUR/ REGD 0.87500000                                                     | CUSIP: C4108FCU8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      1025000 | PA      | $1160203.29   | 0.01%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC B 0.875% 04/17/27/EUR/                | WESTPAC BANKING CORP /EUR/ REGD REG S EMTN 0.87500000                                        | CUSIP: Q97417WD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1153833.35   | 0.01%             | 2027-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.75% 07/11/68/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 1.75000000                                         | CUSIP: D5S07LFU0<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       104000 | PA      | $66516.35     | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FLEMISH COM 1.5% 07/12/38/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.50000000                                           | CUSIP: B2758CBF7<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $90748.00     | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA 7.375% 05/15/48/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR76 7.37500000                                          | CUSIP: Y6S86ZGY9<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  26953000000 | PA      | $1729032.93   | 0.01%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 09/20/27/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 348 0.10000000                                          | CUSIP: J2S39KTT3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    320850000 | PA      | $2013813.06   | 0.01%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.8% 03/01/67/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 50Y 2.80000000                                       | CUSIP: T6247A7P5<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3525000 | PA      | $2938575.14   | 0.02%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 01/27/27/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 483 0.00000000                                   | CUSIP: H6218UEQ9<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       170000 | PA      | $214403.12    | 0.00%             | 2027-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.4% 03/20/56/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 9 0.40000000                                            | CUSIP: J2S39KNQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2456350000 | PA      | $7029702.36   | 0.04%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 3.4% 06/17/36/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.40000000                                               | CUSIP: Y6065BBR7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |      4000000 | PA      | $146647.12    | 0.00%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICO 1% 09/30/31/EUR/                | CREDIT AGRICOLE ITALIA /EUR/ REGD REG S EMTN SER 15Y 1.00000000                              | CUSIP: T2R054JZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      2100000 | PA      | $2205195.96   | 0.01%             | 2031-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ESB FINAN 1.875% 06/14/31/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 1.87500000                                             | CUSIP: G3194BAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       224000 | PA      | $246134.47    | 0.00%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP 2% 07/03/29/GBP/                | COMPASS GROUP PLC /GBP/ REGD REG S EMTN 2.00000000                                           | CUSIP: G23296C56<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $3145131.16   | 0.02%             | 2029-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.3% 06/20/46/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 51 0.30000000                                           | CUSIP: J2S39KNW2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2696700000 | PA      | $10206279.55  | 0.06%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| KOREA LAND & H 2.468% 06/23/28                | KOREA LAND & HOUSING COR REGD REG S EMTN SER GMTN 2.46800000                                 | CUSIP: Y4S71TYM1<br>LEI: 9884009ZN0XE8VIPAC02 | Long             | DBT              | USGA              | KR        |      1000000 | PA      | $956484.42    | 0.01%             | 2028-06-23      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.15% 06/22/66/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 80 2.15000000                                                 | CUSIP: B1124GGV7<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3041000 | PA      | $2074774.11   | 0.01%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICI 1.875% 10/13/36/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 1.87500000                                    | CUSIP: F4065QDT4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $190240.60    | 0.00%             | 2036-10-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.125% 06/10/27/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2706 2.12500000                                           | CUSIP: Y7277FVY3<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   9300000000 | PA      | $6399816.35   | 0.04%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TEMASEK FIN 1.5% 03/01/28/EUR/                | TEMASEK FINANCIAL I LTD /EUR/ REGD REG S EMTN 1.50000000                                     | CUSIP: Y8585EAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      4700000 | PA      | $5397728.90   | 0.03%             | 2028-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.2% 06/20/36/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 157 0.20000000                                          | CUSIP: J2S39KPB6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4193200000 | PA      | $21980837.92  | 0.13%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GO 3.9% 11/30/26/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0316 3.90000000                                           | CUSIP: Y55745WS1<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     27500000 | PA      | $6837437.29   | 0.04%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BULGARIA 3% 03/21/28/EUR/                     | BULGARIA /EUR/ REGD REG S EMTN SER 12YR 3.00000000                                           | CUSIP: X0R483AR3<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |       800000 | PA      | $950877.82    | 0.01%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.875% 08/02/27/EUR/                | CREDIT AGRICOLE PUBLIC S /EUR/ REGD EMTN 0.87500000                                          | CUSIP: F2612FAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114849.55    | 0.00%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO B 1.25% 01/10/33/EUR/                | ABN AMRO BANK NV /EUR/ REGD REG S EMTN 1.25000000                                            | CUSIP: N025987J8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $104768.01    | 0.00%             | 2033-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 0.625% 10/31/36/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.62500000                                     | CUSIP: D490375Q9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       825000 | PA      | $736237.40    | 0.00%             | 2036-10-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 09/27/48/EUR/                | CREDIT AGRICOLE ASSRNCES /EUR/ REGD V/R REG S 4.75000000                                     | CUSIP: F22799AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2077320.19   | 0.01%             | 2048-09-27      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 2.75% 04/15/37/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD REG S SER 0437 2.75000000                                  | CUSIP: Q54627BN5<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      1030000 | PA      | $495827.40    | 0.00%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  1.75% 02/17/27/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 479 1.75000000                                           | CUSIP: R34155AZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     17520000 | PA      | $1696462.64   | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CADENT FI 2.625% 09/22/38/GBP/                | CADENT FINANCE PLC /GBP/ REGD REG S EMTN 2.62500000                                          | CUSIP: G1746KAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1725000 | PA      | $1649264.47   | 0.01%             | 2038-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.5% 09/20/46/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 52 0.50000000                                           | CUSIP: J2S39KQK5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    204150000 | PA      | $805117.87    | 0.00%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 0.75% 08/16/41/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.75000000                                    | CUSIP: D5S07LEC1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       360000 | PA      | $279923.26    | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LUZERNER KA 0.1% 09/15/31/CHF/                | LUZERNER KANTONALBK AG /CHF/ REGD REG S 0.10000000                                           | CUSIP: H51129CC8<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      1050000 | PA      | $1278663.41   | 0.01%             | 2031-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.625% 06/19/27/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.62500000                                                 | CUSIP: N1R593GS0<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      1250000 | PA      | $1436696.75   | 0.01%             | 2027-06-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN  1.875% 06/21/27/EUR/                | AMERICAN INTL GROUP /EUR/ REGD 1.87500000                                                    | CUSIP: U02687CV8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1164134.48   | 0.01%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 3% 04/20/29/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S SER 29 3.00000000                                  | CUSIP: Q6715PJM2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     10000000 | PA      | $6389342.05   | 0.04%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 2% 02/05/48/EUR/                  | SNCF RESEAU /EUR/ REGD REG S EMTN 2.00000000                                                 | CUSIP: F8446VHH6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       600000 | PA      | $451399.91    | 0.00%             | 2048-02-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 1% 04/14/32/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 1.00000000                                      | CUSIP: B3821SNT0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      3275000 | PA      | $3465006.58   | 0.02%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.25% 03/28/27/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 1.25000000                                                      | CUSIP: F9627PAN2<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1161534.25   | 0.01%             | 2027-03-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATURGY F 1.875% 10/05/29/EUR/                | NATURGY FIN IBERIA SA /EUR/ REGD REG S EMTN 1.87500000                                       | CUSIP: E7S90TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1146833.05   | 0.01%             | 2029-10-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KFW 0.5% 09/15/27/EUR/                        | KFW /EUR/ REGD 0.50000000                                                                    | CUSIP: D4S46MFY6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $571343.45    | 0.00%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FI 2.75% 03/29/28/EUR/                | FAIRFAX FINL HLDGS LTD /EUR/ REGD REG S 2.75000000                                           | CUSIP: C33461AA9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      2800000 | PA      | $3266208.39   | 0.02%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 4.4% 12/12/46/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.40000000                                            | CUSIP: Y5325PBV5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     26000000 | PA      | $4861908.31   | 0.03%             | 2046-12-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 4.15% 12/12/31/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.15000000                                            | CUSIP: Y5325PBW3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      3000000 | PA      | $486666.76    | 0.00%             | 2031-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.875% 07/11/31/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 0.87500000                                            | CUSIP: D1T0VZCM1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $210976.58    | 0.00%             | 2031-07-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN D 0.875% 05/24/28/EUR/                | AFRICAN DEVELOPMENT BANK /EUR/ REGD MTN SER GDIF 0.87500000                                  | CUSIP: V00001JL8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |       400000 | PA      | $454141.83    | 0.00%             | 2028-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SINGAPORE  2.75% 03/01/46/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.75000000                                                   | CUSIP: V81778FV5<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2970000 | PA      | $2518538.74   | 0.02%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 0.75% 10/04/41/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.75000000                                       | CUSIP: N6S779PV6<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       200000 | PA      | $151309.42    | 0.00%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KING 1.5% 07/22/47/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000                                              | CUSIP: G4527HHC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10003000 | PA      | $7123099.78   | 0.04%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV 2% 06/05/34/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 2.00000000                                               | CUSIP: N85094NY7<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $430968.47    | 0.00%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNET NE 1.375% 06/05/28/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 1.37500000                                               | CUSIP: N85094NZ4<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $343642.30    | 0.00%             | 2028-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA  2.25% 03/03/32/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS77 2.25000000                                     | CUSIP: X7S28MHH4<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      2470000 | PA      | $2820710.46   | 0.02%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-B 2.75% 03/17/36/EUR/                | ANHEUSER-BUSCH INBEV SA/ /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: B639CJDD7<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |        10000 | PA      | $10821.77     | 0.00%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 1.375% 07/16/28/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.37500000                                      | CUSIP: F07334AG4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3417343.89   | 0.02%             | 2028-07-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.6% 09/20/37/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 162 0.60000000                                          | CUSIP: J2S39KTU0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    119400000 | PA      | $632986.17    | 0.00%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.724% 06/15/33/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0617 4.72400000                                      | CUSIP: Y2R35QAB7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |       505000 | PA      | $134866.82    | 0.00%             | 2033-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| JAPAN INT' 0.08% 06/19/26/JPY/                | JAPAN INT'L COOP AGENCY /JPY/ REGD SER 35 0.08000000                                         | CUSIP: J2820FAZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    200000000 | PA      | $1271671.23   | 0.01%             | 2026-06-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EFSF 1.75% 07/17/53/EUR/                      | EFSF /EUR/ REGD REG S 1.75000000                                                             | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | USGA              | LU        |      2050000 | PA      | $1543373.78   | 0.01%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TELEKOM FIN 1.5% 12/07/26/EUR/                | TELEKOM FINANZMANAGEMENT /EUR/ REGD REG S 1.50000000                                         | CUSIP: A8502HDY0<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       200000 | PA      | $233179.19    | 0.00%             | 2026-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.8% 03/20/58/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 11 0.80000000                                           | CUSIP: J2S39KK21<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    878650000 | PA      | $2845571.75   | 0.02%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| KFW 1.125% 09/15/32/EUR/                      | KFW /EUR/ REGD REG S EMTN 1.12500000                                                         | CUSIP: D4S46MFU4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       900000 | PA      | $948506.64    | 0.01%             | 2032-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  4.2% 02/20/47/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD SER 47 4.20000000                                        | CUSIP: Q7943QTR0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       490000 | PA      | $259312.18    | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| SNCF RESEAU 1.5% 05/29/37/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 1.50000000                                                 | CUSIP: F8446VDA5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $273697.27    | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.75% 06/25/39/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.75000000                                               | CUSIP: F43750HD7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     12077000 | PA      | $11078743.08  | 0.07%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBL 1.5% 04/30/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.50000000                                               | CUSIP: E8922ACV0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     12455000 | PA      | $14523297.97  | 0.09%             | 2027-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NEDER WATERSC 1% 03/01/28/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 1.00000000                                       | CUSIP: N6S779J92<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       300000 | PA      | $343056.18    | 0.00%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLO 1% 03/06/28/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS80 1.00000000                                     | CUSIP: X7S28MJU3<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       500000 | PA      | $574586.41    | 0.00%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 0.75% 07/15/27/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.75000000                                                 | CUSIP: N2R466GA6<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      8923000 | PA      | $10280459.07  | 0.06%             | 2027-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| SLOVAKIA GOVE 1% 06/12/28/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 234 1.00000000                                 | CUSIP: X7T24WAB5<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       700000 | PA      | $794421.94    | 0.00%             | 2028-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  0.875% 09/13/47/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.87500000                                          | CUSIP: B3821SSY4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       200000 | PA      | $136475.98    | 0.00%             | 2047-09-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 12/10/26/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2612 1.50000000                                           | CUSIP: Y7277FUY4<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |    569490000 | PA      | $391612.10    | 0.00%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENNET NE 1.375% 06/26/29/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 1.37500000                                               | CUSIP: N85094ML6<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $112999.96    | 0.00%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 4.04% 04/10/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1710 4.04000000                                        | CUSIP: Y1456TFA9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    209400000 | PA      | $30856418.57  | 0.19%             | 2027-04-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF  0.5% 11/15/27/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER 10Y 0.50000000                                             | CUSIP: K30904AY0<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     20078000 | PA      | $3083001.99   | 0.02%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH GO 0.75% 05/12/28/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1060 0.75000000                                      | CUSIP: W7S736GV4<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     64815000 | PA      | $6824032.47   | 0.04%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FINNISH G 1.375% 04/15/47/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 30Y 1.37500000                                             | CUSIP: X8T03RAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      3237000 | PA      | $2488428.61   | 0.02%             | 2047-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| LAND NORD 0.625% 07/21/31/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S SER 1416 0.62500000                                | CUSIP: D5S07LDX6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1043943.33   | 0.01%             | 2031-07-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KAF KAERTNER ZCP 01/14/32/EUR/                | KAF KAERTNER AUSGLEICHSZ /EUR/ REGD ZCP 0.00000000                                           | CUSIP: A3S46NAA6<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | CORP              | AT        |      1560000 | PA      | $1481932.14   | 0.01%             | 2032-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DES 8% 11/07/47/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000                                          | CUSIP: P4R07XQS8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      5000000 | PA      | $238897.68    | 0.00%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEA 2.25% 12/20/47/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 2.25000000                                                 | CUSIP: F8446VGH7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $320785.02    | 0.00%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.75% 06/14/28/EUR/                | REPUBLIC OF INDONESIA /EUR/ REGD REG S EMTN 3.75000000                                       | CUSIP: Y20722AQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      1000000 | PA      | $1203055.96   | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVE 2.5% 07/25/27/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0727 2.50000000                                        | CUSIP: X8T024SP1<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     57220000 | PA      | $15666338.23  | 0.10%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.9% 05/15/28/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.90000000                                          | CUSIP: G4R49GAL7<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1812000 | PA      | $2067984.81   | 0.01%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SWISSCOM  0.125% 09/15/32/CHF/                | SWISSCOM AG /CHF/ REGD REG S 0.12500000                                                      | CUSIP: H8398NAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       430000 | PA      | $518552.72    | 0.00%             | 2032-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.625% 09/26/28/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 0.62500000                                            | CUSIP: D1T0VZCP4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $224061.99    | 0.00%             | 2028-09-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0% 06/22/29/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 13Y 0.00000000                                              | CUSIP: H21069Q53<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       270000 | PA      | $340700.73    | 0.00%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA 1% 10/05/28/EUR/                      | BPCE SA /EUR/ REGD REG S EMTN 1.00000000                                                     | CUSIP: F1883DPH2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $562671.55    | 0.00%             | 2028-10-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUN 1% 01/19/27/EUR/                | AUCKLAND COUNCIL /EUR/ REGD REG S EMTN 1.00000000                                            | CUSIP: Q0649WAZ1<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | USGA              | NZ        |       300000 | PA      | $347900.58    | 0.00%             | 2027-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 1.2% 06/03/33/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S SER 15Y 1.20000000                                 | CUSIP: D3R33AAT6<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $310316.26    | 0.00%             | 2033-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 0.25% 08/15/28/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.25000000                                 | CUSIP: D2R8H4DM8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9599000 | PA      | $10739720.20  | 0.07%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 1.25% 02/23/33/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 1.25000000                                           | CUSIP: X5S9GCDF4<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       600000 | PA      | $623831.37    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LUZERNER K 0.35% 02/05/27/CHF/                | LUZERNER KANTONALBK AG /CHF/ REGD REG S 0.35000000                                           | CUSIP: H51129CF1<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       500000 | PA      | $631720.86    | 0.00%             | 2027-02-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.25% 07/22/27/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000                                              | CUSIP: G4527HHD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     13571000 | PA      | $17629705.30  | 0.11%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 0.625% 01/12/27/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.62500000                                    | CUSIP: D4S75UKD2<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115673.84    | 0.00%             | 2027-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES 1.25% 01/18/27/EUR/                | AUTOROUTES DU SUD DE LA /EUR/ REGD REG S EMTN 1.25000000                                     | CUSIP: F846CKAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $4528502.80   | 0.03%             | 2027-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND BERL 1.375% 08/27/38/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 506 1.37500000                                              | CUSIP: D09856ZP9<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       115000 | PA      | $106269.72    | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.85% 12/12/26/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD REG S 3.85000000                                            | CUSIP: Y5325PBX1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     19000000 | PA      | $2783351.01   | 0.02%             | 2026-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DEUT PFAN 0.625% 08/30/27/EUR/                | DEUT PFANDBRIEFBANK AG /EUR/ REGD EMTN 0.62500000                                            | CUSIP: D18835MB7<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114054.69    | 0.00%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WESTERN AU 3.25% 07/20/28/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD MTN SER 28 3.25000000                                     | CUSIP: Q96417EE8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1000000 | PA      | $651246.81    | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.8% 06/22/27/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 81 0.80000000                                                 | CUSIP: B1121KEB7<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      5330000 | PA      | $6148084.56   | 0.04%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOV 2.75% 04/25/28/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0428 2.75000000                                        | CUSIP: X8T024JZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     28410000 | PA      | $7733595.78   | 0.05%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.8% 09/20/43/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 40 1.80000000                                           | CUSIP: J2615QMM4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    651750000 | PA      | $3577801.26   | 0.02%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 3.75% 06/22/45/EUR/                | BELGIUM KINGDOM /EUR/ REGD REG S SER 71 3.75000000                                           | CUSIP: B11204TJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3663000 | PA      | $4155124.20   | 0.03%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATER 1.5% 04/27/38/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 1.50000000                                            | CUSIP: N6S7792D1<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       940000 | PA      | $884875.60    | 0.01%             | 2038-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELE 1.5% 05/17/29/EUR/                | GENERAL ELECTRIC CO /EUR/ REGD 1.50000000                                                    | CUSIP: 369604BT9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      3472000 | PA      | $3925096.54   | 0.02%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL E 2.125% 05/17/37/EUR/                | GENERAL ELECTRIC CO /EUR/ REGD 2.12500000                                                    | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1993351.52   | 0.01%             | 2037-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 1.25% 04/22/33/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 86 1.25000000                                                 | CUSIP: B11204W32<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3994000 | PA      | $4160544.44   | 0.03%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| STADSHYPOTEK  2% 09/01/28/SEK/                | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1594 2.00000000                                     | CUSIP: W86201WU5<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $322071.38    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LONDON & Q 2.75% 07/20/57/GBP/                | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 2.75000000                                         | CUSIP: G5689LAD5<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       425000 | PA      | $308018.45    | 0.00%             | 2057-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.895% 05/08/47/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0417 4.89500000                                      | CUSIP: Y2R35QAA9<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |       271000 | PA      | $76513.41     | 0.00%             | 2047-05-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.885% 08/15/29/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0219 3.88500000                                           | CUSIP: Y2R35QBX8<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     11100000 | PA      | $2797881.51   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO B 1.45% 04/12/38/EUR/                | ABN AMRO BANK NV /EUR/ REGD REG S 1.45000000                                                 | CUSIP: N0258LAA5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $93502.20     | 0.00%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 4.24% 08/24/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1715 4.24000000                                        | CUSIP: Y1456TFL5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     26400000 | PA      | $3932489.13   | 0.02%             | 2027-08-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 1.25% 06/07/32/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 1.25000000                                       | CUSIP: N6S779VV9<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       670000 | PA      | $707679.91    | 0.00%             | 2032-06-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  1.875% 03/09/37/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 232 1.87500000                                 | CUSIP: X7T24WAA7<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       920000 | PA      | $901402.24    | 0.01%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HK GOVT BO 1.89% 03/02/32/HKD/                | HK GOVT BOND PROGRAMME /HKD/ REGD 1.89000000                                                 | CUSIP: Y3R2B8AP9<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      4000000 | PA      | $488221.47    | 0.00%             | 2032-03-02      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/27/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 346 0.10000000                                          | CUSIP: J2S39KRZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2185600000 | PA      | $13811529.72  | 0.08%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EFSF 2% 02/28/56/EUR/                         | EFSF /EUR/ REGD REG S EMTN 2.00000000                                                        | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | USGA              | LU        |      2000000 | PA      | $1561394.21   | 0.01%             | 2056-02-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 1.773% 04/30/28/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 1.77300000                                         | CUSIP: E3124CDK6<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $232046.56    | 0.00%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| LAND HESS 0.625% 08/02/28/EUR/                | LAND HESSEN /EUR/ REGD REG S SER 1801 0.62500000                                             | CUSIP: D3R1TJBW5<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       230000 | PA      | $257904.33    | 0.00%             | 2028-08-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/27/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 349 0.10000000                                          | CUSIP: J2S39KUX2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2634800000 | PA      | $16485329.98  | 0.10%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.642% 11/07/33/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0318 4.64200000                                           | CUSIP: Y2R35QBZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     10200000 | PA      | $2711931.54   | 0.02%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 11/25/28/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F43750JW3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     24502000 | PA      | $27444132.43  | 0.17%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENN 2% 02/01/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.00000000                                 | CUSIP: T6052BPU6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7282000 | PA      | $8517516.18   | 0.05%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.95% 05/26/27/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.95000000                                       | CUSIP: X3446DCK5<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       500000 | PA      | $576346.89    | 0.00%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 0.25% 02/10/27/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 100 0.25000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     26000000 | PA      | $1221573.78   | 0.01%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REGIE AUT 0.875% 05/25/27/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.87500000                                    | CUSIP: F7706VJY4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $115091.93    | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATIONWID 1.375% 06/29/32/EUR/                | NATIONWIDE BLDG SOCIETY /EUR/ REGD REG S EMTN 1.37500000                                     | CUSIP: G6S17FVL8<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      1785000 | PA      | $1894867.48   | 0.01%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GO 3.5% 04/14/33/NZD/                | NZ LOCAL GOVT FUND AGENC /NZD/ REGD 3.50000000                                               | CUSIP: Q6762SAF2<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      2100000 | PA      | $1137157.72   | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY 1.75% 10/10/27/EUR/                   | HUNGARY /EUR/ REGD REG S SER 10Y 1.75000000                                                  | CUSIP: X93622FJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |       825000 | PA      | $955966.43    | 0.01%             | 2027-10-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.8% 12/20/47/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 57 0.80000000                                           | CUSIP: J2S39KUZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    219750000 | PA      | $896704.58    | 0.01%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| WIRT & INF 1.25% 09/06/33/EUR/                | WIRT & INFRA BK HESSEN /EUR/ REGD 1.25000000                                                 | CUSIP: D9696PAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $204506.77    | 0.00%             | 2033-09-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND BERL 1.375% 06/05/37/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 495 1.37500000                                              | CUSIP: D09856ZC8<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       260000 | PA      | $247346.49    | 0.00%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.8% 12/01/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.80000000                                 | CUSIP: T6052BQV3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     12440000 | PA      | $14787027.23  | 0.09%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.75% 10/26/57/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.75000000                                    | CUSIP: D5S07LFA4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       172000 | PA      | $122503.54    | 0.00%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 4.65% 05/11/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1806 4.65000000                                        | CUSIP: Y0R4AWJQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     44100000 | PA      | $6736038.27   | 0.04%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 1.45% 06/22/37/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 84 1.45000000                                                 | CUSIP: B1124GHA2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      1890000 | PA      | $1781579.64   | 0.01%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 06/20/38/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 165 0.50000000                                          | CUSIP: J2S39KM29<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1673650000 | PA      | $8565168.86   | 0.05%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALB 0.875% 05/24/27/EUR/                | KOMMUNALBANKEN AS /EUR/ REGD REG S EMTN 0.87500000                                           | CUSIP: R6333NFP5<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |       500000 | PA      | $576433.35    | 0.00%             | 2027-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS L 2.25% 06/30/29/GBP/                | PROLOGIS LP /GBP/ REGD 2.25000000                                                            | CUSIP: 74340XBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1600000 | PA      | $2019070.34   | 0.01%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROATIA 2.7% 06/15/28/EUR/                    | CROATIA /EUR/ REGD REG S 2.70000000                                                          | CUSIP: X7330ZFN7<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |      2850000 | PA      | $3369080.96   | 0.02%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.7% 03/20/37/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 160 0.70000000                                          | CUSIP: J2S39KSE7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    385550000 | PA      | $2096625.04   | 0.01%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BA 1.5% 12/08/32/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 1.50000000                                            | CUSIP: D1T0VZCR0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $213143.87    | 0.00%             | 2032-12-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.65% 05/16/47/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.65000000                                    | CUSIP: D5S07LEU1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       220000 | PA      | $178672.89    | 0.00%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.9% 03/20/57/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 10 0.90000000                                           | CUSIP: J2S39KSX5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    548400000 | PA      | $1873886.72   | 0.01%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 06/20/27/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 347 0.10000000                                          | CUSIP: J2S39KTB2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4300000000 | PA      | $27080337.08  | 0.17%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 0.5% 08/15/27/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.50000000                                 | CUSIP: D2R8H4CQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10060000 | PA      | $11528904.44  | 0.07%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 09/15/27/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.50000000                                             | CUSIP: X8T03RBC6<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       660000 | PA      | $754465.00    | 0.00%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CTE CO TRAN 1.5% 07/29/28/EUR/                | CTE CO TRANSP ELEC /EUR/ REGD REG S 1.50000000                                               | CUSIP: F2R72PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $455244.18    | 0.00%             | 2028-07-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CTE CO TR 2.125% 07/29/32/EUR/                | CTE CO TRANSP ELEC /EUR/ REGD REG S 2.12500000                                               | CUSIP: F2R72PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $215320.14    | 0.00%             | 2032-07-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 7.5% 05/15/38/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR75 7.50000000                                          | CUSIP: Y6S86ZGS2<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |   1300000000 | PA      | $85173.83     | 0.00%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA  8.75% 02/15/44/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR67 8.75000000                                          | CUSIP: Y20722AB3<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |   2074000000 | PA      | $153023.26    | 0.00%             | 2044-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV 1% 03/08/28/EUR/                  | ASN BANK NV /EUR/ REGD REG S EMTN 1.00000000                                                 | CUSIP: N2R87ADH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $114089.14    | 0.00%             | 2028-03-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.9% 09/20/48/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 60 0.90000000                                           | CUSIP: J2S39KP91<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    492500000 | PA      | $2011282.72   | 0.01%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 0.75% 01/11/28/EUR/                | BNG BANK NV /EUR/ REGD EMTN 0.75000000                                                       | CUSIP: N6S20ZFH8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      1260000 | PA      | $1446161.09   | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 1.875% 10/23/37/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.87500000                                     | CUSIP: F4041GKP5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $285023.60    | 0.00%             | 2037-10-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.55% 06/16/48/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN SER 1439 1.55000000                           | CUSIP: D5S07LEV9<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      3100000 | PA      | $2413359.91   | 0.01%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| INDONESIA  8.25% 05/15/29/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR78 8.25000000                                          | CUSIP: Y6S86ZKJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |   1000000000 | PA      | $65005.21     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 1.25% 08/15/48/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 31Y 1.25000000                                 | CUSIP: D2R8H4CU1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     13200000 | PA      | $10249061.56  | 0.06%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BAT INTL F 2.25% 01/16/30/EUR/                | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 2.25000000                                        | CUSIP: G08820HW8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       295000 | PA      | $334875.60    | 0.00%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.4% 04/30/28/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.40000000                                               | CUSIP: E8922AFL9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     11036000 | PA      | $12737093.54  | 0.08%             | 2028-04-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 Y 0.6% 06/20/37/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 161 0.60000000                                          | CUSIP: J2S39KTE6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2625000000 | PA      | $14010836.95  | 0.09%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| LAND NIED 0.875% 10/25/28/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 884 0.87500000                                       | CUSIP: D5S19DBU8<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      1320000 | PA      | $1485678.45   | 0.01%             | 2028-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 05/21/41/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 156 2.75000000                                    | CUSIP: Q2R04NBF0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      7050000 | PA      | $3575849.31   | 0.02%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REGION OF 3.088% 03/31/43/EUR/                | REGION OF LAZIO /EUR/ REGD REG S 3.08800000                                                  | CUSIP: T7855ZAD4<br>LEI: 81560007498E8B065B77 | Long             | DBT              | USGA              | IT        |       153768 | PA      | $168806.97    | 0.00%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCA 3% 10/02/28/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD EMTN 3.00000000                                           | CUSIP: F14221AG4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      5000000 | PA      | $5939603.43   | 0.04%             | 2028-10-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 3.25% 08/21/29/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 3.25000000                                               | CUSIP: Q7943QVE6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2970000 | PA      | $1903065.35   | 0.01%             | 2029-08-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ORBIT CAP 3.375% 06/14/48/GBP/                | ORBIT CAPITAL PLC /GBP/ REGD REG S 3.37500000                                                | CUSIP: G676AFAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1325000 | PA      | $1205301.14   | 0.01%             | 2048-06-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 06/28/45/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 28 0.50000000                                               | CUSIP: H21069Y96<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      2510000 | PA      | $3162685.56   | 0.02%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW 0.625% 01/07/28/EUR/                      | KFW /EUR/ REGD 0.62500000                                                                    | CUSIP: D4S46MGN9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       720000 | PA      | $819613.15    | 0.01%             | 2028-01-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 2.25% 09/10/37/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3709 2.25000000                                           | CUSIP: Y7277FWR7<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   3000000000 | PA      | $1858242.61   | 0.01%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HK GOVT BO 1.97% 01/17/29/HKD/                | HK GOVT BOND PROGRAMME /HKD/ REGD 1.97000000                                                 | CUSIP: Y3R2B8AU8<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      2400000 | PA      | $304203.09    | 0.00%             | 2029-01-17      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.45% 02/16/43/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.45000000                                    | CUSIP: D5S07LFE6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $85506.91     | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 05/25/28/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F43750JN3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     21873000 | PA      | $24752567.99  | 0.15%             | 2028-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDR 1.95% 09/26/78/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.95000000                                    | CUSIP: D5S07LFV8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       254000 | PA      | $167809.53    | 0.00%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.8% 06/22/28/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 85 0.80000000                                                 | CUSIP: B1121KEE1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      7892000 | PA      | $8950023.41   | 0.05%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SNCF RESE 3.125% 10/25/28/EUR/                | SNCF RESEAU /EUR/ REGD EMTN 3.12500000                                                       | CUSIP: F7S307JN8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2000000 | PA      | $2375855.74   | 0.01%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAISSE DE 3.062% 10/09/30/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD EMTN 3.06250000                                          | CUSIP: F7919BCL6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $233543.29    | 0.00%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN S 3.125% 07/25/29/GBP/                | GOLDMAN SACHS GROUP INC /GBP/ REGD EMTN 3.12500000                                           | CUSIP: U3823B2X8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1937370.97   | 0.01%             | 2029-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND G 3% 04/20/29/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0429 3.00000000                                        | CUSIP: Q54627BV7<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      5750000 | PA      | $3265313.25   | 0.02%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 0.75% 07/15/28/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.75000000                                                 | CUSIP: N2R466GQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5020000 | PA      | $5688112.93   | 0.03%             | 2028-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVER 3% 10/27/38/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 38/A 3.00000000                                       | CUSIP: X51627BW0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    318380000 | PA      | $643649.79    | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.375% 03/28/31/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 1.37500000                                            | CUSIP: D1T0VZAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $218921.11    | 0.00%             | 2031-03-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU  1.5% 09/27/30/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.50000000                                     | CUSIP: F4041GQQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $326813.52    | 0.00%             | 2030-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 2.125% 09/27/38/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 2.12500000                                     | CUSIP: F4041GQP9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $95640.13     | 0.00%             | 2038-09-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.625% 10/22/71/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000                                              | CUSIP: G4527HDJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      8030000 | PA      | $4435625.88   | 0.03%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 11/25/28/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F43750JW3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       535000 | PA      | $599241.33    | 0.00%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.893% 06/08/38/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0418 4.89300000                                           | CUSIP: Y2R35QCC3<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      8100000 | PA      | $2225110.06   | 0.01%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WIRT & IN 0.875% 06/14/28/EUR/                | WIRT & INFRA BK HESSEN /EUR/ REGD 0.87500000                                                 | CUSIP: D9696PAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $112917.05    | 0.00%             | 2028-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND THUER 1.25% 12/05/33/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 1.25000000                                                  | CUSIP: D8T44EAL9<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $410821.56    | 0.00%             | 2033-12-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CORES 1.75% 11/24/27/EUR/                     | CORES /EUR/ REGD REG S EMTN 1.75000000                                                       | CUSIP: E3608GAF6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       200000 | PA      | $231835.55    | 0.00%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.625% 05/01/28/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.62500000                                                   | CUSIP: Y6132HNP4<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1960000 | PA      | $1562013.26   | 0.01%             | 2028-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/28/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 350 0.10000000                                          | CUSIP: J2S39KD60<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3753900000 | PA      | $23410110.29  | 0.14%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 5.15% 10/31/44/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.15000000                                               | CUSIP: E4R46CBB2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5591000 | PA      | $7735106.22   | 0.05%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| OEBB-INFRASTR 3% 10/24/33/EUR/                | OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 3.00000000                                             | CUSIP: A586GDBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       500000 | PA      | $582909.87    | 0.00%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES 2.25% 04/18/34/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 15Y 2.25000000                                          | CUSIP: X0R4CRCC6<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      5226000 | PA      | $5805441.09   | 0.04%             | 2034-04-18      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| FINNISH G 1.125% 04/15/34/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 16Y 1.12500000                                             | CUSIP: X8T03RBJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1981000 | PA      | $2006071.56   | 0.01%             | 2034-04-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED KIN 1.75% 01/22/49/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000                                              | CUSIP: G4527HEG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10969000 | PA      | $8031779.17   | 0.05%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.75% 06/30/28/EUR/                  | NRW.BANK /EUR/ REGD REG S EMTN 0.75000000                                                    | CUSIP: D5S267HW2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       760000 | PA      | $857330.70    | 0.01%             | 2028-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEX 1.75% 04/17/28/EUR/                | UNITED MEXICAN STATES /EUR/ REGD EMTN 1.75000000                                             | CUSIP: P6625AAQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      2000000 | PA      | $2284095.20   | 0.01%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 0.5% 02/15/28/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.50000000                                 | CUSIP: D2R8H4DB2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     11770000 | PA      | $13378355.56  | 0.08%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 2.125% 10/17/28/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 11Y 2.12500000                                          | CUSIP: X6694NAX9<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      6507000 | PA      | $7641742.25   | 0.05%             | 2028-10-17      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 2.95% 09/01/38/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 2.95000000                                       | CUSIP: T6052BPT9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5810000 | PA      | $6301520.91   | 0.04%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BAHN 1% 12/17/27/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD EMTN 1.00000000                                                  | CUSIP: D1T0VZAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $343899.91    | 0.00%             | 2027-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 06/20/28/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 351 0.10000000                                          | CUSIP: J2S39KL53<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2159350000 | PA      | $13422047.59  | 0.08%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FINNVERA P 1.25% 07/14/33/EUR/                | FINNVERA PLC /EUR/ REGD REG S EMTN 1.25000000                                                | CUSIP: X2994QBC3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       200000 | PA      | $205875.59    | 0.00%             | 2033-07-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.875% 08/11/28/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD EMTN 0.87500000                                          | CUSIP: F2276HBM0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112682.35    | 0.00%             | 2028-08-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IGNITIS G 1.875% 07/10/28/EUR/                | IGNITIS GRUPE AB /EUR/ REGD REG S EMTN 1.87500000                                            | CUSIP: X49012AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LT        |       200000 | PA      | $227392.01    | 0.00%             | 2028-07-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.625% 10/22/28/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000                                              | CUSIP: G4527HBW0<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     20025000 | PA      | $25533742.50  | 0.16%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.7% 10/31/48/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD SER 30Y 2.70000000                                       | CUSIP: E8922AFN5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      6311000 | PA      | $6055487.72   | 0.04%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| KOREA TRE 2.625% 03/10/48/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4803 2.62500000                                           | CUSIP: Y7277FXH8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   6000000000 | PA      | $3700597.99   | 0.02%             | 2048-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LONDON &  3.125% 02/28/53/GBP/                | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 3.12500000                                         | CUSIP: G5689MAA9<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $410689.25    | 0.00%             | 2053-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LONDON &  2.625% 02/28/28/GBP/                | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 2.62500000                                         | CUSIP: G5689LAF0<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      1225000 | PA      | $1585821.37   | 0.01%             | 2028-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 2.75% 07/23/29/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 105 2.75000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     29860000 | PA      | $1397789.23   | 0.01%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.375% 09/10/38/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3809 2.37500000                                           | CUSIP: Y7277FYA2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1406080000 | PA      | $876983.02    | 0.01%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 0.5% 01/15/40/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000                                                 | CUSIP: N2R466HG2<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5710000 | PA      | $4618539.33   | 0.03%             | 2040-01-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UNEDIC 0.5% 03/20/29/EUR/                     | UNEDIC /EUR/ REGD REG S EMTN 0.50000000                                                      | CUSIP: F9627PEP3<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1600000 | PA      | $1761206.76   | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.8% 03/20/48/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 58 0.80000000                                           | CUSIP: J2S39KF84<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1110150000 | PA      | $4493683.66   | 0.03%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| INFORMA P 3.125% 07/05/26/GBP/                | INFORMA PLC /GBP/ REGD REG S EMTN 3.12500000                                                 | CUSIP: G4770LAV8<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1474411.92   | 0.01%             | 2026-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.25% 05/25/33/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 1.25000000                                                      | CUSIP: F9627PAT9<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       700000 | PA      | $715910.69    | 0.00%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLI 2% 10/13/33/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 103 2.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     45850000 | PA      | $1874605.68   | 0.01%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 11/21/29/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 154 2.75000000                                          | CUSIP: Q08184NB7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     11105000 | PA      | $7025701.68   | 0.04%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.25% 05/25/34/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.25000000                                               | CUSIP: F43750JS2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     21436000 | PA      | $21337072.67  | 0.13%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 06/20/48/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 59 0.70000000                                           | CUSIP: J2S39KL61<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1100000000 | PA      | $4303651.69   | 0.03%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MCKESSON  1.625% 10/30/26/EUR/                | MCKESSON CORP /EUR/ REGD 1.62500000                                                          | CUSIP: 581557BL8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2337282.75   | 0.01%             | 2026-10-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.921% 07/06/48/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0518 4.92100000                                           | CUSIP: Y2R35QCF6<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      4000000 | PA      | $1132146.87   | 0.01%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME 0.75% 09/25/28/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 55 0.75000000                                  | CUSIP: D04765AA7<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $448546.74    | 0.00%             | 2028-09-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BAYER CAP 2.125% 12/15/29/EUR/                | BAYER CAPITAL CORP BV /EUR/ REGD REG S 2.12500000                                            | CUSIP: N10680AR2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       600000 | PA      | $681584.64    | 0.00%             | 2029-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.3% 05/15/33/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.30000000                                          | CUSIP: G4R49GAM5<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1230000 | PA      | $1299428.62   | 0.01%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| IRELAND GO 1.35% 03/18/31/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.35000000                                          | CUSIP: G4R49GAN3<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      3315000 | PA      | $3671234.75   | 0.02%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| STEDIN HO 1.375% 09/19/28/EUR/                | STEDIN HOLDING NV /EUR/ REGD REG S EMTN 1.37500000                                           | CUSIP: N8243RAW5<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $227295.71    | 0.00%             | 2028-09-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.625% 08/16/33/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 1.62500000                                            | CUSIP: D1T0VZAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        89000 | PA      | $93650.25     | 0.00%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCA 1% 01/31/28/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: F0108UGE2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1600000 | PA      | $1823373.40   | 0.01%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EURO STABI 0.75% 09/05/28/EUR/                | EURO STABILITY MECHANISM /EUR/ REGD EMTN SER EUR 0.75000000                                  | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | USGA              | N/A       |      2750000 | PA      | $3104973.49   | 0.02%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WELLCOME  2.517% 02/07/18/GBP/                | WELLCOME TRUST LTD/THE /GBP/ REGD REG S 2.51700000                                           | CUSIP: G9522TAC3<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $125157.40    | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| HEATHROW  4.625% 10/31/46/GBP/                | HEATHROW FUNDING LTD /GBP/ REGD REG S EMTN 4.62500000                                        | CUSIP: G4R1JXAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       325000 | PA      | $358622.62    | 0.00%             | 2046-10-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHELL INTER 0.5% 11/08/31/EUR/                | SHELL INTERNATIONAL FIN /EUR/ REGD REG S EMTN 0.50000000                                     | CUSIP: N8119ZAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       735000 | PA      | $745425.99    | 0.00%             | 2031-11-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLD 0.5% 11/14/29/EUR/                | STEDIN HOLDING NV /EUR/ REGD REG S EMTN 0.50000000                                           | CUSIP: N8243RBM6<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $322274.06    | 0.00%             | 2029-11-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOV 2% 04/26/28/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 480 2.00000000                                           | CUSIP: R34155BG6<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     16060000 | PA      | $1527090.03   | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| KFW 1.125% 05/09/33/EUR/                      | KFW /EUR/ REGD REG S EMTN 1.12500000                                                         | CUSIP: D4S46MGW9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       550000 | PA      | $570994.42    | 0.00%             | 2033-05-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 1.125% 06/20/28/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 1.12500000                                        | CUSIP: F0109PBQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $567513.84    | 0.00%             | 2028-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ZAPADOSLOV 1.75% 03/02/28/EUR/                | ZAPADOSLOVENSKA ENRG AS /EUR/ REGD REG S 1.75000000                                          | CUSIP: X9T97WAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |       100000 | PA      | $114782.70    | 0.00%             | 2028-03-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 2.274% 07/03/26/GBP/                | BP CAPITAL MARKETS PLC /GBP/ REGD REG S EMTN 2.27400000                                      | CUSIP: G1279MUY0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2673211.21   | 0.02%             | 2026-07-03      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 0.625% 08/31/28/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.62500000                                          | CUSIP: D170N8BA1<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       140000 | PA      | $156959.59    | 0.00%             | 2028-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  1.125% 05/30/28/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 1.12500000                                 | CUSIP: X7S904CF6<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |       390000 | PA      | $443515.94    | 0.00%             | 2028-05-30      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AGENCE FRAN 1.5% 10/31/34/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN SER EMRN 1.50000000                           | CUSIP: F0108UGZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       900000 | PA      | $889392.52    | 0.01%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND BRAN 1.125% 07/04/33/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 1.12500000                                                 | CUSIP: D1R1PYBQ3<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $616356.19    | 0.00%             | 2033-07-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 04/30/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                               | CUSIP: E8922AHG8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     10810000 | PA      | $12329003.20  | 0.08%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 06/27/32/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 14Y 0.50000000                                              | CUSIP: H210694S7<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      2090000 | PA      | $2689136.85   | 0.02%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESOR 4.7% 09/01/30/CLP/                | BONOS TESORERIA PESOS /CLP/ REGD 4.70000000                                                  | CUSIP: P9T38EAW8<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |    300000000 | PA      | $332689.49    | 0.00%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 09/15/28/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.50000000                                             | CUSIP: X27717KB6<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      3874000 | PA      | $4341387.28   | 0.03%             | 2028-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVE 4.04% 07/06/28/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1810 4.04000000                                        | CUSIP: Y1456TGK6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    158500000 | PA      | $23958581.84  | 0.15%             | 2028-07-06      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| WELLTOWER O 4.8% 11/20/28/GBP/                | WELLTOWER OP LLC /GBP/ REGD 4.80000000                                                       | CUSIP: 95040QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1650000 | PA      | $2241055.44   | 0.01%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN 1.3% 10/10/33/EUR/                | LAND HESSEN /EUR/ REGD REG S SER 1803 1.30000000                                             | CUSIP: D3R1TJBY1<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $413910.14    | 0.00%             | 2033-10-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CNP ASSURA 2.75% 02/05/29/EUR/                | CNP ASSURANCES SA /EUR/ REGD EMTN 2.75000000                                                 | CUSIP: F1876NBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116265.79    | 0.00%             | 2029-02-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE D 1.125% 10/22/28/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.12500000                                     | CUSIP: F45204AX6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $226012.10    | 0.00%             | 2028-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CAISSE DES 0.75% 09/18/28/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD REG S EMTN 0.75000000                                    | CUSIP: F128966Y1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $224349.57    | 0.00%             | 2028-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  2.5% 03/06/29/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD REG S 2.50000000                                         | CUSIP: Q7943QXB0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       570000 | PA      | $359772.37    | 0.00%             | 2029-03-06      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK NV 1.5% 07/15/39/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 1.50000000                                                 | CUSIP: N14287DN8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       670000 | PA      | $613447.91    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FINNVERA P 0.75% 08/07/28/EUR/                | FINNVERA PLC /EUR/ REGD REG S EMTN 0.75000000                                                | CUSIP: X2994QBE9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1300000 | PA      | $1465646.24   | 0.01%             | 2028-08-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.9% 11/15/28/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.90000000                                    | CUSIP: D5S07LFX4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $675419.24    | 0.00%             | 2028-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| EFSF 2.75% 12/03/29/EUR/                      | EFSF /EUR/ REGD EMTN 2.75000000                                                              | CUSIP: L2669HAY3<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | USGA              | LU        |      1020000 | PA      | $1207401.12   | 0.01%             | 2029-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBW INTL 1.875% 10/31/33/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 1.87500000                                        | CUSIP: N2960PBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       420000 | PA      | $444190.75    | 0.00%             | 2033-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WESSEX WATE 1.5% 09/17/29/GBP/                | WESSEX WATER SERVS FIN /GBP/ REGD REG S 1.50000000                                           | CUSIP: G95641AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       700000 | PA      | $837533.70    | 0.01%             | 2029-09-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ERSTE GROU 0.01% 09/11/29/EUR/                | ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.01000000                                         | CUSIP: A1953UV38<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $106734.67    | 0.00%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| XUNTA DE G 1.45% 04/30/29/EUR/                | XUNTA DE GALICIA /EUR/ REGD REG S 1.45000000                                                 | CUSIP: E98110BF0<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $226385.91    | 0.00%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.875% 05/25/28/EUR/                   | UNEDIC /EUR/ REGD REG S EMTN 0.87500000                                                      | CUSIP: F9627PCY6<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1586082.17   | 0.01%             | 2028-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN 2.25% 10/16/26/EUR/                | VOLKSWAGEN FINANCIAL SER /EUR/ REGD REG S EMTN 2.25000000                                    | CUSIP: D9452WKW8<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |        10000 | PA      | $11733.04     | 0.00%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 04/30/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                               | CUSIP: E8922AHG8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      3020000 | PA      | $3444365.38   | 0.02%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 0.875% 09/26/28/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.87500000                                              | CUSIP: F7053HA56<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $224366.86    | 0.00%             | 2028-09-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 1.187% 03/14/29/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS81 1.18750000                                     | CUSIP: X7S28MKQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       420000 | PA      | $478226.20    | 0.00%             | 2029-03-14      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| FORTUM OY 2.125% 02/27/29/EUR/                | FORTUM OYJ /EUR/ REGD REG S EMTN 2.12500000                                                  | CUSIP: X2993SBT3<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       200000 | PA      | $229757.90    | 0.00%             | 2029-02-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LONDON STO 1.75% 12/06/27/EUR/                | LONDON STOCK EXCHANGE PL /EUR/ REGD REG S EMTN 1.75000000                                    | CUSIP: G5689UN82<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $926429.12    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ESB FINAN 2.125% 11/05/33/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 2.12500000                                             | CUSIP: G31206AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $213113.90    | 0.00%             | 2033-11-05      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.906% 07/15/26/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0119 3.90600000                                           | CUSIP: Y2R35QBU4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      5600000 | PA      | $1387503.18   | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| INDONESIA 8.375% 04/15/39/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR79 8.37500000                                          | CUSIP: Y6S86ZKT5<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  13027000000 | PA      | $911710.00    | 0.01%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PROCTER & 1.875% 10/30/38/EUR/                | PROCTER & GAMBLE CO/THE /EUR/ REGD 1.87500000                                                | CUSIP: 742718FE4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       325000 | PA      | $314621.76    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATER 1.5% 06/15/39/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 1.50000000                                            | CUSIP: N6S7796T2<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       310000 | PA      | $282404.33    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENE V/R 11/14/48/GBP/                | LEGAL & GENERAL GROUP /GBP/ REGD V/R REG S 5.12500000                                        | CUSIP: G54404AR2<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $815479.06    | 0.00%             | 2048-11-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TREASURY CO 1.5% 11/20/30/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD 1.50000000                                                 | CUSIP: Q9194YHE7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3850000 | PA      | $2215556.51   | 0.01%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.1% 05/15/29/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.10000000                                          | CUSIP: G4R49GAP8<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      2567000 | PA      | $2896595.26   | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.5% 05/15/50/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.50000000                                          | CUSIP: G4R49GAQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      3043000 | PA      | $2338991.62   | 0.01%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 3% 04/25/41/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 41/A 3.00000000                                       | CUSIP: X51627EA5<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    149290000 | PA      | $280765.08    | 0.00%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 12/20/38/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 167 0.50000000                                          | CUSIP: J2S39KT55<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2482750000 | PA      | $12507899.23  | 0.08%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH C 1.375% 11/21/33/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.37500000                                           | CUSIP: B2758CBG5<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       500000 | PA      | $510377.87    | 0.00%             | 2033-11-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.5% 03/20/49/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 62 0.50000000                                           | CUSIP: J2S39K3W4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1345950000 | PA      | $4852087.88   | 0.03%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.6% 12/20/33/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 147 1.60000000                                          | CUSIP: J2615QPG4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2100000000 | PA      | $13147254.85  | 0.08%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FLEMISH COM 1.5% 04/11/44/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.50000000                                           | CUSIP: B2758CBH3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $78230.71     | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LA POSTE S 1.45% 11/30/28/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 1.45000000                                                 | CUSIP: F7S68YAW3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $341139.97    | 0.00%             | 2028-11-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HY 1% 04/18/39/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: D5557EKE0<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $42815.30     | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 0.875% 01/11/29/EUR/                | UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 0.87500000                                         | CUSIP: D8509LEH7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $111781.38    | 0.00%             | 2029-01-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND BRAND 1.45% 11/26/38/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 1.45000000                                                 | CUSIP: D1R1PYBR1<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       530000 | PA      | $489970.27    | 0.00%             | 2038-11-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.4% 06/22/40/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 90 0.40000000                                                 | CUSIP: B1121KEJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3385000 | PA      | $2484159.55   | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 02/25/28/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 683 0.00000000                                  | CUSIP: H61731Y68<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       290000 | PA      | $363879.33    | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.75% 01/25/29/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1901 3.75000000                                        | CUSIP: Y0R4AWKB9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     88500000 | PA      | $13399713.56  | 0.08%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.35% 04/01/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 11Y 1.35000000                                 | CUSIP: T6052BUB2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3150000 | PA      | $3510966.62   | 0.02%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF P 2% 03/08/49/EUR/                | REPUBLIC OF POLAND /EUR/ REGD EMTN 2.00000000                                                | CUSIP: X66227BB8<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |        53000 | PA      | $41570.28     | 0.00%             | 2049-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESE 0.875% 01/22/29/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 0.87500000                                                 | CUSIP: F8446VLT5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       900000 | PA      | $1000675.40   | 0.01%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/28/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 353 0.10000000                                          | CUSIP: J2S39KS72<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   5124200000 | PA      | $31596398.19  | 0.19%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.35% 03/01/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 3.35000000                                       | CUSIP: T6052BRX8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8010000 | PA      | $9397832.42   | 0.06%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| CLARION F 2.625% 01/18/29/GBP/                | CLARION FUNDING PLC /GBP/ REGD REG S EMTN 2.62500000                                         | CUSIP: G2R64SAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $255443.43    | 0.00%             | 2029-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DEXIA 0.625% 01/17/26/EUR/                    | DEXIA /EUR/ REGD REG S EMTN 0.62500000                                                       | CUSIP: F3R304DU5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $704800.03    | 0.00%             | 2026-01-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA I 4.13% 07/09/29/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0119 4.13000000                                      | CUSIP: Y2R35QBC4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      5810000 | PA      | $1476820.89   | 0.01%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KFW 0.75% 01/15/29/EUR/                       | KFW /EUR/ REGD REG S EMTN 0.75000000                                                         | CUSIP: D4S46MHN8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3550000 | PA      | $3973332.96   | 0.02%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 3.25% 01/15/32/GBP/                 | ORANGE SA /GBP/ REGD REG S EMTN 3.25000000                                                   | CUSIP: F6861DKQ2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1371282.31   | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.9% 06/22/29/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 87 0.90000000                                                 | CUSIP: B1121KEK7<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      7684000 | PA      | $8567138.65   | 0.05%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| ING BANK N 0.75% 02/18/29/EUR/                | ING BANK NV /EUR/ REGD REG S EMTN 0.75000000                                                 | CUSIP: N4R82AHM1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $111421.02    | 0.00%             | 2029-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.125% 12/18/28/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 1.12500000                                            | CUSIP: D1T0VZAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $338852.54    | 0.00%             | 2028-12-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 0.25% 02/15/29/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.25000000                                 | CUSIP: D2R8H4DU0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6910000 | PA      | $7642066.86   | 0.05%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.48% 01/08/29/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1905 3.48000000                                        | CUSIP: Y1456THC3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    335500000 | PA      | $50412138.83  | 0.31%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                               | PRS FINANCE PLC                 2%               23/ 1/2029 2.00000000                       | CUSIP: G7282PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       899733 | PA      | $1141087.84   | 0.01%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSEST 1% 05/27/39/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 217 1.00000000                                  | CUSIP: D1R1ZQAY3<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $170999.59    | 0.00%             | 2039-05-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TENNET NET  1.5% 06/03/39/EUR/                | TENNET NET BV /EUR/ REGD EMTN 1.50000000                                                     | CUSIP: N85094PX7<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $184549.08    | 0.00%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDING V/R 05/29/30/GBP/                | HSBC HOLDINGS PLC /GBP/ REGD V/R 3.00000000                                                  | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       225000 | PA      | $289126.25    | 0.00%             | 2030-05-29      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE 1% 05/25/34/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 1.00000000                                     | CUSIP: F90348AC1<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       800000 | PA      | $767096.77    | 0.00%             | 2034-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE 1.5% 08/24/34/GBP/                | PRS FINANCE PLC /GBP/ REGD REG S 1.50000000                                                  | CUSIP: G7282PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $208384.62    | 0.00%             | 2034-08-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.119% 11/30/34/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0619 4.11900000                                      | CUSIP: Y2R35QAC5<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     16830000 | PA      | $4334466.84   | 0.03%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABERTIS I 3.375% 11/27/26/GBP/                | ABERTIS INFRAESTRUCTURAS /GBP/ REGD REG S EMTN 3.37500000                                    | CUSIP: E0R03EBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      4400000 | PA      | $5896479.34   | 0.04%             | 2026-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  3.625% 01/16/29/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 227 3.62500000                                 | CUSIP: X53723AN6<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       470000 | PA      | $570190.23    | 0.00%             | 2029-01-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TREASURY CO 2.5% 10/22/29/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 2.50000000                                             | CUSIP: Q9194YEA8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4200000 | PA      | $2605127.39   | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 10/31/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                               | CUSIP: E8922AEY2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1340000 | PA      | $1556012.50   | 0.01%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 0.75% 01/24/29/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.75000000                                                 | CUSIP: N14287HA2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       650000 | PA      | $725837.25    | 0.00%             | 2029-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 2.4% 05/15/30/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 2.40000000                                          | CUSIP: G4R49GAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      2350000 | PA      | $2751424.29   | 0.02%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.625% 02/05/29/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.62500000                                                      | CUSIP: D09856ZS3<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       800000 | PA      | $887959.76    | 0.01%             | 2029-02-05      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.7% 06/22/50/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 88 1.70000000                                                 | CUSIP: B1121KEG6<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4396000 | PA      | $3212691.83   | 0.02%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF 0.5% 02/20/29/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.50000000                                                    | CUSIP: A0654ULS8<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      6720000 | PA      | $7460818.26   | 0.05%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE D 6% 01/23/14/GBP/                | ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 6.00000000                                          | CUSIP: F3R92TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $715690.19    | 0.00%             | 2114-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH 0.5% 02/28/29/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD EMTN 0.50000000                                           | CUSIP: D4900L7A4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $442559.54    | 0.00%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALLIANDER 0.875% 06/24/32/EUR/                | ALLIANDER NV /EUR/ REGD REG S EMTN 0.87500000                                                | CUSIP: N0373ACF6<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $203749.12    | 0.00%             | 2032-06-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC 3% 07/01/31/GBP/                   | FISERV INC /GBP/ REGD 3.00000000                                                             | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1209826.74   | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASUR 2% 03/10/49/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4903 2.00000000                                           | CUSIP: Y7277FYR5<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   9649550000 | PA      | $5267075.26   | 0.03%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GR 3.125% 06/15/31/EUR/                | ALTRIA GROUP INC /EUR/ REGD 3.12500000                                                       | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      2879000 | PA      | $3337115.89   | 0.02%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 0.375% 04/09/27/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S 0.37500000                                          | CUSIP: F23069MQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114770.44    | 0.00%             | 2027-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 3% 08/01/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 3.00000000                                 | CUSIP: T6052BSC3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     11056000 | PA      | $13202848.24  | 0.08%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.74% 07/12/29/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1906 3.74000000                                        | CUSIP: Y0R4AWKM5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     69900000 | PA      | $10666467.13  | 0.07%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| AEROPORTS 1.125% 06/18/34/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S 1.12500000                                            | CUSIP: F01177AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $192306.95    | 0.00%             | 2034-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LOGICOR F 1.625% 07/15/27/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD EMTN 1.62500000                                            | CUSIP: L6075ZAE6<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $579033.22    | 0.00%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 12/20/48/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 61 0.70000000                                           | CUSIP: J2S39KS98<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    485650000 | PA      | $1868096.88   | 0.01%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HK GOVT BO 2.02% 03/07/34/HKD/                | HK GOVT BOND PROGRAMME /HKD/ REGD 2.02000000                                                 | CUSIP: Y3R2B8AV6<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      3000000 | PA      | $360172.05    | 0.00%             | 2034-03-07      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0% 07/24/39/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 20Y 0.00000000                                              | CUSIP: H210696F3<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      5499000 | PA      | $6545663.59   | 0.04%             | 2039-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 0.375% 02/08/27/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.37500000                                          | CUSIP: D170N8BE3<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       310000 | PA      | $357148.55    | 0.00%             | 2027-02-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 1.1% 03/13/34/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN SER 15YR 1.10000000                           | CUSIP: D5S07LGC9<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       240000 | PA      | $242055.84    | 0.00%             | 2034-03-13      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| TELIA COM 2.125% 02/20/34/EUR/                | TELIA COMPANY AB /EUR/ REGD REG S EMTN 2.12500000                                            | CUSIP: W9588LLF4<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |       700000 | PA      | $742190.02    | 0.00%             | 2034-02-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  1.875% 02/19/49/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 1.87500000                                 | CUSIP: X7S904CG4<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |       540000 | PA      | $416876.65    | 0.00%             | 2049-02-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.375% 05/16/29/EUR/                 | NRW.BANK /EUR/ REGD REG S EMTN 0.37500000                                                    | CUSIP: D5S267QW2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       750000 | PA      | $820259.46    | 0.01%             | 2029-05-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIB 3.375% 01/23/26/GBP/                | BNP PARIBAS /GBP/ REGD REG S EMTN 3.37500000                                                 | CUSIP: F105CLWP2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $808373.38    | 0.00%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 09/15/29/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.50000000                                             | CUSIP: X27717KJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      3660000 | PA      | $4008197.38   | 0.02%             | 2029-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES 1.95% 06/15/29/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 10Y 1.95000000                                          | CUSIP: X6694NAY7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      4093000 | PA      | $4759298.98   | 0.03%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 1.2% 01/30/34/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 215 1.20000000                                  | CUSIP: D1R1ZQAW7<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |        40000 | PA      | $40703.46     | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COUNCIL O 0.625% 01/30/29/EUR/                | COUNCIL OF EUROPE /EUR/ REGD EMTN 0.62500000                                                 | CUSIP: F2R96BDB4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |      1500000 | PA      | $1665818.35   | 0.01%             | 2029-01-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 B 1% 01/30/29/EUR/                | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: R8T51PES0<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $112291.09    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OP MORTGA 0.625% 02/15/29/EUR/                | OP MORTGAGE BANK /EUR/ REGD REG S EMTN 0.62500000                                            | CUSIP: X5918MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $110740.60    | 0.00%             | 2029-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 0.25% 07/15/29/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.25000000                                                 | CUSIP: N2R466HA5<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5649000 | PA      | $6166281.24   | 0.04%             | 2029-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| TREASURY C 2.25% 11/20/34/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD 2.25000000                                                 | CUSIP: Q9194YEH3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      5550000 | PA      | $2907106.58   | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 1.25% 05/13/49/EUR/                  | NRW.BANK /EUR/ REGD 1.25000000                                                               | CUSIP: D5S267QV4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        87000 | PA      | $60350.86     | 0.00%             | 2049-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.8% 07/30/49/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.80000000                                         | CUSIP: D5S07LGJ4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $374785.37    | 0.00%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 3% 08/21/30/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 30/A 3.00000000                                       | CUSIP: X51627CE9<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    297350000 | PA      | $788634.48    | 0.00%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLES 0.5% 03/22/29/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.50000000                                          | CUSIP: D170N8BG8<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       440000 | PA      | $484864.86    | 0.00%             | 2029-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEV 0.5% 03/21/29/EUR/                | AFRICAN DEVELOPMENT BANK /EUR/ REGD 0.50000000                                               | CUSIP: V00001LZ4<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |      3500000 | PA      | $3859838.17   | 0.02%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST 2.75% 05/24/30/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD MTN 2.75000000                                           | CUSIP: Q85895PM8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1070000 | PA      | $663358.75    | 0.00%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 2.75% 10/25/29/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 1029 2.75000000                                        | CUSIP: X8T024E27<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     15653000 | PA      | $4129605.07   | 0.03%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE  1.402% 02/20/29/SEK/                | PROVINCE OF ALBERTA /SEK/ REGD REG S EMTN 1.40250000                                         | CUSIP: C01305BB3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | USGA              | CA        |      2000000 | PA      | $205814.76    | 0.00%             | 2029-02-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BPCE SFH  0.625% 09/22/27/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 0.62500000                                         | CUSIP: F1R83CDQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114163.24    | 0.00%             | 2027-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 1.571% 04/30/29/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 1.57100000                                         | CUSIP: E3124CDN0<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $228252.78    | 0.00%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 0.375% 02/14/28/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.37500000                                     | CUSIP: D4900L6S6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1140000 | PA      | $1286585.66   | 0.01%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 09/01/49/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 3.85000000                                       | CUSIP: T6052BSB5<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7250000 | PA      | $8106970.25   | 0.05%             | 2049-09-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC  3.875% 03/12/29/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 3.87500000                                                      | CUSIP: X32332XU1<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1480000 | PA      | $1815150.38   | 0.01%             | 2029-03-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NEDER WAT 0.125% 05/28/27/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: N6S77BEW1<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       400000 | PA      | $456976.75    | 0.00%             | 2027-05-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEDER WAT 0.625% 02/06/29/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.62500000                                       | CUSIP: N6S779AE0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      1500000 | PA      | $1667052.61   | 0.01%             | 2029-02-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 0.25% 10/06/42/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 689 0.25000000                                  | CUSIP: H61731Z75<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        40000 | PA      | $43478.66     | 0.00%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 05/25/29/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000                                               | CUSIP: F43750KE1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     27017000 | PA      | $29663108.31  | 0.18%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UPJOHN FI 1.908% 06/23/32/EUR/                | UPJOHN FINANCE BV /EUR/ REGD REG S 1.90800000                                                | CUSIP: N9041QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      7268000 | PA      | $7491194.12   | 0.05%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 07/01/34/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 3.85000000                                 | CUSIP: T6052B7B8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      9820000 | PA      | $11977684.78  | 0.07%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF  0.5% 11/15/29/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER 10Y 0.50000000                                             | CUSIP: K30904BK9<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     20004000 | PA      | $2957396.22   | 0.02%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.875% 05/06/34/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD EMTN 0.87500000                                          | CUSIP: F2276HBU2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $96591.91     | 0.00%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.875% 10/17/35/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.87500000                                                 | CUSIP: N14287LK5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      1060000 | PA      | $999293.96    | 0.01%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 0.75% 01/29/29/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD REG S SER 10Y 0.75000000                                      | CUSIP: D6T54YCU4<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $222953.57    | 0.00%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE D 1.125% 05/25/34/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.12500000                                     | CUSIP: F45204BM9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       700000 | PA      | $683290.10    | 0.00%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERR 2% 04/21/31/AUD/                | NORTHERN TERRITORY TREAS /AUD/ REGD REG S 2.00000000                                         | CUSIP: Q6S62NDB6<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | USGA              | AU        |       300000 | PA      | $172897.03    | 0.00%             | 2031-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THERMO FI 1.875% 10/01/49/EUR/                | THERMO FISHER SCIENTIFIC /EUR/ REGD EMTN 1.87500000                                          | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       900000 | PA      | $664247.94    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN  V/R /PERP//EUR/                | DEUTSCHE BAHN AG /EUR/ REGD V/R /PERP/ REG S SER CB 1.60000000                               | CUSIP: D1T0VZAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1644209.38   | 0.01%             | 2174-10-18      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.75% 05/03/49/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 2.75000000                                          | CUSIP: M2R92QAD6<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       230000 | PA      | $223907.39    | 0.00%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW 0.05% 09/29/34/EUR/                       | KFW /EUR/ REGD REG S EMTN 0.05000000                                                         | CUSIP: D4S46MHY4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       980000 | PA      | $892744.06    | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOP 0% 10/24/29/EUR/                | ASIAN DEVELOPMENT BANK /EUR/ REGD MTN 0.00000000                                             | CUSIP: Y000A9UE0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $5347777.47   | 0.03%             | 2029-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 0.25% 04/15/30/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 671 0.25000000                                  | CUSIP: H61731U54<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        30000 | PA      | $37500.21     | 0.00%             | 2030-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.625% 10/22/54/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000                                              | CUSIP: G4527HFY2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10660750 | PA      | $6744346.03   | 0.04%             | 2054-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| L-BANK BW  0.75% 03/16/32/EUR/                | L-BANK BW FOERDERBANK /EUR/ REGD EMTN 0.75000000                                             | CUSIP: D5056KCJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $205688.20    | 0.00%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| THAILAND  1.875% 06/17/49/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 1.87500000                                               | CUSIP: Y6065BLJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     28730000 | PA      | $834689.35    | 0.01%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CDP FINAN 1.125% 04/06/27/EUR/                | CDP FINANCIAL INC /EUR/ REGD REG S 1.12500000                                                | CUSIP: C2R99VAF4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      2000000 | PA      | $2316487.47   | 0.01%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REGION WA 1.375% 04/06/32/EUR/                | REGION WALLONNE /EUR/ REGD 1.37500000                                                        | CUSIP: B70023RY2<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       400000 | PA      | $419753.23    | 0.00%             | 2032-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-D 1.952% 04/08/30/EUR/                | TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN 1.95200000                                       | CUSIP: Q9130ZBW7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      1051000 | PA      | $1177135.02   | 0.01%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.26% 02/24/27/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2007 3.26000000                                      | CUSIP: Y23862PC6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     69500000 | PA      | $10122338.47  | 0.06%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAN V/R 05/02/49/EUR/                | ASR NEDERLAND NV /EUR/ REGD V/R REG S 3.37500000                                             | CUSIP: N0709GAJ2<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |      2600000 | PA      | $3059982.45   | 0.02%             | 2049-05-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  1.75% 09/06/29/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 481 1.75000000                                           | CUSIP: R34155BL5<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     27410000 | PA      | $2521339.99   | 0.02%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FREIE HANSE 0.4% 08/20/49/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 224 0.40000000                                  | CUSIP: D1R1ZQBF3<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |        30000 | PA      | $16062.28     | 0.00%             | 2049-08-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.875% 10/22/29/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000                                              | CUSIP: G4527HFR7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     16380000 | PA      | $19847566.20  | 0.12%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.6% 09/30/26/EUR/                | REPUBLIC OF KAZAKHSTAN /EUR/ REGD REG S EMTN 0.60000000                                      | CUSIP: Y7276LDL9<br>LEI: N/A                  | Long             | DBT              | USGA              | KZ        |     10000000 | PA      | $11557894.25  | 0.07%             | 2026-09-30      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.5% 09/30/34/EUR/                | REPUBLIC OF KAZAKHSTAN /EUR/ REGD REG S EMTN 1.50000000                                      | CUSIP: Y7276LDM7<br>LEI: N/A                  | Long             | DBT              | USGA              | KZ        |       400000 | PA      | $393676.87    | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WESTERN AU 2.75% 07/24/29/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD REG S SER 29 2.75000000                                   | CUSIP: Q96417EW8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2670000 | PA      | $1685748.44   | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 1.5% 05/25/50/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.50000000                                               | CUSIP: F26348CA2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     10300000 | PA      | $6980703.58   | 0.04%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNM 4% 06/24/69/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 4.00000000                                         | CUSIP: Y6S39BUJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      5000000 | PA      | $1014294.57   | 0.01%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESID 1% 01/17/28/EUR/                | AKELIUS RESIDENTIAL PROP /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: N01767AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       500000 | PA      | $564670.69    | 0.00%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 2.25% 05/07/41/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 2.25000000                                               | CUSIP: Q6715PH28<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       400000 | PA      | $171508.94    | 0.00%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.467% 09/15/39/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0219 4.46700000                                      | CUSIP: Y2R35QBG5<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     11620000 | PA      | $3094217.56   | 0.02%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| OPTUS FINANCE 1% 06/20/29/EUR/                | OPTUS FINANCE PTY LTD /EUR/ REGD REG S EMTN 1.00000000                                       | CUSIP: Q7151CAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1400000 | PA      | $1530450.68   | 0.01%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA U 0.5% 06/26/29/EUR/                | VSEOBECNA UVEROVA BANKA /EUR/ REGD REG S EMTN 0.50000000                                     | CUSIP: X9T03KCY0<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |      1800000 | PA      | $1952488.45   | 0.01%             | 2029-06-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA 1.125% 04/12/29/EUR/                | COCA-COLA EUROPACIFIC /EUR/ REGD REG S 1.12500000                                            | CUSIP: G25839FU3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1111075.52   | 0.01%             | 2029-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/29/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 354 0.10000000                                          | CUSIP: J2S39K3S3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    900000000 | PA      | $5525542.65   | 0.03%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.8% 04/11/34/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.80000000                                         | CUSIP: D3R33AAY5<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |      1100000 | PA      | $1078044.45   | 0.01%             | 2034-04-11      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 0.75% 04/09/30/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 236 0.75000000                                 | CUSIP: X7T24WAE9<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       420000 | PA      | $455970.98    | 0.00%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FINNVERA  0.375% 04/09/29/EUR/                | FINNVERA PLC /EUR/ REGD REG S 0.37500000                                                     | CUSIP: X2994QBG4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       300000 | PA      | $328811.56    | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE  1.5% 04/10/29/EUR/                | BLACKSTONE HOLDINGS FINA /EUR/ REGD REG S 1.50000000                                         | CUSIP: U09254AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       167000 | PA      | $187670.58    | 0.00%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COM 2.5% 04/08/31/GBP/                | VERIZON COMMUNICATIONS /GBP/ REGD 2.50000000                                                 | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1215099.36   | 0.01%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.25% 10/22/41/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000                                              | CUSIP: G4527HRA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11641000 | PA      | $9386160.14   | 0.06%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EFSF 0.05% 10/17/29/EUR/                      | EFSF /EUR/ REGD REG S 0.05000000                                                             | CUSIP: L2669HBX4<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | USGA              | LU        |      9000000 | PA      | $9636389.67   | 0.06%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEDERLAND 0.375% 10/03/31/EUR/                | NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 0.37500000                                    | CUSIP: N61157DZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $200644.83    | 0.00%             | 2031-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.85% 07/30/35/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.85000000                                               | CUSIP: E8922AHJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     10063000 | PA      | $10490641.36  | 0.06%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| BPIFRANCE  0.05% 09/26/29/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.05000000                                              | CUSIP: F7053HR33<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |      1100000 | PA      | $1168186.99   | 0.01%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.3% 06/20/39/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 169 0.30000000                                          | CUSIP: J2S39K5A0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2784700000 | PA      | $13408479.83  | 0.08%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| AGENCE FRAN 0.5% 05/31/35/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.50000000                                    | CUSIP: F0108UKN7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $88114.32     | 0.00%             | 2035-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.85% 01/15/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 8Y 0.85000000                                  | CUSIP: T6052BVD7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      9030000 | PA      | $10483204.34  | 0.06%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 1.2% 03/28/39/EUR/                   | NRW.BANK /EUR/ REGD 1.20000000                                                               | CUSIP: D5S267QC6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $88382.61     | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNICREDIT  0.85% 05/22/34/EUR/                | UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 0.85000000                                         | CUSIP: D8509MQP4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $48465.34     | 0.00%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO A 2% 04/11/29/EUR/                | NORSK HYDRO ASA /EUR/ REGD REG S 2.00000000                                                  | CUSIP: R61115DV1<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |      1050000 | PA      | $1198885.44   | 0.01%             | 2029-04-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.45% 09/01/50/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 2.45000000                                       | CUSIP: T6052BVK1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5142000 | PA      | $4411905.49   | 0.03%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KIN 0.1% 06/22/30/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 89 0.10000000                                                 | CUSIP: B1121KEH4<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      5261000 | PA      | $5530798.03   | 0.03%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 12/20/49/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 65 0.40000000                                           | CUSIP: J2S39K7E0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1608550000 | PA      | $5468905.69   | 0.03%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL 2% 05/21/30/EUR/                | FIDELITY NATL INFO SERV /EUR/ REGD 2.00000000                                                | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       250000 | PA      | $279797.15    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.4% 05/15/35/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.40000000                                          | CUSIP: G4R49GAR4<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      3840000 | PA      | $3533745.52   | 0.02%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 2.15% 03/21/19/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.15000000                                    | CUSIP: D5S07LGE5<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       376000 | PA      | $242714.65    | 0.00%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JUNTA DE  1.375% 04/30/29/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 1.37500000                                               | CUSIP: E6960NKA6<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |        30000 | PA      | $33893.87     | 0.00%             | 2029-04-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBA 0.05% 10/24/29/EUR/                | KOMMUNALBANKEN AS /EUR/ REGD REG S 0.05000000                                                | CUSIP: R6333NNV3<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      1500000 | PA      | $1594945.11   | 0.01%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOTTING H 4.375% 02/20/54/GBP/                | NOTTING HILL GENESIS /GBP/ REGD 4.37500000                                                   | CUSIP: G66814AD9<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $511328.98    | 0.00%             | 2054-02-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND 1.5% 05/15/31/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0531 1.50000000                                        | CUSIP: Q54627CG9<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      9170000 | PA      | $4670576.60   | 0.03%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.01% 11/12/27/EUR/                 | DZ HYP AG /EUR/ REGD REG S EMTN 0.01000000                                                   | CUSIP: D2R04NAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        40000 | PA      | $45060.96     | 0.00%             | 2027-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY L 0% 11/13/26/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000                                           | CUSIP: L61785AG3<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       400000 | PA      | $460899.33    | 0.00%             | 2026-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.5% 03/20/59/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 12 0.50000000                                           | CUSIP: J2S39K4Z6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    955700000 | PA      | $2678449.31   | 0.02%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AXA HOME L 0.01% 10/16/29/EUR/                | AXA HOME LOAN SFH /EUR/ REGD REG S 0.01000000                                                | CUSIP: F06062AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $105807.42    | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 2.75% 01/15/47/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.75000000                                                 | CUSIP: N81728AG7<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      7127000 | PA      | $7469187.21   | 0.05%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| LAND BERL 0.625% 07/15/39/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.62500000                                                      | CUSIP: D09856ZV6<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       450000 | PA      | $364430.52    | 0.00%             | 2039-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/29/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.00000000                                 | CUSIP: D2R8H4EF2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      8302000 | PA      | $8988907.13   | 0.06%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REGION WAL 1.25% 05/03/34/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 1.25000000                                             | CUSIP: B70023FD1<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $196713.25    | 0.00%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WU 0.5% 11/05/29/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.50000000                                       | CUSIP: D0R6FVEX3<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $639832.46    | 0.00%             | 2029-11-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 08/26/49/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 678 0.00000000                                  | CUSIP: H61731W29<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $94579.69     | 0.00%             | 2049-08-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ON 1.65% 06/12/29/EUR/                | CAPITAL ONE FINANCIAL CO /EUR/ REGD 1.65000000                                               | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       250000 | PA      | $278822.29    | 0.00%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KFW 0.875% 07/04/39/EUR/                      | KFW /EUR/ REGD REG S EMTN 0.87500000                                                         | CUSIP: D4S46MHU2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2380000 | PA      | $2043100.36   | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN  1.5% 06/21/31/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 157 1.50000000                                          | CUSIP: Q2R04NBP8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     14300000 | PA      | $8229019.03   | 0.05%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN 0% 09/10/29/EUR/                  | LAND HESSEN /EUR/ REGD REG S SER 1905 0.00000000                                             | CUSIP: D3R1TJCG9<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       830000 | PA      | $887000.01    | 0.01%             | 2029-09-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES- 1.125% 11/06/31/EUR/                | MERCEDES-BENZ GROUP AG /EUR/ REGD REG S EMTN 1.12500000                                      | CUSIP: D1668RYL5<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |        15000 | PA      | $15799.76     | 0.00%             | 2031-11-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 08/15/46/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.50000000                                         | CUSIP: D20658Z90<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     13566000 | PA      | $13881300.05  | 0.08%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE 1.75% 03/12/29/EUR/                | BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 1.75000000                                      | CUSIP: L1051PAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2809391.91   | 0.02%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW 0.01% 05/05/27/EUR/                       | KFW /EUR/ REGD REG S EMTN 0.01000000                                                         | CUSIP: D4S475MQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       520000 | PA      | $594599.13    | 0.00%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED  1% 03/31/30/ILS/                | ISRAEL FIXED BOND /ILS/ REGD SER 0330 1.00000000                                             | CUSIP: M57494CT7<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      1200000 | PA      | $340117.13    | 0.00%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NIED 0.375% 05/14/29/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 0.37500000                                               | CUSIP: D5S19DBY0<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      1500000 | PA      | $1641455.99   | 0.01%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN  0.05% 02/12/27/EUR/                | JAPAN FIN ORG MUNICIPAL /EUR/ REGD REG S EMTN SER GMTN 0.05000000                            | CUSIP: J2820RG24<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |       500000 | PA      | $573038.10    | 0.00%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FINNISH G 0.125% 04/15/36/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 16Y 0.12500000                                             | CUSIP: X27717KZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1010000 | PA      | $863600.16    | 0.01%             | 2036-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| ENBW ENERGIE V/R 08/05/79/EUR/                | ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 1.62500000                                      | CUSIP: D2542NAM8<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114884.95    | 0.00%             | 2079-08-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOV 7% 09/15/30/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR82 7.00000000                                          | CUSIP: Y6S86ZMP1<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  38229000000 | PA      | $2412847.76   | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/29/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000                                               | CUSIP: F26348CB0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     26704000 | PA      | $28367619.90  | 0.17%             | 2029-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/29/EUR/                | FRANCE (GOVT OF) /EUR/ REGD REG S SER OAT 0.00000000                                         | CUSIP: F26348CB0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |        41000 | PA      | $43554.24     | 0.00%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 0.25% 04/26/34/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 676 0.25000000                                  | CUSIP: H61731V53<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $120687.21    | 0.00%             | 2034-04-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NETFLIX I 3.625% 06/15/30/EUR/                | NETFLIX INC /EUR/ REGD REG S 3.62500000                                                      | CUSIP: U74079AR2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      4732000 | PA      | $5685856.92   | 0.03%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ACEA SPA 1.75% 05/23/28/EUR/                  | ACEA SPA /EUR/ REGD REG S EMTN 1.75000000                                                    | CUSIP: T0040KAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       130000 | PA      | $149680.53    | 0.00%             | 2028-05-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC  1.75% 07/02/49/EUR/                | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 1.75000000                                               | CUSIP: 58507LAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       600000 | PA      | $427865.38    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 06/20/49/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 63 0.40000000                                           | CUSIP: J2S39K4W3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1591800000 | PA      | $5521098.95   | 0.03%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 05/25/52/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F26348CC8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     13387000 | PA      | $6879771.97   | 0.04%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| INVESTITIO 0.01% 11/22/29/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD SER 276 0.01000000                                        | CUSIP: D3R62FCH3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $212240.65    | 0.00%             | 2029-11-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HELLENIC  1.875% 02/04/35/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 1.87500000                                                      | CUSIP: X32332ZY1<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      3250000 | PA      | $3370445.74   | 0.02%             | 2035-02-04      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| ADIF ALTA  0.95% 04/30/27/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 0.95000000                                         | CUSIP: E0R088AF7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       400000 | PA      | $461869.18    | 0.00%             | 2027-04-30      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BASELLAND 0.375% 05/13/30/CHF/                | BASELLANDSCHAFT KANTONBK /CHF/ REGD REG S 0.37500000                                         | CUSIP: H05115BQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       100000 | PA      | $124843.77    | 0.00%             | 2030-05-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LA BANQUE 1.375% 04/24/29/EUR/                | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 1.37500000                                           | CUSIP: F0938VRQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $223184.11    | 0.00%             | 2029-04-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0% 06/26/34/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 15Y 0.00000000                                              | CUSIP: H210696E6<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      6569000 | PA      | $8111757.14   | 0.05%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CROATIA 1.125% 06/19/29/EUR/                  | CROATIA /EUR/ REGD REG S 1.12500000                                                          | CUSIP: X7330ZFL1<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |       300000 | PA      | $336451.08    | 0.00%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LAND BRANDE 0.5% 11/21/39/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 0.50000000                                                 | CUSIP: D1R1PYBX8<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       180000 | PA      | $140354.13    | 0.00%             | 2039-11-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HERA SPA 0.875% 07/05/27/EUR/                 | HERA SPA /EUR/ REGD REG S EMTN 0.87500000                                                    | CUSIP: T5R49ZAE4<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $458807.87    | 0.00%             | 2027-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 7.5% 04/15/40/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR83 7.50000000                                          | CUSIP: Y6S86ZNH8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  65817000000 | PA      | $4308277.21   | 0.03%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 2% 03/20/31/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 2.00000000                                               | CUSIP: Q6715PSG5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1310000 | PA      | $767371.51    | 0.00%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.828% 07/05/34/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0419 3.82800000                                           | CUSIP: Y2R35QCD1<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     12000000 | PA      | $3028093.45   | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| COCA-COLA 1.625% 05/14/31/EUR/                | COCA-COLA HBC FINANCE BV /EUR/ REGD REG S EMTN 1.62500000                                    | CUSIP: N20959YT8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       893000 | PA      | $971121.39    | 0.01%             | 2031-05-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| OMERS FINAN 2.6% 05/14/29/CAD/                | OMERS FINANCE TRUST /CAD/ REGD REG S 2.60000000                                              | CUSIP: C68012AB6<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       500000 | PA      | $358741.39    | 0.00%             | 2029-05-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.65% 05/21/29/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1910 3.65000000                                        | CUSIP: Y1456THG4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    299000000 | PA      | $45374015.35  | 0.28%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 0.125% 06/12/29/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.12500000                                          | CUSIP: D170N8BJ2<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       431000 | PA      | $466367.47    | 0.00%             | 2029-06-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ESB FINAN 1.125% 06/11/30/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 1.12500000                                             | CUSIP: G31206AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $108333.55    | 0.00%             | 2030-06-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.539% 08/03/28/EUR/                | PROSUS NV /EUR/ REGD REG S EMTN 1.53900000                                                   | CUSIP: N7163RAF0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1130909.42   | 0.01%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| LFA FOERDE 0.75% 01/04/27/EUR/                | LFA FOERDERBANK BAYERN /EUR/ REGD SER 1174 0.75000000                                        | CUSIP: D50208AZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $231711.53    | 0.00%             | 2027-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/52/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N8T17VZR3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      7309329 | PA      | $3439336.60   | 0.02%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 07/30/43/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                               | CUSIP: E8922AMU1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       490000 | PA      | $548366.22    | 0.00%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| CAISSE D'A 2.75% 11/25/32/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: F1270CYG7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1600755.21   | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 2.75% 10/04/27/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000                                                 | CUSIP: N14288QW2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      2910000 | PA      | $3449871.58   | 0.02%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IBRD 0.5% 06/21/35/EUR/                       | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ MTN SER GDIF 0.50000000            | CUSIP: U4586FS65<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |        50000 | PA      | $46219.62     | 0.00%             | 2035-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAISSE REF 0.01% 02/07/28/EUR/                | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S 0.01000000                                         | CUSIP: F23753BC3<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $223439.19    | 0.00%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 1.875% 03/01/50/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 1.87500000                                                   | CUSIP: Y280CECF2<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1743000 | PA      | $1277111.41   | 0.01%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 03/20/39/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 168 0.40000000                                          | CUSIP: J2S39K4A1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1785750000 | PA      | $8800724.13   | 0.05%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AUCKLAND  0.125% 09/26/29/EUR/                | AUCKLAND COUNCIL /EUR/ REGD REG S EMTN 0.12500000                                            | CUSIP: Q0649WBE7<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | USGA              | NZ        |      1000000 | PA      | $1066856.71   | 0.01%             | 2029-09-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.86% 05/20/29/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1910 3.86000000                                      | CUSIP: Y23862NQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    126800000 | PA      | $19380398.76  | 0.12%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| IBM CORP 1.2% 02/11/40/EUR/                   | IBM CORP /EUR/ REGD 1.20000000                                                               | CUSIP: 459200KG5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       169000 | PA      | $136717.33    | 0.00%             | 2040-02-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPI 0.75% 07/15/49/EUR/                | CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: C28009AC9<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       600000 | PA      | $357641.46    | 0.00%             | 2049-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| A2A SPA 1% 07/16/29/EUR/                      | A2A SPA /EUR/ REGD REG S EMTN 1.00000000                                                     | CUSIP: T0579BAM7<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $110261.96    | 0.00%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 0.05% 12/18/29/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.05000000                                     | CUSIP: D4900LFP2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      2140000 | PA      | $2280406.47   | 0.01%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.375% 07/01/39/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.37500000                                                   | CUSIP: Y280CEAP2<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      3110000 | PA      | $2453169.53   | 0.02%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.25% 10/20/36/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.25000000                                                    | CUSIP: A0654UWM9<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      6030000 | PA      | $5170419.99   | 0.03%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FE 1.875% 06/18/29/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.87500000                                      | CUSIP: F07334S91<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1123941.81   | 0.01%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 1.125% 09/09/49/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.12500000                                     | CUSIP: F4041GUJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $118239.36    | 0.00%             | 2049-09-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 11/27/29/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: D4900LLC4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       820000 | PA      | $873424.22    | 0.01%             | 2029-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.6% 10/31/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.60000000                                               | CUSIP: E8922AHV5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      9720000 | PA      | $10649153.70  | 0.07%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIE 3.1% 03/01/40/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 3.10000000                                       | CUSIP: T6052BTW8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5442000 | PA      | $5889559.18   | 0.04%             | 2040-03-01      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE 2.375% 06/19/39/GBP/                | BERKSHIRE HATHAWAY FIN /GBP/ REGD 2.37500000                                                 | CUSIP: 084664CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       825000 | PA      | $789643.21    | 0.00%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.01% 10/17/29/EUR/                | INVESTITIONSBK  SCHL-HOL /EUR/ REGD REG S SER 11 0.01000000                                  | CUSIP: D3R62XAL7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       200000 | PA      | $212425.62    | 0.00%             | 2029-10-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.83% 07/02/31/EUR/                | REPUBLIC OF CHILE /EUR/ REGD 0.83000000                                                      | CUSIP: P8056EBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      1050000 | PA      | $1082118.90   | 0.01%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 1.25% 05/21/32/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 158 1.25000000                                          | CUSIP: Q2R04NBY9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     13750000 | PA      | $7558322.30   | 0.05%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REGIE AUTO 0.35% 06/20/29/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.35000000                                    | CUSIP: F7706VRQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $540646.48    | 0.00%             | 2029-06-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.125% 01/21/30/EUR/                | DEUTSCHE BANK AG /EUR/ REGD REG S 0.12500000                                                 | CUSIP: D1T7F6TU2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |        75000 | PA      | $79505.29     | 0.00%             | 2030-01-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN 0.1% 01/18/30/EUR/                | LAND BERLIN /EUR/ REGD REG S EMTN 0.10000000                                                 | CUSIP: D09856ZX2<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       635000 | PA      | $675249.28    | 0.00%             | 2030-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OTE PLC 0.875% 09/24/26/EUR/                  | OTE PLC /EUR/ REGD REG S EMTN SER GMTN 0.87500000                                            | CUSIP: G67950CZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $116021.18    | 0.00%             | 2026-09-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 1.7% 05/25/50/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.70000000                                     | CUSIP: F45204BT4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $210597.65    | 0.00%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNITED UTILIT 2% 07/03/33/GBP/                | UNITED UTILITIES WAT FIN /GBP/ REGD REG S EMTN 2.00000000                                    | CUSIP: G929RZAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       900000 | PA      | $978440.17    | 0.01%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MOR 1.45% 08/01/39/EUR/                | PHILIP MORRIS INTL INC /EUR/ REGD 1.45000000                                                 | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3153867.06   | 0.02%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 0.25% 06/29/29/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.25000000                                    | CUSIP: F0108UJZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1505574.61   | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.4% 05/15/35/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.40000000                                          | CUSIP: G4R49GAR4<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |       300000 | PA      | $276073.87    | 0.00%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.2% 05/15/27/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.20000000                                          | CUSIP: G4R49GAS2<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      4480000 | PA      | $5137485.48   | 0.03%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.2% 10/18/30/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.20000000                                          | CUSIP: G4R49GAT0<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |       611000 | PA      | $643025.62    | 0.00%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BAT INTL  3.125% 03/06/29/EUR/                | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 3.12500000                                        | CUSIP: N1613NAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1250000 | PA      | $1477171.44   | 0.01%             | 2029-03-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA  0.55% 04/30/30/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 0.55000000                                         | CUSIP: E0R088AG5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       200000 | PA      | $212594.23    | 0.00%             | 2030-04-30      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSA 0% 02/11/27/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S EMTN 0.00000000                                          | CUSIP: D5S19DCC7<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      1960000 | PA      | $2248905.43   | 0.01%             | 2027-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEA 0.75% 05/25/36/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 0.75000000                                                 | CUSIP: F8446VNS5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $260073.29    | 0.00%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND BRAN 0.375% 01/29/35/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S EMTN 0.37500000                                            | CUSIP: D1R1PYBY6<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $183367.37    | 0.00%             | 2035-01-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 0.05% 01/28/30/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 0.05000000                                            | CUSIP: N6S77BPJ8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       374000 | PA      | $396581.76    | 0.00%             | 2030-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.7% 03/20/44/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 42 1.70000000                                           | CUSIP: J2615QQK4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1650000000 | PA      | $8822612.36   | 0.05%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 03/10/50/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5003 1.50000000                                           | CUSIP: Y7277FC99<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  12738520000 | PA      | $6181874.70   | 0.04%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.375% 12/10/29/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2912 1.37500000                                           | CUSIP: Y7277FB90<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   5000000000 | PA      | $3239867.13   | 0.02%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOL 0.75% 07/02/31/EUR/                | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: N30940CA1<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       334000 | PA      | $345885.80    | 0.00%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SC 0.1% 07/09/29/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S 0.10000000                                              | CUSIP: A05599CL6<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       700000 | PA      | $754573.06    | 0.00%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 7.5% 06/15/35/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR80 7.50000000                                          | CUSIP: Y6S86ZMF3<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  47876000000 | PA      | $3138190.75   | 0.02%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACTION LOGE 0.5% 10/30/34/EUR/                | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 0.50000000                                    | CUSIP: F00579AA4<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | USGA              | FR        |       900000 | PA      | $812073.76    | 0.00%             | 2034-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASUR 2% 09/10/68/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 6809 2.00000000                                           | CUSIP: Y7277FYD6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1200000000 | PA      | $602468.92    | 0.00%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNA 2% 07/09/39/EUR/                | SAUDI INTERNATIONAL BOND /EUR/ REGD REG S 2.00000000                                         | CUSIP: M6320UAU3<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |      1200000 | PA      | $1111156.07   | 0.01%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 0.05% 09/06/29/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.05000000                                           | CUSIP: X5S9GCVJ6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       400000 | PA      | $429009.11    | 0.00%             | 2029-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 09/20/29/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 356 0.10000000                                          | CUSIP: J2S39K5X0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4537200000 | PA      | $27601203.45  | 0.17%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.45% 09/20/29/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1915 3.45000000                                        | CUSIP: Y1456THM1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    136400000 | PA      | $20663032.94  | 0.13%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGR 0.05% 12/06/29/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.05000000                                    | CUSIP: F2276HBV0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $105946.11    | 0.00%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 0.1% 01/15/30/EUR/                | BNG BANK NV /EUR/ REGD REG S 0.10000000                                                      | CUSIP: N14287TV3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      1750000 | PA      | $1861723.86   | 0.01%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/15/32/EUR/                 | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 1.12500000                                             | CUSIP: F1233MQQ8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1730393.51   | 0.01%             | 2032-01-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FED 0.75% 01/17/30/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.75000000                                      | CUSIP: F07335CM6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1069255.61   | 0.01%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER  0.05% 01/12/27/EUR/                | SANTANDER UK PLC /EUR/ REGD REG S MTN SER GMTN 0.05000000                                    | CUSIP: G7808UY25<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $114923.90    | 0.00%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 0.475% 10/18/30/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 11Y 0.47500000                                          | CUSIP: X6694NBF7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      4602000 | PA      | $4922304.82   | 0.03%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE B 0.75% 07/16/35/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 0.75000000                                            | CUSIP: D1T0VZAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $185371.26    | 0.00%             | 2035-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 02/15/30/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.00000000                                 | CUSIP: D2R8H4ES4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6573000 | PA      | $7018747.45   | 0.04%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BASELLANDS 0.05% 01/28/31/CHF/                | BASELLANDSCHAFT KANTONBK /CHF/ REGD 0.05000000                                               | CUSIP: H05115BT8<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1223961.62   | 0.01%             | 2031-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HAMBURGER 0.125% 02/24/31/EUR/                | HAMBURGER HOCHBAHN AG /EUR/ REGD REG S 0.12500000                                            | CUSIP: D29486AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1414526.56   | 0.01%             | 2031-02-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HEIMSTADE 1.125% 01/21/26/EUR/                | HEIMSTADEN BOSTAD AB /EUR/ REGD REG S EMTN 1.12500000                                        | CUSIP: W4R92LAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1200000 | PA      | $1409302.25   | 0.01%             | 2026-01-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 05/07/29/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: D4884QA84<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $322930.56    | 0.00%             | 2029-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.52% 05/24/31/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2105 3.52000000                                        | CUSIP: Y0R4AWLT9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     38600000 | PA      | $5981452.61   | 0.04%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUB 2% 01/24/30/AUD/                | TASMANIAN PUBLIC FINANCE /AUD/ REGD 2.00000000                                               | CUSIP: Q887502P0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1700000 | PA      | $1024834.66   | 0.01%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.3% 09/20/39/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 170 0.30000000                                          | CUSIP: J2S39K6E1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1591150000 | PA      | $7596461.34   | 0.05%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 0.65% 06/22/71/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 93 0.65000000                                                 | CUSIP: B1121KCN3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3048000 | PA      | $1019364.70   | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENN 4% 11/15/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 4.00000000                                  | CUSIP: T6052B5V6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     12140000 | PA      | $15050895.58  | 0.09%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 6.5% 02/15/31/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR87 6.50000000                                          | CUSIP: Y6S86ZPZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 129043000000 | PA      | $7955616.80   | 0.05%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENNET NE 2.125% 11/17/29/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 2.12500000                                               | CUSIP: N85094UC7<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $230573.78    | 0.00%             | 2029-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 03/20/50/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 66 0.40000000                                           | CUSIP: J2S39K8T6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2165750000 | PA      | $7286316.35   | 0.04%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST 1.75% 05/24/34/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 1.75000000                                         | CUSIP: Q85895TY8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1000000 | PA      | $513145.41    | 0.00%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF N 2.552% 06/29/27/EUR/                | BANK OF NEW ZEALAND /EUR/ REGD REG S EMTN 2.55200000                                         | CUSIP: Q67472DZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |       100000 | PA      | $117945.43    | 0.00%             | 2027-06-29      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE  2.5% 06/22/27/EUR/                | CLYDESDALE BANK PLC /EUR/ REGD REG S EMTN SER GMTN 2.50000000                                | CUSIP: G2344P4C9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5877793.14   | 0.04%             | 2027-06-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 07/15/31/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N81728AM4<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      4567000 | PA      | $4652799.09   | 0.03%             | 2031-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FERROVIAL  0.54% 11/12/28/EUR/                | FERROVIAL EMISIONES SA /EUR/ REGD REG S 0.54000000                                           | CUSIP: E5092DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       500000 | PA      | $553068.53    | 0.00%             | 2028-11-12      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 0.125% 08/17/40/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 692 0.12500000                                  | CUSIP: H617312D8<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        60000 | PA      | $65671.38     | 0.00%             | 2040-08-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 0.25% 06/15/40/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD REG S EMTN 0.25000000                                    | CUSIP: L32482DD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      3950000 | PA      | $2931692.18   | 0.02%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 0.419% 04/30/30/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 0.41900000                                         | CUSIP: E3124CDR1<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       161000 | PA      | $171940.57    | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 0.625% 04/17/30/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S EMTN 0.62500000                                    | CUSIP: F847BRAP1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1500000 | PA      | $1602701.21   | 0.01%             | 2030-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 05/10/45/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 684 0.00000000                                  | CUSIP: H61731Y50<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       125000 | PA      | $125090.82    | 0.00%             | 2045-05-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BADEN 0.01% 03/07/31/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 0.01000000                                          | CUSIP: D1U444BN9<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $407802.83    | 0.00%             | 2031-03-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EDP SA 1.625% 04/15/27/EUR/                   | EDP SA /EUR/ REGD REG S EMTN 1.62500000                                                      | CUSIP: X1R4PDPM5<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |       200000 | PA      | $232806.53    | 0.00%             | 2027-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 2.75% 03/19/29/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 2.75000000                                            | CUSIP: D1T0VZCB5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $236807.11    | 0.00%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 3% 06/22/34/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 73 3.00000000                                                 | CUSIP: B11204XU1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4538000 | PA      | $5257491.39   | 0.03%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LAND NORD 1.375% 01/15/20/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.37500000                                    | CUSIP: D5S07LGM7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1044000 | PA      | $456348.72    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.3% 12/20/39/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 171 0.30000000                                          | CUSIP: J2S39K7J9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2243300000 | PA      | $10621733.34  | 0.07%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR 4% 04/07/64/GBP/                | TRANSPORT FOR LONDON /GBP/ REGD REG S EMTN 4.00000000                                        | CUSIP: G9031AFC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $299198.83    | 0.00%             | 2064-04-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED ME 5.625% 03/19/14/GBP/                | UNITED MEXICAN STATES /GBP/ REGD EMTN 5.62500000                                             | CUSIP: P9767GX22<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |       800000 | PA      | $824444.12    | 0.01%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIER GAS TR 0.5% 09/10/34/EUR/                | VIER GAS TRANSPORT GMBH /EUR/ REGD REG S EMTN 0.50000000                                     | CUSIP: D8T1B1AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1073893.94   | 0.01%             | 2034-09-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKR 2.875% 01/19/35/EUR/                | KOMMUNEKREDIT /EUR/ REGD REG S EMTN 2.87500000                                               | CUSIP: K6S48X5J1<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | USGA              | DK        |      7000000 | PA      | $7999012.95   | 0.05%             | 2035-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 2.2% 04/13/28/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 187 2.20000000                                         | CUSIP: D2R8H4KC2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10230000 | PA      | $12039091.06  | 0.07%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.65% 12/01/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 2.65000000                                  | CUSIP: T6052BR83<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      9680000 | PA      | $11463303.11  | 0.07%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EUROGRID  3.722% 04/27/30/EUR/                | EUROGRID GMBH /EUR/ REGD REG S EMTN 3.72200000                                               | CUSIP: D25727AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2406660.38   | 0.01%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES G 0% 11/25/30/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: F45204CJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2500000 | PA      | $2548586.86   | 0.02%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 0.7% 10/15/60/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.70000000                                     | CUSIP: F45204CL0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $116285.20    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TRANSURBA 4.225% 04/26/33/EUR/                | TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 4.22500000                                       | CUSIP: Q9194UBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1450000 | PA      | $1769798.89   | 0.01%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA V 3.9% 04/30/33/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.90000000                                         | CUSIP: E0R088AK6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       400000 | PA      | $486935.38    | 0.00%             | 2033-04-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KFW 2.875% 06/07/33/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.87500000                                                         | CUSIP: D4S46MME2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $585898.62    | 0.00%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PERMANENT TS V/R 04/25/28/EUR/                | PERMANENT TSB GROUP /EUR/ REGD V/R REG S 6.62500000                                          | CUSIP: G7015DAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       300000 | PA      | $370329.08    | 0.00%             | 2028-04-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.15% 10/20/53/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 3.15000000                                                    | CUSIP: A0654UZC8<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3270000 | PA      | $3400220.65   | 0.02%             | 2053-10-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| WELLCOME TR 1.5% 07/14/71/GBP/                | WELLCOME TRUST LTD/THE /GBP/ REGD REG S 1.50000000                                           | CUSIP: G9522TAD1<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $704353.87    | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| A2A SPA 0.625% 07/15/31/EUR/                  | A2A SPA /EUR/ REGD REG S EMTN 0.62500000                                                     | CUSIP: T0579BAP0<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $203850.14    | 0.00%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.75% 03/20/51/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.75000000                                                    | CUSIP: A0654UMF5<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      4672000 | PA      | $2813525.74   | 0.02%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/50/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER TWIN 0.00000000                                | CUSIP: D2R8H4EH8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     13481000 | PA      | $6807665.86   | 0.04%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 2% 03/08/33/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 2.00000000                                               | CUSIP: Q6715PB65<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3840000 | PA      | $2105400.52   | 0.01%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0% 02/18/30/EUR/                     | NRW.BANK /EUR/ REGD EMTN 0.00000000                                                          | CUSIP: D5S267VV8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $421745.25    | 0.00%             | 2030-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.45% 03/01/36/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 1.45000000                                       | CUSIP: T6052BVP0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4659000 | PA      | $4518729.40   | 0.03%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| KFW 0% 03/31/27/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MJK2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $572926.20    | 0.00%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 02/18/27/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: D4S59HBD1<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229453.81    | 0.00%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ASB BANK LI 0.5% 09/24/29/EUR/                | ASB BANK LIMITED /EUR/ REGD REG S EMTN 0.50000000                                            | CUSIP: G0R91TCN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      1000000 | PA      | $1074737.06   | 0.01%             | 2029-09-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.757% 05/22/40/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0519 3.75700000                                           | CUSIP: Y2R35QCG4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      7650000 | PA      | $1878234.03   | 0.01%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 1.6% 06/17/35/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 1.60000000                                               | CUSIP: Y6065BLG0<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     24510000 | PA      | $778327.11    | 0.00%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GO 1.5% 04/20/29/NZD/                | NZ LOCAL GOVT FUND AGENC /NZD/ REGD REG S 1.50000000                                         | CUSIP: Q6762SAK1<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      2000000 | PA      | $1078582.68   | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 2% 12/09/49/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 2.00000000                                    | CUSIP: F4065QLG3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $829776.17    | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF Q 0% 10/15/29/EUR/                | PROVINCE OF QUEBEC /EUR/ REGD REG S EMTN 0.00000000                                          | CUSIP: C4108FEL6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      1000000 | PA      | $1063908.85   | 0.01%             | 2029-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO  0.409% 11/07/29/EUR/                | SUMITOMO MITSUI BANKING /EUR/ REGD REG S EMTN 0.40900000                                     | CUSIP: J7771KVH7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      2100000 | PA      | $2254656.60   | 0.01%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| ICG PLC 1.625% 02/17/27/EUR/                  | ICG PLC /EUR/ REGD REG S 1.62500000                                                          | CUSIP: G4807DBA8<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1159892.40   | 0.01%             | 2027-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED ME 1.125% 01/17/30/EUR/                | UNITED MEXICAN STATES /EUR/ REGD 1.12500000                                                  | CUSIP: P6625AAZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      1200000 | PA      | $1281521.60   | 0.01%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.5% 04/30/30/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.50000000                                               | CUSIP: E8922AJF8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8503000 | PA      | $9162130.18   | 0.06%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 09/20/49/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 64 0.40000000                                           | CUSIP: J2S39K6A9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    839600000 | PA      | $2883980.98   | 0.02%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 0.125% 03/23/32/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 516 0.12500000                                   | CUSIP: H6218UJY7<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $122059.51    | 0.00%             | 2032-03-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 1.75% 08/21/31/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 1.75000000                                               | CUSIP: Q7943QZR3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2170000 | PA      | $1234011.58   | 0.01%             | 2031-08-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| INTL DEVELOPM 0% 10/19/26/EUR/                | INTL DEVELOPMENT ASSOC /EUR/ REGD REG S 0.00000000                                           | CUSIP: U4592BBY3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1000000 | PA      | $1155645.94   | 0.01%             | 2026-10-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/29/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 357 0.10000000                                          | CUSIP: J2S39K6Z4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2000550000 | PA      | $12113774.71  | 0.07%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA 1% 09/17/34/EUR/                  | LA POSTE SA /EUR/ REGD REG S EMTN 1.00000000                                                 | CUSIP: F7S68YBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $473979.46    | 0.00%             | 2034-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LA POSTE  0.375% 09/17/27/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 0.37500000                                                 | CUSIP: F7S68YBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113526.87    | 0.00%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LONDON ST 1.625% 04/06/30/GBP/                | LONDON STOCK EXCHANGE PL /GBP/ REGD REG S 1.62500000                                         | CUSIP: G5689UV91<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2422907.02   | 0.01%             | 2030-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TREASURY C 2.25% 09/15/33/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD REG S 2.25000000                                           | CUSIP: Q9194YMT8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     10260000 | PA      | $5598115.91   | 0.03%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 2.7% 10/22/29/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 102 2.70000000                                                | CUSIP: B1121KLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4200000 | PA      | $4965455.00   | 0.03%             | 2029-10-22      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ESSILORLU 2.875% 03/05/29/EUR/                | ESSILORLUXOTTICA /EUR/ REGD REG S EMTN 2.87500000                                            | CUSIP: F31665DZ6<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $943832.22    | 0.01%             | 2029-03-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 1.375% 04/24/54/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 754 1.37500000                                  | CUSIP: H617317W1<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        20000 | PA      | $26359.55     | 0.00%             | 2054-04-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.193% 10/07/32/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0122 4.19300000                                      | CUSIP: Y2R35QDK4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      2140000 | PA      | $552448.79    | 0.00%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| PERUSAHAA 1.875% 11/05/31/EUR/                | PERUSAHAAN LISTRIK NEGAR /EUR/ REGD REG S 1.87500000                                         | CUSIP: Y6862HAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      1000000 | PA      | $1049470.28   | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 2.875% 01/31/32/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.87500000                                              | CUSIP: F7053NUQ5<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $115607.26    | 0.00%             | 2032-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEV 0.025% 01/31/30/EUR/                | ASIAN DEVELOPMENT BANK /EUR/ REGD 0.02500000                                                 | CUSIP: Y000A9VL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      3550000 | PA      | $3763531.39   | 0.02%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTL  4.125% 04/12/32/EUR/                | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 4.12500000                                        | CUSIP: G08820XN0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2790000 | PA      | $3367996.24   | 0.02%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REALTY INC 5.25% 09/04/41/GBP/                | REALTY INCOME CORP /GBP/ REGD 5.25000000                                                     | CUSIP: 756109CS1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1889075.04   | 0.01%             | 2041-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-D 2.862% 04/15/31/EUR/                | TORONTO-DOMINION BANK /EUR/ REGD REG S SER . 2.86200000                                      | CUSIP: C8888LT34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      2200000 | PA      | $2582461.61   | 0.02%             | 2031-04-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 1% 12/03/31/EUR/                 | STRYKER CORP /EUR/ REGD 1.00000000                                                           | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1344245.08   | 0.01%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEXIA 0.01% 01/22/27/EUR/                     | DEXIA /EUR/ REGD REG S EMTN 0.01000000                                                       | CUSIP: F3R304FY5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $574068.39    | 0.00%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ SER * 4.62500000                                | CUSIP: N93695SL4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |        25000 | PA      | $29459.15     | 0.00%             | 2174-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.25% 01/21/40/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 1.25000000                                          | CUSIP: M2R92QAE4<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       720000 | PA      | $634220.18    | 0.00%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  0.625% 01/21/30/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 0.62500000                                          | CUSIP: M2R92QAF1<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       235000 | PA      | $256066.68    | 0.00%             | 2030-01-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.5% 03/20/34/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 148 1.50000000                                          | CUSIP: J2615QQV0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    450250000 | PA      | $2787847.74   | 0.02%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE V/R 05/05/28/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 0.87500000                       | CUSIP: N22616DA6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $804829.83    | 0.00%             | 2028-05-05      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTA 0.1% 02/27/32/EUR/                | BANCO SANTANDER SA /EUR/ REGD 0.10000000                                                     | CUSIP: E2R99C8Y6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $99120.95     | 0.00%             | 2032-02-27      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SIGNIFY N 2.375% 05/11/27/EUR/                | SIGNIFY NV /EUR/ REGD REG S 2.37500000                                                       | CUSIP: N8063KAA5<br>LEI: 549300072P3J1X8NZO35 | Long             | DBT              | CORP              | NL        |       175000 | PA      | $204387.88    | 0.00%             | 2027-05-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FERROVIE  0.375% 03/25/28/EUR/                | FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 0.37500000                                        | CUSIP: T4063CAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       300000 | PA      | $335982.85    | 0.00%             | 2028-03-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 2.125% 09/01/31/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 2.12500000                                       | CUSIP: D0R14GGC3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $56731.59     | 0.00%             | 2031-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 1.6% 12/17/29/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 1.60000000                                               | CUSIP: Y6065BLK1<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    123830000 | PA      | $3987336.41   | 0.02%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.64% 01/15/28/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.64000000                                         | CUSIP: Y6S39BU65<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     17500000 | PA      | $2569943.25   | 0.02%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 0.275% 01/14/30/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS82 0.27500000                                     | CUSIP: X7S28MLR7<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       586000 | PA      | $634083.44    | 0.00%             | 2030-01-14      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| BNP PARIB 1.875% 12/14/27/GBP/                | BNP PARIBAS /GBP/ REGD REG S 1.87500000                                                      | CUSIP: F1233MQH8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2570618.93   | 0.02%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 06/20/26/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 148 0.00500000                                           | CUSIP: J2S39LNY6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    409750000 | PA      | $2606610.60   | 0.02%             | 2026-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENBW INTL F 0.5% 03/01/33/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 0.50000000                                        | CUSIP: N2960PEN9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |        97000 | PA      | $93657.80     | 0.00%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANC V/R 07/27/50/EUR/                | CNP ASSURANCES SA /EUR/ REGD V/R REG S 2.00000000                                            | CUSIP: F1876NBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $109626.39    | 0.00%             | 2050-07-27      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA 1% 12/11/31/EUR/                  | ITALGAS SPA /EUR/ REGD REG S EMTN 1.00000000                                                 | CUSIP: T5R7AHFT7<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      1125000 | PA      | $1159942.37   | 0.01%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQU 1.125% 01/15/27/EUR/                | RCI BANQUE SA /EUR/ REGD REG S EMTN 1.12500000                                               | CUSIP: F77341YB9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       800000 | PA      | $925536.85    | 0.01%             | 2027-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FIN 4% 01/24/35/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 4.00000000                                        | CUSIP: N2960PMV2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $120650.29    | 0.00%             | 2035-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 2.75% 12/17/29/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 2.75000000                                       | CUSIP: N6S77CMW0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       600000 | PA      | $709612.52    | 0.00%             | 2029-12-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLARION F 1.875% 09/07/51/GBP/                | CLARION FUNDING PLC /GBP/ REGD REG S EMTN 1.87500000                                         | CUSIP: G2R64SAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       500000 | PA      | $311526.08    | 0.00%             | 2051-09-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 0.05% 01/23/30/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S SER 117 0.05000000                                     | CUSIP: D6S59FCJ6<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       900000 | PA      | $954146.35    | 0.01%             | 2030-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN S 1% 11/26/29/EUR/                | JT INTL FIN SERVICES BV /EUR/ REGD REG S 1.00000000                                          | CUSIP: N484BNDK1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1952000 | PA      | $2127106.41   | 0.01%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 0% 11/26/29/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.00000000                                    | CUSIP: D5S07LGK1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $425450.14    | 0.00%             | 2029-11-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.5% 11/25/39/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.50000000                                    | CUSIP: D5S07LGL9<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       110000 | PA      | $87397.57     | 0.00%             | 2039-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SP TRANSMISSI 2% 11/13/31/GBP/                | SP TRANSMISSION PLC /GBP/ REGD REG S 2.00000000                                              | CUSIP: G84016AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $116968.57    | 0.00%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.9% 02/14/27/EUR/                | REPUBLIC OF INDONESIA /EUR/ REGD 0.90000000                                                  | CUSIP: Y20721BW8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      1600000 | PA      | $1841287.31   | 0.01%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| COMCAST C 1.875% 02/20/36/GBP/                | COMCAST CORP /GBP/ REGD 1.87500000                                                           | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       575000 | PA      | $566365.26    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.375% 04/15/32/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR91 6.37500000                                          | CUSIP: Y6S86ZTG4<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  69446000000 | PA      | $4245985.87   | 0.03%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA 1.75% 07/13/30/EUR/                   | ROMANIA /EUR/ REGD REG S EMTN 1.75000000                                                     | CUSIP: X7360WBZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1000000 | PA      | $1061984.12   | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.288% 07/13/29/EUR/                | PROSUS NV /EUR/ REGD REG S EMTN 1.28800000                                                   | CUSIP: N7163RAT0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       741000 | PA      | $813120.31    | 0.00%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.985% 07/13/33/EUR/                | PROSUS NV /EUR/ REGD REG S EMTN 1.98500000                                                   | CUSIP: N7163RAV5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      3637000 | PA      | $3725119.66   | 0.02%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.875% 04/13/42/EUR/                  | ROMANIA /EUR/ REGD REG S EMTN 2.87500000                                                     | CUSIP: X7360WBX9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1000000 | PA      | $775550.76    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES 1.65% 07/16/32/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 10Y 1.65000000                                          | CUSIP: X6694NCD1<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      2780000 | PA      | $3048560.76   | 0.02%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| REALTY INC 1.75% 07/13/33/GBP/                | REALTY INCOME CORP /GBP/ REGD 1.75000000                                                     | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1180592.22   | 0.01%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 3.1% 03/20/65/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 18 3.10000000                                           | CUSIP: J2S39L8Q0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    361100000 | PA      | $2113278.73   | 0.01%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HUNGARY 1.625% 04/28/32/EUR/                  | HUNGARY /EUR/ REGD REG S SER 12Y 1.62500000                                                  | CUSIP: X93622FN7<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      1000000 | PA      | $1028788.86   | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MAR V/R /PERP//EUR/                | BP CAPITAL MARKETS PLC /EUR/ REGD V/R /PERP/ REG S 3.25000000                                | CUSIP: G1279ML95<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2233308.70   | 0.01%             | 2174-06-22      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MAR V/R /PERP//EUR/                | BP CAPITAL MARKETS PLC /EUR/ REGD V/R /PERP/ REG S 3.62500000                                | CUSIP: G1279MM37<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1527347.40   | 0.01%             | 2174-06-22      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.68% 05/21/30/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.68000000                                         | CUSIP: Y6S39BXJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    288800000 | PA      | $43219849.55  | 0.26%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 1.75% 05/15/41/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0541 1.75000000                                        | CUSIP: Q54627CM6<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      3000000 | PA      | $1143368.35   | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.05% 05/19/32/EUR/                  | AT&T INC /EUR/ REGD 2.05000000                                                               | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       200000 | PA      | $216607.89    | 0.00%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.07% 03/10/30/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2005 3.07000000                                        | CUSIP: Y1456THX7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    178700000 | PA      | $26836012.02  | 0.16%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.39% 03/16/50/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.39000000                                         | CUSIP: Y6S39BWT3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     15040000 | PA      | $2552233.39   | 0.02%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| NA DEVELOPM 0.2% 11/28/28/CHF/                | NA DEVELOPMENT BANK /CHF/ REGD REG S 0.20000000                                              | CUSIP: U6568AAF2<br>LEI: 5493008W785ZKQMVNG08 | Long             | DBT              | CORP              | N/A       |       200000 | PA      | $249724.01    | 0.00%             | 2028-11-28      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN S 0.875% 05/09/29/EUR/                | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 0.87500000                                     | CUSIP: U3823ERW7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       370000 | PA      | $407194.41    | 0.00%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.2% 03/31/27/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.20000000                                         | CUSIP: D5S07LGR6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       686000 | PA      | $787194.52    | 0.00%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 1.125% 03/02/37/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 1.12500000                                    | CUSIP: F0108UQJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       600000 | PA      | $532737.98    | 0.00%             | 2037-03-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CRED MUTU 0.875% 03/04/32/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 0.87500000                                    | CUSIP: F235A8AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $102952.91    | 0.00%             | 2032-03-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.05% 03/02/35/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD SER 208 0.05000000                                        | CUSIP: D3R62FCL4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $88284.69     | 0.00%             | 2035-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAND BADEN 0.01% 09/02/30/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 0.01000000                                          | CUSIP: D1U444BK5<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $415929.87    | 0.00%             | 2030-09-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0% 03/05/30/EUR/                       | UNEDIC /EUR/ REGD REG S EMTN 0.00000000                                                      | CUSIP: F9627PMY5<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $104969.58    | 0.00%             | 2030-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 2.25% 11/20/40/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 2.25000000                                               | CUSIP: Q6715PQ28<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       960000 | PA      | $417445.02    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAND NORD 0.375% 09/02/50/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.37500000                                    | CUSIP: D5S07LGX3<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       385000 | PA      | $203537.34    | 0.00%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KFW 0% 09/17/30/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MKA2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1108000 | PA      | $1155886.86   | 0.01%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC R 4.25% 06/15/33/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 4.25000000                                                      | CUSIP: X32332S29<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1050000 | PA      | $1321003.53   | 0.01%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ACEA SPA 3.875% 01/24/31/EUR/                 | ACEA SPA /EUR/ REGD REG S EMTN SER *- 3.87500000                                             | CUSIP: T0040KAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       500000 | PA      | $606604.11    | 0.00%             | 2031-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.375% 10/22/30/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.37500000                                              | CUSIP: G4527HRW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     12779000 | PA      | $14626131.68  | 0.09%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENBW INTL 0.125% 03/01/28/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 0.12500000                                        | CUSIP: N2960PEP4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       182000 | PA      | $203674.38    | 0.00%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ENBW INTL F 3.5% 07/24/28/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 3.50000000                                        | CUSIP: N2960PMU4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       120000 | PA      | $144203.57    | 0.00%             | 2028-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 5.125% 01/25/30/GBP/                | BANCO SANTANDER SA /GBP/ REGD REG S EMTN 5.12500000                                          | CUSIP: E2R99DC60<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1379241.51   | 0.01%             | 2030-01-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ESB FINANC 3.75% 01/25/43/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 3.75000000                                             | CUSIP: G31206AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $109837.53    | 0.00%             | 2043-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT 0% 11/17/29/EUR/                | KOMMUNEKREDIT /EUR/ REGD EMTN 0.00000000                                                     | CUSIP: K5813L7T8<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | USGA              | DK        |       800000 | PA      | $850497.85    | 0.01%             | 2029-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 0.875% 07/15/30/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS84 0.87500000                                     | CUSIP: X7S28MMA3<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       190000 | PA      | $209462.70    | 0.00%             | 2030-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.125% 01/29/27/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.12500000                                              | CUSIP: G4527HYL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10220000 | PA      | $13832571.65  | 0.08%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THAILAND  1.585% 12/17/35/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 1.58500000                                               | CUSIP: Y6065BMC8<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     81400000 | PA      | $2576670.58   | 0.02%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 2% 06/17/42/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.00000000                                               | CUSIP: Y6065BMN4<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     46000000 | PA      | $1424673.38   | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 0.35% 06/22/32/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 94 0.35000000                                                 | CUSIP: B1121KEA9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      7160000 | PA      | $7146757.04   | 0.04%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| AUTOBAHN S 2.75% 10/02/34/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S EMTN 2.75000000                                         | CUSIP: A05599CR3<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       200000 | PA      | $227449.84    | 0.00%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU  3.5% 10/02/36/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: F7686GAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113807.52    | 0.00%             | 2036-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 12/20/50/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 69 0.70000000                                           | CUSIP: J2S39LKG8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    903300000 | PA      | $3227463.68   | 0.02%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/30/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER TWIN 0.00000000                                | CUSIP: D2R8H4FJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9070000 | PA      | $9557969.83   | 0.06%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANDORRA IN 1.25% 05/06/31/EUR/                | ANDORRA INTERNATIONAL BD /EUR/ REGD REG S EMTN 1.25000000                                    | CUSIP: X65482AK1<br>LEI: N/A                  | Long             | DBT              | USGA              | AD        |      1000000 | PA      | $1054081.98   | 0.01%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 02/20/30/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                    | CUSIP: A0654UMC2<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      4488000 | PA      | $4762237.11   | 0.03%             | 2030-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ACEA SPA 0.5% 04/06/29/EUR/                   | ACEA SPA /EUR/ REGD REG S EMTN 0.50000000                                                    | CUSIP: T0040KAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       100000 | PA      | $109106.67    | 0.00%             | 2029-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 0.125% 11/22/29/EUR/                | UNICREDIT BANK GMBH /EUR/ REGD EMTN 0.12500000                                               | CUSIP: D8509N5Y6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $106585.96    | 0.00%             | 2029-11-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LVMH MOET 1.125% 02/11/27/GBP/                | LVMH MOET HENNESSY VUITT /GBP/ REGD EMTN 1.12500000                                          | CUSIP: F58485BJ5<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1569577.53   | 0.01%             | 2027-02-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NATL GAS  1.375% 02/07/31/GBP/                | NATL GAS TRANSMISSION /GBP/ REGD REG S EMTN 1.37500000                                       | CUSIP: G6375UBW9<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      1600000 | PA      | $1838277.49   | 0.01%             | 2031-02-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BU 0% 02/19/27/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 58 0.00000000                                  | CUSIP: D04767AA3<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       220000 | PA      | $252222.74    | 0.00%             | 2027-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.25% 04/16/50/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 2.25000000                                          | CUSIP: M2R92QAH7<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       470000 | PA      | $410382.69    | 0.00%             | 2050-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.375% 04/16/40/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD EMTN 1.37500000                                                  | CUSIP: D1T0VZBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       250000 | PA      | $217541.43    | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELE 2% 04/17/40/GBP/                | NATL GRID ELECT TRANS /GBP/ REGD REG S EMTN 2.00000000                                       | CUSIP: G6374WDG9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       425000 | PA      | $364864.86    | 0.00%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 1.625% 07/01/31/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 1.62500000                                                   | CUSIP: Y280CEFZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1790000 | PA      | $1371999.11   | 0.01%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.125% 05/29/51/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 1.12500000                                            | CUSIP: D1T0VZDG3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       512000 | PA      | $319739.16    | 0.00%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC V/R 07/16/28/GBP/                | INVESTEC PLC /GBP/ REGD V/R REG S EMTN 1.87500000                                            | CUSIP: G4R21JJQ3<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1941527.64   | 0.01%             | 2028-07-16      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NO 0.01% 01/14/27/EUR/                | BANK OF NOVA SCOTIA /EUR/ REGD REG S 0.01000000                                              | CUSIP: C06840A33<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $114911.36    | 0.00%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 09/15/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 0.95000000                                        | CUSIP: T6052BXG8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3660000 | PA      | $4216626.74   | 0.03%             | 2027-09-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| EMIRATES  0.875% 05/17/33/EUR/                | EMIRATES TELECOM GROUP /EUR/ REGD REG S EMTN 0.87500000                                      | CUSIP: M4040UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      1600000 | PA      | $1579180.82   | 0.01%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 05/20/41/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 697 0.00000000                                  | CUSIP: H617312W6<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       250000 | PA      | $264987.86    | 0.00%             | 2041-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANT 0% 01/21/33/CHF/                | ZUERCHER KANTONALBANK /CHF/ REGD SER 149 0.00000000                                          | CUSIP: H9838BPX8<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       500000 | PA      | $595089.12    | 0.00%             | 2033-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.125% 10/20/31/EUR/                | LAND BERLIN /EUR/ REGD SER 535 0.12500000                                                    | CUSIP: D09856C66<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       490000 | PA      | $493485.87    | 0.00%             | 2031-10-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.75% 05/06/30/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.75000000                                       | CUSIP: X3446DCN9<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       440000 | PA      | $473008.30    | 0.00%             | 2030-05-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.125% 10/22/73/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.12500000                                              | CUSIP: G4527HXA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      4497000 | PA      | $1947779.64   | 0.01%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TALANX AG V/R 12/01/42/EUR/                   | TALANX AG /EUR/ REGD V/R REG S 1.75000000                                                    | CUSIP: D82827AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2081860.74   | 0.01%             | 2042-12-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FLEMISH COM 0.3% 10/20/31/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 0.30000000                                           | CUSIP: B2758CCC3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       900000 | PA      | $904802.75    | 0.01%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CIE FINANCE 0.6% 10/25/41/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 0.60000000                                     | CUSIP: F23069ND9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $72124.41     | 0.00%             | 2041-10-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| IBRD 0.7% 10/22/46/EUR/                       | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ 0.70000000                         | CUSIP: U4586HLS0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      2000000 | PA      | $1317100.29   | 0.01%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HERA SPA 1% 04/25/34/EUR/                     | HERA SPA /EUR/ REGD REG S EMTN 1.00000000                                                    | CUSIP: T5R49ZAG9<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $190351.09    | 0.00%             | 2034-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTON 2.625% 10/20/28/GBP/                | BLACKSTONE PP EUR HOLD /GBP/ REGD REG S EMTN 2.62500000                                      | CUSIP: L1051PAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1075000 | PA      | $1368812.49   | 0.01%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KFW 1.125% 03/31/37/EUR/                      | KFW /EUR/ REGD REG S EMTN 1.12500000                                                         | CUSIP: D4S46MQH1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3040000 | PA      | $2862434.10   | 0.02%             | 2037-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LAND THUER 0.05% 05/06/30/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 0.05000000                                                  | CUSIP: D8T44EAS4<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       260000 | PA      | $273009.43    | 0.00%             | 2030-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.4% 05/01/33/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 4.40000000                                 | CUSIP: T6052BS90<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6270000 | PA      | $7967563.32   | 0.05%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL 4.125% 11/02/34/EUR/                | HONEYWELL INTERNATIONAL /EUR/ REGD 4.12500000                                                | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $4460077.52   | 0.03%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.5% 09/20/43/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 186 1.50000000                                          | CUSIP: J2S39LQ49<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    733950000 | PA      | $3834542.02   | 0.02%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 05/07/29/EUR/                | FREISTAAT BAYERN /EUR/ REGD REG S SER 134 0.01000000                                         | CUSIP: D0R4E0AE3<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $649117.39    | 0.00%             | 2029-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERMANENT TS V/R 06/30/29/EUR/                | PERMANENT TSB GROUP /EUR/ REGD V/R REG S 6.62500000                                          | CUSIP: G7015DAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       300000 | PA      | $382387.20    | 0.00%             | 2029-06-30      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| A2A SPA 3.625% 01/30/35/EUR/                  | A2A SPA /EUR/ REGD REG S EMTN 3.62500000                                                     | CUSIP: T0R54AAA0<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $579835.68    | 0.00%             | 2035-01-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT 2% 04/15/37/NZD/                | NZ LOCAL GOVT FUND AGENC /NZD/ REGD REG S 2.00000000                                         | CUSIP: Q6762SAM7<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      2070000 | PA      | $892203.24    | 0.01%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 03/18/33/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 530 0.00000000                                   | CUSIP: H6218ULR9<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       370000 | PA      | $443473.73    | 0.00%             | 2033-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 02/15/36/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 531 0.00000000                                   | CUSIP: H6218ULQ1<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       365000 | PA      | $420670.62    | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.01% 03/29/30/EUR/                 | DZ HYP AG /EUR/ REGD REG S EMTN SER 1234 0.01000000                                          | CUSIP: D2R04NCK2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        30000 | PA      | $31562.96     | 0.00%             | 2030-03-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LA BANQUE PO V/R 08/02/32/EUR/                | LA BANQUE POSTALE /EUR/ REGD V/R REG S EMTN 0.75000000                                       | CUSIP: F5407GTM8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113936.80    | 0.00%             | 2032-08-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 3.25% 05/19/33/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 3.25000000                                            | CUSIP: D1T0VZDY4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $356297.13    | 0.00%             | 2033-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 0.05% 08/06/40/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.05000000                                                      | CUSIP: D09856A68<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $140833.15    | 0.00%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE GRI 1.303% 08/05/32/EUR/                | STATE GRID OVERSEAS INV /EUR/ REGD REG S EMTN 1.30300000                                     | CUSIP: G8450LBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       500000 | PA      | $526327.00    | 0.00%             | 2032-08-05      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| REGION WAL 1.05% 06/22/40/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 1.05000000                                             | CUSIP: B70023KG8<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $77854.65     | 0.00%             | 2040-06-22      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 3.7% 10/20/30/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2015 3.70000000                                        | CUSIP: Y1456TKB1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     40700000 | PA      | $6318874.08   | 0.04%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE  0.25% 03/29/30/EUR/                | BPIFRANCE SACA /EUR/ REGD EMTN 0.25000000                                                    | CUSIP: F7053H2L0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $210553.53    | 0.00%             | 2030-03-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 04/15/43/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 21Y 0.50000000                                             | CUSIP: X27717MB4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1700000 | PA      | $1194405.24   | 0.01%             | 2043-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH - 1.75% 05/27/32/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 1.75000000                                         | CUSIP: F1R83CEW2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $108076.56    | 0.00%             | 2032-05-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEA 1% 03/20/62/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 15 1.00000000                                           | CUSIP: J2S39LUV4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1159000000 | PA      | $3748326.16   | 0.02%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DA 0% 10/01/40/DKK/                | REALKREDIT DANMARK /DKK/ REGD REG S SER 22S 0.00000000                                       | CUSIP: K8094KXG3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |        35525 | PA      | $4575.44      | 0.00%             | 2040-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 2.625% 01/30/32/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 2.62500000                                               | CUSIP: D3R3LZAA2<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $231896.44    | 0.00%             | 2032-01-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BELFIUS B 3.125% 01/30/31/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 3.12500000                                          | CUSIP: B11084CF3<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       400000 | PA      | $468025.68    | 0.00%             | 2031-01-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 2.75% 01/09/35/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 2.75000000                                                     | CUSIP: D5S1MNAA6<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       650000 | PA      | $739599.42    | 0.00%             | 2035-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.75% 11/25/32/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 1.75000000                                                      | CUSIP: F961A7BQ2<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       800000 | PA      | $858084.14    | 0.01%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME 1.25% 05/04/29/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 62 1.25000000                                  | CUSIP: D0476BAA4<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       980000 | PA      | $1100889.19   | 0.01%             | 2029-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA 1.5% 03/05/32/EUR/                    | SFIL SA /EUR/ REGD REG S EMTN 1.50000000                                                     | CUSIP: F8347NAF5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $530450.09    | 0.00%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND G 5% 05/15/54/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0554 5.00000000                                        | CUSIP: Q54627HG4<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      1230000 | PA      | $690831.02    | 0.00%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.2% 10/31/35/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.20000000                                               | CUSIP: E8922AQV5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      7630000 | PA      | $8908133.22   | 0.05%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| LFA FOERDERBA 1% 03/01/28/EUR/                | LFA FOERDERBANK BAYERN /EUR/ REGD EMTN SER 171 1.00000000                                    | CUSIP: D50208AX1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $227918.62    | 0.00%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 0.9% 04/01/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 11Y 0.90000000                                 | CUSIP: T6052BXZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     17937000 | PA      | $19114947.05  | 0.12%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SAARLAND 0.05% 11/05/40/EUR/                  | SAARLAND /EUR/ REGD REG S 0.05000000                                                         | CUSIP: D6651CFD5<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | USGA              | DE        |        68000 | PA      | $47374.14     | 0.00%             | 2040-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRA 2.5% 05/04/27/EUR/                | ABERTIS FRANCE SAS /EUR/ REGD REG S EMTN 2.50000000                                          | CUSIP: F4946SAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1876807.34   | 0.01%             | 2027-05-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENE V/R 11/01/50/GBP/                | LEGAL & GENERAL GROUP /GBP/ REGD V/R REG S 4.50000000                                        | CUSIP: G54404AT8<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       825000 | PA      | $1083271.02   | 0.01%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 0% 02/25/28/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.00000000                                    | CUSIP: F1270CXU7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2200000 | PA      | $2457744.71   | 0.02%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY L 0% 03/24/31/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000                                           | CUSIP: L61785AN8<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       103000 | PA      | $105117.30    | 0.00%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND SACHSE 0.5% 03/24/51/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD REG S 0.50000000                                              | CUSIP: D6T54YDH2<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       123000 | PA      | $65510.75     | 0.00%             | 2051-03-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 06/25/44/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000                                               | CUSIP: F26348AA4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      6680000 | PA      | $4209234.58   | 0.03%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC  1.875% 01/24/52/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 1.87500000                                                      | CUSIP: X32332H21<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1580000 | PA      | $1195221.31   | 0.01%             | 2052-01-24      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMP 3.18% 03/11/32/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2210 3.18000000                                      | CUSIP: Y23862SY5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    157200000 | PA      | $24112991.49  | 0.15%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 2.875% 02/28/31/EUR/                | BAYERISCHE LANDESBODEN /EUR/ REGD REG S 2.87500000                                           | CUSIP: D0816ZBP6<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117989.61    | 0.00%             | 2031-02-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  2.125% 06/01/32/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 2.12500000                                       | CUSIP: X3446DCS8<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |      1010000 | PA      | $1112706.49   | 0.01%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GRAND DUC 2.875% 03/01/34/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 2.87500000                                           | CUSIP: L61785AU2<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       910000 | PA      | $1063160.61   | 0.01%             | 2034-03-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE S 3.5% 09/27/27/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.50000000                                              | CUSIP: F7053NPV0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $239301.23    | 0.00%             | 2027-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 4.75% 06/21/54/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 169 4.75000000                                          | CUSIP: Q2R04NEW0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3720000 | PA      | $2309682.48   | 0.01%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.1% 09/20/42/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 182 1.10000000                                          | CUSIP: J2S39LXJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    481400000 | PA      | $2402728.13   | 0.01%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ENBW INTL F 4.3% 05/23/34/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 4.30000000                                        | CUSIP: N2960PMY6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $369789.60    | 0.00%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENBW INTL  3.85% 05/23/30/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 3.85000000                                        | CUSIP: N2960PMZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       400000 | PA      | $488360.87    | 0.00%             | 2030-05-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 0% 01/15/29/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.00000000                                         | CUSIP: D5S07LGY1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       661000 | PA      | $721354.07    | 0.00%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA V 3.5% 07/30/29/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.50000000                                         | CUSIP: E0R088AJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       200000 | PA      | $240126.84    | 0.00%             | 2029-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANTON OF ZUR 0% 11/10/33/CHF/                | CANTON OF ZURICH /CHF/ REGD REG S 0.00000000                                                 | CUSIP: H98449DD2<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | USGA              | CH        |       700000 | PA      | $836889.28    | 0.01%             | 2033-11-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE 0% 04/20/28/EUR/                | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: F7717JBT7<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $222286.82    | 0.00%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.35% 06/17/33/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.35000000                                               | CUSIP: Y6065BRE9<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     50840000 | PA      | $1834875.76   | 0.01%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CDP RETI  5.875% 10/25/27/EUR/                | CDP RETI SPA /EUR/ REGD REG S 5.87500000                                                     | CUSIP: T2610QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       500000 | PA      | $616291.42    | 0.00%             | 2027-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.05% 04/15/29/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.05000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |    110600000 | PA      | $16114804.83  | 0.10%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.125% 04/19/33/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.12500000                                                 | CUSIP: N142873K5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       700000 | PA      | $669699.71    | 0.00%             | 2033-04-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 02/26/30/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S 0.00000000                                          | CUSIP: H61731Y84<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       650000 | PA      | $804506.79    | 0.00%             | 2030-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WALES & W 1.875% 05/28/41/GBP/                | WALES & WEST UTL FIN PLC /GBP/ REGD REG S 1.87500000                                         | CUSIP: G9419DAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       825000 | PA      | $677078.91    | 0.00%             | 2041-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.7% 01/31/30/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.70000000                                               | CUSIP: E8922AQD5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      6610000 | PA      | $7813204.44   | 0.05%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AGENCE FRAN 0.5% 05/25/30/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.50000000                                    | CUSIP: F0108ULF3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1479002.65   | 0.01%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 3.125% 11/16/27/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 3.12500000                                     | CUSIP: F14221EK1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $238231.16    | 0.00%             | 2027-11-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPI 0.05% 02/24/31/EUR/                | CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.05000000                                           | CUSIP: C2R89MZA0<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      1000000 | PA      | $1019492.54   | 0.01%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.38% 07/16/31/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2110 3.38000000                                      | CUSIP: Y23862RW0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     12900000 | PA      | $1987017.62   | 0.01%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/52/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 31Y 0.00000000                                 | CUSIP: D14458AU3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9815000 | PA      | $4630770.25   | 0.03%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW 3.125% 10/10/28/EUR/                      | KFW /EUR/ REGD REG S EMTN 3.12500000                                                         | CUSIP: D4S46MNJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       800000 | PA      | $959626.01    | 0.01%             | 2028-10-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE 3.75% 08/22/28/EUR/                | CLYDESDALE BANK PLC /EUR/ REGD REG S EMTN 3.75000000                                         | CUSIP: G2344P4G0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2172175.00   | 0.01%             | 2028-08-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE KIIN 3.5% 01/29/29/EUR/                | DANSKE KIINNITYSLUOTTOPA /EUR/ REGD REG S 3.50000000                                         | CUSIP: X182BCAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $120909.62    | 0.00%             | 2029-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 0.01% 11/26/40/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.01000000                                     | CUSIP: D4904PJD2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $138768.95    | 0.00%             | 2040-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RELX FINA 0.875% 03/10/32/EUR/                | RELX FINANCE BV /EUR/ REGD REG S 0.87500000                                                  | CUSIP: N7S84NJT6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      8100000 | PA      | $8239189.91   | 0.05%             | 2032-03-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.375% 03/15/34/IDR/                | INDONESIA GOVT SUKUK /IDR/ REGD SER PBS 6.37500000                                           | CUSIP: Y6S86ZSC4<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |   5000000000 | PA      | $303489.12    | 0.00%             | 2034-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.1% 05/25/34/EUR/                     | UNEDIC /EUR/ REGD REG S EMTN 0.10000000                                                      | CUSIP: F961A7BD1<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $89540.84     | 0.00%             | 2034-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 10/31/71/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                               | CUSIP: E8922AKN9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      3359000 | PA      | $1776307.75   | 0.01%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| FIRST ABU 0.125% 02/16/26/EUR/                | FIRST ABU DHABI BANK PJS /EUR/ REGD REG S EMTN 0.12500000                                    | CUSIP: M4289D8E4<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |      1000000 | PA      | $1170120.78   | 0.01%             | 2026-02-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.25% 07/31/51/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000                                              | CUSIP: G4527HUU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11126000 | PA      | $6652738.39   | 0.04%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF L 0% 03/17/31/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 0.00000000                                 | CUSIP: X7S904CJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |       100000 | PA      | $100279.76    | 0.00%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 1% 10/31/50/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.00000000                                               | CUSIP: E8922AJL5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      9430000 | PA      | $5909066.91   | 0.04%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| LAND NIEDE 0.05% 03/09/35/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 0.05000000                                               | CUSIP: D5S19DCD5<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       577000 | PA      | $511510.96    | 0.00%             | 2035-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.55% 02/04/50/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 232 0.55000000                                  | CUSIP: D1R1ZQBP1<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |        30000 | PA      | $16736.60     | 0.00%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.2% 09/03/49/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.20000000                                         | CUSIP: D3R33ABA6<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |        70000 | PA      | $34470.18     | 0.00%             | 2049-09-03      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| VILLE DE P 3.02% 10/25/29/EUR/                | VILLE DE PARIS /EUR/ REGD EMTN 3.02000000                                                    | CUSIP: F7S25AAD9<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       400000 | PA      | $468123.41    | 0.00%             | 2029-10-25      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| REGIE AUTON 0.4% 12/19/36/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.40000000                                    | CUSIP: F7706VTR8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       944406 | PA      | $913565.98    | 0.01%             | 2036-12-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 07/15/30/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N8T17VZM4<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      9004000 | PA      | $9462496.45   | 0.06%             | 2030-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LAND NORD 3.375% 10/31/28/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: D5S07LJS1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $602777.75    | 0.00%             | 2028-10-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 08/01/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000                                 | CUSIP: T6052BVQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     12390000 | PA      | $13461873.44  | 0.08%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN 1.375% 08/19/30/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 482 1.37500000                                           | CUSIP: R34155BR2<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      2000000 | PA      | $177420.63    | 0.00%             | 2030-08-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN 1.375% 08/19/30/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 482 1.37500000                                           | CUSIP: R34155BR2<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     25590000 | PA      | $2270097.02   | 0.01%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 4.75% 10/11/34/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 15Y 4.75000000                                        | CUSIP: X5S007FC6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      5340000 | PA      | $1070893.75   | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 02/19/28/EUR/                 | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.50000000                                             | CUSIP: F1233MTP7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1147754.52   | 0.01%             | 2028-02-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST 1.75% 05/24/32/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 1.75000000                                         | CUSIP: Q85895RZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       670000 | PA      | $371551.50    | 0.00%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING BELGIU 0.01% 02/20/30/EUR/                | ING BELGIUM S /EUR/ REGD REG S 0.01000000                                                    | CUSIP: B5078SKA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $105211.97    | 0.00%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IBRD 1% 12/21/29/GBP/                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /GBP/ 1.00000000                         | CUSIP: U4586F6J1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      2000000 | PA      | $2409541.42   | 0.01%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA 5.25% 04/16/29/GBP/                   | BPCE SA /GBP/ REGD 5.25000000                                                                | CUSIP: F1883CDP9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2721840.04   | 0.02%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWOGE WO 0.625% 11/01/28/EUR/                | HOWOGE WOHNUNGS /EUR/ REGD EMTN 0.62500000                                                   | CUSIP: D3R2V7AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $440730.36    | 0.00%             | 2028-11-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LAND HESS 0.125% 10/10/31/EUR/                | LAND HESSEN /EUR/ REGD 0.12500000                                                            | CUSIP: D3R1TJDG8<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       403000 | PA      | $405973.38    | 0.00%             | 2031-10-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 0.05% 11/29/29/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 130 0.05000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     13030000 | PA      | $546079.30    | 0.00%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 0.01% 07/02/30/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.01000000                                                      | CUSIP: D09856A50<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       490000 | PA      | $511320.73    | 0.00%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIG 0.01% 03/12/27/EUR/                | EIKA BOLIGKREDITT AS /EUR/ REGD EMTN 0.01000000                                              | CUSIP: R2R750CS4<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $114517.05    | 0.00%             | 2027-03-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 3.625% 09/10/53/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5309 3.62500000                                           | CUSIP: Y7277F3A6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   3979440000 | PA      | $2923834.22   | 0.02%             | 2053-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 09/20/31/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 364 0.10000000                                          | CUSIP: J2S39LQK3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3051900000 | PA      | $17868149.71  | 0.11%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 0% 05/25/29/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.00000000                                    | CUSIP: F1270CXS2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $538276.64    | 0.00%             | 2029-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 05/26/28/EUR/                | CAIXABANK SA /EUR/ REGD V/R REG S EMTN 0.75000000                                            | CUSIP: E2R193ZT4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2100000 | PA      | $2407587.51   | 0.01%             | 2028-05-26      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 4.15% 10/24/30/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 10YR 4.15000000                                       | CUSIP: X5S007FR3<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      6005000 | PA      | $1247474.97   | 0.01%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 1.75% 07/20/34/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 1.75000000                                               | CUSIP: Q7943QD89<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2660000 | PA      | $1350801.09   | 0.01%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| EURO STABI 0.01% 03/04/30/EUR/                | EURO STABILITY MECHANISM /EUR/ REGD 0.01000000                                               | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | USGA              | N/A       |      1900000 | PA      | $2018207.68   | 0.01%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.09% 06/18/30/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2010 3.09000000                                        | CUSIP: Y1456TJL1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    110700000 | PA      | $16683801.72  | 0.10%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| NN BANK NV 0.01% 07/08/30/EUR/                | NN BANK NV NETHERLANDS /EUR/ REGD REG S 0.01000000                                           | CUSIP: N5993SAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $103764.08    | 0.00%             | 2030-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.1% 07/09/35/EUR/                   | NRW.BANK /EUR/ REGD EMTN 0.10000000                                                          | CUSIP: D5S267XL8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       680000 | PA      | $596946.73    | 0.00%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 1.125% 07/08/40/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.12500000                                     | CUSIP: F4041GYJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $157681.28    | 0.00%             | 2040-07-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 0.625% 07/08/32/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 0.62500000                                     | CUSIP: F4041GYK1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $198346.71    | 0.00%             | 2032-07-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO M 0.01% 10/15/27/EUR/                | SUMITOMO MITSUI TR BK LT /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: J7771YJN8<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2246810.59   | 0.01%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FINNISH G 0.125% 09/15/31/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.12500000                                             | CUSIP: X27717LW9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      2215000 | PA      | $2246132.70   | 0.01%             | 2031-09-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| TELEFONAKTIEB 1% 05/26/29/EUR/                | TELEFONAKTIEBOLAGET LM E /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: W6276VBW9<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |      1315000 | PA      | $1442101.57   | 0.01%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KING 0.5% 01/31/29/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.50000000                                              | CUSIP: G4527HVR9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11860000 | PA      | $14506974.74  | 0.09%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.125% 01/31/39/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.12500000                                              | CUSIP: G4527HVJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      8346000 | PA      | $7290578.72   | 0.04%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TREASURY C 2.25% 11/20/41/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 2.25000000                                             | CUSIP: Q9194YJQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2500000 | PA      | $1037345.47   | 0.01%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROE 0% 11/16/35/EUR/                | LAND NIEDEROESTERREICH /EUR/ REGD REG S 0.00000000                                           | CUSIP: A48149BY2<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | USGA              | AT        |       300000 | PA      | $251922.45    | 0.00%             | 2035-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 0.01% 02/25/28/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.01000000                                             | CUSIP: D6S59FCT4<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $559098.61    | 0.00%             | 2028-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CROATIA 1.75% 03/04/41/EUR/                   | CROATIA /EUR/ REGD REG S 1.75000000                                                          | CUSIP: X7330ZFP2<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |       500000 | PA      | $454721.94    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.79% 10/26/30/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2010 3.79000000                                        | CUSIP: Y0R4AWLK8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     17500000 | PA      | $2730441.10   | 0.02%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 1.375% 07/14/27/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD 1.37500000                                                | CUSIP: D170N8CA0<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       250000 | PA      | $290016.97    | 0.00%             | 2027-07-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BASQUE GOV 0.85% 04/30/30/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 0.85000000                                                | CUSIP: E5R036AN8<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |        50000 | PA      | $54554.64     | 0.00%             | 2030-04-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 1.25% 11/20/30/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 1.25000000                                               | CUSIP: Q6715PU23<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1990000 | PA      | $1135303.24   | 0.01%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.85% 01/15/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 8Y 0.85000000                                        | CUSIP: T6052BVD7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4975000 | PA      | $5775630.30   | 0.04%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 0% 10/22/27/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 91 0.00000000                                                 | CUSIP: B1121KEF8<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      8976000 | PA      | $10149740.19  | 0.06%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EXPERIAN F 3.25% 04/07/32/GBP/                | EXPERIAN FINANCE PLC /GBP/ REGD REG S EMTN 3.25000000                                        | CUSIP: G3257NAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       425000 | PA      | $533332.91    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.5% 05/25/30/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000                                               | CUSIP: F43750CJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     23631000 | PA      | $27540428.28  | 0.17%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.422% 09/30/27/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0120 3.42200000                                      | CUSIP: Y2R35QBD2<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      3270000 | PA      | $811234.24    | 0.00%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BA 0.5% 04/09/27/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 0.50000000                                            | CUSIP: D1T0VZBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       140000 | PA      | $160753.49    | 0.00%             | 2027-04-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO ( 0.375% 04/08/27/EUR/                | ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: C4R07ZAF2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      1500000 | PA      | $1723007.88   | 0.01%             | 2027-04-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA 3.125% 01/31/30/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.12500000                                         | CUSIP: E90211AB4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       700000 | PA      | $829965.31    | 0.01%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK V/R 06/11/35/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD V/R REG S EMTN 4.87500000                                      | CUSIP: B11080SV9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       500000 | PA      | $616319.97    | 0.00%             | 2035-06-11      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| EFSF 0.05% 01/18/52/EUR/                      | EFSF /EUR/ REGD REG S 0.05000000                                                             | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | USGA              | LU        |      1000000 | PA      | $448217.73    | 0.00%             | 2052-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE B 0% 01/19/30/EUR/                | ABB FINANCE BV /EUR/ REGD REG S EMTN 0.00000000                                              | CUSIP: N0022VFS4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       635000 | PA      | $665128.89    | 0.00%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LOGICOR F 0.875% 01/14/31/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 0.87500000                                      | CUSIP: L6075ZAL0<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $516417.42    | 0.00%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  0.7% 10/15/27/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 8Y 0.70000000                                           | CUSIP: X6694NBJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      2825000 | PA      | $3240966.08   | 0.02%             | 2027-10-15      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC  3.875% 06/15/28/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 3.87500000                                                      | CUSIP: X32332T36<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      3540000 | PA      | $4313229.57   | 0.03%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF 0.5% 01/25/32/EUR/                | PROVINCE OF QUEBEC /EUR/ REGD REG S EMTN 0.50000000                                          | CUSIP: C4108FGS9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      3000000 | PA      | $3038383.32   | 0.02%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE  0.25% 06/04/31/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.25000000                                              | CUSIP: F7053NAA2<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $202000.23    | 0.00%             | 2031-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SAFRAN SA 0.75% 03/17/31/EUR/                 | SAFRAN SA /EUR/ REGD REG S 0.75000000                                                        | CUSIP: F4035ARE4<br>LEI: 969500UIC89GT3UL7L24 | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $5999369.33   | 0.04%             | 2031-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.1% 11/15/29/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 7Y 2.10000000                                  | CUSIP: D14466LL4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10170000 | PA      | $11848161.95  | 0.07%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LAND BADEN 2.75% 05/16/29/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.75000000                                          | CUSIP: D1U444BZ2<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       900000 | PA      | $1066250.64   | 0.01%             | 2029-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 1.125% 11/19/31/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.12500000                                      | CUSIP: F07336CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $611411.93    | 0.00%             | 2031-11-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 12/07/28/GBP/                | ING GROEP NV /GBP/ REGD V/R REG S EMTN 1.12500000                                            | CUSIP: N4578EKZ0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $2413629.97   | 0.01%             | 2028-12-07      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 0.15% 02/22/36/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.15000000                                                      | CUSIP: D09856B91<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $344361.80    | 0.00%             | 2036-02-22      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA 0% 07/18/29/EUR/                  | LA POSTE SA /EUR/ REGD REG S EMTN 0.00000000                                                 | CUSIP: F5548BDA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $424848.18    | 0.00%             | 2029-07-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-D 3.191% 02/16/29/EUR/                | TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN 3.19100000                                       | CUSIP: C8888LWN6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $119567.71    | 0.00%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANCO DE SAB V/R 09/13/30/EUR/                | BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN 4.25000000                                    | CUSIP: E1581B8R9<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1831424.77   | 0.01%             | 2030-09-13      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GO 3% 11/21/33/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 166 3.00000000                                    | CUSIP: Q2R04NDN1<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      8190000 | PA      | $4892747.08   | 0.03%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.875% 09/10/41/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4109 1.87500000                                           | CUSIP: Y7277FQ29<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   2115790000 | PA      | $1192928.23   | 0.01%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA  0.55% 10/31/31/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 0.55000000                                         | CUSIP: E0R088AH3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       200000 | PA      | $202865.90    | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| SAGE GROU 1.625% 02/25/31/GBP/                | SAGE GROUP PLC/THE /GBP/ REGD REG S 1.62500000                                               | CUSIP: G7771KD64<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2326899.63   | 0.01%             | 2031-02-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC V/R 01/04/32/GBP/                | INVESTEC PLC /GBP/ REGD V/R REG S EMTN 2.62500000                                            | CUSIP: G49188UH9<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1324698.40   | 0.01%             | 2032-01-04      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| CROATIA 3.375% 03/12/34/EUR/                  | CROATIA /EUR/ REGD REG S 3.37500000                                                          | CUSIP: X7330ZFT4<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |      1960000 | PA      | $2348077.76   | 0.01%             | 2034-03-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.875% 07/31/33/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000                                              | CUSIP: G4527HVU2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     13881000 | PA      | $14630459.11  | 0.09%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 1% 01/31/32/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.00000000                                              | CUSIP: G4527HWK3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11852000 | PA      | $13343185.89  | 0.08%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KING 1.5% 07/31/53/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000                                              | CUSIP: G4527HWA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      7480000 | PA      | $4636332.31   | 0.03%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 0.25% 02/25/32/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: X5S9WANR3<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       100000 | PA      | $100173.71    | 0.00%             | 2032-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 1.75% 06/23/32/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 138 1.75000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     42310000 | PA      | $1768975.33   | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKI V/R 12/15/31/GBP/                | LLOYDS BANKING GROUP PLC /GBP/ REGD V/R 1.98500000                                           | CUSIP: G55365GF4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2514709.11   | 0.02%             | 2031-12-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| STRYKER C 3.375% 12/11/28/EUR/                | STRYKER CORP /EUR/ REGD 3.37500000                                                           | CUSIP: U8604JAA6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2630213.13   | 0.02%             | 2028-12-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TESCO COR 1.875% 11/02/28/GBP/                | TESCO CORP TREASURY SERV /GBP/ REGD REG S EMTN 1.87500000                                    | CUSIP: G8762ZAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1643683.65   | 0.01%             | 2028-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF 0.25% 11/15/52/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER 32Y 0.25000000                                             | CUSIP: K30904BU7<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     22551000 | PA      | $1723500.80   | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH G 0.125% 05/12/31/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1062 0.12500000                                      | CUSIP: W7S736JQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      3335000 | PA      | $321060.54    | 0.00%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/30/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 358 0.10000000                                          | CUSIP: J2S39K8M1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4869700000 | PA      | $29350015.17  | 0.18%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 4.15% 01/26/28/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 8Y 4.15000000                                         | CUSIP: X5S007FG7<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1930000 | PA      | $426070.35    | 0.00%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.01% 06/30/28/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: D3R33ABG3<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       380000 | PA      | $420773.12    | 0.00%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.2% 04/09/30/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.20000000                                         | CUSIP: D5S07LGT2<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      2474000 | PA      | $2624346.94   | 0.02%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BAT INTL F 2.25% 06/26/28/GBP/                | BAT INTL FINANCE PLC /GBP/ REGD REG S EMTN 2.25000000                                        | CUSIP: G08820SA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       860000 | PA      | $1103162.12   | 0.01%             | 2028-06-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KFW 0% 12/15/27/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MKE4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3740000 | PA      | $4211781.53   | 0.03%             | 2027-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 0.487% 10/20/50/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS85 0.48750000                                     | CUSIP: X7S28MMN5<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       450000 | PA      | $245194.97    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| LONDON & QUAD 2% 10/20/38/GBP/                | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S EMTN 2.00000000                                    | CUSIP: G5689LAH6<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       425000 | PA      | $378036.70    | 0.00%             | 2038-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.4% 11/15/30/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 7Y 2.40000000                                  | CUSIP: D2R8H4KF5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      7690000 | PA      | $9016223.64   | 0.06%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.5% 05/06/41/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 258 0.50000000                                  | CUSIP: D1R1ZQCR6<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       138000 | PA      | $101809.26    | 0.00%             | 2041-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.15% 09/14/40/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 247 0.15000000                                  | CUSIP: D1R1ZQCE5<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       310000 | PA      | $221423.44    | 0.00%             | 2040-09-14      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE V/R 08/31/81/EUR/                | ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 1.37500000                                      | CUSIP: D2542RAD9<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $111683.87    | 0.00%             | 2081-08-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.8% 03/01/41/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 1.80000000                                       | CUSIP: T6052BXX1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5969000 | PA      | $5323508.00   | 0.03%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 2% 12/17/31/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.00000000                                               | CUSIP: Y6065BNK9<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    245230000 | PA      | $8083393.23   | 0.05%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.5% 05/25/36/EUR/                     | UNEDIC /EUR/ REGD REG S EMTN 0.50000000                                                      | CUSIP: F961A7BJ8<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       500000 | PA      | $428401.53    | 0.00%             | 2036-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH G 1.375% 06/23/71/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1064 1.37500000                                      | CUSIP: W7S736KK3<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |       570000 | PA      | $34471.94     | 0.00%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VESTEDA FI 0.75% 10/18/31/EUR/                | VESTEDA FINANCE BV /EUR/ REGD REG S EMTN 0.75000000                                          | CUSIP: N5012RFS4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2200000 | PA      | $2228543.80   | 0.01%             | 2031-10-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO IN 0.75% 10/14/33/EUR/                | PEPSICO INC /EUR/ REGD 0.75000000                                                            | CUSIP: 713448FH6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1311456.40   | 0.01%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CANTON OF ZUR 0% 06/23/28/CHF/                | CANTON OF ZURICH /CHF/ REGD REG S 0.00000000                                                 | CUSIP: H98449DA8<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | USGA              | CH        |       800000 | PA      | $1003702.56   | 0.01%             | 2028-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANTON OF Z 0.1% 06/23/45/CHF/                | CANTON OF ZURICH /CHF/ REGD REG S 0.10000000                                                 | CUSIP: H98449CZ4<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | USGA              | CH        |        50000 | PA      | $51811.77     | 0.00%             | 2045-06-23      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 1.25% 10/25/30/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 1030 1.25000000                                        | CUSIP: X8T024V85<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     47273000 | PA      | $11371450.75  | 0.07%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-W 3.25% 09/27/27/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.25000000                                            | CUSIP: D4S59L6L0<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59713.93     | 0.00%             | 2027-09-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLI 5% 09/30/30/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 150 5.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     60730000 | PA      | $3075295.70   | 0.02%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 5.5% 12/12/28/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 149 5.50000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     83830000 | PA      | $4271839.43   | 0.03%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 1.75% 11/21/32/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 165 1.75000000                                    | CUSIP: Q08184ND3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     11770000 | PA      | $6582010.59   | 0.04%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 0.85% 07/30/37/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.85000000                                               | CUSIP: E8922AKX7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1093000 | PA      | $966568.58    | 0.01%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 06/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 159 0.10000000                                           | CUSIP: J2S39LK45<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    809100000 | PA      | $5028930.47   | 0.03%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| L-BANK BW  0.01% 01/20/31/EUR/                | L-BANK BW FOERDERBANK /EUR/ REGD REG S SER 5614 0.01000000                                   | CUSIP: D5056KBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $714449.83    | 0.00%             | 2031-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH CO 0.25% 06/09/27/SEK/                | SWEDISH COVERED BOND /SEK/ REGD REG S SER 148 0.25000000                                     | CUSIP: W9514TCJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $211349.31    | 0.00%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HEXAGON H 3.625% 04/22/48/GBP/                | HEXAGON HOUSING ASSOC /GBP/ REGD REG S 3.62500000                                            | CUSIP: G24212AA3<br>LEI: 213800XQ2LOOODLMCL89 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $931532.03    | 0.01%             | 2048-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.01% 01/10/31/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S EMTN 0.01000000                                          | CUSIP: D5S19DCN3<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       779000 | PA      | $799006.30    | 0.00%             | 2031-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE 1.625% 06/09/30/EUR/                | AIRBUS SE /EUR/ REGD REG S EMTN 1.62500000                                                   | CUSIP: N0280GBV1<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       808000 | PA      | $900561.42    | 0.01%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 1.8% 09/02/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2403 1.80000000                                        | CUSIP: Y1456TQS8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     17000000 | PA      | $2436782.84   | 0.01%             | 2027-09-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - 0.01% 01/29/36/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: F1R83CEP7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $82787.02     | 0.00%             | 2036-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  V/R /PERP//EUR/                | TOTALENERGIES SE /EUR/ REGD V/R /PERP/ REG S EMTN SER NC7 1.62500000                         | CUSIP: F9382DAC8<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1936519.88   | 0.01%             | 2174-01-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPO 2.9% 08/19/32/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2211 2.90000000                                      | CUSIP: Y23862UD8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    106600000 | PA      | $16129607.31  | 0.10%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.5% 05/25/43/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000                                               | CUSIP: F26348BH8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       140000 | PA      | $132053.04    | 0.00%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENN 4% 04/30/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 13Y 4.00000000                                       | CUSIP: T6052BS58<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       800000 | PA      | $987647.47    | 0.01%             | 2035-04-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVE 1.74% 10/15/29/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.74000000                                         | CUSIP: Y6S39B8U7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      8300000 | PA      | $1197824.43   | 0.01%             | 2029-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 02/09/29/EUR/                | CAIXABANK SA /EUR/ REGD V/R REG S EMTN 0.50000000                                            | CUSIP: E2R193ZK3<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1684798.94   | 0.01%             | 2029-02-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| HOUSING AU 1.41% 06/29/32/AUD/                | HOUSING AUSTRALIA /AUD/ REGD MTN 1.41000000                                                  | CUSIP: Q6568MAC8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       460000 | PA      | $247841.10    | 0.00%             | 2032-06-29      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CCF SFH SAC 2.5% 06/28/28/EUR/                | CCF SFH SACA /EUR/ REGD REG S EMTN 2.50000000                                                | CUSIP: F5035ZAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2228045.28   | 0.01%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.06% 06/06/32/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2205 3.06000000                                        | CUSIP: Y0R4AWMT8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     53100000 | PA      | $8103033.63   | 0.05%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CIE GENER 0.625% 11/02/40/EUR/                | CIE GENERALE DES ESTABLI /EUR/ REGD REG S 0.62500000                                         | CUSIP: F61824FF4<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $220464.56    | 0.00%             | 2040-11-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EXXON MOB 0.835% 06/26/32/EUR/                | EXXON MOBIL CORPORATION /EUR/ REGD 0.83500000                                                | CUSIP: U30276AE6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1062868.75   | 0.01%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 03/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 151 0.00500000                                           | CUSIP: J2S39LUC6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2608000000 | PA      | $16461668.02  | 0.10%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.85% 07/19/38/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 576 1.85000000                                   | CUSIP: H6218UQG8<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $69275.48     | 0.00%             | 2038-07-19      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HUNGARY 1.75% 06/05/35/EUR/                   | HUNGARY /EUR/ REGD REG S SER 15Y 1.75000000                                                  | CUSIP: X93622FQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      2000000 | PA      | $1881495.19   | 0.01%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOB 1.408% 06/26/39/EUR/                | EXXON MOBIL CORPORATION /EUR/ REGD 1.40800000                                                | CUSIP: U30276AD8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       700000 | PA      | $591616.27    | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.85% 06/30/20/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.85000000                                                    | CUSIP: A0654UNV9<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      1010000 | PA      | $355325.40    | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| LAND HESSE 1.75% 07/05/27/EUR/                | LAND HESSEN /EUR/ REGD 1.75000000                                                            | CUSIP: D3R1TJDL7<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $116672.37    | 0.00%             | 2027-07-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC  4.375% 07/18/38/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 4.37500000                                                      | CUSIP: X32332U34<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1100000 | PA      | $1382809.65   | 0.01%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB 2.6% 08/15/33/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 2.60000000                                 | CUSIP: D2R8H4KG3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      8640000 | PA      | $10082205.07  | 0.06%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 2.875% 04/05/33/EUR/                 | NRW.BANK /EUR/ REGD REG S EMTN 2.87500000                                                    | CUSIP: D5S268TW7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       600000 | PA      | $698942.81    | 0.00%             | 2033-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CLARION FU 1.25% 11/13/32/GBP/                | CLARION FUNDING PLC /GBP/ REGD REG S EMTN 1.25000000                                         | CUSIP: G2R64SAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1063883.14   | 0.01%             | 2032-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/30/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000                                               | CUSIP: F26348CE4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     23480000 | PA      | $24101222.43  | 0.15%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN I 0.05% 01/16/30/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.05000000                                      | CUSIP: L32482HC5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      7900000 | PA      | $8423151.70   | 0.05%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LA POSTE  0.625% 01/18/36/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 0.62500000                                                 | CUSIP: F5548BCZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $172777.90    | 0.00%             | 2036-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  0.125% 06/10/30/EUR/                | REPUBLIC OF ESTONIA /EUR/ REGD REG S SER 10Y 0.12500000                                      | CUSIP: X2235CAT7<br>LEI: N/A                  | Long             | DBT              | USGA              | EE        |       200000 | PA      | $207680.96    | 0.00%             | 2030-06-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.65% 12/01/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 1.65000000                                       | CUSIP: T6052BWV6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     10474000 | PA      | $11677750.73  | 0.07%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| UNITED KING 0.5% 10/22/61/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.50000000                                              | CUSIP: G4527HSG7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11022000 | PA      | $3881715.66   | 0.02%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.625% 10/22/50/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000                                              | CUSIP: G4527HSJ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     12526000 | PA      | $6226636.82   | 0.04%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.125% 01/31/28/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.12500000                                              | CUSIP: G4527HSH5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     21957000 | PA      | $27606809.48  | 0.17%             | 2028-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 3.625% 09/14/32/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 3.62500000                                      | CUSIP: F0R03PPC4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3542273.07   | 0.02%             | 2032-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BAN 2.375% 09/13/27/EUR/                | ROYAL BANK OF CANADA /EUR/ REGD REG S 2.37500000                                             | CUSIP: C8S08PMK9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $176427.79    | 0.00%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 2.5% 01/15/30/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000                                                 | CUSIP: N82128BJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5720000 | PA      | $6738048.54   | 0.04%             | 2030-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK  1.5% 09/15/27/EUR/                | ROYAL BANK OF CANADA /EUR/ REGD REG S SER . 1.50000000                                       | CUSIP: C4R461QE6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $115900.55    | 0.00%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.25% 02/18/41/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.25000000                                         | CUSIP: D3R33ABL2<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       394000 | PA      | $282175.41    | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  1.25% 09/17/31/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 483 1.25000000                                           | CUSIP: R34155BW1<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     18344000 | PA      | $1572115.38   | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE DES 0.3% 09/02/36/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.30000000                                     | CUSIP: F45204CN6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $164160.16    | 0.00%             | 2036-09-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 12/20/51/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 73 0.70000000                                           | CUSIP: J2S39LSJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    586150000 | PA      | $2023197.91   | 0.01%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 04/21/31/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: D0R6FVKK4<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $606727.54    | 0.00%             | 2031-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 0.5% 07/15/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 0.50000000                                  | CUSIP: T6052BE87<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8744000 | PA      | $9815586.22   | 0.06%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA 0.5% 05/20/29/EUR/                  | KELLANOVA /EUR/ REGD 0.50000000                                                              | CUSIP: 487836BY3<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      1885000 | PA      | $2050122.54   | 0.01%             | 2029-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW 0.375% 05/20/36/EUR/                      | KFW /EUR/ REGD REG S EMTN 0.37500000                                                         | CUSIP: D4S46MPW9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       948000 | PA      | $843073.21    | 0.01%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TESCO CORP 2.75% 04/27/30/GBP/                | TESCO CORP TREASURY SERV /GBP/ REGD REG S EMTN 2.75000000                                    | CUSIP: G8762ZAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       825000 | PA      | $1035066.05   | 0.01%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.75% 05/25/32/EUR/                | REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 2.75000000                                          | CUSIP: X7327PAS8<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      3000000 | PA      | $3442706.88   | 0.02%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HERA SPA 2.5% 05/25/29/EUR/                   | HERA SPA /EUR/ REGD REG S EMTN 2.50000000                                                    | CUSIP: T5R49ZAH7<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $232570.90    | 0.00%             | 2029-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 02/25/28/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F26348BB1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1180000 | PA      | $1341715.61   | 0.01%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF 0.7% 04/20/71/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.70000000                                                    | CUSIP: A0654UUC3<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3371000 | PA      | $1353817.10   | 0.01%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH GOV 0.5% 11/24/45/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1063 0.50000000                                      | CUSIP: W7S736KB3<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      4650000 | PA      | $317580.07    | 0.00%             | 2045-11-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 1.125% 07/05/26/GBP/                | VOLKSWAGEN FIN SERV NV /GBP/ REGD REG S EMTN 1.12500000                                      | CUSIP: D2553KZL5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1328369.39   | 0.01%             | 2026-07-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.7% 07/06/51/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN SER UFA 0.70000000                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5900000 | PA      | $3386757.98   | 0.02%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 2.25% 06/22/34/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 34/A 2.25000000                                       | CUSIP: X51627KL4<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    100520000 | PA      | $219920.60    | 0.00%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.5% 03/20/60/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 13 0.50000000                                           | CUSIP: J2S39LBD5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1954100000 | PA      | $5386374.85   | 0.03%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.81% 09/14/50/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.81000000                                         | CUSIP: Y6S39BYR5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     55000000 | PA      | $9973698.26   | 0.06%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSIT 1% 09/21/28/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S 1.00000000                                         | CUSIP: T2599HJA3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       300000 | PA      | $337078.49    | 0.00%             | 2028-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRA 0.01% 02/22/28/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S 0.01000000                                          | CUSIP: F14221DM8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $111533.38    | 0.00%             | 2028-02-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.25% 04/09/29/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD SER 908 0.25000000                                             | CUSIP: D5S19DCU7<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $764954.36    | 0.00%             | 2029-04-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANTON OF  0.03% 06/28/30/CHF/                | CANTON OF GENEVA /CHF/ REGD REG S 0.03000000                                                 | CUSIP: H1288PCL9<br>LEI: 506700UV219R323PYU70 | Long             | DBT              | USGA              | CH        |      1250000 | PA      | $1547134.20   | 0.01%             | 2030-06-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.01% 06/03/30/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.01000000                                         | CUSIP: D3R33ABF5<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $522809.55    | 0.00%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED 1.25% 06/03/30/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S 1.25000000                                           | CUSIP: F07335ND4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1077696.84   | 0.01%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.01% 11/25/27/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 901 0.01000000                                       | CUSIP: D5S19DCM5<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $112557.82    | 0.00%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 02/21/31/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: D4884QHK0<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $406454.47    | 0.00%             | 2031-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LA BANQUE PO V/R 02/09/28/EUR/                | LA BANQUE POSTALE /EUR/ REGD V/R REG S EMTN 1.00000000                                       | CUSIP: F5407GA48<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $461867.77    | 0.00%             | 2028-02-09      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EU 0% 01/20/31/EUR/                | COUNCIL OF EUROPE /EUR/ REGD REG S EMTN 0.00000000                                           | CUSIP: F2R96AER0<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $5118492.25   | 0.03%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIO 1% 01/19/61/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: F847BRDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $41484.56     | 0.00%             | 2061-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RADIOTELE 4.375% 07/10/29/EUR/                | RADIOTELEVISIONE ITALIAN /EUR/ REGD REG S 4.37500000                                         | CUSIP: T7S19WAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       100000 | PA      | $121781.70    | 0.00%             | 2029-07-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.6% 08/15/34/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 2.60000000                                 | CUSIP: D2R8H4LD9<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     12340000 | PA      | $14294823.66  | 0.09%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 2.5% 10/15/29/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.50000000                                    | CUSIP: D5S07LKK6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       550000 | PA      | $644471.21    | 0.00%             | 2029-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASN BANK  3.625% 10/21/31/EUR/                | ASN BANK NV /EUR/ REGD REG S EMTN 3.62500000                                                 | CUSIP: N2R87AJW6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $236288.81    | 0.00%             | 2031-10-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN- 0% 03/10/31/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD REG S 0.00000000                                              | CUSIP: D6T54YDG4<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       280000 | PA      | $285446.81    | 0.00%             | 2031-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.5% 04/30/45/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 24Y 1.50000000                                       | CUSIP: T6052BZE1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4831000 | PA      | $3737903.50   | 0.02%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| EATON CAP 0.577% 03/08/30/EUR/                | EATON CAPITAL ULC /EUR/ REGD REG S 0.57700000                                                | CUSIP: G3R310AD2<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       484000 | PA      | $515542.50    | 0.00%             | 2030-03-08      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| BOOKING HOL 0.5% 03/08/28/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 0.50000000                                                   | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $5055536.12   | 0.03%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HK GOVT BO 1.59% 03/04/36/HKD/                | HK GOVT BOND PROGRAMME /HKD/ REGD 1.59000000                                                 | CUSIP: Y3R2B8JT2<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      3100000 | PA      | $343516.55    | 0.00%             | 2036-03-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 0.5% 07/15/32/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000                                                 | CUSIP: N82128AG9<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |       220000 | PA      | $224794.18    | 0.00%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 Y 2.2% 06/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 83 2.20000000                                           | CUSIP: J2S39L3F9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    431000000 | PA      | $2162374.11   | 0.01%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 3.15% 02/06/54/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD 3.15000000                                                    | CUSIP: D6T54YDW9<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       150000 | PA      | $151759.45    | 0.00%             | 2054-02-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.15% 10/01/39/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 4.15000000                                       | CUSIP: T6052B6W3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5810000 | PA      | $7063987.01   | 0.04%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LA POSTE  1.375% 04/21/32/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 1.37500000                                                 | CUSIP: F7S68YBS1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1363549.73   | 0.01%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DAA FINAN 1.601% 11/05/32/EUR/                | DAA FINANCE PLC /EUR/ REGD REG S 1.60100000                                                  | CUSIP: G2614RAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       400000 | PA      | $418413.48    | 0.00%             | 2032-11-05      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 11/05/29/EUR/                | FREISTAAT SACHSEN /EUR/ REGD REG S 0.01000000                                                | CUSIP: D6654WAF8<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       197000 | PA      | $209839.79    | 0.00%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN  0.5% 09/21/26/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 164 0.50000000                                    | CUSIP: Q2R04NCS1<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4170000 | PA      | $2716339.26   | 0.02%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH C 3.625% 06/22/32/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.62500000                                           | CUSIP: B2758CCV1<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $241831.71    | 0.00%             | 2032-06-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMU 4% 09/26/42/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 4.00000000                                           | CUSIP: B2758CCU3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      1000000 | PA      | $1163288.16   | 0.01%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 6.7% 02/25/32/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 10Y 6.70000000                                        | CUSIP: X5S007JK4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      8530000 | PA      | $1959704.00   | 0.01%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  1.1% 04/18/28/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 550 1.10000000                                   | CUSIP: H6218UNG1<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       130000 | PA      | $167111.64    | 0.00%             | 2028-04-18      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPO 3.5% 12/20/28/SEK/                | DANSKE HYPOTEK AB /SEK/ REGD REG S MTN SER 2812 3.50000000                                   | CUSIP: W2452XAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $223232.57    | 0.00%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME 0.01% 10/08/27/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 61 0.01000000                                  | CUSIP: D0476AAA6<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $564449.91    | 0.00%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING-DIBA A 0.01% 10/07/28/EUR/                | ING-DIBA AG /EUR/ REGD REG S EMTN 0.01000000                                                 | CUSIP: D3562SAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $219888.50    | 0.00%             | 2028-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROCAJA  0.125% 09/22/31/EUR/                | EUROCAJA RURAL SCC /EUR/ REGD REG S 0.12500000                                               | CUSIP: E4605EAA3<br>LEI: 95980020140005552166 | Long             | DBT              | CORP              | ES        |      2300000 | PA      | $2288592.73   | 0.01%             | 2031-09-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEA 0.2% 09/23/27/EUR/                | ANZ NEW ZEALAND INTL/LDN /EUR/ REGD REG S EMTN 0.20000000                                    | CUSIP: G0464SBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      6000000 | PA      | $6773738.33   | 0.04%             | 2027-09-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SY 0.25% 06/14/28/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: B4S13TGC9<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $221506.24    | 0.00%             | 2028-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE 1% 09/24/28/EUR/                | BUNGE FINANCE EUROPE BV /EUR/ REGD REG S EMTN 1.00000000                                     | CUSIP: N9354LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2050000 | PA      | $2296054.35   | 0.01%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 12/01/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 0.95000000                                       | CUSIP: T6052BF37<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      9585000 | PA      | $10057886.25  | 0.06%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| TASMANIAN  4.75% 01/21/31/AUD/                | TASMANIAN PUBLIC FINANCE /AUD/ REGD REG S MTN 4.75000000                                     | CUSIP: Q88765UL6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2570000 | PA      | $1708726.43   | 0.01%             | 2031-01-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.75% 04/14/41/EUR/                   | ROMANIA /EUR/ REGD EMTN 2.75000000                                                           | CUSIP: X7360WBS0<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |       800000 | PA      | $622379.70    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2% 04/14/33/EUR/                      | ROMANIA /EUR/ REGD EMTN 2.00000000                                                           | CUSIP: X7360WBT8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1500000 | PA      | $1432973.01   | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT  0.2% 03/10/30/JPY/                | JAPAN GOVT CPI LINKED /JPY/ REGD SER 25 0.20000000                                           | CUSIP: J2S39KAR7<br>LEI: N/A                  | Long             | DBT              | UST               | JP        |    112112000 | PA      | $749055.10    | 0.00%             | 2030-03-10      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| THALES SA 1% 05/15/28/EUR/                    | THALES SA /EUR/ REGD REG S EMTN 1.00000000                                                   | CUSIP: F9156MFT0<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2154267.10   | 0.01%             | 2028-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 0.01% 05/18/27/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 517 0.01000000                                              | CUSIP: D09856A27<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $798608.53    | 0.00%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNGARY 0.5% 11/18/30/EUR/                    | HUNGARY /EUR/ REGD REG S SER 10Y 0.50000000                                                  | CUSIP: X93622FW7<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      1000000 | PA      | $1027462.67   | 0.01%             | 2030-11-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BORGWARNER IN 1% 05/19/31/EUR/                | BORGWARNER INC /EUR/ REGD 1.00000000                                                         | CUSIP: 099724AN6<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      2678000 | PA      | $2765927.34   | 0.02%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FINNISH G 0.125% 04/15/52/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 31Y 0.12500000                                             | CUSIP: X27717LS8<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1470000 | PA      | $675832.48    | 0.00%             | 2052-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA 4.125% 09/23/29/EUR/                 | BULGARIA /EUR/ REGD REG S SER 7Y 4.12500000                                                  | CUSIP: X0R483AV4<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |      1000000 | PA      | $1233464.97   | 0.01%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.01% 10/06/28/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 250 0.01000000                                  | CUSIP: D1R1ZQCH8<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       640000 | PA      | $703233.43    | 0.00%             | 2028-10-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND GO 0.35% 10/18/32/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.35000000                                          | CUSIP: G4R49GAZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1460000 | PA      | $1460969.42   | 0.01%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 4.25% 12/10/32/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3212 4.25000000                                           | CUSIP: Y7277FV80<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1100000000 | PA      | $804022.23    | 0.00%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANC S/UP 06/17/30/EUR/                | ENEL FINANCE INTL NV /EUR/ REGD S/UP REG S EMTN 0.75000000                                   | CUSIP: N30706VA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     12426000 | PA      | $13191185.33  | 0.08%             | 2030-06-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB  0% 08/15/31/EUR/                 | BUNDESREPUB DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                          | CUSIP: D206593K8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9650000 | PA      | $9877230.61   | 0.06%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE  0.75% 06/23/31/EUR/                | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: F5407GVY9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $305711.75    | 0.00%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 1.75% 04/25/32/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0432 1.75000000                                        | CUSIP: X8T0245B7<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     29453000 | PA      | $6910206.09   | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.375% 06/10/30/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3006 1.37500000                                           | CUSIP: Y7277FE71<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  11707090000 | PA      | $7496319.09   | 0.05%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.44% 10/15/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.44000000                                         | CUSIP: Y6S39BX96<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    258000000 | PA      | $37593324.12  | 0.23%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEA 0.1% 05/19/28/EUR/                | ONTARIO TEACHERS' FINANC /EUR/ REGD REG S EMTN 0.10000000                                    | CUSIP: C69798AL7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       100000 | PA      | $111249.28    | 0.00%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEA 0.9% 05/20/41/EUR/                | ONTARIO TEACHERS' FINANC /EUR/ REGD REG S EMTN 0.90000000                                    | CUSIP: C69798AK9<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      1650000 | PA      | $1261057.55   | 0.01%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| TENNET NET  4.5% 10/28/34/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 4.50000000                                               | CUSIP: N85094UM5<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $628705.45    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 2.875% 05/25/30/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.87500000                                    | CUSIP: F1270CZF8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1200000 | PA      | $1415810.48   | 0.01%             | 2030-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NORDEA KI 2.375% 04/04/28/EUR/                | NORDEA KIINNITYSLUOTTO /EUR/ REGD REG S EMTN 2.37500000                                      | CUSIP: X585B5AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $117447.52    | 0.00%             | 2028-04-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN FIN  1% 04/22/27/EUR/                | GIVAUDAN FIN EUROPE /EUR/ REGD REG S 1.00000000                                              | CUSIP: N35840AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115386.85    | 0.00%             | 2027-04-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO 1% 04/12/52/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 31Y 1.00000000                                          | CUSIP: X6694NBR1<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      2560000 | PA      | $1587925.72   | 0.01%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| AAREAL BAN 0.01% 02/01/28/EUR/                | AAREAL BANK AG /EUR/ REGD REG S SER 236 0.01000000                                           | CUSIP: D0037WKC5<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $111761.44    | 0.00%             | 2028-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KFW 0% 01/10/31/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MKS3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3310000 | PA      | $3412649.96   | 0.02%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 0.95% 01/10/21/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.95000000                                    | CUSIP: D5S07LHC8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       945000 | PA      | $317669.53    | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 03/01/37/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 16Y 0.95000000                                 | CUSIP: T6052BYU6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     11714000 | PA      | $10436226.50  | 0.06%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 12/20/40/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 175 0.50000000                                          | CUSIP: J2S39LKN3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1498400000 | PA      | $7086215.22   | 0.04%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  2.632% 04/15/31/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0220 2.63200000                                           | CUSIP: Y2R35QHH7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     45710000 | PA      | $10870995.06  | 0.07%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.3% 07/26/36/EUR/                | REPUBLIC OF CHILE /EUR/ REGD 1.30000000                                                      | CUSIP: P79082AC0<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      1000000 | PA      | $912549.83    | 0.01%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSC 0% 02/16/37/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.00000000                                       | CUSIP: N6S77BXZ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      1000000 | PA      | $809248.73    | 0.00%             | 2037-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 05/25/72/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000                                               | CUSIP: F26348BW5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      5493000 | PA      | $1598737.81   | 0.01%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| KUNTARAHOITUS 0% 03/02/31/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.00000000                                           | CUSIP: X5S9WABU9<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       700000 | PA      | $712798.33    | 0.00%             | 2031-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLO 0% 02/12/31/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS86 0.00000000                                     | CUSIP: X7S28MMP0<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       800000 | PA      | $825704.92    | 0.01%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY C 1.25% 11/19/27/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 1.25000000                                             | CUSIP: Q9194YJR6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2370000 | PA      | $1497556.35   | 0.01%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KUNTARAHO 3.125% 07/29/30/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 3.12500000                                           | CUSIP: X5S9WA2R6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       400000 | PA      | $479172.03    | 0.00%             | 2030-07-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SPAREBANK  1.75% 04/27/27/EUR/                | SPAREBANK 1 OESTLANDET /EUR/ REGD REG S EMTN 1.75000000                                      | CUSIP: R8T572BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      1000000 | PA      | $1164179.28   | 0.01%             | 2027-04-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSIT 2% 04/20/27/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S EMTN 2.00000000                                    | CUSIP: T2599HHT4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       300000 | PA      | $351146.22    | 0.00%             | 2027-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  3% 11/14/34/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 3.00000000                                     | CUSIP: D4902NFD3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $817737.17    | 0.01%             | 2034-11-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE 1% 01/28/41/EUR/                   | VONOVIA SE /EUR/ REGD REG S EMTN 1.00000000                                                  | CUSIP: D9581TCC2<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $793018.15    | 0.00%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.62% 06/25/30/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.62000000                                         | CUSIP: Y6S39B2U3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    264500000 | PA      | $39530539.09  | 0.24%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEA 1% 03/20/34/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 2 1.00000000                                            | CUSIP: J2S39L2L7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1707350000 | PA      | $10155048.36  | 0.06%             | 2034-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GO 1% 12/21/30/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 160 1.00000000                                    | CUSIP: Q2R04NCH5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     11110000 | PA      | $6330812.59   | 0.04%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LINDE PLC 0% 09/30/26/EUR/                    | LINDE PLC /EUR/ REGD REG S EMTN 0.00000000                                                   | CUSIP: G5494JAA1<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $577487.16    | 0.00%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 04/29/31/EUR/                | FREISTAAT SACHSEN /EUR/ REGD REG S SER 134 0.01000000                                        | CUSIP: D6654WAJ0<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $101558.37    | 0.00%             | 2031-04-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 09/20/40/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 174 0.40000000                                          | CUSIP: J2S39LHU1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2658750000 | PA      | $12473584.01  | 0.08%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DE 0% 11/15/31/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER G 0.00000000                                               | CUSIP: K30904CE2<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     16570000 | PA      | $2277848.69   | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.625% 01/26/52/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.62500000                                                      | CUSIP: D09856C82<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       420000 | PA      | $228450.42    | 0.00%             | 2052-01-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MUENCHENE 0.125% 02/01/29/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 0.12500000                                    | CUSIP: D5557ESV4<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $54712.69     | 0.00%             | 2029-02-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLI 3% 03/03/33/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 156 3.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     13630000 | PA      | $607654.13    | 0.00%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| P3 GROUP  1.625% 01/26/29/EUR/                | P3 GROUP SARL /EUR/ REGD REG S EMTN 1.62500000                                               | CUSIP: L7S57TAA8<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      2300000 | PA      | $2585235.01   | 0.02%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SAP SE 0.375% 05/18/29/EUR/                   | SAP SE /EUR/ REGD REG S 0.37500000                                                           | CUSIP: D66992EU4<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      6600000 | PA      | $7191123.42   | 0.04%             | 2029-05-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 06/10/33/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3306 3.25000000                                           | CUSIP: Y7277FZ94<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   6160000000 | PA      | $4233397.36   | 0.03%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LINDE FINA 0.55% 05/19/32/EUR/                | LINDE FINANCE BV /EUR/ REGD REG S EMTN 0.55000000                                            | CUSIP: N52667GN1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       800000 | PA      | $796416.92    | 0.00%             | 2032-05-19      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| LINDE FINA 0.25% 05/19/27/EUR/                | LINDE FINANCE BV /EUR/ REGD REG S MTN 0.25000000                                             | CUSIP: N52667GP6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $228274.11    | 0.00%             | 2027-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NIBC BANK 0.125% 04/21/31/EUR/                | NIBC BANK NV /EUR/ REGD REG S EMTN 0.12500000                                                | CUSIP: N6305AQM6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $101256.37    | 0.00%             | 2031-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 12/15/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 3.85000000                                  | CUSIP: T6052BT65<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8510000 | PA      | $10458005.43  | 0.06%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.1% 03/20/43/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 184 1.10000000                                          | CUSIP: J2S39LE83<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1628650000 | PA      | $8038548.10   | 0.05%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PA 4.875% 03/17/31/EUR/                | GLOBAL PAYMENTS INC /EUR/ REGD 4.87500000                                                    | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2507381.32   | 0.02%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENNET NE 0.875% 06/16/35/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 0.87500000                                               | CUSIP: N85094SF3<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $284572.70    | 0.00%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SGS NEDER 0.125% 04/21/27/EUR/                | SGS NEDERLAND HLDG BV /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: N79068AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2847932.63   | 0.02%             | 2027-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 0.85% 07/30/37/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.85000000                                               | CUSIP: E8922AKX7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      6030000 | PA      | $5332487.24   | 0.03%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AMCO SPA 0.75% 04/20/28/EUR/                  | AMCO SPA /EUR/ REGD REG S EMTN 0.75000000                                                    | CUSIP: T60387AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       363000 | PA      | $408354.40    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME 0.01% 08/26/30/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 59 0.01000000                                  | CUSIP: D2R3ZXAD8<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1032510.43   | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.01% 08/13/30/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 898 0.01000000                                       | CUSIP: D5S19DCJ2<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       749000 | PA      | $779850.93    | 0.00%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 10/04/30/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.00000000                                     | CUSIP: B3S09CAF3<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |     10000000 | PA      | $10421420.86  | 0.06%             | 2030-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.1% 10/04/40/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.10000000                                     | CUSIP: B3S09CAN6<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      7675000 | PA      | $5450670.70   | 0.03%             | 2040-10-04      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP 2% 09/17/35/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD 2.00000000                                                 | CUSIP: Q9194YPB4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4570000 | PA      | $2268494.31   | 0.01%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 10/20/28/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                    | CUSIP: A0654UWN7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3940000 | PA      | $4348738.68   | 0.03%             | 2028-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDO 4% 10/22/63/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.00000000                                              | CUSIP: G4527HA27<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      7495000 | PA      | $8138146.58   | 0.05%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KING 4.5% 06/07/28/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000                                              | CUSIP: G4527HA76<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10970000 | PA      | $15040120.26  | 0.09%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAISSE RE 3.375% 06/28/32/EUR/                | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S 3.37500000                                         | CUSIP: F1R06PAD3<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119063.40    | 0.00%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 1% 07/06/32/EUR/                | EUROPEAN UNION /EUR/ REGD REG S SER UFA 1.00000000                                           | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5800000 | PA      | $6088587.02   | 0.04%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TDF INFRAS 1.75% 12/01/29/EUR/                | TDF INFRASTRUCTURE SAS /EUR/ REGD REG S 1.75000000                                           | CUSIP: F9053PAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2533881.00   | 0.02%             | 2029-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.75% 07/07/33/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 742 1.75000000                                  | CUSIP: H617316T9<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $67797.82     | 0.00%             | 2033-07-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.75% 07/09/38/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S MTN SER 743 1.75000000                              | CUSIP: H617316S1<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        70000 | PA      | $95949.93     | 0.00%             | 2038-07-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 11/15/27/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 8Y 0.00000000                                  | CUSIP: D2R8H4FD6<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     11701000 | PA      | $13233014.36  | 0.08%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RECKITT BE 0.75% 05/19/30/EUR/                | RECKITT BENCKISER TSY NL /EUR/ REGD REG S 0.75000000                                         | CUSIP: N73371AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $214152.62    | 0.00%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 2.75% 02/25/29/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000                                               | CUSIP: F26348BS4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     14520000 | PA      | $17190882.19  | 0.11%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| RECKITT BE 1.75% 05/19/32/GBP/                | RECKITT BENCKISER TSY /GBP/ REGD REG S 1.75000000                                            | CUSIP: G7420BFM2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1675000 | PA      | $1909244.08   | 0.01%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/27/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N8T17VZH5<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      6290000 | PA      | $7244019.95   | 0.04%             | 2027-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TELSTRA GROUP 1% 04/23/30/EUR/                | TELSTRA GROUP LTD /EUR/ REGD REG S 1.00000000                                                | CUSIP: Q8T40AMG5<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      1025000 | PA      | $1107982.01   | 0.01%             | 2030-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FR 0% 06/22/29/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD EMTN 0.00000000                                          | CUSIP: B2763WC65<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $213589.88    | 0.00%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 7% 10/24/35/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 35/A 7.00000000                                       | CUSIP: X51627P88<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    662990000 | PA      | $2053698.11   | 0.01%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC R 0.75% 06/18/31/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 0.75000000                                                      | CUSIP: X32332G22<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      2170000 | PA      | $2284148.79   | 0.01%             | 2031-06-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 02/20/31/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                    | CUSIP: A0654UTZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      6414000 | PA      | $6589712.10   | 0.04%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIKA 0.687% 03/03/81/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS87 0.68750000                                     | CUSIP: X7S28MMS4<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       121000 | PA      | $39017.36     | 0.00%             | 2081-03-03      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN  0.01% 02/02/28/EUR/                | JAPAN FIN ORG MUNICIPAL /EUR/ REGD REG S EMTN SER GMTN 0.01000000                            | CUSIP: J2820R7F5<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |      1000000 | PA      | $1117016.16   | 0.01%             | 2028-02-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 0% 05/25/31/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.00000000                                    | CUSIP: F1270CXN3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1600000 | PA      | $1607611.86   | 0.01%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 2.9% 03/08/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2303 2.90000000                                        | CUSIP: Y0R4AWNU4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    179500000 | PA      | $26337144.72  | 0.16%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.45% 02/15/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 0.45000000                                  | CUSIP: T6052BJ25<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6800000 | PA      | $7514115.93   | 0.05%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| EQUINOR A 1.375% 05/22/32/EUR/                | EQUINOR ASA /EUR/ REGD REG S EMTN 1.37500000                                                 | CUSIP: R2R90PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       825000 | PA      | $866065.28    | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALLIANDER 0.375% 06/10/30/EUR/                | ALLIANDER NV /EUR/ REGD REG S EMTN 0.37500000                                                | CUSIP: N0373ACV1<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $420261.49    | 0.00%             | 2030-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND G 2% 05/15/32/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0532 2.00000000                                        | CUSIP: Q54627DM5<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      5320000 | PA      | $2711742.03   | 0.02%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RECKITT BE 1.75% 05/19/32/GBP/                | RECKITT BENCKISER TSY /GBP/ REGD REG S 1.75000000                                            | CUSIP: G7420BFM2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       500000 | PA      | $569923.61    | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 1.5% 04/24/40/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 125 1.50000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     45720000 | PA      | $1460070.49   | 0.01%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 0.01% 11/25/28/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: F0108UNM6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       900000 | PA      | $980011.89    | 0.01%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.5% 06/17/41/EUR/                   | NRW.BANK /EUR/ REGD REG S EMTN 0.50000000                                                    | CUSIP: D5S2673H0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $72810.69     | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S  0.5% 01/16/29/EUR/                | JDE PEET'S NV /EUR/ REGD REG S EMTN 0.50000000                                               | CUSIP: N44664AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3990000 | PA      | $4338580.22   | 0.03%             | 2029-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SANDOZ FINA 4.5% 11/17/33/EUR/                | SANDOZ FINANCE B.V. /EUR/ REGD REG S 4.50000000                                              | CUSIP: N7699AAB9<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $12429681.81  | 0.08%             | 2033-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC S 0.427% 12/14/26/EUR/                | WESTPAC SEC NZ/LONDON /EUR/ REGD REG S EMTN 0.42700000                                       | CUSIP: G9572ZDM3<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      2500000 | PA      | $2884598.52   | 0.02%             | 2026-12-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.73% 05/25/70/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.73000000                                         | CUSIP: Y6S39BXL9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     14670000 | PA      | $2836489.44   | 0.02%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE  1% 01/05/29/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S 1.00000000                                            | CUSIP: F01177AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $557905.28    | 0.00%             | 2029-01-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.125% 03/15/33/EUR/                | CREDIT AGRICOLE ITALIA /EUR/ REGD REG S 0.12500000                                           | CUSIP: T3R63EAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       100000 | PA      | $94506.22     | 0.00%             | 2033-03-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| INVESTITI 2.875% 02/21/34/EUR/                | INVESTITIONSBK  SCHL-HOL /EUR/ REGD REG S 2.87500000                                         | CUSIP: D3R62XBB8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       400000 | PA      | $459877.26    | 0.00%             | 2034-02-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.95% 07/19/27/CNH/                | CHINA DEVELOPMENT BK/HK /CNH/ REGD REG S EMTN 2.95000000                                     | CUSIP: Y1372CRZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     15000000 | PA      | $2189426.30   | 0.01%             | 2027-07-19      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 12/13/28/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: D4904PWV7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       720000 | PA      | $788975.10    | 0.00%             | 2028-12-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 1% 07/30/42/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.00000000                                               | CUSIP: E8922ALM0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      6663000 | PA      | $5186202.41   | 0.03%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVE 3.53% 10/18/51/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.53000000                                         | CUSIP: Y6S39BG95<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    120000000 | PA      | $21008220.54  | 0.13%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| COOPERATIE 0.01% 11/27/40/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: N22616FQ9<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $67985.78     | 0.00%             | 2040-11-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 09/20/41/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 178 0.50000000                                          | CUSIP: J2S39LRK2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1210950000 | PA      | $5588738.35   | 0.03%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.15% 10/24/31/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 265 0.15000000                                        | CUSIP: D1R1ZQCY1<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $201313.53    | 0.00%             | 2031-10-24      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 02/28/28/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD EMTN 0.37500000                                             | CUSIP: D4S59JEF9<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $223100.44    | 0.00%             | 2028-02-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA 4.625% 09/23/34/EUR/                 | BULGARIA /EUR/ REGD REG S SER 12Y 4.62500000                                                 | CUSIP: X0R483AX0<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |      1000000 | PA      | $1280022.77   | 0.01%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.75% 04/22/39/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 96 2.75000000                                                 | CUSIP: B1121KFM2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3230000 | PA      | $3419322.56   | 0.02%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.83% 08/11/29/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD 2.83000000                                                 | CUSIP: Y0R4AWMX9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     21000000 | PA      | $3106919.67   | 0.02%             | 2029-08-11      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 2.5% 08/24/27/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2207 2.50000000                                        | CUSIP: Y0R4AWMY7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     39500000 | PA      | $5727955.47   | 0.04%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.875% 04/15/29/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 101 6.87500000                                           | CUSIP: Y6S86ZA58<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  78464000000 | PA      | $4902841.27   | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAGESS 3.5% 11/25/29/EUR/                     | SAGESS /EUR/ REGD REG S EMTN 3.50000000                                                      | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | USGA              | FR        |       100000 | PA      | $120048.58    | 0.00%             | 2029-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FINNISH G 2.875% 04/15/29/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 6Y 2.87500000                                              | CUSIP: X27717NA5<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1160000 | PA      | $1383780.13   | 0.01%             | 2029-04-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| PFANDBRIEF 2.25% 07/05/52/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 723 2.25000000                                  | CUSIP: H617315E3<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        10000 | PA      | $15667.06     | 0.00%             | 2052-07-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.5% 02/20/29/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.50000000                                                    | CUSIP: A0654ULS8<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       739000 | PA      | $820467.97    | 0.01%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCI 3% 10/25/27/EUR/                | NEDER FINANCIERINGS-MAAT /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: N6S15DDN3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |       400000 | PA      | $476008.20    | 0.00%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  2.875% 05/21/30/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S MTN SER GMTN 2.87500000                                  | CUSIP: X7S904CT6<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |      1260000 | PA      | $1475126.79   | 0.01%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSDEV  3.054% 05/21/28/EUR/                | TRANSDEV GROUP SA /EUR/ REGD REG S SER . 3.05400000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235608.48    | 0.00%             | 2028-05-21      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 4.5% 11/11/32/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 154 4.50000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     35960000 | PA      | $1765170.90   | 0.01%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 0.05% 01/31/31/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.05000000                                     | CUSIP: D4904PH51<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $822776.08    | 0.01%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AEROPORTS D 1.5% 07/02/32/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S 1.50000000                                            | CUSIP: F01177AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       900000 | PA      | $939322.83    | 0.01%             | 2032-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANSDEV  3.845% 05/21/32/EUR/                | TRANSDEV GROUP SA /EUR/ REGD REG S 3.84500000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235707.49    | 0.00%             | 2032-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PFIZER NE 2.875% 05/19/29/EUR/                | PFIZER NETHERLANDS INTL /EUR/ REGD 2.87500000                                                | CUSIP: 71708LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2355424.46   | 0.01%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PFIZER NET 4.25% 05/19/45/EUR/                | PFIZER NETHERLANDS INTL /EUR/ REGD 4.25000000                                                | CUSIP: 71708LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1400684.36   | 0.01%             | 2045-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 2.5% 05/21/30/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.50000000                                                 | CUSIP: N1428ATG9<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       900000 | PA      | $1050771.46   | 0.01%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.8% 07/30/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.80000000                                               | CUSIP: E8922AJP6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5661000 | PA      | $6518606.73   | 0.04%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| MAGNA INT 4.375% 03/17/32/EUR/                | MAGNA INTERNATIONAL INC /EUR/ REGD 4.37500000                                                | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |      2325000 | PA      | $2869639.84   | 0.02%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE 3.25% 03/15/35/EUR/                | BAYERISCHE LANDESBODEN /EUR/ REGD REG S 3.25000000                                           | CUSIP: D0816ZBH4<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118063.76    | 0.00%             | 2035-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KFW 3.125% 06/07/30/EUR/                      | KFW /EUR/ REGD REG S EMTN 3.12500000                                                         | CUSIP: D4S46MMB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2646903.02   | 0.02%             | 2030-06-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 0.25% 07/31/31/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.25000000                                              | CUSIP: G4527HTH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     16586000 | PA      | $18278872.63  | 0.11%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.625% 07/31/35/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000                                              | CUSIP: G4527HTB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     16034000 | PA      | $15198671.42  | 0.09%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 09/22/27/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: D4904PFS3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $339458.16    | 0.00%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SALTAIRE  4.809% 03/14/53/GBP/                | SALTAIRE FINANCE PLC /GBP/ REGD REG S EMTN 4.80900000                                        | CUSIP: G777A1AD4<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $121669.45    | 0.00%             | 2053-03-14      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| LAND BRANDE 2.5% 12/03/30/EUR/                | LAND BRANDENBURG /EUR/ REGD 2.50000000                                                       | CUSIP: D1R1PYDL2<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1163652.99   | 0.01%             | 2030-12-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  1.5% 08/20/32/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 1.50000000                                               | CUSIP: Q7943QQ69<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2380000 | PA      | $1281545.91   | 0.01%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| GEMEINSAME 0.01% 02/04/31/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 60 0.01000000                                  | CUSIP: D04769AA9<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       346000 | PA      | $352960.73    | 0.00%             | 2031-02-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAREBANK  0.01% 09/22/27/EUR/                | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S 0.01000000                                         | CUSIP: R8T51PFE0<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $113080.58    | 0.00%             | 2027-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GO 1% 11/21/31/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 163 1.00000000                                    | CUSIP: Q2R04NCP7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     15816000 | PA      | $8707926.93   | 0.05%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 06/21/28/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 524 0.00000000                                   | CUSIP: H6218UKW9<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $62639.38     | 0.00%             | 2028-06-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0% 09/23/30/EUR/                     | NRW.BANK /EUR/ REGD EMTN 0.00000000                                                          | CUSIP: D5S267YW3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $516784.69    | 0.00%             | 2030-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 12/10/30/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3012 1.50000000                                           | CUSIP: Y7277FK90<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4710160000 | PA      | $3006771.60   | 0.02%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCA 0% 10/28/27/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.00000000                                    | CUSIP: F0108UNE4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $900222.41    | 0.01%             | 2027-10-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 2.085% 01/19/30/EUR/                | PROSUS NV /EUR/ REGD REG S 2.08500000                                                        | CUSIP: N7163RAZ6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1116338.40   | 0.01%             | 2030-01-19      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.582% 07/15/32/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0122 3.58200000                                           | CUSIP: Y2R35QDR9<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     14190000 | PA      | $3533792.56   | 0.02%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.75% 06/15/29/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.75000000                                         | CUSIP: Y6S39BR44<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     87800000 | PA      | $13100057.02  | 0.08%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LONDON &  2.125% 03/31/32/GBP/                | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S EMTN 2.12500000                                    | CUSIP: G5689LAJ2<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1131301.13   | 0.01%             | 2032-03-31      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 4.75% 11/24/32/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 32/A 4.75000000                                       | CUSIP: X51627SP7<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    954660000 | PA      | $2627200.83   | 0.02%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF 0.25% 01/19/32/EUR/                | COUNCIL OF EUROPE /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: F2R96AGE7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |      3000000 | PA      | $3014717.69   | 0.02%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED OVE 0.01% 12/01/27/EUR/                | UNITED OVERSEAS BANK LTD /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: Y9T10PBW4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       100000 | PA      | $112279.34    | 0.00%             | 2027-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  5.357% 05/15/52/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0222 5.35700000                                      | CUSIP: Y2R35QDQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      4520000 | PA      | $1373240.44   | 0.01%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.8% 06/15/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 2.80000000                                  | CUSIP: T6052BN87<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4820000 | PA      | $5716378.77   | 0.03%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN IN 0.2% 03/17/36/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.20000000                                      | CUSIP: L32482GV4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      4000000 | PA      | $3493323.06   | 0.02%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ASN BANK  0.375% 03/03/28/EUR/                | ASN BANK NV /EUR/ REGD REG S EMTN 0.37500000                                                 | CUSIP: N2R87AEM3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2797454.70   | 0.02%             | 2028-03-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM 1.5% 05/19/29/EUR/                | ING BELGIUM SA /EUR/ REGD REG S EMTN 1.50000000                                              | CUSIP: B5R86XXD9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $113407.70    | 0.00%             | 2029-05-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 1.625% 05/25/32/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 1.62500000                                         | CUSIP: F0108UQV3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $212231.04    | 0.00%             | 2032-05-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.95% 01/20/32/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 0.95000000                                          | CUSIP: M2R92QAK0<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       300000 | PA      | $315991.31    | 0.00%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 09/20/30/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 360 0.10000000                                          | CUSIP: J2S39LGZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3321950000 | PA      | $19833084.91  | 0.12%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.03% 04/03/28/EUR/                | FREISTAAT BAYERN /EUR/ REGD REG S SER 132 0.03000000                                         | CUSIP: D0R4E0AB9<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | USGA              | DE        |       270000 | PA      | $301379.17    | 0.00%             | 2028-04-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KFW 0% 11/09/28/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MLL7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1490000 | PA      | $1638675.81   | 0.01%             | 2028-11-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 1.75% 03/20/34/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 1.75000000                                         | CUSIP: Q6715P7E3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      5430000 | PA      | $2805947.61   | 0.02%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 3.375% 09/04/28/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: F2276HCL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119980.88    | 0.00%             | 2028-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE S 1.75% 05/30/29/EUR/                | BANCO DE SABADELL SA /EUR/ REGD REG S 1.75000000                                             | CUSIP: E1581B2X2<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $114135.20    | 0.00%             | 2029-05-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  1.5% 04/02/31/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 585 1.50000000                                   | CUSIP: H6218URC6<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $132238.00    | 0.00%             | 2031-04-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYS 3.5% 03/12/35/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 3.50000000                                           | CUSIP: B4S13TMX6<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $459174.14    | 0.00%             | 2035-03-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA 3% 12/06/27/SEK/                | SKANDINAVISKA ENSKILDA /SEK/ REGD REG S MTN SER 601 3.00000000                               | CUSIP: W8T54F8T8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $439820.44    | 0.00%             | 2027-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 6.625% 09/27/29/EUR/                  | ROMANIA /EUR/ REGD REG S EMTN 6.62500000                                                     | CUSIP: X7360WCL4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      2000000 | PA      | $2570157.47   | 0.02%             | 2029-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INSTITUT C 2.65% 01/31/28/EUR/                | INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN SER GMTN 2.65000000                           | CUSIP: E6R46KA53<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       100000 | PA      | $118462.51    | 0.00%             | 2028-01-31      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5% 09/27/26/EUR/                      | ROMANIA /EUR/ REGD REG S EMTN 5.00000000                                                     | CUSIP: X7360WCJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1000000 | PA      | $1196940.03   | 0.01%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL DEVEL 0.35% 04/22/36/EUR/                | INTL DEVELOPMENT ASSOC /EUR/ REGD 0.35000000                                                 | CUSIP: U4592BGW2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      3500000 | PA      | $3059831.18   | 0.02%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| LB BADEN-W 0.01% 07/07/28/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 0.01000000                                            | CUSIP: D0R6FVGN3<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       180000 | PA      | $199349.97    | 0.00%             | 2028-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXE 1.5% 05/31/37/ILS/                | ISRAEL FIXED BOND /ILS/ REGD SER 0537 1.50000000                                             | CUSIP: M7024PAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |       305000 | PA      | $74685.28     | 0.00%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.125% 07/09/35/EUR/                | BNG BANK NV /EUR/ REGD REG S 0.12500000                                                      | CUSIP: N14287XU0<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       980000 | PA      | $860054.53    | 0.01%             | 2035-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  0.9% 10/12/35/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 15Y 0.90000000                                          | CUSIP: X6694NBM2<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      3221000 | PA      | $3065063.77   | 0.02%             | 2035-10-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| AUST CAPIT 5.25% 10/24/33/AUD/                | AUST CAPITAL TERRITORY /AUD/ REGD REG S 5.25000000                                           | CUSIP: Q0093PAF1<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | USGA              | AU        |       500000 | PA      | $335013.02    | 0.00%             | 2033-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.2% 10/31/40/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.20000000                                               | CUSIP: E8922AJT8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8761000 | PA      | $7402586.27   | 0.05%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| EMPLOYMENT 0.01% 06/16/27/EUR/                | EMPLOYMENT FUND /EUR/ REGD 0.01000000                                                        | CUSIP: X9287FAA3<br>LEI: 7437002N0BQXM1JQUP81 | Long             | DBT              | USGA              | FI        |       200000 | PA      | $227708.57    | 0.00%             | 2027-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HELLENIC RE 1.5% 06/18/30/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 1.50000000                                                      | CUSIP: X32332C26<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      2940000 | PA      | $3293678.11   | 0.02%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAN 2.75% 05/15/51/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0551 2.75000000                                        | CUSIP: Q54627DX1<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      2290000 | PA      | $872182.55    | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC 3.375% 11/25/33/EUR/                   | UNEDIC /EUR/ REGD REG S EMTN 3.37500000                                                      | CUSIP: F961A7BT6<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1100000 | PA      | $1295962.07   | 0.01%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TREASURY CO 1.5% 09/10/31/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 1.50000000                                             | CUSIP: Q9194YLM4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      6550000 | PA      | $3656285.67   | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 1.57% 01/03/35/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2505 1.57000000                                        | CUSIP: Y14573AB8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     54500000 | PA      | $7502579.58   | 0.05%             | 2035-01-03      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BLACKSTON 1.625% 04/20/30/EUR/                | BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 1.62500000                                      | CUSIP: L1051PAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1086663.10   | 0.01%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 1.375% 12/02/29/EUR/                  | ROMANIA /EUR/ REGD REG S EMTN 1.37500000                                                     | CUSIP: X7360WBQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      2000000 | PA      | $2160090.42   | 0.01%             | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.625% 12/02/40/EUR/                  | ROMANIA /EUR/ REGD REG S 2.62500000                                                          | CUSIP: X7360WBR2<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1000000 | PA      | $774019.21    | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 10/04/28/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN SER UFA 0.00000000                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $5517377.69   | 0.03%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 0.125% 08/19/31/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 706 0.12500000                                  | CUSIP: H617314A2<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       160000 | PA      | $196665.43    | 0.00%             | 2031-08-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANQUE CAISS V/R 03/19/31/EUR/                | BANQUE CAISSE D'EPARGNE /EUR/ REGD V/R REG S EMTN 3.25000000                                 | CUSIP: L3226TYR0<br>LEI: N/A                  | Long             | DBT              | USGA              | LU        |       300000 | PA      | $354680.14    | 0.00%             | 2031-03-19      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| REGION WA 2.875% 01/14/38/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 2.87500000                                             | CUSIP: B70023TB0<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       600000 | PA      | $632953.78    | 0.00%             | 2038-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| A2A SPA 4.5% 09/19/30/EUR/                    | A2A SPA /EUR/ REGD REG S EMTN 4.50000000                                                     | CUSIP: T0579BAT2<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $248737.44    | 0.00%             | 2030-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOS 3.5% 10/27/35/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S EMTN 3.50000000                                    | CUSIP: T2599HQF4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       200000 | PA      | $230638.33    | 0.00%             | 2035-10-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMM V/R 06/15/56/GBP/                | VERIZON COMMUNICATIONS /GBP/ REGD V/R SER .. 5.75000000                                      | CUSIP: 92343VHE7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $4308170.12   | 0.03%             | 2056-06-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANL V/R 11/07/36/EUR/                | MORGAN STANLEY /EUR/ REGD V/R EMTN SER GMTN 3.74900000                                       | CUSIP: U6176TPW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $4509017.49   | 0.03%             | 2036-11-07      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 0.125% 11/02/29/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: D0R14GAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $53543.87     | 0.00%             | 2029-11-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 06/20/30/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 359 0.10000000                                          | CUSIP: J2S39LBZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   6222550000 | PA      | $37327354.97  | 0.23%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.5% 03/01/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 3.50000000                                       | CUSIP: T6247AP42<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6136000 | PA      | $7454260.15   | 0.05%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 0.25% 03/15/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 0.25000000                                  | CUSIP: T6052BYV4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     11660000 | PA      | $13113733.45  | 0.08%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 07/19/28/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: D4904PLK3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1661813.16   | 0.01%             | 2028-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEXIS HO 0.375% 04/14/33/EUR/                | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 0.37500000                                           | CUSIP: N30940DT9<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $379034.90    | 0.00%             | 2033-04-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVER 0% 10/18/31/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.00000000                                          | CUSIP: G4R49GAW3<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      4867000 | PA      | $4909937.78   | 0.03%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GO 0.55% 04/22/41/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.55000000                                          | CUSIP: G4R49GAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1825000 | PA      | $1412543.98   | 0.01%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPI 0.25% 04/06/27/EUR/                | CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: C2R89MYU7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       300000 | PA      | $344242.41    | 0.00%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSE 0.01% 03/11/30/EUR/                | LAND HESSEN /EUR/ REGD REG S SER 2006 0.01000000                                             | CUSIP: D3R1TJCT1<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       990000 | PA      | $1043470.91   | 0.01%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 05/15/35/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 15Y 0.00000000                                 | CUSIP: D2R8H4FE4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9334000 | PA      | $8415539.13   | 0.05%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.987% 07/08/30/AUD/                | DEUTSCHE BAHN AG /AUD/ REGD P/P MTN 1.98700000                                               | CUSIP: Q3127HAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $115675.77    | 0.00%             | 2030-07-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 1% 05/14/32/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 239 1.00000000                                 | CUSIP: X5S008CX1<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       718000 | PA      | $743382.16    | 0.00%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA NAT 0.262% 07/30/27/CHF/                | KOREA NATIONAL OIL CORP /CHF/ REGD REG S EMTN 0.26250000                                     | CUSIP: Y49388BU7<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |       300000 | PA      | $377938.67    | 0.00%             | 2027-07-30      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| NEDERLAND 3.375% 07/11/34/EUR/                | NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: N61157EB0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $231363.97    | 0.00%             | 2034-07-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAJA RURAL 0.75% 02/16/29/EUR/                | CAJA RURAL DE NAVARRA /EUR/ REGD REG S 0.75000000                                            | CUSIP: E2425KJG9<br>LEI: 95980020140005439549 | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2215412.38   | 0.01%             | 2029-02-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES 1.5% 02/20/32/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 1.50000000                                         | CUSIP: Q6715PY52<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2450000 | PA      | $1350467.08   | 0.01%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROXIMUS S 0.75% 11/17/36/EUR/                | PROXIMUS SADP /EUR/ REGD REG S EMTN 0.75000000                                               | CUSIP: B6949WHP6<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $176096.68    | 0.00%             | 2036-11-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.23% 03/23/30/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2010 3.23000000                                      | CUSIP: Y23862PF9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     83200000 | PA      | $12581242.51  | 0.08%             | 2030-03-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.74% 11/16/30/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2011 3.74000000                                      | CUSIP: Y23862QN1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     14300000 | PA      | $2228786.07   | 0.01%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 12/17/35/EUR/                | FREISTAAT SACHSEN /EUR/ REGD REG S SER 132 0.01000000                                        | CUSIP: D6654WAG6<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       210000 | PA      | $179772.74    | 0.00%             | 2035-12-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRA 2.25% 05/28/29/EUR/                | OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 2.25000000                                             | CUSIP: A586GDBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       325000 | PA      | $376782.91    | 0.00%             | 2029-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 0% 10/22/31/EUR/                | BELGIUM KINGDOM /EUR/ REGD REG S SER 92 0.00000000                                           | CUSIP: B1121KCJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3367000 | PA      | $3365842.97   | 0.02%             | 2031-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN 0.1% 01/18/41/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 530 0.10000000                                              | CUSIP: D09856B75<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |        80000 | PA      | $55541.31     | 0.00%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.15% 03/01/72/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 50Y 2.15000000                                 | CUSIP: T6052BZK7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3207000 | PA      | $2227618.63   | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.96% 04/17/30/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2004 2.96000000                                        | CUSIP: Y0R4AWKW3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    129000000 | PA      | $19325384.01  | 0.12%             | 2030-04-17      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.4% 06/22/53/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 95 1.40000000                                                 | CUSIP: B1121KEL5<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4205000 | PA      | $2662675.63   | 0.02%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK NV 0% 01/20/31/EUR/                  | BNG BANK NV /EUR/ REGD REG S EMTN 0.00000000                                                 | CUSIP: N14287L74<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       200000 | PA      | $204794.08    | 0.00%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIO 1% 05/25/40/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S 1.00000000                                         | CUSIP: F847BRBN5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $77773.05     | 0.00%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.2% 10/18/30/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.20000000                                          | CUSIP: G4R49GAT0<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1930000 | PA      | $2031161.14   | 0.01%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CROATIA 1.5% 06/17/31/EUR/                    | CROATIA /EUR/ REGD REG S 1.50000000                                                          | CUSIP: X7330ZFM9<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |      1290000 | PA      | $1412294.20   | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S SER . 3.87500000                          | CUSIP: N93695TE9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2313851.26   | 0.01%             | 2174-06-17      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.25% 11/25/29/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 0.25000000                                                      | CUSIP: F9627PRW4<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      2000000 | PA      | $2139532.70   | 0.01%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GO 0.25% 09/15/40/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 20Y 0.25000000                                             | CUSIP: X27717LL3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      2714000 | PA      | $1994772.57   | 0.01%             | 2040-09-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GO 2.5% 06/17/71/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.50000000                                               | CUSIP: Y6065BMP9<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |      4900000 | PA      | $153488.05    | 0.00%             | 2071-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 1.625% 10/22/30/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S EMTN 1.62500000                                          | CUSIP: E2R99DEZ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $108942.30    | 0.00%             | 2030-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EWE AG 0.375% 10/22/32/EUR/                   | EWE AG /EUR/ REGD EMTN 0.37500000                                                            | CUSIP: D2692QAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       390000 | PA      | $374716.18    | 0.00%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 10/20/40/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                    | CUSIP: A0654UTB7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2200000 | PA      | $1546075.01   | 0.01%             | 2040-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ASB BANK L 0.25% 09/08/28/EUR/                | ASB BANK LIMITED /EUR/ REGD REG S EMTN 0.25000000                                            | CUSIP: G0R91TCX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      1000000 | PA      | $1101980.82   | 0.01%             | 2028-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.7% 06/15/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 3.70000000                                  | CUSIP: T6052B2Z0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4010000 | PA      | $4905295.34   | 0.03%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HERA SPA 4.25% 04/20/33/EUR/                  | HERA SPA /EUR/ REGD REG S EMTN 4.25000000                                                    | CUSIP: T5R49ZAJ3<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $122397.08    | 0.00%             | 2033-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIQA INS 1.375% 07/09/30/EUR/                | UNIQA INSURANCE GROUP AG /EUR/ REGD REG S 1.37500000                                         | CUSIP: A9098YAC2<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $545367.66    | 0.00%             | 2030-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROYAL SCH 0.375% 09/08/27/EUR/                | ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 0.37500000                                     | CUSIP: N76386AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $340832.57    | 0.00%             | 2027-09-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROYAL SCH 0.875% 09/08/32/EUR/                | ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 0.87500000                                     | CUSIP: N76386AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       400000 | PA      | $403897.43    | 0.00%             | 2032-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ORANO SA 2.75% 03/08/28/EUR/                  | ORANO SA /EUR/ REGD REG S EMTN 2.75000000                                                    | CUSIP: F6861GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235018.68    | 0.00%             | 2028-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 2.375% 03/15/30/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 2.37500000                                     | CUSIP: F23069NH0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115323.62    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MUENCHENER 2.75% 03/06/35/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S 2.75000000                                         | CUSIP: D5557EWV9<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113664.05    | 0.00%             | 2035-03-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DE 2.25% 09/14/29/EUR/                | AFRICAN DEVELOPMENT BANK /EUR/ REGD EMTN 2.25000000                                          | CUSIP: V00001YJ6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |      2000000 | PA      | $2325259.82   | 0.01%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VONOVIA S 0.625% 07/09/26/EUR/                | VONOVIA SE /EUR/ REGD REG S EMTN 0.62500000                                                  | CUSIP: D9581TCF5<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $349551.84    | 0.00%             | 2026-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 4% 02/23/43/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 246 4.00000000                                 | CUSIP: X5S008DE2<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1490000 | PA      | $1718992.36   | 0.01%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 3.75% 02/23/35/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 245 3.75000000                                 | CUSIP: X5S008DF9<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      3260000 | PA      | $3895630.26   | 0.02%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUST CAPITA 4.5% 10/23/34/AUD/                | AUST CAPITAL TERRITORY /AUD/ REGD 4.50000000                                                 | CUSIP: Q0093PAB0<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | USGA              | AU        |       400000 | PA      | $250544.53    | 0.00%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 3.375% 05/25/33/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.37500000                                         | CUSIP: F0108UUU0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1100000 | PA      | $1280507.74   | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 3% 05/31/30/EUR/                     | NRW.BANK /EUR/ REGD REG S EMTN 3.00000000                                                    | CUSIP: D5S268WK9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       173000 | PA      | $206199.74    | 0.00%             | 2030-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBA 3.5% 03/26/31/EUR/                | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN 3.50000000                                    | CUSIP: E11883A42<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $599739.79    | 0.00%             | 2031-03-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEA 2.855% 02/26/32/EUR/                | COMMONWEALTH BANK AUST /EUR/ REGD REG S EMTN 2.85500000                                      | CUSIP: Q2694KHN7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $116613.77    | 0.00%             | 2032-02-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 05/15/36/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 15Y 0.00000000                                 | CUSIP: D2R8H4GD5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     13220000 | PA      | $11488978.40  | 0.07%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND RHEI 0.375% 03/10/51/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.37500000                                             | CUSIP: D6S59FCU1<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $101542.23    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN 0.375% 03/10/27/EUR/                | MDGH GMTN RSC LTD /EUR/ REGD REG S MTN SER GMTN 0.37500000                                   | CUSIP: M6846HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      1000000 | PA      | $1142338.13   | 0.01%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 4% 06/17/55/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 4.00000000                                               | CUSIP: Y6065BSX6<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    103270000 | PA      | $4322920.16   | 0.03%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK V/R 04/06/34/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD V/R REG S EMTN 1.25000000                                      | CUSIP: B1107TW83<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $110264.80    | 0.00%             | 2034-04-06      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.5% 01/31/41/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.50000000                                               | CUSIP: E8922AQL7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      3240000 | PA      | $3704816.73   | 0.02%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KIN 3.25% 01/31/33/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.25000000                                              | CUSIP: G4527HYX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     13450000 | PA      | $17029857.30  | 0.10%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.1% 04/30/31/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.10000000                                               | CUSIP: E8922AKL3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      9780000 | PA      | $10032063.00  | 0.06%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| IBRD 0.2% 01/21/61/EUR/                       | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ 0.20000000                         | CUSIP: U4586HGR8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      1000000 | PA      | $355979.83    | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DEXIA 0% 01/21/28/EUR/                        | DEXIA /EUR/ REGD REG S EMTN 0.00000000                                                       | CUSIP: F3R304JY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1454428.46   | 0.01%             | 2028-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K 0.1% 05/12/31/EUR/                | BAWAG P.S.K. /EUR/ REGD REG S 0.10000000                                                     | CUSIP: A1R572AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $101135.09    | 0.00%             | 2031-05-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENEXIS HO 0.625% 06/17/32/EUR/                | ENEXIS HOLDING NV /EUR/ REGD EMTN 0.62500000                                                 | CUSIP: N30940DC6<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $99527.69     | 0.00%             | 2032-06-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 03/20/40/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 172 0.40000000                                          | CUSIP: J2S39K8Y5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2467150000 | PA      | $11768103.89  | 0.07%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| RESA SA BEL 3.5% 05/22/31/EUR/                | RESA SA BELGIUM /EUR/ REGD REG S SER . 3.50000000                                            | CUSIP: B7S56YAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $236013.09    | 0.00%             | 2031-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGIAO AU 1.095% 09/27/36/EUR/                | REGIAO AUTONOMA ACORES /EUR/ REGD REG S 1.09500000                                           | CUSIP: X73269AW6<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | USGA              | PT        |       200000 | PA      | $177540.77    | 0.00%             | 2036-09-27      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.447% 07/15/36/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0121 3.44700000                                      | CUSIP: Y2R35QCX7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      5000000 | PA      | $1218219.38   | 0.01%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE 0% 03/20/31/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 0.00000000                                        | CUSIP: F0109PCY2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $301060.55    | 0.00%             | 2031-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 01/20/32/EUR/                | FREISTAAT BAYERN /EUR/ REGD REG S EMTN 0.01000000                                            | CUSIP: D0R4E0AM5<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $198621.01    | 0.00%             | 2032-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 03/15/30/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 528 0.00000000                                   | CUSIP: H6218ULK4<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       150000 | PA      | $185584.72    | 0.00%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.01% 11/05/35/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 0.01000000                                               | CUSIP: D3R33ABJ7<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |        70000 | PA      | $60115.79     | 0.00%             | 2035-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.065% 06/15/50/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0120 4.06500000                                           | CUSIP: Y2R35QCH2<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     11760000 | PA      | $2953035.14   | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.6% 06/20/50/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 67 0.60000000                                           | CUSIP: J2S39LCF9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1931400000 | PA      | $6835237.42   | 0.04%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MERLIN PR 2.375% 07/13/27/EUR/                | MERLIN PROPERTIES SOCIMI /EUR/ REGD REG S EMTN 2.37500000                                    | CUSIP: E7390ZAH3<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $351883.95    | 0.00%             | 2027-07-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HANN BETEI 0.25% 07/16/35/EUR/                | HANN BETEILIGUNG NDS /EUR/ REGD REG S 0.25000000                                             | CUSIP: D5S1LPAA2<br>LEI: 391200ZYVJJCJO6H7178 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $894811.15    | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ILE DE FRA 3.45% 06/25/49/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 3.45000000                                     | CUSIP: F49540AM3<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       700000 | PA      | $706374.36    | 0.00%             | 2049-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHN 0% 07/16/27/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S 0.00000000                                              | CUSIP: A05599CN2<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       200000 | PA      | $227113.69    | 0.00%             | 2027-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SC 0.1% 07/16/35/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S 0.10000000                                              | CUSIP: A05599CM4<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       400000 | PA      | $349122.33    | 0.00%             | 2035-07-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ILE DE FRAN 0.4% 05/28/31/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 0.40000000                                     | CUSIP: F49540AC5<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |      1300000 | PA      | $1325378.19   | 0.01%             | 2031-05-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 2.5% 07/15/33/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000                                                 | CUSIP: N82128BF0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      3279000 | PA      | $3776651.73   | 0.02%             | 2033-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 03/13/28/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 534 0.00000000                                   | CUSIP: H6218ULV0<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $62722.60     | 0.00%             | 2028-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 0.45% 05/02/46/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN SER SURE 0.45000000                                           | CUSIP: B3S09CAG1<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $3072031.54   | 0.02%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE  3.8% 05/20/42/GBP/                | AFFORDABLE HOUSING FINAN /GBP/ REGD REG S EMTN 3.80000000                                    | CUSIP: G012AQAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       500000 | PA      | $564004.15    | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 4.29% 05/22/29/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.29000000                                            | CUSIP: Y5325PAT1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      3000000 | PA      | $467593.68    | 0.00%             | 2029-05-22      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| UK MUNI B 1.625% 08/26/60/GBP/                | UK MUNI BONDS AGENCY /GBP/ REGD REG S 1.62500000                                             | CUSIP: G930EZAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $50074.90     | 0.00%             | 2060-08-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY L 0% 09/14/32/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000                                           | CUSIP: L61785AM0<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       400000 | PA      | $388762.63    | 0.00%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 1.95% 07/30/37/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 142 1.95000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     12960000 | PA      | $477236.61    | 0.00%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSC 0% 09/08/31/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.00000000                                       | CUSIP: N6S77BG66<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       930000 | PA      | $932906.87    | 0.01%             | 2031-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-D 2.776% 09/03/27/EUR/                | TORONTO-DOMINION BANK /EUR/ REGD REG S 2.77600000                                            | CUSIP: C8888LT42<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $118333.94    | 0.00%             | 2027-09-03      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVE 0.25% 11/26/27/SEK/                | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S EMTN 0.25000000                                      | CUSIP: W5185Y3B0<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      8000000 | PA      | $836161.41    | 0.01%             | 2027-11-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S  4.5% 01/23/34/EUR/                | JDE PEET'S NV /EUR/ REGD REG S EMTN 4.50000000                                               | CUSIP: N44664AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2400000 | PA      | $2906171.07   | 0.02%             | 2034-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 3.75% 06/05/27/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 3.75000000                                    | CUSIP: F2893TBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       800000 | PA      | $956080.12    | 0.01%             | 2027-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTERN AU 2.25% 07/23/41/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD 2.25000000                                                | CUSIP: Q96417FN7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |        50000 | PA      | $21643.83     | 0.00%             | 2041-07-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASUR 3% 12/10/34/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3412 3.00000000                                           | CUSIP: Y7255JAA6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   7796800000 | PA      | $5232031.23   | 0.03%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.875% 12/10/27/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2712 2.87500000                                           | CUSIP: Y7255JAB4<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   5700000000 | PA      | $3958572.31   | 0.02%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3.624% 05/26/30/EUR/                  | ROMANIA /EUR/ REGD REG S 3.62400000                                                          | CUSIP: X7360WBH4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1875000 | PA      | $2171035.05   | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 05/25/40/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000                                               | CUSIP: F43750LA8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     21032000 | PA      | $15433853.53  | 0.09%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| GEMEINSAME BU 3% 04/26/30/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 63 3.00000000                                  | CUSIP: D2R3ZXAC0<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $237865.46    | 0.00%             | 2030-04-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.9% 05/23/29/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000                                                    | CUSIP: A0654UZA2<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3770000 | PA      | $4508782.11   | 0.03%             | 2029-05-23      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA  3.519% 04/20/28/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0223 3.51900000                                           | CUSIP: Y2R35QFA4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     18490000 | PA      | $4606370.23   | 0.03%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 3.25% 01/15/44/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 3.25000000                                                 | CUSIP: N82128BN3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      4530000 | PA      | $5203341.34   | 0.03%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLUVIUS S 0.625% 11/24/31/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 0.62500000                                           | CUSIP: B4S13TGG0<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $100755.77    | 0.00%             | 2031-11-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL  3.75% 06/30/32/EUR/                | UNIVERSAL MUSIC GROUP NV /EUR/ REGD EMTN 3.75000000                                          | CUSIP: N90313AB8<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |       842000 | PA      | $998632.77    | 0.01%             | 2032-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPOR 2% 06/30/27/EUR/                | SWEDISH EXPORT CREDIT /EUR/ REGD REG S EMTN 2.00000000                                       | CUSIP: W9T06FFA8<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      1000000 | PA      | $1167678.81   | 0.01%             | 2027-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 1.3% 10/15/27/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 186 1.30000000                                         | CUSIP: D2R8H4JL4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9410000 | PA      | $10910888.60  | 0.07%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SOCIETE D 0.875% 05/10/46/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.87500000                                     | CUSIP: F45204CH9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       900000 | PA      | $570064.54    | 0.00%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SAC 0% 05/25/28/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.00000000                                              | CUSIP: F7053NAB0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       600000 | PA      | $664274.67    | 0.00%             | 2028-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 2.75% 02/14/33/EUR/                | LAND BERLIN /EUR/ REGD SER 546 2.75000000                                                    | CUSIP: D09856D99<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |      1080000 | PA      | $1250090.56   | 0.01%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.4% 11/23/51/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 0.40000000                                               | CUSIP: D3R33ABP3<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       350000 | PA      | $174720.36    | 0.00%             | 2051-11-23      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CASSA DEP 3.875% 02/13/29/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S 3.87500000                                         | CUSIP: T2599HLJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       300000 | PA      | $364365.03    | 0.00%             | 2029-02-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.3% 06/20/52/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 75 1.30000000                                           | CUSIP: J2S39LVR2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     56000000 | PA      | $228189.99    | 0.00%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BNG BANK  1.875% 07/13/32/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 1.87500000                                                 | CUSIP: N14288KF5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       820000 | PA      | $903423.89    | 0.01%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY L 0% 04/28/30/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000                                           | CUSIP: L61785AH1<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       150000 | PA      | $157638.05    | 0.00%             | 2030-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  2% 11/25/32/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.00000000                                               | CUSIP: F26348BG0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     21293000 | PA      | $23283514.52  | 0.14%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 12/20/41/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 179 0.50000000                                          | CUSIP: J2S39LSM7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2823600000 | PA      | $12931705.85  | 0.08%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 0.125% 04/29/30/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 241 0.12500000                                  | CUSIP: D1R1ZQBY2<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $105516.37    | 0.00%             | 2030-04-29      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.25% 10/31/30/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.25000000                                               | CUSIP: E8922AJR2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       900000 | PA      | $992294.22    | 0.01%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.25% 10/31/30/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.25000000                                               | CUSIP: E8922AJR2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     15418000 | PA      | $16999102.46  | 0.10%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IREL V/R 07/04/31/EUR/                | BANK OF IRELAND GROUP /EUR/ REGD V/R REG S EMTN 5.00000000                                   | CUSIP: G0756RBH1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      4000000 | PA      | $5045593.30   | 0.03%             | 2031-07-04      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF 2.25% 11/15/33/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER TWIN 2.25000000                                            | CUSIP: K30904CJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     23390000 | PA      | $3594426.92   | 0.02%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 0% 10/12/35/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN SER 15YR 0.00000000                           | CUSIP: D5S07LGZ8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1454000 | PA      | $1252256.29   | 0.01%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 4.25% 04/28/36/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 4.25000000                                         | CUSIP: X5S007GZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1215000 | PA      | $228997.26    | 0.00%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 06/20/40/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 173 0.40000000                                          | CUSIP: J2S39LDF8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3206400000 | PA      | $15171037.39  | 0.09%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU 3.75% 07/04/35/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.75000000                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |       300000 | PA      | $353617.68    | 0.00%             | 2035-07-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.125% 06/04/35/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 518 0.12500000                                              | CUSIP: D09856A35<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $532041.95    | 0.00%             | 2035-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KFW 0% 09/15/28/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S475WF4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1325000 | PA      | $1464325.10   | 0.01%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.5% 07/28/50/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.50000000                                       | CUSIP: X3446DCQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       560000 | PA      | $274390.09    | 0.00%             | 2050-07-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.8% 03/01/41/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 1.80000000                                       | CUSIP: T6052BXX1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2065000 | PA      | $1841689.40   | 0.01%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FINNVERA PLC 0% 09/15/27/EUR/                 | FINNVERA PLC /EUR/ REGD EMTN 0.00000000                                                      | CUSIP: X2994QBK5<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       500000 | PA      | $566118.14    | 0.00%             | 2027-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.375% 12/10/31/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3112 2.37500000                                           | CUSIP: Y7277FQ78<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   7660920000 | PA      | $5049474.07   | 0.03%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPO 1% 03/17/27/SEK/                | SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 197 1.00000000                                  | CUSIP: W9T1222V7<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1700000 | PA      | $182162.74    | 0.00%             | 2027-03-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  3% 05/25/54/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000                                               | CUSIP: F26348BJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       250000 | PA      | $226267.72    | 0.00%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| KFW 2.75% 02/14/33/EUR/                       | KFW /EUR/ REGD REG S EMTN 2.75000000                                                         | CUSIP: D3S996GU6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $816744.12    | 0.01%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 5.25% 07/21/36/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 5.25000000                                               | CUSIP: Q7943Q8Q5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1040000 | PA      | $682328.50    | 0.00%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LAND NIED 0.125% 01/09/32/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 0.12500000                                               | CUSIP: D5S19DCT0<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       760000 | PA      | $758644.53    | 0.00%             | 2032-01-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 0.3% 11/25/31/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.30000000                                     | CUSIP: F45204CR7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1300000 | PA      | $1299410.85   | 0.01%             | 2031-11-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| KFW 0.125% 01/09/32/EUR/                      | KFW /EUR/ REGD REG S EMTN 0.12500000                                                         | CUSIP: D4S46MPT6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1830000 | PA      | $1839114.31   | 0.01%             | 2032-01-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TR 2% 08/22/33/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 2.00000000                                               | CUSIP: Q7943QZ36<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      6400000 | PA      | $3438058.90   | 0.02%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 03/10/53/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5303 3.25000000                                           | CUSIP: Y7277FX88<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   5101170000 | PA      | $3504649.22   | 0.02%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAISSE DE 3.125% 05/25/33/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD REG S 3.12500000                                         | CUSIP: F144EMAF3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $232130.04    | 0.00%             | 2033-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 2.8% 03/24/29/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.80000000                                         | CUSIP: Y6S39BM56<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    363600000 | PA      | $54229411.20  | 0.33%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HAMBURGER  0.75% 03/30/27/EUR/                | HAMBURGER SPARKASSE /EUR/ REGD REG S 0.75000000                                              | CUSIP: D3R337MF0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115375.39    | 0.00%             | 2027-03-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ACTION LO 3.625% 05/25/43/EUR/                | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 3.62500000                                    | CUSIP: F00579AF3<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $107013.71    | 0.00%             | 2043-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TEMASEK FI 3.25% 02/15/27/EUR/                | TEMASEK FINANCIAL I LTD /EUR/ REGD REG S EMTN SER GMTN 3.25000000                            | CUSIP: Y8585EAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      1500000 | PA      | $1777220.38   | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND SCHLE 0.05% 07/08/31/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.05000000                                          | CUSIP: D170N8BV5<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $404185.44    | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES G 1% 11/26/51/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.00000000                                     | CUSIP: F45204CQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $111582.76    | 0.00%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 03/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 158 0.10000000                                           | CUSIP: J2S39LG32<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4656250000 | PA      | $29039138.31  | 0.18%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.9% 02/20/32/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.90000000                                                    | CUSIP: A0654UWU1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      6110000 | PA      | $6427922.59   | 0.04%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK N 1.25% 03/30/37/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 1.25000000                                                 | CUSIP: N14288EB1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       200000 | PA      | $188457.41    | 0.00%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC 1% 03/10/34/EUR/                | MDGH GMTN RSC LTD /EUR/ REGD REG S EMTN SER GMTN 1.00000000                                  | CUSIP: M6846HAP8<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |       600000 | PA      | $573843.52    | 0.00%             | 2034-03-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.25% 03/11/33/EUR/                | REPUBLIC OF PERU /EUR/ REGD 1.25000000                                                       | CUSIP: P87324BR2<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      2000000 | PA      | $1982174.12   | 0.01%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 1.25% 03/10/31/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 1.25000000                                               | CUSIP: Q7943QN54<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2370000 | PA      | $1332451.10   | 0.01%             | 2031-03-10      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVE 3.19% 04/15/53/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.19000000                                         | CUSIP: Y6S39BZ94<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    176200000 | PA      | $29337236.59  | 0.18%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SFIL SA 3.25% 11/25/30/EUR/                   | SFIL SA /EUR/ REGD REG S EMTN 3.25000000                                                     | CUSIP: F8347NAJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $237453.11    | 0.00%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.87% 05/14/27/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD 2.87000000                                                 | CUSIP: Y0R4AWKZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     44200000 | PA      | $6429440.61   | 0.04%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE 0.25% 01/23/30/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD EMTN 0.25000000                                          | CUSIP: B2763WA67<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       300000 | PA      | $316715.39    | 0.00%             | 2030-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-W 1.75% 05/10/32/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 1.75000000                                       | CUSIP: D0R6FVNX3<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $54804.86     | 0.00%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INVESTOR  0.375% 10/29/35/EUR/                | INVESTOR AB /EUR/ REGD REG S EMTN 0.37500000                                                 | CUSIP: W5R109BB8<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |       425000 | PA      | $365200.10    | 0.00%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 01/18/35/EUR/                | FREISTAAT BAYERN /EUR/ REGD REG S 0.01000000                                                 | CUSIP: D0R4E0AK9<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | USGA              | DE        |       352000 | PA      | $312459.27    | 0.00%             | 2035-01-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL V/R /PERP//EUR/                | IBERDROLA INTL BV /EUR/ REGD V/R /PERP/ REG S SER NC8 2.25000000                             | CUSIP: N434523S3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2257611.08   | 0.01%             | 2174-04-28      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY 3.1% 06/15/28/EUR/                | DUKE ENERGY CORP /EUR/ REGD 3.10000000                                                       | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $2543494.71   | 0.02%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERG 3.85% 06/15/34/EUR/                | DUKE ENERGY CORP /EUR/ REGD 3.85000000                                                       | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2562636.40   | 0.02%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST 4.75% 05/24/38/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 4.75000000                                         | CUSIP: Q85895ZK1<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       400000 | PA      | $246615.18    | 0.00%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIAGEO FIN 1.25% 03/28/33/GBP/                | DIAGEO FINANCE PLC /GBP/ REGD REG S EMTN 1.25000000                                          | CUSIP: G2756XVL3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3247048.35   | 0.02%             | 2033-03-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REALTY IN 1.625% 12/15/30/GBP/                | REALTY INCOME CORP /GBP/ REGD EMTN 1.62500000                                                | CUSIP: 756109AY0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       200000 | PA      | $234446.70    | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 1.875% 01/15/31/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 734 1.87500000                                  | CUSIP: H617316C6<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        40000 | PA      | $53807.73     | 0.00%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALPERIA S 5.701% 07/05/28/EUR/                | ALPERIA SPA /EUR/ REGD REG S EMTN 5.70100000                                                 | CUSIP: T0R86MAE8<br>LEI: 815600117D7977461B75 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $124467.68    | 0.00%             | 2028-07-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.375% 06/23/29/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 0.37500000                                            | CUSIP: D1T0VZCV1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $217605.28    | 0.00%             | 2029-06-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 0.25% 11/22/36/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.25000000                                                 | CUSIP: N14288AU3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      2070000 | PA      | $1750177.67   | 0.01%             | 2036-11-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.125% 11/24/45/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.12500000                                                      | CUSIP: D09856B67<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |        90000 | PA      | $52717.94     | 0.00%             | 2045-11-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.01% 07/15/27/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD SER 216 0.01000000                                        | CUSIP: D3R62FCU4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $567521.70    | 0.00%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SY 0.25% 12/02/30/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: B4S13TEZ0<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $307010.97    | 0.00%             | 2030-12-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.01% 05/25/31/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 0.01000000                                                      | CUSIP: F961A7BF6<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1500000 | PA      | $1506812.23   | 0.01%             | 2031-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRU 2% 07/15/30/EUR/                | APA INFRASTRUCTURE LTD /EUR/ REGD REG S EMTN 2.00000000                                      | CUSIP: Q04579AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1116898.11   | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 1% 10/09/30/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 237 1.00000000                                 | CUSIP: X5S008CV5<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1830000 | PA      | $1990284.17   | 0.01%             | 2030-10-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN 0% 11/08/30/EUR/                  | LAND HESSEN /EUR/ REGD REG S SER 2010 0.00000000                                             | CUSIP: D3R1TJCX2<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $515966.86    | 0.00%             | 2030-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.45% 08/02/34/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 594 1.45000000                                   | CUSIP: H6218URS1<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        30000 | PA      | $39891.01     | 0.00%             | 2034-08-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CO 0.25% 09/14/29/EUR/                | COMCAST CORP /EUR/ REGD 0.25000000                                                           | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3302939.38   | 0.02%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 0.125% 09/15/31/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.12500000                                    | CUSIP: F1R890CY0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $499834.47    | 0.00%             | 2031-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/31/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000                                   | CUSIP: D2R8H4HX0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       740000 | PA      | $757637.33    | 0.00%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 3.5% 05/30/35/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 145 3.50000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     52820000 | PA      | $2370268.67   | 0.01%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WHITBREAD 2.375% 05/31/27/GBP/                | WHITBREAD GROUP PLC /GBP/ REGD REG S 2.37500000                                              | CUSIP: G9606PAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1307579.72   | 0.01%             | 2027-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE V/R 11/30/32/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 3.87500000                       | CUSIP: N22616QD6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      2100000 | PA      | $2498906.45   | 0.02%             | 2032-11-30      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA V 3.5% 04/30/32/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.50000000                                         | CUSIP: E90210AC4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       300000 | PA      | $357895.96    | 0.00%             | 2032-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNET NET 4.75% 10/28/42/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 4.75000000                                               | CUSIP: N85094UL7<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $377483.91    | 0.00%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSE V/R 09/15/32/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD V/R REG S EMTN 4.50000000                                | CUSIP: D4S75UQZ7<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119645.94    | 0.00%             | 2032-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.45% 07/15/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 3.45000000                                  | CUSIP: T6052B8M3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6590000 | PA      | $7965559.19   | 0.05%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LAND BRAN 0.125% 01/26/46/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 0.12500000                                                 | CUSIP: D1R1PYCN9<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       259000 | PA      | $146611.60    | 0.00%             | 2046-01-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 0% 01/31/28/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000                                               | CUSIP: E8922AKV1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8258000 | PA      | $9280721.12   | 0.06%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 2.5% 10/25/27/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 7Y 2.50000000                                         | CUSIP: X5S007GT8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      6350000 | PA      | $1371571.17   | 0.01%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH CO 1.75% 02/10/32/EUR/                | SWEDISH COVERED BOND /EUR/ REGD REG S EMTN 1.75000000                                        | CUSIP: W9514TCT6<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       100000 | PA      | $109940.98    | 0.00%             | 2032-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE  5% 10/12/30/EUR/                | BUPA FINANCE PLC /EUR/ REGD REG S 5.00000000                                                 | CUSIP: G1698AAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $2145536.72   | 0.01%             | 2030-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN O 0.1% 09/03/31/EUR/                | JAPAN FIN ORG MUNICIPAL /EUR/ REGD REG S EMTN SER GMTN 0.10000000                            | CUSIP: J2S20DCT8<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |      1000000 | PA      | $993551.48    | 0.01%             | 2031-09-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 1.75% 06/21/51/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 162 1.75000000                                          | CUSIP: Q08184NC5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      7890000 | PA      | $2692194.54   | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL B 0.01% 03/25/28/EUR/                | NATIONAL BANK OF CANADA /EUR/ REGD REG S 0.01000000                                          | CUSIP: C6020PGV0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $111359.98    | 0.00%             | 2028-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 3.3% 11/05/31/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2110 3.30000000                                        | CUSIP: Y0R4AWMH4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    152200000 | PA      | $23436748.13  | 0.14%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.39% 07/10/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2009 3.39000000                                        | CUSIP: Y1456TJN7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     46000000 | PA      | $6748011.38   | 0.04%             | 2027-07-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.875% 09/01/27/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000                                                   | CUSIP: Y280CEJA6<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1230000 | PA      | $978545.67    | 0.01%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INSTITUT C 3.05% 10/31/27/EUR/                | INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN SER GMTN 3.05000000                           | CUSIP: E6R46KN42<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1000000 | PA      | $1192874.62   | 0.01%             | 2027-10-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL B 5.25% 02/15/31/EUR/                | IMPERIAL BRANDS FIN NETH /EUR/ REGD REG S EMTN 5.25000000                                    | CUSIP: N4R48AAB5<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      5738000 | PA      | $7271428.37   | 0.04%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  3% 05/25/54/EUR/                | FRANCE (GOVT OF) /EUR/ REGD 144A SER OAT 3.00000000                                          | CUSIP: F26348BJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      9630000 | PA      | $8715832.50   | 0.05%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| L-BANK BW  2.75% 02/16/28/EUR/                | L-BANK BW FOERDERBANK /EUR/ REGD REG S EMTN 2.75000000                                       | CUSIP: D5056KCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $591987.26    | 0.00%             | 2028-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAJAMAR C 3.375% 02/16/28/EUR/                | CAJAMAR CAJA RURAL SCC /EUR/ REGD REG S 3.37500000                                           | CUSIP: E2584LBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      2100000 | PA      | $2508132.76   | 0.02%             | 2028-02-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMADEUS I 2.875% 05/20/27/EUR/                | AMADEUS IT GROUP SA /EUR/ REGD REG S EMTN 2.87500000                                         | CUSIP: E04648AS5<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $590461.77    | 0.00%             | 2027-05-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND SCHLE 0.01% 05/22/30/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.01000000                                          | CUSIP: D170N8BP8<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $314114.74    | 0.00%             | 2030-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE 2% 05/21/30/EUR/                | IGNITIS GRUPE AB /EUR/ REGD REG S EMTN 2.00000000                                            | CUSIP: X926JTAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LT        |       110000 | PA      | $120761.41    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP 1.25% 02/09/34/EUR/                  | IBM CORP /EUR/ REGD EMTN 1.25000000                                                          | CUSIP: 459200KR1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $988497.27    | 0.01%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOV 4.5% 05/27/32/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 32/G 4.50000000                                       | CUSIP: X51627SV4<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    372050000 | PA      | $1016037.35   | 0.01%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.99% 03/01/29/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2204 2.99000000                                        | CUSIP: Y1456TMK9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      4000000 | PA      | $593051.92    | 0.00%             | 2029-03-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOV 1.5% 04/22/26/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/E 1.50000000                                       | CUSIP: X51627FW6<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    100410000 | PA      | $302977.55    | 0.00%             | 2026-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ACTION LO 3.625% 05/25/43/EUR/                | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 3.62500000                                    | CUSIP: F00579AF3<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | USGA              | FR        |       700000 | PA      | $749095.96    | 0.00%             | 2043-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOUSING N 1.534% 09/10/35/NZD/                | HOUSING NEW ZEALAND LTD /NZD/ REGD REG S 1.53400000                                          | CUSIP: Q4R0AZAC0<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |       400000 | PA      | $172294.89    | 0.00%             | 2035-09-10      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.3% 11/04/50/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.30000000                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      1220000 | PA      | $626957.61    | 0.00%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ORLEN SA 1.125% 05/27/28/EUR/                 | ORLEN SA /EUR/ REGD REG S EMTN 1.12500000                                                    | CUSIP: X6922WBD6<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |       300000 | PA      | $338208.51    | 0.00%             | 2028-05-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.52% 08/25/33/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.52000000                                         | CUSIP: Y6S39B3Q1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    667400000 | PA      | $100425246.14 | 0.61%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SKANDINAVI 0.75% 06/28/27/EUR/                | SKANDINAVISKA ENSKILDA /EUR/ REGD REG S EMTN 0.75000000                                      | CUSIP: W8T54FF78<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       150000 | PA      | $172493.02    | 0.00%             | 2027-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JUNTA DE  0.425% 04/30/30/EUR/                | JUNTA DE CASTILLA Y LEON /EUR/ REGD REG S 0.42500000                                         | CUSIP: E3R70JBD4<br>LEI: 959800Y87BK35RUBP092 | Long             | DBT              | USGA              | ES        |        62000 | PA      | $65974.27     | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| EWE AG 0.25% 06/08/28/EUR/                    | EWE AG /EUR/ REGD REG S EMTN 0.25000000                                                      | CUSIP: D2692QAW7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $221437.47    | 0.00%             | 2028-06-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BULGARIA 1.375% 09/23/50/EUR/                 | BULGARIA /EUR/ REGD SER 30Y 1.37500000                                                       | CUSIP: X0R483AT9<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |      1300000 | PA      | $861940.20    | 0.01%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 03/31/32/EUR/                 | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 2.50000000                                             | CUSIP: F105CUKA8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3970852.50   | 0.02%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN  0.125% 06/02/31/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S 0.12500000                                              | CUSIP: A05599CP7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       300000 | PA      | $305393.49    | 0.00%             | 2031-06-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SFIL SA 0.05% 06/04/29/EUR/                   | SFIL SA /EUR/ REGD REG S EMTN 0.05000000                                                     | CUSIP: F8347NAD0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1800000 | PA      | $1932867.75   | 0.01%             | 2029-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.375% 10/04/38/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 3.37500000                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |     10000000 | PA      | $11617819.81  | 0.07%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LA 3% 02/18/30/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 3.00000000                                       | CUSIP: D076A3RF7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $352222.74    | 0.00%             | 2030-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDDEUTS 2.625% 10/20/28/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 2.62500000                                     | CUSIP: D57219CP6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       130000 | PA      | $153309.16    | 0.00%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEDER WAT 0.125% 09/03/35/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 0.12500000                                            | CUSIP: N6S77BVD4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       500000 | PA      | $436718.91    | 0.00%             | 2035-09-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 0% 09/15/30/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.00000000                                             | CUSIP: X27717LM1<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      2350000 | PA      | $2446298.42   | 0.01%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HEIMSTADE 1.375% 03/03/27/EUR/                | HEIMSTADEN BOSTAD TRESRY /EUR/ REGD EMTN 1.37500000                                          | CUSIP: N39310AA0<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $694134.03    | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TENNET NET  0.5% 11/30/40/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 0.50000000                                               | CUSIP: N85094QX6<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $150744.85    | 0.00%             | 2040-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/30/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000                                   | CUSIP: D2R8H4FQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      2610000 | PA      | $2751189.60   | 0.02%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  6.016% 11/17/33/AUD/                | DEUTSCHE BAHN AG /AUD/ REGD MTN 6.01600000                                                   | CUSIP: Q3127HAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $827639.42    | 0.01%             | 2033-11-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| KINGDOM O 0.125% 09/09/30/SEK/                | KINGDOM OF SWEDEN /SEK/ REGD REG S EMTN 0.12500000                                           | CUSIP: W5134NFM9<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     17590000 | PA      | $1723480.96   | 0.01%             | 2030-09-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 3.125% 09/21/29/EUR/                | UNICREDIT BK AUSTRIA AG /EUR/ REGD REG S EMTN 3.12500000                                     | CUSIP: A979474M3<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $119432.00    | 0.00%             | 2029-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH  1.125% 04/12/30/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 1.12500000                                         | CUSIP: F1R83CEV4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $109548.04    | 0.00%             | 2030-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| THAILAND G 2.41% 03/17/35/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.41000000                                               | CUSIP: Y603FFAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    149420000 | PA      | $5070316.69   | 0.03%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.25% 07/16/35/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 0.25000000                                                      | CUSIP: F9627PST0<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      2000000 | PA      | $1739086.38   | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.9% 08/15/56/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.90000000                                         | CUSIP: D2R8H4LP2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6060000 | PA      | $6351539.25   | 0.04%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ORANGE SA V/R /PERP//EUR/                     | ORANGE SA /EUR/ REGD V/R /PERP/ REG S EMTN 3.87500000                                        | CUSIP: F6866TE22<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3488239.23   | 0.02%             | 2174-06-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 0.125% 02/10/28/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: D076A24H0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       600000 | PA      | $668284.53    | 0.00%             | 2028-02-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN  3.5% 06/19/31/EUR/                | VOLKSWAGEN BANK GMBH /EUR/ REGD REG S EMTN 3.50000000                                        | CUSIP: D9T638KK7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3300000 | PA      | $3871344.82   | 0.02%             | 2031-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SFIL SA 3% 06/23/32/EUR/                      | SFIL SA /EUR/ REGD REG S 3.00000000                                                          | CUSIP: F8347NAQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       700000 | PA      | $808072.75    | 0.00%             | 2032-06-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW 1.375% 06/07/32/EUR/                      | KFW /EUR/ REGD 1.37500000                                                                    | CUSIP: D3S996AN8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1615913.09   | 0.01%             | 2032-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN 0% 07/19/28/EUR/                  | LAND HESSEN /EUR/ REGD REG S SER 2104 0.00000000                                             | CUSIP: D3R1TJDC7<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $221242.80    | 0.00%             | 2028-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMU 1% 01/23/51/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.00000000                                           | CUSIP: B2758CBQ3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $58564.92     | 0.00%             | 2051-01-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.875% 06/23/39/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 0.87500000                                            | CUSIP: D1T0VZCU3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $164625.92    | 0.00%             | 2039-06-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.1% 06/20/43/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 185 1.10000000                                          | CUSIP: J2S39LK60<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1072150000 | PA      | $5255547.34   | 0.03%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.2% 12/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 156 0.20000000                                           | CUSIP: J2S39LB94<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2476550000 | PA      | $15525710.77  | 0.10%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.12% 09/13/31/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2115 3.12000000                                        | CUSIP: Y1456TLV6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      6000000 | PA      | $913047.87    | 0.01%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VILLE DE P 0.75% 11/30/41/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 0.75000000                                              | CUSIP: F97647CH6<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $71044.13     | 0.00%             | 2041-11-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 1.2% 03/13/31/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 121 1.20000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     54460000 | PA      | $2293642.52   | 0.01%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 1.7% 03/20/54/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 7 1.70000000                                            | CUSIP: J2615QRW7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    211750000 | PA      | $942885.01    | 0.01%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (P 0.25% 06/09/31/EUR/                | ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: C4R07ZAL9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      3000000 | PA      | $3055783.25   | 0.02%             | 2031-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SPP DISTRIBUC 1% 06/09/31/EUR/                | SPP DISTRIBUCIA AS /EUR/ REGD REG S 1.00000000                                               | CUSIP: X8T65LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |       200000 | PA      | $202781.70    | 0.00%             | 2031-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 12/09/31/GBP/                | CREDIT AGRICOLE SA /GBP/ REGD V/R REG S 1.87400000                                           | CUSIP: F2276JWC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $789772.05    | 0.00%             | 2031-12-09      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.5% 10/01/53/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 4.50000000                                       | CUSIP: T6052B2C1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       540000 | PA      | $650512.58    | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COMMUNITY 3.596% 04/30/33/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD 3.59600000                                               | CUSIP: E3124CEX7<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $485612.18    | 0.00%             | 2033-04-30      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 01/01/28/DKK/                | NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 13H 1.00000000                                  | CUSIP: K74181M29<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       200000 | PA      | $30774.98     | 0.00%             | 2028-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.1% 04/01/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 1.10000000                                  | CUSIP: T6052BM47<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     11610000 | PA      | $13477423.21  | 0.08%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 2.75% 01/16/32/EUR/                | LAND BERLIN /EUR/ REGD 2.75000000                                                            | CUSIP: D4S495AA7<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $584296.12    | 0.00%             | 2032-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 02/15/35/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER TWIN 2.50000000                                | CUSIP: D2S11ZAA9<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      7020000 | PA      | $8039366.39   | 0.05%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS REA 1.75% 11/24/28/EUR/                | SIRIUS REAL ESTATE LTD /EUR/ REGD REG S 1.75000000                                           | CUSIP: G8187CAB0<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |      1300000 | PA      | $1465581.85   | 0.01%             | 2028-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA 0% 07/16/26/EUR/                | AROUNDTOWN SA /EUR/ REGD REG S EMTN 0.00000000                                               | CUSIP: L0269FBK4<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      3800000 | PA      | $4404634.48   | 0.03%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROXIMUS  4.125% 11/17/33/EUR/                | PROXIMUS SADP /EUR/ REGD REG S EMTN 4.12500000                                               | CUSIP: B6949WKC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       300000 | PA      | $363284.87    | 0.00%             | 2033-11-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENB 3% 07/20/33/EUR/                | LAND BRANDENBURG /EUR/ REGD 3.00000000                                                       | CUSIP: D1R1PYDC2<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $234477.44    | 0.00%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.25% 05/25/38/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.25000000                                               | CUSIP: F26348BA3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     11840000 | PA      | $10417826.39  | 0.06%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TENNET NE 2.375% 05/17/33/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 2.37500000                                               | CUSIP: N85094UD5<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $224623.30    | 0.00%             | 2033-05-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TENNET NET 2.75% 05/17/42/EUR/                | TENNET NET BV /EUR/ REGD EMTN 2.75000000                                                     | CUSIP: N85094UA1<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $207928.09    | 0.00%             | 2042-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS 3% 09/25/28/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 3.00000000                                           | CUSIP: X5S9WAT63<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       300000 | PA      | $357996.00    | 0.00%             | 2028-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 3.3% 06/22/54/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 98 3.30000000                                                 | CUSIP: B1121KHY4<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4400000 | PA      | $4332421.78   | 0.03%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HERA SPA 0.25% 12/03/30/EUR/                  | HERA SPA /EUR/ REGD REG S EMTN 0.25000000                                                    | CUSIP: T5R49ZAF1<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       160000 | PA      | $163897.49    | 0.00%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK 2.5% 09/17/30/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 2.50000000                                              | CUSIP: D1706CQZ0<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |        80000 | PA      | $93029.16     | 0.00%             | 2030-09-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB V/R 08/23/32/EUR/                 | SWEDBANK AB /EUR/ REGD V/R REG S EMTN SER GMTN 3.62500000                                    | CUSIP: W94240BC6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       549000 | PA      | $651982.90    | 0.00%             | 2032-08-23      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FLUVIUS S 3.875% 03/18/31/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 3.87500000                                           | CUSIP: B4S13TKK6<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $362906.54    | 0.00%             | 2031-03-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.6% 09/20/50/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 68 0.60000000                                           | CUSIP: J2S39LHJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1464000000 | PA      | $5126336.57   | 0.03%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BA 3.5% 09/20/27/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 3.50000000                                            | CUSIP: D1T0VZEA5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       650000 | PA      | $777294.37    | 0.00%             | 2027-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE S 3.25% 06/05/34/EUR/                | BANCO DE SABADELL SA /EUR/ REGD REG S 3.25000000                                             | CUSIP: E1581CBL6<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $117502.32    | 0.00%             | 2034-06-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JUNTA DE AN 0.5% 04/30/31/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 0.50000000                                               | CUSIP: E6960NLE7<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       363000 | PA      | $376038.57    | 0.00%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/38/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N81728AP7<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5177000 | PA      | $4152776.33   | 0.03%             | 2038-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YE 0.3% 06/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 161 0.30000000                                           | CUSIP: J2S39LN59<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1290000000 | PA      | $8057229.32   | 0.05%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DE 0% 11/15/31/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER TWIN 0.00000000                                            | CUSIP: K30904BY9<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     14257000 | PA      | $1958022.80   | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.7% 09/01/51/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 1.70000000                                       | CUSIP: T6052BYD4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5817000 | PA      | $4135678.44   | 0.03%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF Q 0% 10/29/30/EUR/                | PROVINCE OF QUEBEC /EUR/ REGD REG S EMTN 0.00000000                                          | CUSIP: C4108FFG6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |       600000 | PA      | $616617.33    | 0.00%             | 2030-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.63% 06/07/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2307 2.63000000                                        | CUSIP: Y0R4AWPS7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    154200000 | PA      | $22546322.06  | 0.14%             | 2028-06-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TREASURY C 4.75% 09/15/36/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 4.75000000                                             | CUSIP: Q9194YRJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1500000 | PA      | $942164.68    | 0.01%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.2% 01/27/51/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.20000000                                    | CUSIP: D5S07LHD6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       270000 | PA      | $131833.46    | 0.00%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 0.01% 01/21/31/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.01000000                                             | CUSIP: D6S59FCS6<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       510000 | PA      | $522198.01    | 0.00%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATES OF  3.75% 06/09/54/GBP/                | STATES OF JERSEY /GBP/ REGD REG S 3.75000000                                                 | CUSIP: G8436UAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | JE        |       400000 | PA      | $397998.64    | 0.00%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KING 3.5% 01/22/45/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000                                              | CUSIP: G4527HDA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11007000 | PA      | $11943662.87  | 0.07%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.2% 06/04/36/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.20000000                                     | CUSIP: B3S09CAH9<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      9600000 | PA      | $8283309.71   | 0.05%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 4.9% 04/14/34/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 151 4.90000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     51240000 | PA      | $2562579.52   | 0.02%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 3.125% 06/06/30/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.12500000                                     | CUSIP: F23069NX5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118846.56    | 0.00%             | 2030-06-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPO 2.5% 08/04/28/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2315 2.50000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |      7000000 | PA      | $1021418.78   | 0.01%             | 2028-08-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 0.25% 05/15/28/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0528 0.25000000                                        | CUSIP: Q54627CR5<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      4180000 | PA      | $2249449.74   | 0.01%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 1.8% 08/15/53/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER TWIN 1.80000000                                | CUSIP: D2R8H4JE0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     16560000 | PA      | $13737856.81  | 0.08%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ERSTE GRO 3.125% 10/14/27/EUR/                | ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 3.12500000                                         | CUSIP: A2297SJF3<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $119199.40    | 0.00%             | 2027-10-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KOREA HOU 0.258% 10/27/28/EUR/                | KOREA HOUSING FINANCE CO /EUR/ REGD REG S 0.25800000                                         | CUSIP: Y4841MGU7<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      1900000 | PA      | $2092089.73   | 0.01%             | 2028-10-27      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| REGION WALL 3.9% 06/22/54/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.90000000                                             | CUSIP: B70023XP4<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       700000 | PA      | $725360.99    | 0.00%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 10/31/34/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                               | CUSIP: E8922APQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      2200000 | PA      | $2638118.32   | 0.02%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| LANSFORSAKR 0.5% 09/20/28/SEK/                | LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 521 0.50000000                             | CUSIP: W5612FFM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      4300000 | PA      | $443314.16    | 0.00%             | 2028-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSC 3% 06/05/31/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 3.00000000                                       | CUSIP: N6S77C2Q5<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       400000 | PA      | $474351.98    | 0.00%             | 2031-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWOGE WO 3.875% 06/05/30/EUR/                | HOWOGE WOHNUNGS /EUR/ REGD REG S EMTN 3.87500000                                             | CUSIP: D3R2V7AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $361728.28    | 0.00%             | 2030-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MUENCHENER 0.01% 11/02/40/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: D5557ENZ0<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $34220.06     | 0.00%             | 2040-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 3% 10/29/27/EUR/                    | DZ HYP AG /EUR/ REGD REG S EMTN 3.00000000                                                   | CUSIP: D2R04NDV7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59502.76     | 0.00%             | 2027-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.4% 03/20/53/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 78 1.40000000                                           | CUSIP: J2S39LE26<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    886000000 | PA      | $3671831.97   | 0.02%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.01% 03/16/30/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2301 3.01000000                                        | CUSIP: Y0R4AWNY6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     44900000 | PA      | $6734181.37   | 0.04%             | 2030-03-16      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| ANDORRA IN 1.25% 02/23/27/EUR/                | ANDORRA INTERNATIONAL BD /EUR/ REGD REG S EMTN 1.25000000                                    | CUSIP: X65482AN5<br>LEI: N/A                  | Long             | DBT              | USGA              | AD        |       800000 | PA      | $924381.73    | 0.01%             | 2027-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 4% 10/30/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 8Y 4.00000000                                        | CUSIP: T6052B2X5<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2740000 | PA      | $3409708.80   | 0.02%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD IN 1% 02/22/29/EUR/                | MASTERCARD INC /EUR/ REGD 1.00000000                                                         | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      7209000 | PA      | $8064886.60   | 0.05%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS 0% 10/14/30/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.00000000                                           | CUSIP: X5S9GC6B1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       500000 | PA      | $516698.18    | 0.00%             | 2030-10-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH C 0.125% 10/15/35/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 0.12500000                                           | CUSIP: B2758CBS9<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       600000 | PA      | $511518.72    | 0.00%             | 2035-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN TE 2.5% 05/21/32/AUD/                | NORTHERN TERRITORY TREAS /AUD/ REGD 2.50000000                                               | CUSIP: Q6S62NDD2<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | USGA              | AU        |       800000 | PA      | $458186.47    | 0.00%             | 2032-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPO 3% 03/28/29/SEK/                | SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 199 3.00000000                                  | CUSIP: W9T1222Y1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $220150.16    | 0.00%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0% 07/28/31/EUR/                     | NRW.BANK /EUR/ REGD REG S EMTN 0.00000000                                                    | CUSIP: D5S2675F2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       138000 | PA      | $138841.62    | 0.00%             | 2031-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERBUND AG 0.9% 04/01/41/EUR/                 | VERBUND AG /EUR/ REGD REG S 0.90000000                                                       | CUSIP: A91460AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       300000 | PA      | $230498.43    | 0.00%             | 2041-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.66% 03/01/31/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2105 3.66000000                                        | CUSIP: Y1456TKS4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    100700000 | PA      | $15658113.14  | 0.10%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 0% 11/25/30/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.00000000                                         | CUSIP: F1270CXE3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1431985.86   | 0.01%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BASQUE GOV 0.25% 04/30/31/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 0.25000000                                                | CUSIP: E5R036AS7<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $308800.49    | 0.00%             | 2031-04-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  0.125% 06/17/27/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 241 0.12500000                                 | CUSIP: X5S008DA0<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1362000 | PA      | $1552635.73   | 0.01%             | 2027-06-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 01/01/27/DKK/                | NYKREDIT REALKREDIT A/S /DKK/ REGD SER 13H* 1.00000000                                       | CUSIP: K74181G75<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      1600000 | PA      | $249355.96    | 0.00%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 09/10/40/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4009 1.50000000                                           | CUSIP: Y7277FJ76<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   3474140000 | PA      | $1878901.37   | 0.01%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 02/18/29/EUR/                | ING GROEP NV /EUR/ REGD V/R REG S 0.25000000                                                 | CUSIP: N4578EKX5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4454379.57   | 0.03%             | 2029-02-18      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| LFA FOERDE 0.75% 04/01/31/EUR/                | LFA FOERDERBANK BAYERN /EUR/ REGD SER 1180 0.75000000                                        | CUSIP: D50208BG7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $423537.38    | 0.00%             | 2031-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.625% 12/08/50/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 0.62500000                                            | CUSIP: D1T0VZCY5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $268029.87    | 0.00%             | 2050-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.625% 02/15/34/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 100 6.62500000                                           | CUSIP: Y6S86ZZW2<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 119992000000 | PA      | $7429925.00   | 0.05%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAND BERL 2.875% 04/05/29/EUR/                | LAND BERLIN /EUR/ REGD REG S 2.87500000                                                      | CUSIP: D09856E23<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       730000 | PA      | $865449.76    | 0.01%             | 2029-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH  3.375% 03/13/29/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 3.37500000                                         | CUSIP: F1R83CFH4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120133.13    | 0.00%             | 2029-03-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 5.75% 03/29/29/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 153 5.75000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     18100000 | PA      | $931131.09    | 0.01%             | 2029-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELFIUS B 4.125% 09/12/29/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD EMTN 4.12500000                                                | CUSIP: B11080AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $122389.70    | 0.00%             | 2029-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 7.35% 04/28/31/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 8Y 7.35000000                                         | CUSIP: X5S007KS5<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      9030000 | PA      | $2141452.86   | 0.01%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPO 3.1% 02/13/33/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2310 3.10000000                                      | CUSIP: Y23862UY2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    111400000 | PA      | $17095409.10  | 0.10%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 3.1% 02/27/33/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2302 3.10000000                                        | CUSIP: Y0R4AWNR1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    112000000 | PA      | $17197711.99  | 0.11%             | 2033-02-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT  0.01% 09/15/28/EUR/                | UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 0.01000000                                         | CUSIP: D8509RF67<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $55007.86     | 0.00%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.7% 02/25/31/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.70000000                                               | CUSIP: F26348EM4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     12310000 | PA      | $14364287.58  | 0.09%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH GO 1.75% 11/11/33/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1065 1.75000000                                      | CUSIP: W7S736KX5<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     24580000 | PA      | $2505977.26   | 0.02%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.7% 06/20/44/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 43 1.70000000                                           | CUSIP: J2615QSC0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    620200000 | PA      | $3300553.63   | 0.02%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR 1% 03/20/30/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 178 1.00000000                                           | CUSIP: J2S39L7W8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    620000000 | PA      | $3881332.99   | 0.02%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.875% 03/10/51/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5103 1.87500000                                           | CUSIP: Y7277FM49<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  23351830000 | PA      | $12258436.45  | 0.08%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/30/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 361 0.10000000                                          | CUSIP: J2S39LKC7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   7177250000 | PA      | $42658909.11  | 0.26%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SWEDISH G 0.125% 05/12/31/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1062 0.12500000                                      | CUSIP: W7S736JQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     10920000 | PA      | $1051268.69   | 0.01%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| REGION WALL 0.5% 06/22/37/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 0.50000000                                             | CUSIP: B70023NK6<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $80925.33     | 0.00%             | 2037-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 0.375% 05/25/36/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.37500000                                    | CUSIP: F0108UMX3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       900000 | PA      | $745997.34    | 0.00%             | 2036-05-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 4.75% 02/20/35/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.75000000                                         | CUSIP: Q6715QGC5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4290000 | PA      | $2764732.81   | 0.02%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMIRATES T 2.75% 06/18/26/EUR/                | EMIRATES TELECOM GROUP /EUR/ REGD EMTN SER GMTN 2.75000000                                   | CUSIP: M4040LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |       600000 | PA      | $705175.78    | 0.00%             | 2026-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ACEA SPA 0.25% 07/28/30/EUR/                  | ACEA SPA /EUR/ REGD REG S EMTN 0.25000000                                                    | CUSIP: T0040KAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       300000 | PA      | $312636.54    | 0.00%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.875% 08/15/51/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR89 6.87500000                                          | CUSIP: Y6S86ZSA8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  34705000000 | PA      | $2110433.99   | 0.01%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 02/15/31/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.00000000                                 | CUSIP: D2R8H4FW4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9459000 | PA      | $9822340.78   | 0.06%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.2% 09/20/32/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 368 0.20000000                                          | CUSIP: J2S39LWZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3450000000 | PA      | $19891241.06  | 0.12%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ILE DE FR 1.275% 02/14/42/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 1.27500000                                     | CUSIP: F49540AH4<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $77853.33     | 0.00%             | 2042-02-14      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| BELFIUS BA 3.25% 10/18/27/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S 3.25000000                                               | CUSIP: B1107XRB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $119336.92    | 0.00%             | 2027-10-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  0.375% 04/21/36/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD SER 242 0.37500000                                       | CUSIP: X5S008DB8<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1489000 | PA      | $1260316.34   | 0.01%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHI 0.75% 04/22/33/EUR/                | ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 0.75000000                                     | CUSIP: N76386AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $193813.98    | 0.00%             | 2033-04-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 0.05% 09/10/35/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.05000000                                           | CUSIP: X5S9GC4L1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       300000 | PA      | $257988.87    | 0.00%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SAC 3% 03/21/33/EUR/                | FREISTAAT SACHSEN /EUR/ REGD 3.00000000                                                      | CUSIP: D6654WAR2<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $235141.90    | 0.00%             | 2033-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA 3.625% 07/02/32/EUR/                 | ORLEN SA /EUR/ REGD REG S EMTN SER GMTN 3.62500000                                           | CUSIP: X6922WBE4<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      4200000 | PA      | $4929011.77   | 0.03%             | 2032-07-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOV 3% 08/15/33/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 486 3.00000000                                           | CUSIP: R34155CH3<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      6100000 | PA      | $563450.59    | 0.00%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVE 3.5% 04/30/33/EUR/                | BASQUE GOVERNMENT /EUR/ REGD 3.50000000                                                      | CUSIP: E5R036AX6<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $241782.66    | 0.00%             | 2033-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK  3.125% 02/15/28/EUR/                | JPN BANK FOR INT'L COOP /EUR/ REGD 3.12500000                                                | CUSIP: J2628MCR8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |      1000000 | PA      | $1191350.74   | 0.01%             | 2028-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 2.75% 02/16/32/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 2.75000000                                     | CUSIP: D4902NMK9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1170847.89   | 0.01%             | 2032-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA 0.25% 01/14/31/EUR/                   | BPCE SA /EUR/ REGD REG S 0.25000000                                                          | CUSIP: F1883FTQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $1928813.73   | 0.01%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.2% 03/20/32/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 366 0.20000000                                          | CUSIP: J2S39LTM6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   6937550000 | PA      | $40437891.20  | 0.25%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER 1.125% 03/12/27/EUR/                | SANTANDER UK PLC /EUR/ REGD REG S 1.12500000                                                 | CUSIP: G7808WLT6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $115904.30    | 0.00%             | 2027-03-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 03/20/41/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 176 0.50000000                                          | CUSIP: J2S39LMG6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1949850000 | PA      | $9144403.14   | 0.06%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 02/25/27/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000                                               | CUSIP: F26348AJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     14425000 | PA      | $16543218.80  | 0.10%             | 2027-02-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SA 0.25% 01/26/28/EUR/                | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 0.25000000                                     | CUSIP: U3823EMT9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1119510.86   | 0.01%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK 0.01% 01/27/31/EUR/                | ROYAL BANK OF CANADA /EUR/ REGD REG S 0.01000000                                             | CUSIP: C8S08KPA9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $508718.13    | 0.00%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SFIL SA 0% 11/23/28/EUR/                      | SFIL SA /EUR/ REGD REG S EMTN 0.00000000                                                     | CUSIP: F8347NAB4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $217922.66    | 0.00%             | 2028-11-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (P 0.01% 11/25/30/EUR/                | ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.01000000                                       | CUSIP: C4R07ZAJ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      3600000 | PA      | $3688371.29   | 0.02%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 3.4% 01/08/28/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2104 3.40000000                                        | CUSIP: Y1456TKG0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     23500000 | PA      | $3473816.30   | 0.02%             | 2028-01-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CNP ASSUR 0.375% 03/08/28/EUR/                | CNP ASSURANCES SA /EUR/ REGD REG S 0.37500000                                                | CUSIP: F1876NBW1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $111430.96    | 0.00%             | 2028-03-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 2.25% 04/20/33/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 33/A 2.25000000                                       | CUSIP: X51627GG0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    194590000 | PA      | $446737.22    | 0.00%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 09/10/42/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4209 3.25000000                                           | CUSIP: Y7277FV49<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   2355460000 | PA      | $1595892.13   | 0.01%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 2.75% 10/04/27/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD REG S SER 222 2.75000000                                  | CUSIP: D3R62FDA7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $828586.74    | 0.01%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 2.625% 08/24/27/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 2.62500000                                    | CUSIP: D4S75URT0<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $235219.80    | 0.00%             | 2027-08-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KFW 2.875% 12/28/29/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.87500000                                                         | CUSIP: D4S46MMS1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1280000 | PA      | $1524511.55   | 0.01%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME  2.5% 09/28/29/EUR/                | GEMEINSAME FOERDERINSTIT /EUR/ REGD REG S 2.50000000                                         | CUSIP: D2R3ZWAA6<br>LEI: 529900GLI1U53NGAH103 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $349607.31    | 0.00%             | 2029-09-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 2% 06/25/64/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 50Y 2.00000000                                              | CUSIP: H21069ZB0<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       611000 | PA      | $1223513.42   | 0.01%             | 2064-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.875% 08/01/28/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000                                                   | CUSIP: Y280CENX1<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2240000 | PA      | $1799219.50   | 0.01%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 2% 05/23/29/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 29/A 2.00000000                                       | CUSIP: X51627FV8<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    200000000 | PA      | $533705.11    | 0.00%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.01% 10/27/28/EUR/                 | DZ HYP AG /EUR/ REGD REG S EMTN 0.01000000                                                   | CUSIP: D2R04NCE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        25000 | PA      | $27432.34     | 0.00%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.625% 09/10/70/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 7009 1.62500000                                           | CUSIP: Y7277FK74<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1207190000 | PA      | $528156.60    | 0.00%             | 2070-09-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.805% 06/28/49/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.80500000                                                 | CUSIP: N14287NR8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       200000 | PA      | $121003.32    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 3.125% 03/01/30/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: F1272PHF7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1500000 | PA      | $1788893.34   | 0.01%             | 2030-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.5% 10/01/53/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 4.50000000                                       | CUSIP: T6052B2C1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4965000 | PA      | $5981101.77   | 0.04%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE  2.25% 07/01/40/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.25000000                                                   | CUSIP: Y280CET49<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1070000 | PA      | $834481.80    | 0.01%             | 2040-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 2.4% 03/17/29/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.40000000                                               | CUSIP: Y6065BSL2<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    137000000 | PA      | $4515587.97   | 0.03%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 0.875% 03/10/32/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD SER 764 0.87500000                                        | CUSIP: H617318X8<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $128011.99    | 0.00%             | 2032-03-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGAT 0% 04/16/27/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 185 0.00000000                                         | CUSIP: D14458AV1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      8073000 | PA      | $9245176.48   | 0.06%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENB 3% 02/27/32/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 3.00000000                                                 | CUSIP: D1R1PYCZ2<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $236444.04    | 0.00%             | 2032-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUCH 3.25% 03/02/43/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 3.25000000                                           | CUSIP: L61785AR9<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       100000 | PA      | $108987.69    | 0.00%             | 2043-03-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF N 0.375% 03/26/30/EUR/                | BANK OF NOVA SCOTIA /EUR/ REGD REG S EMTN 0.37500000                                         | CUSIP: C068405K1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $106391.34    | 0.00%             | 2030-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC R 1.75% 06/18/32/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 1.75000000                                                      | CUSIP: X32332N32<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1410000 | PA      | $1536850.77   | 0.01%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| REGION WAL 3.25% 06/22/33/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.25000000                                             | CUSIP: B70023UB8<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       400000 | PA      | $463663.40    | 0.00%             | 2033-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REGION WALL 3.5% 03/15/43/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.50000000                                             | CUSIP: B70023UA0<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       500000 | PA      | $527464.10    | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 0.01% 10/05/32/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.01000000                                                 | CUSIP: N14287B59<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       500000 | PA      | $482680.55    | 0.00%             | 2032-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PARKER-HANN 2.9% 03/01/30/EUR/                | PARKER-HANNIFIN CORP /EUR/ REGD 2.90000000                                                   | CUSIP: U70109AH3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      3329000 | PA      | $3887091.48   | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.57% 09/13/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2315 2.57000000                                        | CUSIP: Y0R4AWQB3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     17000000 | PA      | $2487079.14   | 0.02%             | 2028-09-13      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.5% 06/20/34/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 149 1.50000000                                          | CUSIP: J2615QSH9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    498700000 | PA      | $3079593.48   | 0.02%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC SE 3.75% 04/20/28/EUR/                | WESTPAC SEC NZ/LONDON /EUR/ REGD REG S EMTN 3.75000000                                       | CUSIP: G9572ZDR2<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |       100000 | PA      | $120799.28    | 0.00%             | 2028-04-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.01% 02/19/29/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 0.01000000                                               | CUSIP: D5S19DCL7<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $217545.35    | 0.00%             | 2029-02-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.75% 03/21/31/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD SER 909 0.75000000                                             | CUSIP: D5S19DCV5<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $212075.77    | 0.00%             | 2031-03-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN 4% 11/23/43/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 4.00000000                                            | CUSIP: D1T0VZEB3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $355415.96    | 0.00%             | 2043-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 3.375% 09/16/31/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.37500000                                     | CUSIP: F23069NL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119261.27    | 0.00%             | 2031-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOV 4.5% 03/23/28/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 28/B 4.50000000                                       | CUSIP: X51627SL6<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    422060000 | PA      | $1244970.14   | 0.01%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEDERLANDS 0.75% 10/13/36/EUR/                | NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 0.75000000                                    | CUSIP: N61157EA2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $86240.88     | 0.00%             | 2036-10-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.98% 04/22/32/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2210 2.98000000                                        | CUSIP: Y1456TMZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      8000000 | PA      | $1213524.69   | 0.01%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| LAND THUE 2.875% 04/02/32/EUR/                | LAND THUERINGEN /EUR/ REGD REG S SER . 2.87500000                                            | CUSIP: D8T44EBB0<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $703969.93    | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV 3% 05/06/33/EUR/                 | ALLIANDER NV /EUR/ REGD REG S EMTN 3.00000000                                                | CUSIP: N0373AFQ9<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229462.50    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER N 3.5% 05/06/37/EUR/                | ALLIANDER NV /EUR/ REGD REG S EMTN 3.50000000                                                | CUSIP: N0373AFP1<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $572995.56    | 0.00%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YE 0.7% 07/01/27/JPY/                | JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 474 0.70000000                                           | CUSIP: J2615UAB2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    189400000 | PA      | $1202806.08   | 0.01%             | 2027-07-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP 0.5% 01/12/37/EUR/                | ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.50000000                                         | CUSIP: A195438M1<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $84855.86     | 0.00%             | 2037-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VR-YHTYMA 2.375% 05/30/29/EUR/                | VR-YHTYMAE OY /EUR/ REGD REG S 2.37500000                                                    | CUSIP: X979GSAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $115102.25    | 0.00%             | 2029-05-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO FIN 2.75% 06/08/38/GBP/                | DIAGEO FINANCE PLC /GBP/ REGD REG S 2.75000000                                               | CUSIP: G2756XVM1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       625000 | PA      | $640946.89    | 0.00%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVER 8% 04/29/30/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 7Y 8.00000000                                         | CUSIP: X5S007KW6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      8510000 | PA      | $2056330.92   | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KBC BANK  3.125% 02/22/27/EUR/                | KBC BANK NV /EUR/ REGD REG S EMTN 3.12500000                                                 | CUSIP: B533A5A47<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $118629.61    | 0.00%             | 2027-02-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.01% 07/01/31/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD SER 215 0.01000000                                        | CUSIP: D3R62FCT7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $201203.86    | 0.00%             | 2031-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MUTUELLE  0.625% 06/21/27/EUR/                | MUTUELLE ASSURANCE /EUR/ REGD REG S 0.62500000                                               | CUSIP: N/A<br>LEI: 969500QISBFB1NW4SX83       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2160438.39   | 0.01%             | 2027-06-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 03/20/51/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 70 0.70000000                                           | CUSIP: J2S39LMD3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    796550000 | PA      | $2815385.23   | 0.02%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/31/EUR/                | FRANCE (GOVT OF) /EUR/ REGD REG S SER OAT 0.00000000                                         | CUSIP: F26348AH9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     23194000 | PA      | $22939441.41  | 0.14%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 06/20/41/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 177 0.40000000                                          | CUSIP: J2S39LNP5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1585300000 | PA      | $7248112.23   | 0.04%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LAND BADE 0.125% 11/19/40/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 0.12500000                                          | CUSIP: D1U444BM1<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $70705.80     | 0.00%             | 2040-11-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0% 11/19/30/EUR/                       | UNEDIC /EUR/ REGD REG S EMTN 0.00000000                                                      | CUSIP: F961A7BG4<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1432099.32   | 0.01%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROU V/R 09/14/29/EUR/                | NATWEST GROUP PLC /EUR/ REGD V/R REG S 0.67000000                                            | CUSIP: G6422BAE5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2219553.78   | 0.01%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.75% 04/28/41/EUR/                | REPUBLIC OF PHILIPPINES /EUR/ REGD 1.75000000                                                | CUSIP: Y6972FA34<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |      1000000 | PA      | $847742.25    | 0.01%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 0.45% 07/04/41/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN SER UFA 0.45000000                                            | CUSIP: B3S09CAP1<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |     13800000 | PA      | $10155360.78  | 0.06%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 04/22/31/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN 0.00000000                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5800000 | PA      | $5904484.92   | 0.04%             | 2031-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL B 1.75% 03/18/33/EUR/                | IMPERIAL BRANDS FIN NETH /EUR/ REGD REG S EMTN 1.75000000                                    | CUSIP: N4R48AAA7<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      2140000 | PA      | $2178631.01   | 0.01%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.2% 03/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 157 0.20000000                                           | CUSIP: J2S39LE67<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2759850000 | PA      | $17249943.46  | 0.11%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE 3.75% 06/22/33/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD REG S EMTN 3.75000000                                    | CUSIP: B2763WH94<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $120133.41    | 0.00%             | 2033-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JT INTL F 4.125% 06/17/35/EUR/                | JT INTL FIN SERVICES BV /EUR/ REGD REG S EMTN 4.12500000                                     | CUSIP: N484BNDU9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9459537.57   | 0.06%             | 2035-06-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRAMBLES F 4.25% 03/22/31/EUR/                | BRAMBLES FINANCE PLC /EUR/ REGD REG S EMTN 4.25000000                                        | CUSIP: G1561EDU2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       659000 | PA      | $811812.92    | 0.00%             | 2031-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REGION WA 0.375% 10/22/31/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 0.37500000                                             | CUSIP: B70023PS7<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $100134.91    | 0.00%             | 2031-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| POSTE ITALI 0.5% 12/10/28/EUR/                | POSTE ITALIANE SPA /EUR/ REGD REG S 0.50000000                                               | CUSIP: T77336AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       200000 | PA      | $220812.83    | 0.00%             | 2028-12-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNI 3% 01/31/31/EUR/                | NORDEA KIINNITYSLUOTTO /EUR/ REGD REG S EMTN 3.00000000                                      | CUSIP: X585B5AT7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       150000 | PA      | $178035.68    | 0.00%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 2.75% 02/21/29/EUR/                  | NRW.BANK /EUR/ REGD 2.75000000                                                               | CUSIP: D5S268RU3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $591765.64    | 0.00%             | 2029-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.291% 08/14/43/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0223 4.29100000                                      | CUSIP: Y2R35QEW7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     17650000 | PA      | $4589804.69   | 0.03%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.875% 07/01/29/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000                                                   | CUSIP: V81778FF0<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2330000 | PA      | $1883597.53   | 0.01%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.25% 01/23/30/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 0.25000000                                 | CUSIP: X7S904CL3<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |      1000000 | PA      | $1059983.90   | 0.01%             | 2030-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEA 1% 03/20/52/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 74 1.00000000                                           | CUSIP: J2S39LTX2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    709600000 | PA      | $2668610.62   | 0.02%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.375% 10/22/26/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.37500000                                              | CUSIP: G4527HTY7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      4267000 | PA      | $5617877.59   | 0.03%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.875% 01/31/46/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000                                              | CUSIP: G4527HTX9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10649000 | PA      | $6764860.41   | 0.04%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 0.35% 09/29/31/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 0.35000000                                            | CUSIP: D1T0VZDJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $713154.36    | 0.00%             | 2031-09-29      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.75% 12/23/33/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 745 1.75000000                                  | CUSIP: H617316W2<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        30000 | PA      | $40744.97     | 0.00%             | 2033-12-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.75% 01/26/49/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 746 1.75000000                                  | CUSIP: H617316X0<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        10000 | PA      | $14028.76     | 0.00%             | 2049-01-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEA 5.5% 09/19/28/EUR/                | PRAEMIA HEALTHCARE SACA /EUR/ REGD REG S 5.50000000                                          | CUSIP: F7441EAA3<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2619418.86   | 0.02%             | 2028-09-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 02/25/28/EUR/                | FRANCE (GOVT OF) /EUR/ REGD REG S SER OAT 0.75000000                                         | CUSIP: F26348BB1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     16060000 | PA      | $18260976.81  | 0.11%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.12% 10/25/52/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.12000000                                         | CUSIP: Y6S39BY20<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    175600000 | PA      | $28843678.35  | 0.18%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KFW 2.75% 02/20/31/EUR/                       | KFW /EUR/ REGD REG S EMTN 2.75000000                                                         | CUSIP: D4S46MRQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1298604.53   | 0.01%             | 2031-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 3.5% 06/22/55/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 101 3.50000000                                                | CUSIP: B1121KLN3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      2730000 | PA      | $2769052.44   | 0.02%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 2.3% 07/04/34/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2420 2.30000000                                        | CUSIP: Y0R4AWRC0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     62500000 | PA      | $9112091.36   | 0.06%             | 2034-07-04      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPO 3% 12/27/29/SEK/                | SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 200 3.00000000                                  | CUSIP: W9T1222Z8<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $219581.82    | 0.00%             | 2029-12-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT 0.75% 07/07/28/EUR/                | CAISSE NAT REASSURANCE /EUR/ REGD REG S 0.75000000                                           | CUSIP: F13063AA4<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      4900000 | PA      | $5441201.19   | 0.03%             | 2028-07-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LA POSTE  3.125% 03/14/33/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 3.12500000                                                 | CUSIP: F5548BDL8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $230672.36    | 0.00%             | 2033-03-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KFW 2.75% 03/15/28/EUR/                       | KFW /EUR/ REGD REG S EMTN 2.75000000                                                         | CUSIP: D4S46MNA9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       650000 | PA      | $771938.93    | 0.00%             | 2028-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 3% 01/11/33/EUR/                  | BNG BANK NV /EUR/ REGD REG S EMTN 3.00000000                                                 | CUSIP: N14288XV6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       900000 | PA      | $1058718.80   | 0.01%             | 2033-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 3.625% 03/11/33/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS91 3.62500000                                     | CUSIP: X7S28MPP7<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       760000 | PA      | $935719.62    | 0.01%             | 2033-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.91% 02/21/29/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD 2.91000000                                                 | CUSIP: Y0R4AWMN1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     18000000 | PA      | $2666598.38   | 0.02%             | 2029-02-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.9% 02/20/33/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000                                                    | CUSIP: A0654UYU9<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       690000 | PA      | $812201.63    | 0.00%             | 2033-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| AGENCE FRA 3.25% 12/20/31/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.25000000                                        | CUSIP: F0109PEH7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $471680.40    | 0.00%             | 2031-12-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.5% 05/25/43/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000                                               | CUSIP: F26348BH8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      8400000 | PA      | $7923182.37   | 0.05%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORANO SA 5.375% 05/15/27/EUR/                 | ORANO SA /EUR/ REGD REG S EMTN 5.37500000                                                    | CUSIP: F6861GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $242065.31    | 0.00%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 4% 04/30/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 13Y 4.00000000                                       | CUSIP: T6052BS58<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2870000 | PA      | $3543185.31   | 0.02%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN  2.125% 09/13/28/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S EMTN 2.12500000                                         | CUSIP: A05599CQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       200000 | PA      | $233068.51    | 0.00%             | 2028-09-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LA POSTE  2.625% 09/14/28/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 2.62500000                                                 | CUSIP: F5548BDM6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $234760.30    | 0.00%             | 2028-09-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BELFIUS B 0.125% 02/08/28/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 0.12500000                                          | CUSIP: B1107TZV9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       600000 | PA      | $670081.64    | 0.00%             | 2028-02-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 3% 06/06/29/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: D5S07LKC4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       800000 | PA      | $954734.21    | 0.01%             | 2029-06-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC  4.15% 10/15/53/EUR/                | MEDTRONIC INC /EUR/ REGD 4.15000000                                                          | CUSIP: 585055BY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1020000 | PA      | $1117427.07   | 0.01%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DANSKE BA 3.125% 06/06/31/EUR/                | DANSKE BANK A/S /EUR/ REGD REG S 3.12500000                                                  | CUSIP: K2R317TZ5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       100000 | PA      | $118939.17    | 0.00%             | 2031-06-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LAND HESS 2.875% 03/12/29/EUR/                | LAND HESSEN /EUR/ REGD 2.87500000                                                            | CUSIP: D3R1TJEA0<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $594020.97    | 0.00%             | 2029-03-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.5% 12/20/32/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 369 0.50000000                                          | CUSIP: J2S39LZV9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1591000000 | PA      | $9323662.22   | 0.06%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE D 4% 05/03/32/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.00000000                                             | CUSIP: G31206AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $243172.37    | 0.00%             | 2032-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| A2A SPA 1.5% 03/16/28/EUR/                    | A2A SPA /EUR/ REGD REG S EMTN 1.50000000                                                     | CUSIP: T0579BAR6<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $230276.29    | 0.00%             | 2028-03-16      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 6.3% 04/25/29/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 6.30000000                                         | CUSIP: X5S007MS3<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      8160000 | PA      | $1861644.61   | 0.01%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 2.4% 11/17/27/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.40000000                                               | CUSIP: Y603CLAU8<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    162750000 | PA      | $5290999.81   | 0.03%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GO 2% 05/23/36/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 2.00000000                                         | CUSIP: Q85895VF6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       689000 | PA      | $335491.48    | 0.00%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 06/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 153 0.00500000                                           | CUSIP: J2S39LVT8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3481550000 | PA      | $21896157.85  | 0.13%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 7.9% 02/24/38/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 15Y 7.90000000                                        | CUSIP: X5S007KZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      3710000 | PA      | $928388.92    | 0.01%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| LAND THUE 0.125% 01/13/51/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 0.12500000                                                  | CUSIP: D8T44EAU9<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $45848.14     | 0.00%             | 2051-01-13      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| THE BERKELE 2.5% 08/11/31/GBP/                | THE BERKELEY GROUP PLC /GBP/ REGD REG S 2.50000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |       172000 | PA      | $200199.59    | 0.00%             | 2031-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KA 0.1% 03/31/31/CHF/                | ZUERCHER KANTONALBANK /CHF/ REGD REG S SER 150 0.10000000                                    | CUSIP: H9838CMJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       240000 | PA      | $294205.30    | 0.00%             | 2031-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WESTERN AUS 1.5% 10/22/30/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD 1.50000000                                                | CUSIP: Q96417GN6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2420000 | PA      | $1404069.63   | 0.01%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REGION OF  2.23% 07/19/32/EUR/                | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 2.23000000                                     | CUSIP: F7717JBU4<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $222213.16    | 0.00%             | 2032-07-19      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 0.6% 08/01/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 0.60000000                                       | CUSIP: T6052BZA9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     14464000 | PA      | $15010913.66  | 0.09%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| LAND BRANDE 2.5% 07/24/31/EUR/                | LAND BRANDENBURG /EUR/ REGD SER . 2.50000000                                                 | CUSIP: D1R1PYDP3<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $347339.86    | 0.00%             | 2031-07-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDI 3% 03/08/31/EUR/                | AMERICAN MEDICAL SYST EU /EUR/ REGD 3.00000000                                               | CUSIP: N03206AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       625000 | PA      | $728785.31    | 0.00%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.504% 04/30/29/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0322 4.50400000                                           | CUSIP: Y2R35QDM0<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     10000000 | PA      | $2567616.12   | 0.02%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERROVIE  4.125% 05/23/29/EUR/                | FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 4.12500000                                        | CUSIP: T4063CAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       300000 | PA      | $365917.77    | 0.00%             | 2029-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  1% 05/15/38/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 16Y 1.00000000                                 | CUSIP: D2R8H4JC4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9302000 | PA      | $8604051.63   | 0.05%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESFARMER 0.954% 10/21/33/EUR/                | WESFARMERS LTD /EUR/ REGD REG S EMTN 0.95400000                                              | CUSIP: Q95870DB6<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      2770000 | PA      | $2692926.12   | 0.02%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KOOKMIN B 0.048% 10/19/26/EUR/                | KOOKMIN BANK /EUR/ REGD REG S 0.04800000                                                     | CUSIP: Y4821XUA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |      1800000 | PA      | $2079674.84   | 0.01%             | 2026-10-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 4% 06/17/72/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 4.00000000                                               | CUSIP: Y6065BQF7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     97370000 | PA      | $4403991.60   | 0.03%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 2.625% 11/06/29/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 2.62500000                                      | CUSIP: F07336NA8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $576976.43    | 0.00%             | 2029-11-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.625% 05/05/32/EUR/                | DEUTSCHE KREDITBANK AG /EUR/ REGD REG S 1.62500000                                           | CUSIP: D1895QEQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $54495.49     | 0.00%             | 2032-05-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 4.75% 02/02/34/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 4.75000000                                               | CUSIP: Q7943QJJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       770000 | PA      | $502605.95    | 0.00%             | 2034-02-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COOPERATI 3.064% 02/01/34/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 3.06400000                                    | CUSIP: N22616K42<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234835.71    | 0.00%             | 2034-02-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 2.8% 06/17/34/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.80000000                                               | CUSIP: Y603CLAE4<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    120910000 | PA      | $4208274.53   | 0.03%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.6% 03/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 168 0.60000000                                           | CUSIP: J2S39L2F0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    800000000 | PA      | $4991470.89   | 0.03%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 06/20/31/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 363 0.10000000                                          | CUSIP: J2S39LNK6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3264500000 | PA      | $19215617.28  | 0.12%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.125% 02/04/30/EUR/                 | NRW.BANK /EUR/ REGD SER 1W1 0.12500000                                                       | CUSIP: D5S268CW5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $318710.41    | 0.00%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LB BADEN-W 0.25% 07/21/28/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: D4884QU74<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $220568.20    | 0.00%             | 2028-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 06/01/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000                                 | CUSIP: T6052BH50<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       865000 | PA      | $895273.82    | 0.01%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANCO DESIO D 4% 03/13/28/EUR/                | BANCO DESIO DELLA BRIANZ /EUR/ REGD REG S EMTN 4.00000000                                    | CUSIP: T1719FZM0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      1700000 | PA      | $2059424.28   | 0.01%             | 2028-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 1% 11/29/33/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: F3R505JG2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $479855.77    | 0.00%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA G 4.18% 05/16/44/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0224 4.18000000                                           | CUSIP: Y2R35QGG0<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     10910000 | PA      | $2795465.70   | 0.02%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FERROVIE DE 4.5% 05/23/33/EUR/                | FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 4.50000000                                        | CUSIP: T4063CAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       500000 | PA      | $626560.13    | 0.00%             | 2033-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  2.875% 12/06/27/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 2.87500000                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $5947187.70   | 0.04%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 3% 09/15/34/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 3.00000000                                             | CUSIP: X27717NJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      3060000 | PA      | $3577088.54   | 0.02%             | 2034-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LAND BERLIN 3% 05/15/29/EUR/                  | LAND BERLIN /EUR/ REGD REG S SER 557 3.00000000                                              | CUSIP: D09856F22<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $834700.73    | 0.01%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU 3.75% 04/30/44/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.75000000                                     | CUSIP: F7686GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $325526.19    | 0.00%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMUNAUT 1.625% 05/03/32/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD EMTN 1.62500000                                          | CUSIP: B2763WF39<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $213598.23    | 0.00%             | 2032-05-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEA 3.3% 10/05/29/EUR/                | ONTARIO TEACHERS' FINANC /EUR/ REGD REG S EMTN 3.30000000                                    | CUSIP: C69798AU7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       800000 | PA      | $958323.41    | 0.01%             | 2029-10-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN G 3.5% 10/06/42/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 485 3.50000000                                           | CUSIP: R34155CF7<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      3780000 | PA      | $346087.50    | 0.00%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMUNITY  0.42% 04/30/31/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 0.42000000                                         | CUSIP: E3124CEK5<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $311338.88    | 0.00%             | 2031-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 06/25/44/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000                                               | CUSIP: F26348AA4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       224852 | PA      | $141684.85    | 0.00%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| TENNET NE 3.875% 10/28/28/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 3.87500000                                               | CUSIP: N85094UK9<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $242076.24    | 0.00%             | 2028-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENNET NET 4.25% 04/28/32/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 4.25000000                                               | CUSIP: N85094UN3<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $495398.28    | 0.00%             | 2032-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN H 3.75% 10/25/27/EUR/                | AMERICAN HONDA FINANCE /EUR/ REGD 3.75000000                                                 | CUSIP: 026657AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3957815.29   | 0.02%             | 2027-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK  V/R 06/09/29/EUR/                | DANSKE BANK A/S /EUR/ REGD V/R REG S EMTN 0.75000000                                         | CUSIP: K2227DN40<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       468000 | PA      | $523806.66    | 0.00%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 06/09/32/EUR/                | ING GROEP NV /EUR/ REGD V/R REG S EMTN 0.87500000                                            | CUSIP: N4578ELA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1145883.05   | 0.01%             | 2032-06-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HY 3% 02/01/34/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN SER EMTT 3.00000000                           | CUSIP: D5557EVR9<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $58484.12     | 0.00%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.375% 10/05/54/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 3.37500000                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      1900000 | PA      | $1976991.94   | 0.01%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.25% 03/01/38/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 3.25000000                                       | CUSIP: T6052BN95<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3490000 | PA      | $3927005.19   | 0.02%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC O 1.85% 05/23/49/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 1.85000000                                                    | CUSIP: A0654UXC0<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2790000 | PA      | $2323412.51   | 0.01%             | 2049-05-23      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 4.05% 10/30/37/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 13Y 4.05000000                                       | CUSIP: T6052B8N1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1840000 | PA      | $2242653.16   | 0.01%             | 2037-10-30      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| AA BOND CO 6.85% 07/31/31/GBP/                | AA BOND CO LTD /GBP/ REGD REG S EMTN 6.85000000                                              | CUSIP: G00005AU5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       100000 | PA      | $143904.00    | 0.00%             | 2031-07-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ILLINOIS  3.375% 05/17/32/EUR/                | ILLINOIS TOOL WORKS INC /EUR/ REGD 3.37500000                                                | CUSIP: 452308BC2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4839269.63   | 0.03%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.43% 01/25/30/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.43000000                                         | CUSIP: Y6S39BAP5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    374000000 | PA      | $53226765.46  | 0.33%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.7% 03/20/61/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 14 0.70000000                                           | CUSIP: J2S39LMX9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    874650000 | PA      | $2567106.68   | 0.02%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 0.625% 11/03/28/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.62500000                                      | CUSIP: F073352G0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1103845.44   | 0.01%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 1% 10/13/51/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 243 1.00000000                                 | CUSIP: X5S008DC6<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1160000 | PA      | $659730.09    | 0.00%             | 2051-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/31/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 362 0.10000000                                          | CUSIP: J2S39LLZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3813250000 | PA      | $22557184.95  | 0.14%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.48% 02/04/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD 3.48000000                                                 | CUSIP: Y0R4AWLQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     10400000 | PA      | $1542145.63   | 0.01%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| TENNET NE 1.125% 06/09/41/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 1.12500000                                               | CUSIP: N85094RX5<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $247906.70    | 0.00%             | 2041-06-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 0.375% 06/04/29/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.37500000                                    | CUSIP: D4S75UPY1<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $322182.72    | 0.00%             | 2029-06-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.6% 06/04/41/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.60000000                                    | CUSIP: D5S07LHK0<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $228943.64    | 0.00%             | 2041-06-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| LAND NORD 0.125% 06/04/31/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.12500000                                    | CUSIP: D5S07LHL8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      2300000 | PA      | $2344072.10   | 0.01%             | 2031-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TENNET NET  0.5% 06/09/31/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 0.50000000                                               | CUSIP: N85094RY3<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $207417.69    | 0.00%             | 2031-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 06/01/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000                                 | CUSIP: T6052BH50<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7880000 | PA      | $8155789.22   | 0.05%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SIMON INT 1.125% 03/19/33/EUR/                | SIMON INTL FINANCE SCA /EUR/ REGD REG S 1.12500000                                           | CUSIP: L84465CJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       500000 | PA      | $494788.58    | 0.00%             | 2033-03-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW S WALES 2.5% 11/22/32/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 2.50000000                                         | CUSIP: Q6715QBU0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |        50000 | PA      | $28706.06     | 0.00%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANC V/R 10/12/53/EUR/                | CNP ASSURANCES SA /EUR/ REGD V/R REG S EMTN 1.87500000                                       | CUSIP: F1876NBX9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $302492.88    | 0.00%             | 2053-10-12      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.27% 03/25/73/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.27000000                                         | CUSIP: Y6S39BW97<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    162870000 | PA      | $28618390.04  | 0.18%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| SFIL SA 3.25% 10/05/32/EUR/                   | SFIL SA /EUR/ REGD REG S EMTN 3.25000000                                                     | CUSIP: F8347NAG3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $233771.04    | 0.00%             | 2032-10-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUST CAPIT 1.75% 05/17/30/AUD/                | AUST CAPITAL TERRITORY /AUD/ REGD REG S 1.75000000                                           | CUSIP: Q0R77TEM5<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | USGA              | AU        |       400000 | PA      | $236522.18    | 0.00%             | 2030-05-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 2.5% 03/10/52/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5203 2.50000000                                           | CUSIP: Y7277FR36<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4427100000 | PA      | $2640216.84   | 0.02%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.41% 06/07/31/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2110 3.41000000                                        | CUSIP: Y1456TLG9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      4200000 | PA      | $648557.89    | 0.00%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 1% 06/17/27/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD SER LB 1.00000000                                        | CUSIP: Y6065BNV5<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     40000000 | PA      | $1267388.74   | 0.01%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REGIAO AU 0.943% 05/29/32/EUR/                | REGIAO AUTONOMA MADEIRA /EUR/ REGD 0.94300000                                                | CUSIP: X7324UAY7<br>LEI: 549300NI7DXWFX27WX21 | Long             | DBT              | USGA              | PT        |      1200000 | PA      | $1232277.59   | 0.01%             | 2032-05-29      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.55% 02/25/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 2Y 2.55000000                                  | CUSIP: T6025AAD6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2860000 | PA      | $3376304.35   | 0.02%             | 2027-02-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 2.625% 11/29/29/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 2.62500000                                     | CUSIP: F14221FD6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $116961.72    | 0.00%             | 2029-11-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/50/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000                                   | CUSIP: D14458AT6<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6572000 | PA      | $3338476.75   | 0.02%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 0.375% 07/20/26/EUR/                | VOLKSWAGEN LEASING GMBH /EUR/ REGD REG S EMTN 0.37500000                                     | CUSIP: D9T70CHK3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1742306.30   | 0.01%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CENCORA I 3.625% 05/22/32/EUR/                | CENCORA INC /EUR/ REGD 3.62500000                                                            | CUSIP: 03073EBA2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      3921000 | PA      | $4639651.93   | 0.03%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BA 0.4% 09/17/41/EUR/                | ABN AMRO BANK NV /EUR/ REGD REG S EMTN 0.40000000                                            | CUSIP: N0R37UBU9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $71165.27     | 0.00%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.9% 10/31/52/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.90000000                                               | CUSIP: E8922AMF4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      7442000 | PA      | $5709283.27   | 0.03%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| CAISSE D'AM 0.6% 11/25/29/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.60000000                                         | CUSIP: F1270CYC6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1518939.17   | 0.01%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CENCORA I 2.875% 05/22/28/EUR/                | CENCORA INC /EUR/ REGD 2.87500000                                                            | CUSIP: 03073EAZ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1180801.04   | 0.01%             | 2028-05-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/31/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 365 0.10000000                                          | CUSIP: J2S39LSE5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1833750000 | PA      | $10679275.81  | 0.07%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.625% 04/15/36/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 0.62500000                                            | CUSIP: D1T0VZDC2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       350000 | PA      | $311307.45    | 0.00%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KFW 0% 06/15/29/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S475M32<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1084000 | PA      | $1172768.88   | 0.01%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  0.3% 10/17/31/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 11Y 0.30000000                                          | CUSIP: X6694NBU4<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      4762000 | PA      | $4895835.58   | 0.03%             | 2031-10-17      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| BASQUE GOV 0.45% 04/30/32/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 0.45000000                                                | CUSIP: E5R036AV0<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $403638.27    | 0.00%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.15% 03/01/72/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 50Y 2.15000000                                       | CUSIP: T6052BZK7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       233000 | PA      | $161844.44    | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| FLUVIUS S 3.875% 05/02/34/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 3.87500000                                           | CUSIP: B4S13TLS8<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $357215.33    | 0.00%             | 2034-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.15% 09/01/52/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 2.15000000                                       | CUSIP: T6052BJ90<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4461000 | PA      | $3486244.77   | 0.02%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| THAILAND G 2.75% 06/17/52/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD SER THAI 2.75000000                                      | CUSIP: Y6065BPE1<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     18410000 | PA      | $627362.36    | 0.00%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND 4.5% 04/15/27/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0427 4.50000000                                        | CUSIP: Q67383GW5<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      2740000 | PA      | $1612616.09   | 0.01%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREISTAAT S 0.4% 05/12/36/EUR/                | FREISTAAT SACHSEN /EUR/ REGD REG S SER 135 0.40000000                                        | CUSIP: D6654WAK7<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $262690.17    | 0.00%             | 2036-05-12      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 0.125% 05/12/31/EUR/                | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN SER GMTN 0.12500000                           | CUSIP: R8T51PFJ9<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $101948.32    | 0.00%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEDER WATER 2.5% 05/22/30/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 2.50000000                                       | CUSIP: N6S77EJQ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       900000 | PA      | $1050302.37   | 0.01%             | 2030-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK  1% 03/01/27/SEK/                | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1592 1.00000000                                     | CUSIP: W86201XV2<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $214447.89    | 0.00%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.35% 01/15/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 4Y 2.35000000                                  | CUSIP: T6031QCT6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2260000 | PA      | $2645604.39   | 0.02%             | 2029-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN 2.125% 05/18/32/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 484 2.12500000                                           | CUSIP: R34155CB6<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     23187000 | PA      | $2060445.59   | 0.01%             | 2032-05-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| SWEDBANK AB 1.3% 02/17/27/EUR/                | SWEDBANK AB /EUR/ REGD EMTN SER GMTN 1.30000000                                              | CUSIP: W9423Y6A3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1160798.20   | 0.01%             | 2027-02-17      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KFW 0% 09/15/31/EUR/                          | KFW /EUR/ REGD EMTN 0.00000000                                                               | CUSIP: D4S4752X8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2016666.69   | 0.01%             | 2031-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMPRION G 0.625% 09/23/33/EUR/                | AMPRION GMBH /EUR/ REGD REG S EMTN 0.62500000                                                | CUSIP: D03614AR1<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1408300.91   | 0.01%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SO 3% 03/24/32/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 3.00000000                                         | CUSIP: F18863AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116710.60    | 0.00%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 07/30/43/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                               | CUSIP: E8922AMU1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      7543000 | PA      | $8441482.54   | 0.05%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LAND HESS 2.625% 09/10/27/EUR/                | LAND HESSEN /EUR/ REGD 2.62500000                                                            | CUSIP: D3R1TJDP8<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       760000 | PA      | $898518.44    | 0.01%             | 2027-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LAND THUER 0.01% 03/24/31/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 0.01000000                                                  | CUSIP: D8T44EAV7<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $305250.75    | 0.00%             | 2031-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 03/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 152 0.10000000                                           | CUSIP: J2S39LVF8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3244700000 | PA      | $20504747.42  | 0.13%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 01/28/28/EUR/                | BARCLAYS PLC /EUR/ REGD V/R REG S 0.87700000                                                 | CUSIP: G0809LHT9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2308395.75   | 0.01%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.9% 07/30/39/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.90000000                                               | CUSIP: E8922ANG1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8100000 | PA      | $9811680.56   | 0.06%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREIE HANSEST 3% 03/02/33/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 272 3.00000000                                        | CUSIP: D1R1ZQDF1<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |      1140000 | PA      | $1340724.96   | 0.01%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER 2.625% 09/09/27/EUR/                | ALLIANDER NV /EUR/ REGD REG S EMTN 2.62500000                                                | CUSIP: N0373ADF5<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $706419.38    | 0.00%             | 2027-09-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 11/15/28/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 8Y 0.00000000                                  | CUSIP: D2R8H4JA8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10025000 | PA      | $11074614.93  | 0.07%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 1.875% 10/01/51/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 1.87500000                                                   | CUSIP: Y280CEGA9<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2370000 | PA      | $1737680.61   | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CNP ASSURA 1.25% 01/27/29/EUR/                | CNP ASSURANCES SA /EUR/ REGD REG S 1.25000000                                                | CUSIP: F1876NBY7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       700000 | PA      | $777416.29    | 0.00%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  3.875% 05/22/29/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S MTN SER GMTN 3.87500000                                  | CUSIP: X7S904CQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |      1020000 | PA      | $1243533.04   | 0.01%             | 2029-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 4.25% 05/15/34/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0534 4.25000000                                        | CUSIP: Q54627FF8<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      1450000 | PA      | $831894.43    | 0.01%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.9% 06/20/42/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 181 0.90000000                                          | CUSIP: J2S39LVU5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    483200000 | PA      | $2344371.40   | 0.01%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| KOREA TREASUR 2% 06/10/31/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3106 2.00000000                                           | CUSIP: Y7277FN71<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4491310000 | PA      | $2915505.57   | 0.02%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF  0.625% 04/26/29/EUR/                | HOCHTIEF AKTIENGESELLSCH /EUR/ REGD EMTN 0.62500000                                          | CUSIP: D341DRDD9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       125000 | PA      | $135996.47    | 0.00%             | 2029-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CCEP FINANC 0.5% 09/06/29/EUR/                | CCEP FINANCE IRELAND DAC /EUR/ REGD REG S 0.50000000                                         | CUSIP: G198A4AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       300000 | PA      | $322575.80    | 0.00%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGR 0.01% 04/12/28/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: F2276HBY4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $222393.11    | 0.00%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA  3.65% 04/30/34/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.65000000                                         | CUSIP: E90210AA8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       100000 | PA      | $118851.96    | 0.00%             | 2034-04-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.6% 12/20/53/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 81 1.60000000                                           | CUSIP: J2S39LU44<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1036600000 | PA      | $4495220.14   | 0.03%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| DEXIA 2.75% 01/18/29/EUR/                     | DEXIA /EUR/ REGD EMTN 2.75000000                                                             | CUSIP: F4356XAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       700000 | PA      | $823484.55    | 0.01%             | 2029-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV 3% 10/07/34/EUR/                 | ALLIANDER NV /EUR/ REGD REG S EMTN 3.00000000                                                | CUSIP: N0373AFK2<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $226296.51    | 0.00%             | 2034-10-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASUR 3% 09/10/29/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2909 3.00000000                                           | CUSIP: Y7277F5G1<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  10000000000 | PA      | $6904374.30   | 0.04%             | 2029-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL 4.049% 11/22/29/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 4.04900000                                        | CUSIP: N2960PMH3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $245184.45    | 0.00%             | 2029-11-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACTION LO 0.375% 10/05/31/EUR/                | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 0.37500000                                    | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | USGA              | FR        |       500000 | PA      | $501823.14    | 0.00%             | 2031-10-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK 0.01% 10/05/28/EUR/                | ROYAL BANK OF CANADA /EUR/ REGD REG S EMTN 0.01000000                                        | CUSIP: C8S08MTP8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $109723.33    | 0.00%             | 2028-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE REF 2.75% 09/06/30/EUR/                | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: F1R06PAH4<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2457400.47   | 0.02%             | 2030-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUT PFAN 2.875% 01/24/28/EUR/                | DEUT PFANDBRIEFBANK AG /EUR/ REGD REG S EMTN 2.87500000                                      | CUSIP: D194Z0AA6<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       130000 | PA      | $153698.81    | 0.00%             | 2028-01-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.5% 12/01/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.50000000                                 | CUSIP: T6052BN53<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       490000 | PA      | $555117.47    | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COOPERATI 0.125% 12/01/31/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 0.12500000                                    | CUSIP: N22616JV4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $100411.43    | 0.00%             | 2031-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| COMUNIDAD 0.714% 10/31/31/EUR/                | COMUNIDAD AUTO CANARIA /EUR/ REGD REG S 0.71400000                                           | CUSIP: E31242BT1<br>LEI: 959800RQJLU7MG8QHW51 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $308704.48    | 0.00%             | 2031-10-31      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.95% 11/17/36/EUR/                | REPUBLIC OF PERU /EUR/ REGD 1.95000000                                                       | CUSIP: 715638DX7<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      1000000 | PA      | $957533.50    | 0.01%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP 1.625% 10/22/71/GBP/                | CPPIB CAPITAL INC /GBP/ REGD REG S EMTN 1.62500000                                           | CUSIP: C2R89MZM4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      2000000 | PA      | $1003153.06   | 0.01%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| A2A SPA 1% 11/02/33/EUR/                      | A2A SPA /EUR/ REGD REG S EMTN 1.00000000                                                     | CUSIP: T0579BAQ8<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $193891.55    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HOWOGE WO 1.125% 11/01/33/EUR/                | HOWOGE WOHNUNGS /EUR/ REGD REG S EMTN 1.12500000                                             | CUSIP: D3R2V7AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $97991.07     | 0.00%             | 2033-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE  0.01% 11/16/28/EUR/                | YORKSHIRE BUILDING SOC /EUR/ REGD REG S 0.01000000                                           | CUSIP: G98523XP6<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $109291.93    | 0.00%             | 2028-11-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND GOVE 7.5% 07/25/28/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0728 7.50000000                                        | CUSIP: X8T024BU8<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     14080000 | PA      | $4258645.62   | 0.03%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 3.45% 06/22/43/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 99 3.45000000                                                 | CUSIP: B1121KJM8<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       949000 | PA      | $1042578.28   | 0.01%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FORTUM OYJ 4.5% 05/26/33/EUR/                 | FORTUM OYJ /EUR/ REGD REG S EMTN 4.50000000                                                  | CUSIP: X2993SJR9<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       600000 | PA      | $745342.21    | 0.00%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KFW 2.75% 05/15/30/EUR/                       | KFW /EUR/ REGD EMTN 2.75000000                                                               | CUSIP: D3S996KR8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       525000 | PA      | $622308.03    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTE 2.5% 02/01/30/SEK/                | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1596 2.50000000                                     | CUSIP: W86201YP4<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $215528.04    | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCANDINAV 4.875% 09/12/29/EUR/                | SCANDINAVIAN TOBACCO GRO /EUR/ REGD REG S 4.87500000                                         | CUSIP: K8553UAA3<br>LEI: 5299003KG4JS99TRML67 | Long             | DBT              | CORP              | DK        |      6444000 | PA      | $7835142.75   | 0.05%             | 2029-09-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 2.875% 09/26/39/EUR/                 | NRW.BANK /EUR/ REGD REG S EMTN 2.87500000                                                    | CUSIP: D5S2688B6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       170000 | PA      | $183395.32    | 0.00%             | 2039-09-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 06/20/51/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000                                           | CUSIP: J2S39LQP2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    503150000 | PA      | $1760639.54   | 0.01%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NEDER WATER 2.5% 09/13/27/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 2.50000000                                       | CUSIP: N6S77C7H0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       950000 | PA      | $1121337.60   | 0.01%             | 2027-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL H 3% 07/23/29/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S 3.00000000                                         | CUSIP: F235A8AV9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118832.64    | 0.00%             | 2029-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA 5.125% 04/15/27/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR90 5.12500000                                          | CUSIP: Y6S86ZTD1<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  96000000000 | PA      | $5747434.10   | 0.04%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 3.375% 05/25/33/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S 3.37500000                                         | CUSIP: F847BRFT8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1200000 | PA      | $1408726.58   | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC B 3.106% 11/23/27/EUR/                | WESTPAC BANKING CORP /EUR/ REGD REG S EMTN 3.10600000                                        | CUSIP: Q97423E54<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $119202.47    | 0.00%             | 2027-11-23      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SWEDISH EX 2.75% 02/23/28/EUR/                | SWEDISH EXPORT CREDIT /EUR/ REGD REG S EMTN 2.75000000                                       | CUSIP: W9T06FGV1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |       585000 | PA      | $691973.02    | 0.00%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASSA ABLO 4.125% 09/13/35/EUR/                | ASSA ABLOY AB /EUR/ REGD REG S EMTN SER GMTN 4.12500000                                      | CUSIP: W0817XNZ4<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |       250000 | PA      | $304841.99    | 0.00%             | 2035-09-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REWE INT  4.875% 09/13/30/EUR/                | REWE INT FINANCE /EUR/ REGD REG S 4.87500000                                                 | CUSIP: N74119AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2400000 | PA      | $3003271.20   | 0.02%             | 2030-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 05/25/53/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F26348AN6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     12718000 | PA      | $6325844.57   | 0.04%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE B 2.25% 09/20/27/EUR/                | DEUTSCHE BANK AG /EUR/ REGD REG S EMTN 2.25000000                                            | CUSIP: D1T7GB3Q7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117373.20    | 0.00%             | 2027-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA 4% 11/29/32/EUR/                      | BPCE SA /EUR/ REGD REG S EMTN 4.00000000                                                     | CUSIP: F1883HCY0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4300000 | PA      | $5199841.46   | 0.03%             | 2032-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.76% 03/22/71/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.76000000                                         | CUSIP: Y6S39BZZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      2300000 | PA      | $447912.65    | 0.00%             | 2071-03-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| REGIE AUT 1.875% 05/25/32/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 1.87500000                                    | CUSIP: F7706VM53<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       600000 | PA      | $647259.80    | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 3.462% 04/30/34/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD 3.46200000                                               | CUSIP: E3124CFX6<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       800000 | PA      | $957458.87    | 0.01%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| LANDBK HES 0.01% 07/19/27/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: D4S75UQJ3<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113638.88    | 0.00%             | 2027-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTL DEVELO 0.7% 01/17/42/EUR/                | INTL DEVELOPMENT ASSOC /EUR/ REGD REG S 0.70000000                                           | CUSIP: U4592BJS8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1000000 | PA      | $755315.14    | 0.00%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.7% 04/30/32/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.70000000                                               | CUSIP: E8922AMC1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      9430000 | PA      | $9725139.46   | 0.06%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| NEDER WATE 0.25% 01/19/32/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: N6S77BT21<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       600000 | PA      | $603123.18    | 0.00%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PL V/R 04/04/28/EUR/                | AIB GROUP PLC /EUR/ REGD V/R REG S EMTN 2.25000000                                           | CUSIP: G020725U9<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      1000000 | PA      | $1170465.63   | 0.01%             | 2028-04-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.5% 03/20/33/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 370 0.50000000                                          | CUSIP: J2S39LD84<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4442700000 | PA      | $25896085.34  | 0.16%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.4% 09/20/52/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 76 1.40000000                                           | CUSIP: J2S39LXG4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1853000000 | PA      | $7728798.65   | 0.05%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BPER BANCA 3.75% 10/22/28/EUR/                | BPER BANCA /EUR/ REGD REG S EMTN 3.75000000                                                  | CUSIP: T2R7AKDH5<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $121199.43    | 0.00%             | 2028-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FERROVIAL 4.375% 09/13/30/EUR/                | FERROVIAL SE /EUR/ REGD REG S 4.37500000                                                     | CUSIP: N3168PAD3<br>LEI: 72450022R2ZFL41Y6I04 | Long             | DBT              | CORP              | NL        |      1600000 | PA      | $1980185.34   | 0.01%             | 2030-09-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  4.125% 04/13/33/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 4.12500000                                          | CUSIP: M2R92QAL8<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       360000 | PA      | $452684.72    | 0.00%             | 2033-04-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.45% 06/17/43/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.45000000                                               | CUSIP: Y6065BQX8<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    146630000 | PA      | $5427161.85   | 0.03%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WUESTENRO 3.375% 11/28/28/EUR/                | WUESTENROT BAUSPARKASSE /EUR/ REGD REG S SER 20 3.37500000                                   | CUSIP: D9805HAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120347.67    | 0.00%             | 2028-11-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND BERL 1.625% 08/02/32/EUR/                | LAND BERLIN /EUR/ REGD 1.62500000                                                            | CUSIP: D09856D65<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       630000 | PA      | $683736.43    | 0.00%             | 2032-08-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.05% 09/29/31/EUR/                | INVESTITIONSBANK DES LAN /EUR/ REGD REG S 0.05000000                                         | CUSIP: D3762NAE7<br>LEI: 5299009T1JIGA56W7T95 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $100253.84    | 0.00%             | 2031-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.6% 05/15/41/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 17Y 2.60000000                                 | CUSIP: D2R8H4KS7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      5260000 | PA      | $5707031.30   | 0.03%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEDER WAT 0.375% 09/28/46/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: N6S77BH73<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       769000 | PA      | $453350.84    | 0.00%             | 2046-09-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 0.125% 09/29/31/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 0.12500000                                         | CUSIP: F0108UPL6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $295218.29    | 0.00%             | 2031-09-29      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.7% 12/20/33/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 1 0.70000000                                            | CUSIP: J2S39LW75<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3143150000 | PA      | $18330359.58  | 0.11%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| XUNTA DE  0.268% 07/30/28/EUR/                | XUNTA DE GALICIA /EUR/ REGD 0.26800000                                                       | CUSIP: E98110BM5<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $333420.22    | 0.00%             | 2028-07-30      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.5% 10/31/31/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.50000000                                               | CUSIP: E8922ALB4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5188000 | PA      | $5362622.40   | 0.03%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BPIFRANCE 2.125% 11/29/27/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.12500000                                              | CUSIP: F7053NCX0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       600000 | PA      | $701283.99    | 0.00%             | 2027-11-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FINNISH G 1.375% 04/15/27/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 4Y 1.37500000                                              | CUSIP: X27717ML2<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1760000 | PA      | $2050518.05   | 0.01%             | 2027-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/29/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N82128AA2<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      7420000 | PA      | $8137471.57   | 0.05%             | 2029-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| RTE RESEAU 0.75% 01/12/34/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 0.75000000                                     | CUSIP: F7686GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $283648.62    | 0.00%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  1.8% 12/12/34/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 568 1.80000000                                   | CUSIP: H6218UPG9<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       110000 | PA      | $150466.80    | 0.00%             | 2034-12-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CREDIT MUT 4.25% 12/01/32/EUR/                | CREDIT MUTUEL ARKEA /EUR/ REGD REG S EMTN 4.25000000                                         | CUSIP: F2850M6B3<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $4404108.15   | 0.03%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IG GROUP  3.125% 11/18/28/GBP/                | IG GROUP HOLDINGS PLC /GBP/ REGD REG S EMTN 3.12500000                                       | CUSIP: G4753QAA4<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2569166.87   | 0.02%             | 2028-11-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 06/24/32/EUR/                | DEUTSCHE BANK AG /EUR/ REGD V/R EMTN 4.00000000                                              | CUSIP: D1T7GBWP7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2700000 | PA      | $3209136.67   | 0.02%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND BRANDE 2.5% 01/25/29/EUR/                | LAND BRANDENBURG /EUR/ REGD 2.50000000                                                       | CUSIP: D1R1PYCV1<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $469779.57    | 0.00%             | 2029-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.4% 03/20/55/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 86 2.40000000                                           | CUSIP: J2S39L7Y4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    649150000 | PA      | $3403768.96   | 0.02%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE  3.8% 06/22/40/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD REG S EMTN 3.80000000                                    | CUSIP: B2763WM80<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $226130.65    | 0.00%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.875% 05/24/30/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 1.87500000                                            | CUSIP: D1T0VZDP3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $341309.77    | 0.00%             | 2030-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL  2.125% 05/24/28/EUR/                | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S EMTN SER GMTN 2.12500000                            | CUSIP: Q6534AKG5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $581327.84    | 0.00%             | 2028-05-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CAJA RURAL DE 3% 04/26/27/EUR/                | CAJA RURAL DE NAVARRA /EUR/ REGD REG S 3.00000000                                            | CUSIP: E2425KJH7<br>LEI: 95980020140005439549 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $118438.69    | 0.00%             | 2027-04-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS H 3% 01/31/30/EUR/                | BNP PARIBAS HOMELOAN SFH /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F0957QCE7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118436.61    | 0.00%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESB FINANC 3.75% 01/25/43/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 3.75000000                                             | CUSIP: G31206AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $109837.53    | 0.00%             | 2043-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAIFFLANDESBA 3% 01/24/28/EUR/                | RAIFFLANDESBANK TIROL /EUR/ REGD REG S 3.00000000                                            | CUSIP: A69319QA1<br>LEI: 5299005OACOC1C1OFJ11 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $118616.77    | 0.00%             | 2028-01-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUER 3% 09/26/31/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.00000000                                            | CUSIP: D4884T8R9<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |        60000 | PA      | $71038.37     | 0.00%             | 2031-09-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMS IRELA 4.581% 11/10/55/EUR/                | BMS IRELAND CAP FUNDING /EUR/ REGD 4.58100000                                                | CUSIP: 05594KAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1830000 | PA      | $2098550.35   | 0.01%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 3.125% 05/25/34/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | FR        |      1500000 | PA      | $1707318.54   | 0.01%             | 2034-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BMS IRELA 4.289% 11/10/45/EUR/                | BMS IRELAND CAP FUNDING /EUR/ REGD 4.28900000                                                | CUSIP: 05594KAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       800000 | PA      | $921192.59    | 0.01%             | 2045-11-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ERSTE GRO 3.125% 12/12/33/EUR/                | ERSTE GROUP BANK AG /EUR/ REGD REG S 3.12500000                                              | CUSIP: A2297SE27<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $117778.54    | 0.00%             | 2033-12-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ORANO SA 4% 03/12/31/EUR/                     | ORANO SA /EUR/ REGD REG S EMTN 4.00000000                                                    | CUSIP: F6861GBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $239419.28    | 0.00%             | 2031-03-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 0% 01/31/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000                                               | CUSIP: E8922ALP3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8630000 | PA      | $9915220.62   | 0.06%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 2.5% 10/11/29/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 190 2.50000000                                         | CUSIP: D2R8H4LF4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6880000 | PA      | $8133952.88   | 0.05%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUCKLAND C 0.25% 11/17/31/EUR/                | AUCKLAND COUNCIL /EUR/ REGD REG S EMTN 0.25000000                                            | CUSIP: Q0649WBJ6<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | USGA              | NZ        |       600000 | PA      | $601835.98    | 0.00%             | 2031-11-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIG 2.875% 03/12/29/EUR/                | DNB BOLIGKREDITT AS /EUR/ REGD REG S EMTN 2.87500000                                         | CUSIP: R1815VJJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $118700.05    | 0.00%             | 2029-03-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.32% 04/15/52/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.32000000                                         | CUSIP: Y6S39BQ94<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    267330000 | PA      | $45263309.58  | 0.28%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.48% 04/15/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.48000000                                         | CUSIP: Y6S39BM98<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    166300000 | PA      | $24141499.34  | 0.15%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 8.25% 09/29/32/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 10Y 8.25000000                                        | CUSIP: X5S007KD8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      8080000 | PA      | $2006983.72   | 0.01%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.4% 04/01/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 3.40000000                                  | CUSIP: T6052BW87<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8170000 | PA      | $9828072.61   | 0.06%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EFSF 2.375% 06/21/32/EUR/                     | EFSF /EUR/ REGD REG S 2.37500000                                                             | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | USGA              | LU        |      5000000 | PA      | $5697891.82   | 0.03%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.75% 10/22/53/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000                                              | CUSIP: G4527HZD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      9896000 | PA      | $10473508.13  | 0.06%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE PO V/R 03/05/34/EUR/                | LA BANQUE POSTALE /EUR/ REGD V/R REG S EMTN 5.50000000                                       | CUSIP: F5407GY75<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $373111.10    | 0.00%             | 2034-03-05      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.25% 06/27/31/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 3.25000000                                          | CUSIP: M2R92QAM6<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |      1069000 | PA      | $1282771.36   | 0.01%             | 2031-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.5% 12/01/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.50000000                                       | CUSIP: T6052BN53<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8920000 | PA      | $10105403.70  | 0.06%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.65% 06/15/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 2.65000000                                  | CUSIP: T6031QBT7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5800000 | PA      | $6860533.15   | 0.04%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LEGRAND S 3.625% 03/19/35/EUR/                | LEGRAND SA /EUR/ REGD REG S 3.62500000                                                       | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5877304.66   | 0.04%             | 2035-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 0.375% 01/20/32/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 0.37500000                                     | CUSIP: F14221EA3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $99789.55     | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 0.125% 11/25/28/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.12500000                                              | CUSIP: F7053NAV6<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $328056.28    | 0.00%             | 2028-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 4.125% 09/02/35/EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD REG S EMTN 4.12500000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1174341.99   | 0.01%             | 2035-09-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE NA 3.25% 09/02/32/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: F847BRLV6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $351908.51    | 0.00%             | 2032-09-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.54% 12/25/30/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.54000000                                         | CUSIP: Y6S39B5D8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    122000000 | PA      | $18232360.59  | 0.11%             | 2030-12-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  2.75% 03/12/30/EUR/                | FREISTAAT SACHSEN /EUR/ REGD 2.75000000                                                      | CUSIP: D6654WAN1<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $118027.32    | 0.00%             | 2030-03-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.5% 05/31/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.50000000                                               | CUSIP: E8922APD6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8130000 | PA      | $9599472.59   | 0.06%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 09/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 154 0.10000000                                           | CUSIP: J2S39LXB5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4855000000 | PA      | $30472377.75  | 0.19%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DANONE SA 3.481% 05/03/30/EUR/                | DANONE SA /EUR/ REGD REG S EMTN 3.48100000                                                   | CUSIP: F2R16UL61<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1679815.68   | 0.01%             | 2030-05-03      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB N 3% 04/16/32/EUR/                | HYPO NOE LB NOE WIEN AG /EUR/ REGD REG S EMTN 3.00000000                                     | CUSIP: A57347BQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $117410.47    | 0.00%             | 2032-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS D 3.5% 03/20/33/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S EMTN 3.50000000                                       | CUSIP: F0R17AAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $467056.35    | 0.00%             | 2033-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEROPORTS  3.75% 03/20/36/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S EMTN 3.75000000                                       | CUSIP: F0R17AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233907.11    | 0.00%             | 2036-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMUNITY  0.16% 07/30/28/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 0.16000000                                         | CUSIP: E3124CES8<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $444318.31    | 0.00%             | 2028-07-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 2.822% 10/31/29/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 2.82200000                                         | CUSIP: E3124CEW9<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       100000 | PA      | $118596.02    | 0.00%             | 2029-10-31      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTE 2.5% 12/01/27/SEK/                | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1593 2.50000000                                     | CUSIP: W86201YA7<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $217926.58    | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.91% 07/15/29/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.91000000                                         | CUSIP: Y6S39B7L8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    909000000 | PA      | $131873195.65 | 0.81%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| REGIE AUTO 3.25% 04/11/33/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: F7706VX77<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $115865.04    | 0.00%             | 2033-04-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 4.25% 12/21/35/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 171 4.25000000                                    | CUSIP: Q08184NE1<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      6080000 | PA      | $3898231.40   | 0.02%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.37% 01/15/29/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.37000000                                         | CUSIP: Y6S39B5H9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    145900000 | PA      | $21465479.28  | 0.13%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.77% 10/24/32/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2220 2.77000000                                        | CUSIP: Y1456TNT9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    250500000 | PA      | $37626656.45  | 0.23%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| FINNVERA  2.125% 03/08/28/EUR/                | FINNVERA PLC /EUR/ REGD REG S EMTN 2.12500000                                                | CUSIP: X2994QCB4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       300000 | PA      | $351216.99    | 0.00%             | 2028-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.625% 08/01/32/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.62500000                                                   | CUSIP: Y280CEHZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      3020000 | PA      | $2441281.00   | 0.01%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 12/20/26/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 150 0.00500000                                           | CUSIP: J2S39LSL9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1437150000 | PA      | $9097331.99   | 0.06%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF Q 1.839% 06/09/27/EUR/                | BANK OF QUEENSLAND LTD /EUR/ REGD REG S 1.83900000                                           | CUSIP: Q1279GYC6<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |      7600000 | PA      | $8866765.97   | 0.05%             | 2027-06-09      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CAISSE REF 2.75% 04/12/28/EUR/                | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S 2.75000000                                         | CUSIP: F1R06PAA9<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118190.05    | 0.00%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 2.55% 10/31/32/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.55000000                                               | CUSIP: E8922AMM9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     11200000 | PA      | $12872670.63  | 0.08%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| SES SA 3.5% 01/14/29/EUR/                     | SES SA /EUR/ REGD REG S EMTN 3.50000000                                                      | CUSIP: L8300GDS7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $116609.65    | 0.00%             | 2029-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED C V/R 06/16/32/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD V/R REG S 3.87500000                                       | CUSIP: F07336QM9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $5232204.38   | 0.03%             | 2032-06-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AME 2.375% 08/03/29/GBP/                | INTER-AMERICAN DEVEL BK /GBP/ REGD MTN SER GMTN 2.37500000                                   | CUSIP: U4582NLK8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      1000000 | PA      | $1278787.96   | 0.01%             | 2029-08-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ILE DE FR 0.675% 11/24/36/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 0.67500000                                     | CUSIP: F49540AA9<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $85062.68     | 0.00%             | 2036-11-24      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| VILLE DE PA 3.5% 02/02/44/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 3.50000000                                              | CUSIP: F97647DB8<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $105700.54    | 0.00%             | 2044-02-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINAN 2% 01/17/34/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 2.00000000                                      | CUSIP: L6075ZAN6<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $100586.64    | 0.00%             | 2034-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOGICOR F 1.625% 01/17/30/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 1.62500000                                      | CUSIP: L6075ZAP1<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $219790.69    | 0.00%             | 2030-01-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE B 1% 10/05/27/EUR/                | OP MORTGAGE BANK /EUR/ REGD REG S EMTN 1.00000000                                            | CUSIP: X5918MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $114899.80    | 0.00%             | 2027-10-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES 1.15% 04/11/42/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 20Y 1.15000000                                          | CUSIP: X6694NBZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      3905000 | PA      | $3183075.29   | 0.02%             | 2042-04-11      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| CAISSE D'A 0.45% 01/19/32/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.45000000                                         | CUSIP: F1270CXZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2200000 | PA      | $2220609.11   | 0.01%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - 0.01% 01/21/27/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 0.01000000                                         | CUSIP: F1R83CES1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114820.95    | 0.00%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE D 1% 07/19/34/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 1.00000000                                             | CUSIP: G31206AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $95547.28     | 0.00%             | 2034-07-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.45% 01/19/22/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.45000000                                    | CUSIP: D5S07LHQ7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $225238.83    | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 1.723% 04/30/32/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 1.72300000                                         | CUSIP: E3124CEU3<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       110000 | PA      | $120070.58    | 0.00%             | 2032-04-30      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| REGIAO AU 2.163% 04/06/32/EUR/                | REGIAO AUTONOMA ACORES /EUR/ REGD REG S 2.16300000                                           | CUSIP: X73269AZ9<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | USGA              | PT        |       300000 | PA      | $327845.57    | 0.00%             | 2032-04-06      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| CEZ AS 2.375% 04/06/27/EUR/                   | CEZ AS /EUR/ REGD REG S EMTN 2.37500000                                                      | CUSIP: X1169KCP7<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |      1425000 | PA      | $1671143.20   | 0.01%             | 2027-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 3.2% 05/25/35/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.20000000                                               | CUSIP: F26348DU7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     18710000 | PA      | $21483081.58  | 0.13%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBL 0.8% 07/30/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.80000000                                               | CUSIP: E8922AMH0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8100000 | PA      | $8982222.53   | 0.05%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN  1.875% 03/08/34/EUR/                | AMERICAN MEDICAL SYST EU /EUR/ REGD 1.87500000                                               | CUSIP: N03206AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       747000 | PA      | $775482.96    | 0.00%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 3% 01/27/28/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 3.00000000                                         | CUSIP: D5S07LHZ7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $476835.69    | 0.00%             | 2028-01-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 3.375% 11/25/32/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.37500000                                              | CUSIP: F7053NFH2<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $235632.40    | 0.00%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 3% 09/15/35/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 3.00000000                                             | CUSIP: X27717NY3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      3460000 | PA      | $4010891.76   | 0.02%             | 2035-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KI 4.625% 01/31/34/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.62500000                                              | CUSIP: G4527HC90<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10445000 | PA      | $14326232.52  | 0.09%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.75% 10/22/43/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000                                              | CUSIP: G4527HD73<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      9270000 | PA      | $12008321.67  | 0.07%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET  3.875% 05/06/45/EUR/                | ALPHABET INC /EUR/ REGD 3.87500000                                                           | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1572913.75   | 0.01%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET  3.375% 05/06/37/EUR/                | ALPHABET INC /EUR/ REGD 3.37500000                                                           | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3419621.00   | 0.02%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET IN 2.5% 05/06/29/EUR/                | ALPHABET INC /EUR/ REGD 2.50000000                                                           | CUSIP: 02079KAP2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1583000 | PA      | $1850831.16   | 0.01%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREISTAAT 2.875% 05/15/34/EUR/                | FREISTAAT SACHSEN /EUR/ REGD REG S 2.87500000                                                | CUSIP: D6654WAP6<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $231132.61    | 0.00%             | 2034-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| XUNTA DE  3.296% 04/30/31/EUR/                | XUNTA DE GALICIA /EUR/ REGD REG S 3.29600000                                                 | CUSIP: E98110BP8<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $359936.79    | 0.00%             | 2031-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 2.375% 05/07/30/EUR/                | BAYERISCHE LANDESBODEN /EUR/ REGD REG S 2.37500000                                           | CUSIP: D0816ZBU5<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $464495.45    | 0.00%             | 2030-05-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NIE FINANC 5.75% 12/07/35/GBP/                | NIE FINANCE PLC /GBP/ REGD REG S EMTN 5.75000000                                             | CUSIP: G66359AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $277020.50    | 0.00%             | 2035-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS T 3.25% 05/17/28/EUR/                | ILLINOIS TOOL WORKS INC /EUR/ REGD 3.25000000                                                | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2506862.90   | 0.02%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE V/R 01/27/28/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 4.62500000                       | CUSIP: N22616RL7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      5700000 | PA      | $6844737.29   | 0.04%             | 2028-01-27      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| FISERV FU 2.875% 06/15/28/EUR/                | FISERV FUNDING UNLTD CO /EUR/ REGD 2.87500000                                                | CUSIP: 337735AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1000000 | PA      | $1172745.10   | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING BANK NV 3% 05/21/34/EUR/                  | ING BANK NV /EUR/ REGD REG S 3.00000000                                                      | CUSIP: N4R82CU91<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $116507.26    | 0.00%             | 2034-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN N 3% 07/31/29/EUR/                | SPAREBANKEN NORG BOLIGKR /EUR/ REGD REG S 3.00000000                                         | CUSIP: R82994DA0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $119077.07    | 0.00%             | 2029-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EATON CAP 3.802% 05/21/36/EUR/                | EATON CAPITAL ULC /EUR/ REGD REG S 3.80200000                                                | CUSIP: G3R310AG5<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      3691000 | PA      | $4345718.38   | 0.03%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 3.25% 09/06/30/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 3.25000000                                     | CUSIP: D4902NNK8<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $723035.74    | 0.00%             | 2030-09-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO BPM 3.375% 01/24/30/EUR/                | BANCO BPM SPA /EUR/ REGD REG S EMTN 3.37500000                                               | CUSIP: T1708NNT4<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $120001.69    | 0.00%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK 3% 10/22/29/EUR/                   | AKTIA BANK /EUR/ REGD REG S EMTN 3.00000000                                                  | CUSIP: X0R45TVR6<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |       100000 | PA      | $118979.06    | 0.00%             | 2029-10-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE V/R 08/23/34/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD V/R REG S 5.62500000                                      | CUSIP: D5714EHQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $372692.78    | 0.00%             | 2034-08-23      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.3% 12/20/43/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 187 1.30000000                                          | CUSIP: J2S39LU77<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2016000000 | PA      | $10124531.15  | 0.06%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JYSKE REALK 2.5% 01/01/29/EUR/                | JYSKE REALKREDIT A/S /EUR/ REGD REG S SER CCE 2.50000000                                     | CUSIP: K5S69JGM9<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       100000 | PA      | $117450.31    | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  3.875% 10/13/42/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 3.87500000                                            | CUSIP: D1T0VZDV0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118019.92    | 0.00%             | 2042-10-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 4.375% 10/12/29/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.37500000                                    | CUSIP: F3R505JL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $615820.05    | 0.00%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  3% 05/25/33/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000                                               | CUSIP: F26348BQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     17320000 | PA      | $20071170.42  | 0.12%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YE 0.2% 06/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 160 0.20000000                                           | CUSIP: J2S39LM27<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1579900000 | PA      | $9843914.72   | 0.06%             | 2028-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.457% 03/31/53/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0123 4.45700000                                           | CUSIP: Y2R35QFJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     14390000 | PA      | $3829109.99   | 0.02%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.375% 08/15/28/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR95 6.37500000                                          | CUSIP: Y6S86ZWH8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  98058000000 | PA      | $6022183.17   | 0.04%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOV 7% 02/15/33/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR96 7.00000000                                          | CUSIP: Y6S86ZWJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  89577000000 | PA      | $5646015.37   | 0.03%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.635% 08/30/30/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0225 3.63500000                                      | CUSIP: Y2R35QGU9<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      3080000 | PA      | $771142.62    | 0.00%             | 2030-08-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOV 3% 08/01/72/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.00000000                                             | CUSIP: Y280CEJB4<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2200000 | PA      | $2007826.87   | 0.01%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.5% 09/24/27/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000                                               | CUSIP: F26348DE3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     24970000 | PA      | $29475327.90  | 0.18%             | 2027-09-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESOBLIG 2.1% 04/12/29/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 189 2.10000000                                         | CUSIP: D2R8H4KE8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     16050000 | PA      | $18758219.08  | 0.11%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| OMERS FIN 3.125% 01/25/29/EUR/                | OMERS FINANCE TRUST /EUR/ REGD REG S 3.12500000                                              | CUSIP: C6S00QUF1<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       500000 | PA      | $595126.78    | 0.00%             | 2029-01-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 0.75% 02/23/32/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD 0.75000000                                                   | CUSIP: D6S59FDC0<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       490000 | PA      | $506937.17    | 0.00%             | 2032-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.9% 02/20/34/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000                                                    | CUSIP: A0654UD40<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2450000 | PA      | $2858055.98   | 0.02%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| THAILAND G 2.65% 06/17/28/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.65000000                                               | CUSIP: Y6065BQT7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    214700000 | PA      | $7056714.62   | 0.04%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OEKB OEST.  1.5% 07/13/27/EUR/                | OEKB OEST. KONTROLLBANK /EUR/ REGD EMTN 1.50000000                                           | CUSIP: A6S67PA42<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $348471.05    | 0.00%             | 2027-07-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 0.5% 07/15/32/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000                                                 | CUSIP: N82128AG9<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      4720000 | PA      | $4822856.99   | 0.03%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW 1.25% 06/30/27/EUR/                       | KFW /EUR/ REGD REG S EMTN 1.25000000                                                         | CUSIP: D4S46MRB3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      8160000 | PA      | $9469921.58   | 0.06%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA 7.125% 06/15/43/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR97 7.12500000                                          | CUSIP: Y6S86ZWN5<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  40858000000 | PA      | $2592409.15   | 0.02%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HO 3.3% 03/21/29/EUR/                | AMERICAN HONDA FINANCE /EUR/ REGD EMTN 3.30000000                                            | CUSIP: 026657BC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2700000 | PA      | $3208201.93   | 0.02%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN H 3.95% 03/19/32/EUR/                | AMERICAN HONDA FINANCE /EUR/ REGD EMTN 3.95000000                                            | CUSIP: 026657BD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $719236.86    | 0.00%             | 2032-03-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WU 3% 06/27/33/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.00000000                                          | CUSIP: D1U444BT6<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1176085.03   | 0.01%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEARSON F 5.375% 09/12/34/GBP/                | PEARSON FUNDING PLC /GBP/ REGD REG S 5.37500000                                              | CUSIP: G69647AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1467116.09   | 0.01%             | 2034-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GAS NETWOR 3.25% 09/12/30/EUR/                | GAS NETWORKS IRELAND /EUR/ REGD REG S EMTN 3.25000000                                        | CUSIP: G3R99YAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $236626.37    | 0.00%             | 2030-09-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 2.875% 07/18/31/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 276 2.87500000                                        | CUSIP: D1R1ZQDK0<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $825264.92    | 0.01%             | 2031-07-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMPRION G 3.971% 09/22/32/EUR/                | AMPRION GMBH /EUR/ REGD REG S 3.97100000                                                     | CUSIP: D03614BG4<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $484746.49    | 0.00%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWI 3% 08/16/33/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 3.00000000                                          | CUSIP: D67763AB4<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $468397.80    | 0.00%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.45% 03/15/29/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 269 0.45000000                                        | CUSIP: D1R1ZQDC8<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $330369.85    | 0.00%             | 2029-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DEKABANK  3.375% 07/02/27/EUR/                | DEKABANK DEUTSCHE GIRO /EUR/ REGD REG S EMTN 3.37500000                                      | CUSIP: D330MLYD2<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $237989.95    | 0.00%             | 2027-07-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KFW 2.75% 10/01/27/EUR/                       | KFW /EUR/ REGD REG S EMTN 2.75000000                                                         | CUSIP: D4S46MSV8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       750000 | PA      | $889751.62    | 0.01%             | 2027-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOGICOR FI 4.25% 07/18/29/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 4.25000000                                      | CUSIP: L6075ZAR7<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $242645.68    | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANC V/R 07/16/54/EUR/                | CNP ASSURANCES SA /EUR/ REGD V/R REG S EMTN 4.87500000                                       | CUSIP: F1876NCA8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $122759.70    | 0.00%             | 2054-07-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BOUYGUES S 3.25% 06/30/37/EUR/                | BOUYGUES SA /EUR/ REGD REG S 3.25000000                                                      | CUSIP: F1147GV80<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1337990.08   | 0.01%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT MU 3.375% 09/19/27/EUR/                | CREDIT MUTUEL ARKEA /EUR/ REGD REG S EMTN 3.37500000                                         | CUSIP: F2850M2Y7<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3574535.62   | 0.02%             | 2027-09-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.9% 06/20/44/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 189 1.90000000                                          | CUSIP: J2S39L3L6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    546350000 | PA      | $3006250.41   | 0.02%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.1% 07/30/31/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.10000000                                               | CUSIP: E8922APS3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      4150000 | PA      | $4964004.16   | 0.03%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 2.85% 07/07/33/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2311 2.85000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |     65300000 | PA      | $9880857.47   | 0.06%             | 2033-07-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTE 1% 06/16/27/SEK/                | NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5537 1.00000000                                   | CUSIP: W6S579AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $213517.66    | 0.00%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW 0% 04/30/27/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MQF5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1530000 | PA      | $1749890.04   | 0.01%             | 2027-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUC 1.375% 05/25/29/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 1.37500000                                           | CUSIP: L61785AQ1<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       380000 | PA      | $431222.71    | 0.00%             | 2029-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GRAND DUCH 1.75% 05/25/42/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 1.75000000                                           | CUSIP: L61785AP3<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       710000 | PA      | $629629.43    | 0.00%             | 2042-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRAN 3.5% 02/25/33/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.50000000                                         | CUSIP: F0108USV1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $471600.18    | 0.00%             | 2033-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DE 3% 11/25/27/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F12897W61<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $475404.10    | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 3.375% 06/10/32/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3206 3.37500000                                           | CUSIP: Y7277FU40<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   8676480000 | PA      | $6037029.67   | 0.04%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RLB OBEROE 1.25% 04/26/27/EUR/                | RLB OBEROESTERREICH /EUR/ REGD REG S EMTN 1.25000000                                         | CUSIP: A6644VR50<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $115863.61    | 0.00%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BASQUE GO 1.875% 07/30/33/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 1.87500000                                                | CUSIP: E5R036AW8<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $215811.20    | 0.00%             | 2033-07-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 3.75% 05/25/27/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0527 3.75000000                                        | CUSIP: X8T0247Q2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     10290000 | PA      | $2871858.17   | 0.02%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERCIALYS S 2.5% 02/28/29/EUR/                | MERCIALYS SA /EUR/ REGD REG S 2.50000000                                                     | CUSIP: F61573QC2<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345495.61    | 0.00%             | 2029-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENE V/R 09/06/32/EUR/                | SOCIETE GENERALE /EUR/ REGD V/R REG S EMTN 5.25000000                                        | CUSIP: F8586RE39<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $243517.67    | 0.00%             | 2032-09-06      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 4.125% 12/10/33/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3312 4.12500000                                           | CUSIP: Y7277F3G3<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   6283320000 | PA      | $4579175.88   | 0.03%             | 2033-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S 2.25% 06/14/28/EUR/                | ORSTED A/S /EUR/ REGD EMTN 2.25000000                                                        | CUSIP: K7653QAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      1000000 | PA      | $1156899.87   | 0.01%             | 2028-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAND NIEDER 1.5% 10/17/29/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 1.50000000                                                     | CUSIP: D5S19DCW3<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $225942.16    | 0.00%             | 2029-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 2.9% 01/15/53/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.90000000                                    | CUSIP: D5S07LJC6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       390000 | PA      | $384051.35    | 0.00%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 2.75% 01/15/32/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: D5S07LJD4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       930000 | PA      | $1086561.94   | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ILE DE FRA 3.05% 02/03/33/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 3.05000000                                     | CUSIP: F49540AL5<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $346125.93    | 0.00%             | 2033-02-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ILE DE FRAN 3.4% 05/25/43/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 3.40000000                                     | CUSIP: F49540AK7<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $210148.04    | 0.00%             | 2043-05-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK N 3% 01/31/30/EUR/                | ACHMEA BANK NV /EUR/ REGD REG S EMTN 3.00000000                                              | CUSIP: N0044HBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $118887.70    | 0.00%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEDER WAT 2.625% 01/10/34/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 2.62500000                                            | CUSIP: N6S77CB44<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       600000 | PA      | $682077.92    | 0.00%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ABB FINAN 3.375% 01/15/34/EUR/                | ABB FINANCE BV /EUR/ REGD REG S EMTN 3.37500000                                              | CUSIP: N0022VRD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3100000 | PA      | $3643981.35   | 0.02%             | 2034-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.14% 06/17/47/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.14000000                                               | CUSIP: Y6065BPW1<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     69340000 | PA      | $2448715.15   | 0.01%             | 2047-06-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| SELP FINAN 3.75% 08/10/27/EUR/                | SELP FINANCE SARL /EUR/ REGD REG S EMTN 3.75000000                                           | CUSIP: L8177FAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2300000 | PA      | $2740640.14   | 0.02%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN 4% 02/04/30/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 4.00000000                                    | CUSIP: D4S75UTR2<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $363546.04    | 0.00%             | 2030-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 02/15/32/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.00000000                                 | CUSIP: D2R8H4JB6<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10264000 | PA      | $10338629.17  | 0.06%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOP 3% 01/17/32/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2205 3.00000000                                        | CUSIP: Y1456TMF0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     12400000 | PA      | $1880271.33   | 0.01%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 05/25/32/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000                                               | CUSIP: F26348AP1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     21470000 | PA      | $20818799.12  | 0.13%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FINNISH GO 2.75% 04/15/38/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 15Y 2.75000000                                             | CUSIP: X27717MU2<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1780000 | PA      | $1951675.13   | 0.01%             | 2038-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OB 3.15% 04/30/33/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.15000000                                               | CUSIP: E8922ANE6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     13420000 | PA      | $15938295.35  | 0.10%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAISSE D'A 2.75% 02/25/29/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: F1270CZA9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2400000 | PA      | $2835564.78   | 0.02%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.5% 02/15/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 3.50000000                                        | CUSIP: T6052B6S2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       850000 | PA      | $1030685.65   | 0.01%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KI 2.85% 10/22/34/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 100 2.85000000                                                | CUSIP: B1121KLB9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       930000 | PA      | $1058259.32   | 0.01%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| A2A SPA 4.375% 02/03/34/EUR/                  | A2A SPA /EUR/ REGD REG S 4.37500000                                                          | CUSIP: T0579BAU9<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $122964.10    | 0.00%             | 2034-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.8% 03/20/34/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 374 0.80000000                                          | CUSIP: J2S39LY32<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3698700000 | PA      | $21654773.98  | 0.13%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF E 4% 10/12/32/EUR/                | REPUBLIC OF ESTONIA /EUR/ REGD REG S SER 10Y 4.00000000                                      | CUSIP: X2235CAU4<br>LEI: N/A                  | Long             | DBT              | USGA              | EE        |       290000 | PA      | $357118.69    | 0.00%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.8% 03/20/42/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 180 0.80000000                                          | CUSIP: J2S39LUS1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1190000000 | PA      | $5709477.78   | 0.03%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.696% 10/15/42/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0222 4.69600000                                           | CUSIP: Y2R35QDL2<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      8700000 | PA      | $2366457.61   | 0.01%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH 0.1% 03/08/27/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.10000000                                     | CUSIP: D4904PS67<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1180000 | PA      | $1354580.88   | 0.01%             | 2027-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CROATIA 2.875% 04/22/32/EUR/                  | CROATIA /EUR/ REGD REG S 2.87500000                                                          | CUSIP: X7330ZFR8<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |      1660000 | PA      | $1938551.65   | 0.01%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SALTAIRE  4.818% 12/01/33/GBP/                | SALTAIRE FINANCE PLC /GBP/ REGD REG S EMTN 4.81800000                                        | CUSIP: G777A1AE2<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $682952.03    | 0.00%             | 2033-12-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.75% 03/07/27/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000                                              | CUSIP: G4527HE72<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      2560000 | PA      | $3451138.37   | 0.02%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.375% 07/31/54/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000                                              | CUSIP: G4527HF22<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10950000 | PA      | $12939620.98  | 0.08%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 4% 10/22/31/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.00000000                                              | CUSIP: G4527HF89<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     17950000 | PA      | $24085756.40  | 0.15%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.4% 12/20/42/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 183 1.40000000                                          | CUSIP: J2S39LA61<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    491050000 | PA      | $2563591.98   | 0.02%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 7.4% 04/28/27/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 2Y 7.40000000                                         | CUSIP: X5S007PX9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     12380000 | PA      | $2892726.17   | 0.02%             | 2027-04-28      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| LA BANQUE P 3.5% 06/13/30/EUR/                | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 3.50000000                                           | CUSIP: F5407HEE0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $598285.41    | 0.00%             | 2030-06-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN 2.5% 10/01/31/EUR/                | LAND HESSEN /EUR/ REGD 2.50000000                                                            | CUSIP: D3R1TJEG7<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $231139.47    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 2.625% 09/25/34/EUR/                | BAYERISCHE LANDESBODEN /EUR/ REGD REG S 2.62500000                                           | CUSIP: D0816ZBT8<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $450921.11    | 0.00%             | 2034-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 3.875% 01/12/27/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 3.87500000                                    | CUSIP: F3R505JJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $357437.49    | 0.00%             | 2027-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK S V/R 05/12/30/EUR/                | ALPHA BANK SA /EUR/ REGD V/R REG S EMTN 5.00000000                                           | CUSIP: X0085PAQ9<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |       556000 | PA      | $690890.06    | 0.00%             | 2030-05-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WIRT & IN 2.625% 01/26/33/EUR/                | WIRT & INFRA BK HESSEN /EUR/ REGD 2.62500000                                                 | CUSIP: D9696PCE8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $458072.30    | 0.00%             | 2033-01-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 4.25% 01/25/32/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.25000000                                    | CUSIP: F3R505JN7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $491797.60    | 0.00%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 4.625% 01/25/43/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.62500000                                    | CUSIP: F3R505JR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $460589.07    | 0.00%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AENA SME S 4.25% 10/13/30/EUR/                | AENA SME SA /EUR/ REGD REG S EMTN 4.25000000                                                 | CUSIP: E526LKAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       200000 | PA      | $246718.92    | 0.00%             | 2030-10-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.37% 01/20/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.37000000                                         | CUSIP: Y6S39BL32<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    211300000 | PA      | $30565349.38  | 0.19%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 0.35% 02/09/32/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD 0.35000000                                                    | CUSIP: D6T54YDK5<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |      1200000 | PA      | $1211004.32   | 0.01%             | 2032-02-09      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| LAND BERL 2.875% 02/15/34/EUR/                | LAND BERLIN /EUR/ REGD REG S 2.87500000                                                      | CUSIP: D09856E64<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       960000 | PA      | $1112946.93   | 0.01%             | 2034-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA 7.125% 06/15/38/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR98 7.12500000                                          | CUSIP: Y6S86ZXC8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  12000000000 | PA      | $765710.05    | 0.00%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.39% 06/17/37/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.39000000                                               | CUSIP: Y6065BRA7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    178500000 | PA      | $6587114.82   | 0.04%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AM 1.5% 05/25/32/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 1.50000000                                    | CUSIP: F1270CYD4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1700000 | PA      | $1813884.70   | 0.01%             | 2032-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GE 1.75% 05/05/34/EUR/                | SOCIETE GENERALE SFH /EUR/ REGD REG S 1.75000000                                             | CUSIP: F849BNER8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $208275.45    | 0.00%             | 2034-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMADEUS I 3.375% 03/25/30/EUR/                | AMADEUS IT GROUP SA /EUR/ REGD REG S EMTN 3.37500000                                         | CUSIP: E04648BE5<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $2011390.31   | 0.01%             | 2030-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND THUERI 0.5% 03/02/29/EUR/                | LAND THUERINGEN /EUR/ REGD EMTN 0.50000000                                                   | CUSIP: D8T44EAX3<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $660734.48    | 0.00%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 2.7% 06/17/40/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.70000000                                               | CUSIP: Y603CLBT0<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     85400000 | PA      | $2962029.21   | 0.02%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 2.875% 06/26/35/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD SER . 2.87500000                                         | CUSIP: D3R33ABW8<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       800000 | PA      | $916996.87    | 0.01%             | 2035-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.69% 09/11/33/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2315 2.69000000                                        | CUSIP: Y1456TPS9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    177100000 | PA      | $26502824.99  | 0.16%             | 2033-09-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE 4.25% 06/21/27/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 4.25000000                                       | CUSIP: D0R14GQX6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $481501.60    | 0.00%             | 2027-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 2% 01/15/54/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.00000000                                                 | CUSIP: N82128AT1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      8135000 | PA      | $6895561.15   | 0.04%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ACTION LO 3.125% 09/28/37/EUR/                | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | USGA              | FR        |       600000 | PA      | $652771.05    | 0.00%             | 2037-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAARLAND 2.75% 01/18/30/EUR/                  | SAARLAND /EUR/ REGD 2.75000000                                                               | CUSIP: D6651CFM5<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $354279.27    | 0.00%             | 2030-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERN 6% 10/25/33/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 1033 6.00000000                                        | CUSIP: X8T024CH6<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      6530000 | PA      | $1944426.46   | 0.01%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 2.75% 02/17/31/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 2.75000000                                                     | CUSIP: D5S19DCZ6<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $821993.93    | 0.01%             | 2031-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REGION OF I 2.9% 04/30/31/EUR/                | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 2.90000000                                     | CUSIP: F7717JBV2<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $116876.72    | 0.00%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POS 3% 01/31/31/EUR/                | LA BANQUE POST HOME LOAN /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F55246BR6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117948.49    | 0.00%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.71% 06/16/33/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 2.71000000                                            | CUSIP: Y5325PCX0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     11000000 | PA      | $1667392.99   | 0.01%             | 2033-06-16      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND 4.5% 05/15/35/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0535 4.50000000                                        | CUSIP: Q54627HT6<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      4420000 | PA      | $2562576.28   | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 2.95% 06/20/33/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD REG S SER 32 2.95000000                                       | CUSIP: D6T54YDQ2<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       650000 | PA      | $760149.32    | 0.00%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYPO VORA 1.625% 05/11/28/EUR/                | HYPO VORARLBERG BANK AG /EUR/ REGD REG S 1.62500000                                          | CUSIP: A3R45LEL4<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $115121.12    | 0.00%             | 2028-05-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.75% 04/22/39/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 96 2.75000000                                                 | CUSIP: B1121KFM2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       200000 | PA      | $211722.76    | 0.00%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ING BANK NV 2.5% 02/21/30/EUR/                | ING BANK NV /EUR/ REGD REG S 2.50000000                                                      | CUSIP: N4R82BZ23<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $116781.15    | 0.00%             | 2030-02-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMPRION G 3.971% 09/22/32/EUR/                | AMPRION GMBH /EUR/ REGD REG S 3.97100000                                                     | CUSIP: D03614BG4<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $484746.49    | 0.00%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| INSTITUT C 3.05% 04/30/31/EUR/                | INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN SER GMTN 3.05000000                           | CUSIP: E6R46K5B6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       400000 | PA      | $476861.01    | 0.00%             | 2031-04-30      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PERMANENT TS V/R 07/10/30/EUR/                | PERMANENT TSB GROUP /EUR/ REGD V/R REG S EMTN 4.25000000                                     | CUSIP: G7015DAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       400000 | PA      | $487353.78    | 0.00%             | 2030-07-10      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GE 6.25% 06/22/33/GBP/                | SOCIETE GENERALE /GBP/ REGD REG S EMTN 6.25000000                                            | CUSIP: F8586TK87<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2897681.60   | 0.02%             | 2033-06-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN 3.25% 01/11/30/EUR/                | RAIFFEISEN LB NIEDEROEST /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: A7S13TAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $119384.50    | 0.00%             | 2030-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 2.4% 10/19/28/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 188 2.40000000                                         | CUSIP: D2R8H4KD0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     14470000 | PA      | $17093369.11  | 0.10%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVER 3% 10/18/43/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 3.00000000                                          | CUSIP: G4R49GBA0<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1850000 | PA      | $2034104.48   | 0.01%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  3.5% 06/18/38/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 15Y 3.50000000                                          | CUSIP: X6694NCH2<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1990000 | PA      | $2347371.14   | 0.01%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LAND BERLI 1.25% 06/01/28/EUR/                | LAND BERLIN /EUR/ REGD 1.25000000                                                            | CUSIP: D09856D57<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $571665.14    | 0.00%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STEDIN HO 2.375% 06/03/30/EUR/                | STEDIN HOLDING NV /EUR/ REGD REG S EMTN 2.37500000                                           | CUSIP: N8243RDK8<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $458471.21    | 0.00%             | 2030-06-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 1.5% 09/15/32/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 1.50000000                                             | CUSIP: X27717MG3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      3070000 | PA      | $3312690.19   | 0.02%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CIE FINAN 3.125% 04/24/27/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.12500000                                     | CUSIP: F23069NU1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118748.69    | 0.00%             | 2027-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEDERLAND 3.875% 04/29/44/EUR/                | NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 3.87500000                                    | CUSIP: N61157ED6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       500000 | PA      | $566798.24    | 0.00%             | 2044-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 2.875% 11/25/31/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.87500000                                              | CUSIP: F7053NZZ0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       700000 | PA      | $810054.87    | 0.00%             | 2031-11-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 2.6% 10/18/34/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 2.60000000                                          | CUSIP: G4R49GBB8<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1880000 | PA      | $2139975.07   | 0.01%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.25% 04/30/34/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.25000000                                               | CUSIP: E8922APE4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5460000 | PA      | $6472118.25   | 0.04%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.85% 10/22/34/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 100 2.85000000                                                | CUSIP: B1121KLB9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      6630000 | PA      | $7544364.82   | 0.05%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE B 3% 07/17/31/EUR/                | OP MORTGAGE BANK /EUR/ REGD REG S EMTN 3.00000000                                            | CUSIP: X5918MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $118187.98    | 0.00%             | 2031-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 2.625% 10/29/29/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 2.62500000                                     | CUSIP: F23069NZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116973.43    | 0.00%             | 2029-10-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.97% 10/14/32/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2210 2.97000000                                        | CUSIP: Y0R4AWNF7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    114100000 | PA      | $17359305.58  | 0.11%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.02% 03/06/33/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2305 3.02000000                                        | CUSIP: Y1456TPD2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    137100000 | PA      | $21018892.89  | 0.13%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 3.25% 03/13/30/EUR/                | INVESTITIONSBANK DES LAN /EUR/ REGD REG S 3.25000000                                         | CUSIP: D3762NAF4<br>LEI: 5299009T1JIGA56W7T95 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $240362.71    | 0.00%             | 2030-03-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LT 4.125% 03/15/29/EUR/                | NBN CO LTD /EUR/ REGD REG S EMTN SER GMTN 4.12500000                                         | CUSIP: Q6633FFE5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      2000000 | PA      | $2441022.71   | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWA 2% 05/17/34/EUR/                | BAUSPAR.SCHWAEBISCH HALL /EUR/ REGD EMTN 2.00000000                                          | CUSIP: D0677BAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $108093.25    | 0.00%             | 2034-05-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 4.75% 10/12/34/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.75000000                                    | CUSIP: F3R505JK3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2254741.06   | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 3.125% 10/11/27/EUR/                | UNICREDIT BANK CZECH RE /EUR/ REGD REG S 3.12500000                                          | CUSIP: X9435GCT9<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |      1900000 | PA      | $2256913.12   | 0.01%             | 2027-10-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 2.125% 01/07/30/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S 2.12500000                                         | CUSIP: F2276HCC1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114712.94    | 0.00%             | 2030-01-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL  2.347% 08/30/29/EUR/                | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S 2.34700000                                          | CUSIP: Q6534AQA2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $116418.93    | 0.00%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.2% 06/20/32/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 367 0.20000000                                          | CUSIP: J2S39LVM3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4129800000 | PA      | $23940395.76  | 0.15%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CAISSE D'A 1.75% 11/25/27/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 1.75000000                                    | CUSIP: F1272PHE0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $929835.24    | 0.01%             | 2027-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 1.7% 08/15/32/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 1.70000000                                 | CUSIP: D2R8H4JD2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10160000 | PA      | $11300428.28  | 0.07%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CRED MUTU 2.375% 02/08/28/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S 2.37500000                                         | CUSIP: F235A8AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117309.78    | 0.00%             | 2028-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 2.875% 07/25/34/EUR/                 | NRW.BANK /EUR/ REGD REG S EMTN 2.87500000                                                    | CUSIP: D5S2686G7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $346538.97    | 0.00%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 3% 11/30/32/EUR/                    | DZ HYP AG /EUR/ REGD REG S EMTN 3.00000000                                                   | CUSIP: D2R04NDS4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118124.05    | 0.00%             | 2032-11-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.9% 02/20/33/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000                                                    | CUSIP: A0654UYU9<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      6520000 | PA      | $7674716.88   | 0.05%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.15% 11/15/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 3.15000000                                        | CUSIP: T6031QAV3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5100000 | PA      | $6057626.65   | 0.04%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| LAND NIEDER 2.5% 01/09/30/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 2.50000000                                                     | CUSIP: D5S1MNAB4<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $350955.12    | 0.00%             | 2030-01-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 3.875% 01/16/28/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S EMTN 3.87500000                                          | CUSIP: E2R99DB46<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $602389.62    | 0.00%             | 2028-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LA BANQUE 4.375% 01/17/30/EUR/                | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 4.37500000                                           | CUSIP: F5407G3K0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $490823.83    | 0.00%             | 2030-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABB FINAN 3.375% 01/16/31/EUR/                | ABB FINANCE BV /EUR/ REGD REG S EMTN 3.37500000                                              | CUSIP: N0022VNR7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2657000 | PA      | $3170722.62   | 0.02%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DES 8% 07/31/53/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000                                          | CUSIP: P4R07XX27<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      5400000 | PA      | $255598.50    | 0.00%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 02/01/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 11Y 3.85000000                                 | CUSIP: T6031QAF8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6060000 | PA      | $7378855.60   | 0.05%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN 3% 03/13/54/EUR/                  | LAND BERLIN /EUR/ REGD REG S 3.00000000                                                      | CUSIP: D09856E98<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       510000 | PA      | $504604.05    | 0.00%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK A 3% 03/13/34/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 3.00000000                                              | CUSIP: D1706CHR8<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $58401.78     | 0.00%             | 2034-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 2.87% 02/06/28/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2305 2.87000000                                      | CUSIP: Y23862UV8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    158300000 | PA      | $23189038.23  | 0.14%             | 2028-02-06      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 3.5% 06/10/34/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3406 3.50000000                                           | CUSIP: Y7277F4Q0<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   6536490000 | PA      | $4558752.54   | 0.03%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 06/10/27/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2706 3.25000000                                           | CUSIP: Y7277F4R8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4000000000 | PA      | $2796065.11   | 0.02%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JDE PEET' 4.125% 01/23/30/EUR/                | JDE PEET'S NV /EUR/ REGD REG S EMTN 4.12500000                                               | CUSIP: N44664AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1901000 | PA      | $2300725.49   | 0.01%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 2.75% 01/30/32/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 274 2.75000000                                        | CUSIP: D1R1ZQDH7<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |      1310000 | PA      | $1529200.37   | 0.01%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVE 3.4% 04/30/34/EUR/                | BASQUE GOVERNMENT /EUR/ REGD 3.40000000                                                      | CUSIP: E00921AA9<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $238476.28    | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 2% 06/15/32/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.00000000                                    | CUSIP: D5S07LHT1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       750000 | PA      | $834330.20    | 0.01%             | 2032-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 2.25% 06/14/52/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.25000000                                    | CUSIP: D5S07LHS3<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $85729.90     | 0.00%             | 2052-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 04/01/29/DKK/                | NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000                                       | CUSIP: K7S724NE3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       300000 | PA      | $45143.14     | 0.00%             | 2029-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH C 2.625% 02/25/30/EUR/                | SWEDISH COVERED BOND /EUR/ REGD REG S EMTN 2.62500000                                        | CUSIP: W9514TCZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       100000 | PA      | $117065.21    | 0.00%             | 2030-02-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KFW 2.875% 03/31/32/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.87500000                                                         | CUSIP: D3S996SL3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2480518.71   | 0.02%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.45% 10/20/30/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 3.45000000                                                    | CUSIP: A0654UB75<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      4480000 | PA      | $5465504.29   | 0.03%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB 1.8% 08/15/53/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD SER G 1.80000000                                         | CUSIP: D2R8H4HZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3498000 | PA      | $2908056.09   | 0.02%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.3% 02/15/33/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 2.30000000                                   | CUSIP: D2R8H4HY8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      4950000 | PA      | $5693681.78   | 0.03%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HYPO NOE L 3.25% 02/27/31/EUR/                | HYPO NOE LB NOE WIEN AG /EUR/ REGD REG S EMTN 3.25000000                                     | CUSIP: A57347BT1<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       300000 | PA      | $350500.32    | 0.00%             | 2031-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELSTRA GR 3.75% 05/04/31/EUR/                | TELSTRA GROUP LTD /EUR/ REGD REG S 3.75000000                                                | CUSIP: Q8975NAX3<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      1060000 | PA      | $1281892.54   | 0.01%             | 2031-05-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK  2.875% 02/26/35/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.87500000                                                 | CUSIP: N1428AHQ0<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      1050000 | PA      | $1199900.73   | 0.01%             | 2035-02-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE  3.25% 05/25/35/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.25000000                                              | CUSIP: F7053NK60<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       500000 | PA      | $567885.26    | 0.00%             | 2035-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 2.875% 11/25/29/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.87500000                                              | CUSIP: F7053NGV0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       500000 | PA      | $588381.69    | 0.00%             | 2029-11-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMCO SPA 4.625% 02/06/27/EUR/                 | AMCO SPA /EUR/ REGD REG S EMTN 4.62500000                                                    | CUSIP: T60387AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       200000 | PA      | $240340.43    | 0.00%             | 2027-02-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BA V/R 02/03/33/EUR/                | AUST & NZ BANKING GROUP /EUR/ REGD V/R REG S EMTN 5.10100000                                 | CUSIP: Q0R273YH2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      2700000 | PA      | $3307495.45   | 0.02%             | 2033-02-03      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| VOLVO TRE 3.125% 08/26/27/EUR/                | VOLVO TREASURY AB /EUR/ REGD REG S EMTN 3.12500000                                           | CUSIP: W9863RK27<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       269000 | PA      | $318921.34    | 0.00%             | 2027-08-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LAND HESS 2.625% 08/25/34/EUR/                | LAND HESSEN /EUR/ REGD REG S 2.62500000                                                      | CUSIP: D3R1TJEE2<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       420000 | PA      | $475119.02    | 0.00%             | 2034-08-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JUNTA DE AN 2.4% 04/30/32/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 2.40000000                                               | CUSIP: E6960NMA4<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $225699.39    | 0.00%             | 2032-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 4.25% 05/15/36/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0536 4.25000000                                        | CUSIP: Q54627KG0<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      4240000 | PA      | $2388509.36   | 0.01%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBA 2.625% 09/03/29/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 2.62500000                                              | CUSIP: D1706CJZ8<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |        25000 | PA      | $29408.78     | 0.00%             | 2029-09-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.68% 09/13/29/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2209 2.68000000                                        | CUSIP: Y1456TNV4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    100000000 | PA      | $14750301.58  | 0.09%             | 2029-09-13      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 3.75% 05/21/34/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 167 3.75000000                                    | CUSIP: Q2R04NEE0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      9040000 | PA      | $5660979.21   | 0.03%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW 2.625% 01/10/34/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.62500000                                                         | CUSIP: D4S46MNY7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1720117.02   | 0.01%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.35% 07/01/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 3.35000000                                  | CUSIP: T6052B7C6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7570000 | PA      | $9129346.05   | 0.06%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK V/R 04/19/33/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD V/R REG S EMTN 5.25000000                                      | CUSIP: B1107XWZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $122796.65    | 0.00%             | 2033-04-19      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.75% 01/29/38/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000                                              | CUSIP: G4527HYR6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10160000 | PA      | $12442665.92  | 0.08%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.63% 01/08/34/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2405 2.63000000                                        | CUSIP: Y1456TPZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    108300000 | PA      | $16178739.74  | 0.10%             | 2034-01-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.64% 01/08/31/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2401 2.64000000                                        | CUSIP: Y1456TQB5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     70100000 | PA      | $10398414.11  | 0.06%             | 2031-01-08      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  1.5% 06/23/36/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 589 1.50000000                                   | CUSIP: H6218URG7<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        30000 | PA      | $40038.78     | 0.00%             | 2036-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.45% 11/03/32/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 588 1.45000000                                   | CUSIP: H6218URH5<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $66289.85     | 0.00%             | 2032-11-03      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 3.25% 05/25/55/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.25000000                                               | CUSIP: F26348DM5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $378467.05    | 0.00%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDING V/R 09/14/31/GBP/                | HSBC HOLDINGS PLC /GBP/ REGD V/R 6.80000000                                                  | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $4691925.39   | 0.03%             | 2031-09-14      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 3.75% 03/06/34/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 250 3.75000000                                 | CUSIP: X5S008DK8<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1360000 | PA      | $1638979.98   | 0.01%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENEXIS HO 3.625% 06/12/34/EUR/                | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 3.62500000                                           | CUSIP: N30940FD2<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $237315.19    | 0.00%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBS SWITZ 3.304% 03/05/29/EUR/                | UBS SWITZERLAND AG /EUR/ REGD REG S 3.30400000                                               | CUSIP: H84071AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       100000 | PA      | $119716.26    | 0.00%             | 2029-03-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.125% 07/22/29/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.12500000                                              | CUSIP: G4527HH46<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     14290000 | PA      | $19433407.31  | 0.12%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 07/31/34/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HK26<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11425000 | PA      | $15215185.47  | 0.09%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.375% 01/31/40/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000                                              | CUSIP: G4527HM40<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     16160000 | PA      | $20659681.06  | 0.13%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOV 3% 04/01/29/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 3.00000000                                                   | CUSIP: Y280CEVT1<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      5030000 | PA      | $4079904.29   | 0.02%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH C 3.125% 06/22/34/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.12500000                                           | CUSIP: B2758CCZ2<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      2200000 | PA      | $2540541.38   | 0.02%             | 2034-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FLEMISH COM 3.5% 06/22/45/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.50000000                                           | CUSIP: B2758CCY5<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      1300000 | PA      | $1392690.73   | 0.01%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE  2.75% 01/28/30/EUR/                | YORKSHIRE BUILDING SOC /EUR/ REGD REG S 2.75000000                                           | CUSIP: G9850LAA6<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $117175.95    | 0.00%             | 2030-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.45% 09/01/43/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 4.45000000                                       | CUSIP: T6052BZ92<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2450000 | PA      | $3020269.76   | 0.02%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| CAISSE D'AMOR 3% 05/25/28/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F1270CYN2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $952451.19    | 0.01%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 3% 06/22/33/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 97 3.00000000                                                 | CUSIP: B1121KHX6<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       800000 | PA      | $936004.49    | 0.01%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE  3.625% 12/18/37/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 3.62500000                                            | CUSIP: D1T0VZDX6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       293000 | PA      | $347022.40    | 0.00%             | 2037-12-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 3.5% 05/25/43/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: F45204DF2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $429194.55    | 0.00%             | 2043-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.8% 03/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 82 1.80000000                                           | CUSIP: J2S39LY81<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1115650000 | PA      | $5086378.26   | 0.03%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| THAILAND G 2.05% 04/17/28/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.05000000                                               | CUSIP: Y603FFAB0<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     36500000 | PA      | $1182566.32   | 0.01%             | 2028-04-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PIRELLI & 3.875% 07/02/29/EUR/                | PIRELLI & C SPA /EUR/ REGD REG S EMTN 3.87500000                                             | CUSIP: T76434AG3<br>LEI: 815600A0C9AFC1F2A709 | Long             | DBT              | CORP              | IT        |      2008000 | PA      | $2422342.34   | 0.01%             | 2029-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KRED 3% 07/02/30/EUR/                | DEUTSCHE KREDITBANK AG /EUR/ REGD REG S 3.00000000                                           | CUSIP: D1895QET7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118974.87    | 0.00%             | 2030-07-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAARLAND 2.75% 04/10/31/EUR/                  | SAARLAND /EUR/ REGD 2.75000000                                                               | CUSIP: D6651CFR4<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $234365.37    | 0.00%             | 2031-04-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CEPSA FIN 4.125% 04/11/31/EUR/                | CEPSA FINANCE SA /EUR/ REGD REG S EMTN 4.12500000                                            | CUSIP: E2837KAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       400000 | PA      | $477995.93    | 0.00%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.6% 12/20/52/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 77 1.60000000                                           | CUSIP: J2S39LZY3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    925150000 | PA      | $4054441.53   | 0.02%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 3.5% 01/17/28/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 3.50000000                                 | CUSIP: X7S904CN9<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |       650000 | PA      | $778392.12    | 0.00%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.875% 03/15/36/IDR/                | INDONESIA GOVT SUKUK /IDR/ REGD SER PBS 6.87500000                                           | CUSIP: Y6S86ZYP8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  22468000000 | PA      | $1418842.28   | 0.01%             | 2036-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 2.82% 06/17/27/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2215 2.82000000                                      | CUSIP: Y23862TN8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     75000000 | PA      | $10910052.20  | 0.07%             | 2027-06-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 2.5% 07/25/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.50000000                                         | CUSIP: Y6S39BR85<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     81700000 | PA      | $11880133.07  | 0.07%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SFIL SA 2.875% 01/18/28/EUR/                  | SFIL SA /EUR/ REGD REG S EMTN 2.87500000                                                     | CUSIP: F8347NAH1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2100000 | PA      | $2484081.38   | 0.02%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.3% 02/15/33/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER TWIN 2.30000000                                | CUSIP: D1444RCB2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     13855000 | PA      | $15912597.76  | 0.10%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANC V/R 07/18/53/EUR/                | CNP ASSURANCES SA /EUR/ REGD V/R REG S EMTN 5.25000000                                       | CUSIP: F1876NBZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $375724.48    | 0.00%             | 2053-07-18      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| KUNTARAHO 2.875% 01/18/28/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.87500000                                           | CUSIP: X5S9WAP67<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |      1100000 | PA      | $1306956.69   | 0.01%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.1% 09/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 84 2.10000000                                           | CUSIP: J2S39L4X9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1788450000 | PA      | $8756600.12   | 0.05%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 3.625% 01/17/29/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 3.62500000                                     | CUSIP: F14221EU9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $120685.88    | 0.00%             | 2029-01-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.3% 09/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 162 0.30000000                                           | CUSIP: J2S39LP99<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1924950000 | PA      | $11985468.18  | 0.07%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BELFIUS BA 3.75% 01/22/29/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 3.75000000                                          | CUSIP: B11080GW0<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $119837.47    | 0.00%             | 2029-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS SWITZ 2.035% 10/18/33/CHF/                | UBS SWITZERLAND AG /CHF/ REGD REG S 2.03500000                                               | CUSIP: H84071AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |        30000 | PA      | $41024.55     | 0.00%             | 2033-10-18      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| ELIA TRAN 3.625% 01/18/33/EUR/                | ELIA TRANSMISSION BE /EUR/ REGD REG S EMTN 3.62500000                                        | CUSIP: B35657AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |      5400000 | PA      | $6432830.87   | 0.04%             | 2033-01-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EXPORT DE 2.875% 01/19/28/EUR/                | EXPORT DEVELOPMNT CANADA /EUR/ REGD REG S EMTN 2.87500000                                    | CUSIP: C321487K5<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      1000000 | PA      | $1187353.67   | 0.01%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TREASURY C 5.25% 09/15/38/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 5.25000000                                             | CUSIP: Q9194YVL5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1920000 | PA      | $1233224.30   | 0.01%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.2% 12/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 164 0.20000000                                           | CUSIP: J2S39LU51<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3606700000 | PA      | $22307706.59  | 0.14%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| NIE FINAN 5.875% 12/01/32/GBP/                | NIE FINANCE PLC /GBP/ REGD REG S 5.87500000                                                  | CUSIP: G66359AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $283667.90    | 0.00%             | 2032-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AYVENS SA 3.875% 01/24/28/EUR/                | AYVENS SA /EUR/ REGD REG S 3.87500000                                                        | CUSIP: F0195NAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1324324.13   | 0.01%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 4.25% 06/21/34/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 170 4.25000000                                    | CUSIP: Q2R04NFJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3270000 | PA      | $2122244.77   | 0.01%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAGESS 3.5% 11/25/29/EUR/                     | SAGESS /EUR/ REGD REG S EMTN 3.50000000                                                      | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | USGA              | FR        |       200000 | PA      | $240097.18    | 0.00%             | 2029-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND THUERING 3% 11/15/28/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 3.00000000                                                  | CUSIP: D8T44EAZ8<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       800000 | PA      | $953995.98    | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  3% 06/25/49/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000                                               | CUSIP: F26348DF0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      5020000 | PA      | $4785701.21   | 0.03%             | 2049-06-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMP 2.44% 04/12/34/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2410 2.44000000                                      | CUSIP: Y23862XV5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     31900000 | PA      | $4695025.81   | 0.03%             | 2034-04-12      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.47% 04/02/34/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2410 2.47000000                                        | CUSIP: Y0R4AWQM9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     45400000 | PA      | $6700127.34   | 0.04%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 3.6% 05/25/42/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.60000000                                               | CUSIP: F26349AA2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      6410000 | PA      | $7117268.85   | 0.04%             | 2042-05-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALE 4.75% 02/20/37/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.75000000                                         | CUSIP: Q6715QNE3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1720000 | PA      | $1078431.94   | 0.01%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 3.5% 07/03/31/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 3.50000000                                       | CUSIP: X3446DCW9<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |      1500000 | PA      | $1798360.99   | 0.01%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTE 4% 07/06/32/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 4.00000000                                           | CUSIP: B4S13THL8<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $241400.18    | 0.00%             | 2032-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW 2% 11/15/29/EUR/                          | KFW /EUR/ REGD 2.00000000                                                                    | CUSIP: D3S996CG1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $577131.98    | 0.00%             | 2029-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 2.25% 06/10/28/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2806 2.25000000                                           | CUSIP: Y7277F7A2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  13000000000 | PA      | $8870121.59   | 0.05%             | 2028-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROGRID  3.732% 10/18/35/EUR/                | EUROGRID GMBH /EUR/ REGD REG S EMTN 3.73200000                                               | CUSIP: D25727AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1621703.13   | 0.01%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 4.125% 04/22/34/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S EMTN 4.12500000                                          | CUSIP: E2R99D6L4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $243125.36    | 0.00%             | 2034-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 3.5% 09/10/72/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 7209 3.50000000                                           | CUSIP: Y7277FV23<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1437770000 | PA      | $1077963.69   | 0.01%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAMBURG C 3.375% 02/01/28/EUR/                | HAMBURG COMMERCIAL BANK /EUR/ REGD REG S EMTN 3.37500000                                     | CUSIP: D3R10DEF3<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59825.75     | 0.00%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 1.3% 10/15/27/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER G 1.30000000                                           | CUSIP: D2R8H4KJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      4860000 | PA      | $5635772.11   | 0.03%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 3% 11/25/31/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F1270CYU6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2100000 | PA      | $2461966.96   | 0.02%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA V 3.5% 07/30/28/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.50000000                                         | CUSIP: E0R088AL4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       100000 | PA      | $120076.24    | 0.00%             | 2028-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGION WAL 3.75% 04/22/39/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.75000000                                             | CUSIP: B70023VB7<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       400000 | PA      | $455624.57    | 0.00%             | 2039-04-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROGRID  4.056% 05/28/37/EUR/                | EUROGRID GMBH /EUR/ REGD REG S EMTN 4.05600000                                               | CUSIP: D25727AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $1885226.78   | 0.01%             | 2037-05-28      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.82% 08/12/32/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 2.82000000                                            | CUSIP: Y5325PCV4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     10000000 | PA      | $1516786.61   | 0.01%             | 2032-08-12      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMU 3% 10/12/32/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.00000000                                           | CUSIP: B2758CCG4<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $116365.20    | 0.00%             | 2032-10-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH CO 3.25% 01/12/43/EUR/                | FLEMISH COMMUNITY /EUR/ REGD EMTN 3.25000000                                                 | CUSIP: B2758CCH2<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       600000 | PA      | $631931.36    | 0.00%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 1.903% 06/16/28/CHF/                | CIE FINANCEMENT FONCIER /CHF/ REGD EMTN 1.90300000                                           | CUSIP: F23069NK3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |        50000 | PA      | $65263.77     | 0.00%             | 2028-06-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KOREA DEV 2.625% 09/08/27/EUR/                | KOREA DEVELOPMENT BANK /EUR/ REGD 2.62500000                                                 | CUSIP: Y4S22AQC3<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      1500000 | PA      | $1770212.07   | 0.01%             | 2027-09-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.62% 04/15/28/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.62000000                                         | CUSIP: Y6S39BZ86<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     38000000 | PA      | $5591792.21   | 0.03%             | 2028-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTA 3.5% 10/02/32/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S EMTN 3.50000000                                          | CUSIP: E2R99GBB3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1800000 | PA      | $2115357.51   | 0.01%             | 2032-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINGSPAN SE 3.5% 10/31/31/EUR/                | KINGSPAN SEC IRELAND DAC /EUR/ REGD REG S EMTN 3.50000000                                    | CUSIP: G5265DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3850000 | PA      | $4522840.92   | 0.03%             | 2031-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW 2.375% 08/05/27/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.37500000                                                         | CUSIP: D4S46MNX9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      5040000 | PA      | $5941283.57   | 0.04%             | 2027-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLO 3% 03/10/34/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS93 3.00000000                                     | CUSIP: X7S28MQU5<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      1510000 | PA      | $1770089.68   | 0.01%             | 2034-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEP 3.375% 02/11/32/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: T2599HPL2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       600000 | PA      | $709939.16    | 0.00%             | 2032-02-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CROATIA 3.25% 02/11/37/EUR/                   | CROATIA /EUR/ REGD REG S 3.25000000                                                          | CUSIP: X5S00BZQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |       560000 | PA      | $636608.01    | 0.00%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 3.4% 03/07/73/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 3.40000000                                    | CUSIP: D5S07LJL6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      3010000 | PA      | $3073534.38   | 0.02%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOOKING HOL 4.5% 11/15/31/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 4.50000000                                                   | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      1558000 | PA      | $1939294.20   | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU  3.5% 12/07/31/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: F7686GAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $475575.15    | 0.00%             | 2031-12-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLUVIUS S 3.875% 05/09/33/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S 3.87500000                                                | CUSIP: B4S13TJZ5<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      3600000 | PA      | $4306448.50   | 0.03%             | 2033-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 8.75% 10/30/28/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 6Y 8.75000000                                         | CUSIP: X5S007KH9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      5850000 | PA      | $1422614.50   | 0.01%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 3.875% 02/15/30/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 15Y 3.87500000                                          | CUSIP: X0R4CRAK0<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1020000 | PA      | $1267640.26   | 0.01%             | 2030-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA 6.875% 07/15/54/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 102 6.87500000                                           | CUSIP: Y6S86ZB81<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  26181000000 | PA      | $1601511.63   | 0.01%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 03/10/54/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5403 3.25000000                                           | CUSIP: Y7277F3V0<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  13164020000 | PA      | $9058507.17   | 0.06%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OP CORPOR 4.125% 04/18/27/EUR/                | OP CORPORATE BANK PLC /EUR/ REGD EMTN 4.12500000                                             | CUSIP: X5T056JA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      3000000 | PA      | $3599810.72   | 0.02%             | 2027-04-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 4% 10/19/32/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 244 4.00000000                                 | CUSIP: X5S008DD4<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      2090000 | PA      | $2580400.96   | 0.02%             | 2032-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBAN 2.75% 01/09/31/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 2.75000000                                              | CUSIP: D1706CGX6<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117498.61    | 0.00%             | 2031-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND NIED 2.625% 01/09/34/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD SER 917 2.62500000                                             | CUSIP: D5S19DDD4<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $795930.52    | 0.00%             | 2034-01-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LB BADEN-W 2.75% 03/12/31/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.75000000                                            | CUSIP: D4884SCH8<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117255.73    | 0.00%             | 2031-03-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBAN 2.75% 01/11/27/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 2.75000000                                              | CUSIP: D1706CGY4<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $236210.11    | 0.00%             | 2027-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KIIN 2.5% 09/14/32/EUR/                | NORDEA KIINNITYSLUOTTO /EUR/ REGD REG S EMTN 2.50000000                                      | CUSIP: X585B5AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $114438.57    | 0.00%             | 2032-09-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.7% 09/20/44/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 44 1.70000000                                           | CUSIP: J2615QTH8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    764000000 | PA      | $4050555.92   | 0.02%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 3.25% 05/25/55/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.25000000                                               | CUSIP: F26348DM5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      8320000 | PA      | $7872114.56   | 0.05%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 2.75% 03/26/30/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 2.75000000                                               | CUSIP: D3R33ABV0<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       150000 | PA      | $177121.45    | 0.00%             | 2030-03-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPO 3.5% 09/20/28/SEK/                | NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5538 3.50000000                                   | CUSIP: W6S579AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $223038.69    | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  4.5% 08/22/35/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 4.50000000                                               | CUSIP: Q7943Q6L8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      6150000 | PA      | $3840794.59   | 0.02%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF 3.3% 05/08/34/EUR/                | PROVINCE OF SASKATCHEWAN /EUR/ REGD REG S EMTN 3.30000000                                    | CUSIP: C81800BS9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | USGA              | CA        |       300000 | PA      | $353816.87    | 0.00%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO  2.375% 04/07/28/EUR/                | ABN AMRO BANK NV /EUR/ REGD REG S EMTN 2.37500000                                            | CUSIP: N0R37XU57<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $117544.13    | 0.00%             | 2028-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROXIMUS S 3.75% 04/08/35/EUR/                | PROXIMUS SADP /EUR/ REGD REG S EMTN 3.75000000                                               | CUSIP: B6949WKV9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $232315.65    | 0.00%             | 2035-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 1.32% 01/07/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2503 1.32000000                                        | CUSIP: Y2261CAB2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     53000000 | PA      | $7531283.20   | 0.05%             | 2028-01-07      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 2.1% 04/12/29/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER G 2.10000000                                           | CUSIP: D2R8H4KZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3000000 | PA      | $3506554.68   | 0.02%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 07/01/27/DKK/                | NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 13H 1.00000000                                  | CUSIP: K741817D2<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      2900000 | PA      | $449434.87    | 0.00%             | 2027-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVE 2.65% 05/12/31/SEK/                | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S MTN SER 3105 2.65000000                              | CUSIP: W5S94F8Y6<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      2000000 | PA      | $215271.82    | 0.00%             | 2031-05-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 08/24/33/EUR/                | ING GROEP NV /EUR/ REGD V/R REG S 4.12500000                                                 | CUSIP: N4578ELH9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2998884.21   | 0.02%             | 2033-08-24      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| L-BANK BW 0.375% 02/25/27/EUR/                | L-BANK BW FOERDERBANK /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: D5056KCG6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $460339.55    | 0.00%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 6.5% 04/15/36/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 108 6.50000000                                           | CUSIP: Y6S86ZM97<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  23254000000 | PA      | $1434310.96   | 0.01%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INVESTITI 3.125% 03/01/33/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD REG S SER 226 3.12500000                                  | CUSIP: D3R62FDE9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1062888.74   | 0.01%             | 2033-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASN BANK  4.875% 03/07/30/EUR/                | ASN BANK NV /EUR/ REGD REG S 4.87500000                                                      | CUSIP: N2R87AEY7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       600000 | PA      | $747391.09    | 0.00%             | 2030-03-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON C 3.125% 12/11/33/EUR/                | JOHNSON CONTROLS/TYCO FI /EUR/ REGD 3.12500000                                               | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1000000 | PA      | $1135148.78   | 0.01%             | 2033-12-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER 5.125% 10/31/27/EUR/                | SUDZUCKER INT FINANCE /EUR/ REGD REG S 5.12500000                                            | CUSIP: N8T71JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       500000 | PA      | $605682.82    | 0.00%             | 2027-10-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAIXA GERAL  V/R 10/31/28/EUR/                | CAIXA GERAL DE DEPOSITOS /EUR/ REGD V/R REG S EMTN 5.75000000                                | CUSIP: X08870GM7<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |       400000 | PA      | $496021.31    | 0.00%             | 2028-10-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA 2.478% 06/04/29/EUR/                | AUSTRALIA & NZ BANK /EUR/ REGD REG S EMTN 2.47800000                                         | CUSIP: Q0R2732F1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $117015.39    | 0.00%             | 2029-06-04      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE K 3.25% 06/12/45/EUR/                | DEUTSCHE KREDITBANK AG /EUR/ REGD REG S SER . 3.25000000                                     | CUSIP: D1895QEY6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        20000 | PA      | $22106.22     | 0.00%             | 2045-06-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 2.487% 07/30/30/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 2.48700000                                         | CUSIP: E3124CGV9<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $350283.33    | 0.00%             | 2030-07-30      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| LAND BERL 2.375% 06/04/30/EUR/                | LAND BERLIN /EUR/ REGD 2.37500000                                                            | CUSIP: D09856G47<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $813540.35    | 0.00%             | 2030-06-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 2.375% 09/22/32/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD 2.37500000                                                | CUSIP: D170N8CB8<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       430000 | PA      | $487324.28    | 0.00%             | 2032-09-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC 3.375% 10/15/34/EUR/                | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 3.37500000                                               | CUSIP: 58507LBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4200000 | PA      | $4897086.76   | 0.03%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLO 3% 10/15/28/EUR/                | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 3.00000000                                               | CUSIP: 58507LAY5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3400000 | PA      | $4030149.99   | 0.02%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROXIMUS S 3.75% 03/27/34/EUR/                | PROXIMUS SADP /EUR/ REGD REG S EMTN 3.75000000                                               | CUSIP: B6949WKD9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       400000 | PA      | $469722.74    | 0.00%             | 2034-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND HESS 2.875% 01/10/33/EUR/                | LAND HESSEN /EUR/ REGD SER 2301 2.87500000                                                   | CUSIP: D3R1TJDQ6<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |      1100000 | PA      | $1284839.57   | 0.01%             | 2033-01-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE 3.75% 02/07/29/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 3.75000000                                       | CUSIP: D0R14GMA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       600000 | PA      | $721220.33    | 0.00%             | 2029-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 3% 06/22/33/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 97 3.00000000                                                 | CUSIP: B1121KHX6<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      5850000 | PA      | $6844532.80   | 0.04%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.45% 09/01/43/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 4.45000000                                       | CUSIP: T6052BZ92<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3510000 | PA      | $4326998.72   | 0.03%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL H 3% 11/28/30/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S 3.00000000                                         | CUSIP: F235A8AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2480635.33   | 0.02%             | 2030-11-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SALTAIRE  4.815% 12/06/36/GBP/                | SALTAIRE FINANCE PLC /GBP/ REGD REG S EMTN 4.81500000                                        | CUSIP: G777A1AM4<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $798911.79    | 0.00%             | 2036-12-06      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MALAYSIA I 4.28% 03/23/54/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0124 4.28000000                                      | CUSIP: Y2R35QGA3<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      5000000 | PA      | $1289174.88   | 0.01%             | 2054-03-23      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE V/R 01/23/84/EUR/                | ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 5.25000000                                      | CUSIP: D2542NAP1<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $620663.46    | 0.00%             | 2084-01-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA  3.25% 05/31/29/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.25000000                                         | CUSIP: E90210AB6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       900000 | PA      | $1097307.89   | 0.01%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.55% 10/31/33/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.55000000                                               | CUSIP: E8922ANM8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      9265000 | PA      | $11257600.17  | 0.07%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE 3% 03/20/30/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.00000000                                        | CUSIP: F0109PEP9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       600000 | PA      | $708135.16    | 0.00%             | 2030-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 4.75% 09/20/35/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.75000000                                         | CUSIP: Q6715QMZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1830000 | PA      | $1171533.33   | 0.01%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GO 2.95% 04/15/55/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 31Y 2.95000000                                             | CUSIP: X27717NF4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1690000 | PA      | $1662498.64   | 0.01%             | 2055-04-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| CAISSE FR 3.125% 11/24/33/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S 3.12500000                                          | CUSIP: F14221EW5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $115804.25    | 0.00%             | 2033-11-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP 4% 03/08/30/EUR/                | PROXIMUS SADP /EUR/ REGD REG S EMTN 4.00000000                                               | CUSIP: B6949WJP4<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $242908.33    | 0.00%             | 2030-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS  4% 03/03/35/EUR/                | AIR PRODUCTS & CHEMICALS /EUR/ REGD 4.00000000                                               | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       900000 | PA      | $1077686.37   | 0.01%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBRD V/R 05/31/26                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R 2.33000000                           | CUSIP: U4586HTZ6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      1000000 | PA      | $992500.43    | 0.01%             | 2026-05-31      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 2.75% 08/28/34/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000                                                 | CUSIP: N142893D7<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       430000 | PA      | $490496.19    | 0.00%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 2.5% 04/15/30/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 6Y 2.50000000                                              | CUSIP: X27717NM9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1810000 | PA      | $2124251.83   | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TREASURY C 5.25% 09/15/44/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 5.25000000                                             | CUSIP: Q9194YXH2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       460000 | PA      | $281995.80    | 0.00%             | 2044-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 08/15/54/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 30Y 2.50000000                                 | CUSIP: D2R8H4KM0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9905000 | PA      | $9594924.22   | 0.06%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARKEA HOM 3.072% 02/07/34/EUR/                | ARKEA HOME LOANS /EUR/ REGD REG S 3.07200000                                                 | CUSIP: F0R92FAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115314.43    | 0.00%             | 2034-02-07      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| HELLENIC  3.375% 06/15/34/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 3.37500000                                                      | CUSIP: X32332Y63<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1480000 | PA      | $1748967.27   | 0.01%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIE 2.7% 10/15/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 2.70000000                                  | CUSIP: T6031QBB6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3650000 | PA      | $4323920.20   | 0.03%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TR 5% 07/21/37/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 5.00000000                                               | CUSIP: Q7943QKS7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2180000 | PA      | $1382110.88   | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO BIL 3.125% 07/17/27/EUR/                | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S 3.12500000                                         | CUSIP: E118055N9<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $118932.61    | 0.00%             | 2027-07-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.3% 12/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 155 0.30000000                                           | CUSIP: J2S39LA20<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3260550000 | PA      | $20480433.77  | 0.13%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 2.875% 05/25/27/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.87500000                                    | CUSIP: F1270CYK8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2100000 | PA      | $2488749.23   | 0.02%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 03/01/29/EUR/                | UBS GROUP AG /EUR/ REGD V/R REG S 7.75000000                                                 | CUSIP: H3698DDX9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      4400000 | PA      | $5694321.16   | 0.03%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENER 4% 11/16/27/EUR/                | SOCIETE GENERALE /EUR/ REGD REG S EMTN 4.00000000                                            | CUSIP: F8586SEP8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3618240.79   | 0.02%             | 2027-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 6.5% 07/15/30/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 104 6.50000000                                           | CUSIP: Y6S86ZH51<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  37868000000 | PA      | $2359761.17   | 0.01%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KFW 2.375% 10/04/29/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.37500000                                                         | CUSIP: D3S996UP1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $819709.77    | 0.01%             | 2029-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE 2.778% 02/25/30/EUR/                | MACQUARIE BANK LTD /EUR/ REGD REG S EMTN 2.77800000                                          | CUSIP: Q5700EFS7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       100000 | PA      | $117502.41    | 0.00%             | 2030-02-25      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.3% 10/01/54/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 4.30000000                                       | CUSIP: T6031QAS0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6280000 | PA      | $7325001.22   | 0.04%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| AUTOBAHN SC 2.5% 03/25/30/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S EMTN 2.50000000                                         | CUSIP: A05599CS1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       300000 | PA      | $350829.01    | 0.00%             | 2030-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 6.75% 07/23/31/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 31/B 6.75000000                                       | CUSIP: X516274F5<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    896160000 | PA      | $2779212.00   | 0.02%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  4.5% 03/09/33/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 4.50000000                                               | CUSIP: Q7943Q6Q7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1680000 | PA      | $1091785.08   | 0.01%             | 2033-03-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INVESTITIO 3.25% 03/10/31/EUR/                | INVESTITIONSBK  SCHL-HOL /EUR/ REGD REG S 3.25000000                                         | CUSIP: D3R62XAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       300000 | PA      | $358813.12    | 0.00%             | 2031-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAGESS 3.375% 06/29/30/EUR/                   | SAGESS /EUR/ REGD EMTN 3.37500000                                                            | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | USGA              | FR        |       800000 | PA      | $957440.98    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IHG FINAN 4.375% 11/28/29/EUR/                | IHG FINANCE LLC /EUR/ REGD REG S EMTN 4.37500000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3793671.68   | 0.02%             | 2029-11-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 03/10/27/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2703 2.62500000                                           | CUSIP: Y7277F8B9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  27300000000 | PA      | $18946039.29  | 0.12%             | 2027-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 2.875% 01/21/30/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 2.87500000                                         | CUSIP: F0108UTK4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1300000 | PA      | $1522397.45   | 0.01%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG 3.75% 05/31/32/EUR/                | HEIDELBERG MATERIALS AG /EUR/ REGD REG S 3.75000000                                          | CUSIP: D31709XC3<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |       295000 | PA      | $355344.16    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 03/10/28/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2803 3.25000000                                           | CUSIP: Y7277FX62<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |    110000000 | PA      | $76929.47     | 0.00%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NIED 3.625% 10/04/33/EUR/                | LAND NIEDEROESTERREICH /EUR/ REGD 3.62500000                                                 | CUSIP: A48149CC9<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | USGA              | AT        |       300000 | PA      | $361398.68    | 0.00%             | 2033-10-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 4% 10/31/54/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.00000000                                               | CUSIP: E8922APG9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       450000 | PA      | $518009.88    | 0.00%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CASSA DEP 3.625% 01/13/30/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S EMTN 3.62500000                                    | CUSIP: T2599HNG5<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1000000 | PA      | $1206051.33   | 0.01%             | 2030-01-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KOREA HOU 3.714% 04/11/27/EUR/                | KOREA HOUSING FINANCE CO /EUR/ REGD REG S 3.71400000                                         | CUSIP: Y4841MYG8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |       100000 | PA      | $119447.66    | 0.00%             | 2027-04-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 1.2% 12/20/34/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 377 1.20000000                                          | CUSIP: J2S39L6D1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   5359350000 | PA      | $32058930.99  | 0.20%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA 7.125% 08/15/40/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 106 7.12500000                                           | CUSIP: Y6S8PTAA0<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  90015000000 | PA      | $5786601.45   | 0.04%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PSP CAPITA 3.25% 07/02/34/EUR/                | PSP CAPITAL INC /EUR/ REGD 144A P/P 3.25000000                                               | CUSIP: C7S2346B7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      2600000 | PA      | $3026019.45   | 0.02%             | 2034-07-02      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN 3.75% 04/21/37/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 144 3.75000000                                    | CUSIP: Q08198AH8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4500000 | PA      | $2723128.21   | 0.02%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 3.25% 01/15/44/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 3.25000000                                                 | CUSIP: N82128BN3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |       500000 | PA      | $574320.24    | 0.00%             | 2044-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MOR 3.75% 01/15/31/EUR/                | PHILIP MORRIS INTL INC /EUR/ REGD 3.75000000                                                 | CUSIP: 718172DL0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      6488000 | PA      | $7793875.86   | 0.05%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 3.125% 11/13/29/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.12500000                                            | CUSIP: D4884ULU4<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59875.35     | 0.00%             | 2029-11-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  3% 11/25/34/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000                                               | CUSIP: F26348DT0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     15600000 | PA      | $17743343.40  | 0.11%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ELIA GROU 3.875% 06/11/31/EUR/                | ELIA GROUP SA/NV /EUR/ REGD REG S 3.87500000                                                 | CUSIP: B3S09JAB7<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      5900000 | PA      | $7054630.78   | 0.04%             | 2031-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA  2.75% 01/30/29/EUR/                | SLOVENSKA SPORITELNA AS /EUR/ REGD REG S EMTN 2.75000000                                     | CUSIP: X7T251AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |       100000 | PA      | $117646.84    | 0.00%             | 2029-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 3.75% 02/27/40/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 252 3.75000000                                 | CUSIP: X5S008DM4<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1060000 | PA      | $1207688.49   | 0.01%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 3.1% 06/22/35/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 103 3.10000000                                                | CUSIP: B533BRSF4<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      5370000 | PA      | $6185586.80   | 0.04%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVE 1.49% 12/25/31/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.49000000                                         | CUSIP: Y603FCAA9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    316200000 | PA      | $44671739.10  | 0.27%             | 2031-12-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.875% 12/15/49/IDR/                | INDONESIA GOVT SUKUK /IDR/ REGD SER PBS 6.87500000                                           | CUSIP: Y6S86ZB40<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  31700000000 | PA      | $1937855.64   | 0.01%             | 2049-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN  3.875% 11/28/31/EUR/                | PRYSMIAN SPA /EUR/ REGD REG S EMTN 3.87500000                                                | CUSIP: T7S317CD1<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      2244000 | PA      | $2697855.69   | 0.02%             | 2031-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| P3 GROUP S 3.75% 04/02/33/EUR/                | P3 GROUP SARL /EUR/ REGD REG S EMTN 3.75000000                                               | CUSIP: L7S57TAE0<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2311618.08   | 0.01%             | 2033-04-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LANDSHYPOT 3.25% 08/04/28/SEK/                | LANDSHYPOTEK BANK AB /SEK/ REGD REG S MTN SER DMTN 3.25000000                                | CUSIP: W5S03ZJM6<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $220899.42    | 0.00%             | 2028-08-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 07/01/28/DKK/                | NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 13H 1.00000000                                  | CUSIP: K74493RN7<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       400000 | PA      | $61025.07     | 0.00%             | 2028-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 5.25% 02/24/38/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 5.25000000                                         | CUSIP: Q6715QTG2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2000000 | PA      | $1296887.88   | 0.01%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE  3.668% 10/06/32/EUR/                | GLENCORE CAP FIN DAC /EUR/ REGD REG S EMTN 3.66800000                                        | CUSIP: G39146BB3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1504000 | PA      | $1756123.38   | 0.01%             | 2032-10-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.05% 10/30/37/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 13Y 4.05000000                                       | CUSIP: T6052B8N1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1680000 | PA      | $2047639.84   | 0.01%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.7% 09/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 174 0.70000000                                           | CUSIP: J2S39L5N0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    450000000 | PA      | $2799141.34   | 0.02%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK  4.25% 09/06/30/EUR/                | CAIXABANK SA /EUR/ REGD REG S EMTN 4.25000000                                                | CUSIP: E2R193R97<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1900000 | PA      | $2345679.30   | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED  4% 03/30/35/ILS/                | ISRAEL FIXED BOND /ILS/ REGD SER 0335 4.00000000                                             | CUSIP: M7024PAF4<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |       930000 | PA      | $302869.48    | 0.00%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDP SERVICI 3.5% 07/16/30/EUR/                | EDP SERVICIOS FIN ESP SA /EUR/ REGD REG S EMTN 3.50000000                                    | CUSIP: E4R22XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       235000 | PA      | $281139.89    | 0.00%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SO 3% 01/15/31/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 3.00000000                                         | CUSIP: F1883HV45<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117819.75    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 3.5% 09/10/28/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2809 3.50000000                                           | CUSIP: Y7277F2Z2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   8153550000 | PA      | $5730337.64   | 0.04%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.6% 12/20/33/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 373 0.60000000                                          | CUSIP: J2S39L3G7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3720600000 | PA      | $21530027.18  | 0.13%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 1.625% 03/15/34/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD SER 748 1.62500000                                        | CUSIP: H617317K7<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        40000 | PA      | $53878.54     | 0.00%             | 2034-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.25% 04/30/34/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.25000000                                               | CUSIP: E8922APE4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1500000 | PA      | $1778054.47   | 0.01%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC O 3.25% 01/17/34/EUR/                | REPUBLIC OF ESTONIA /EUR/ REGD REG S EMTN 3.25000000                                         | CUSIP: X2235CBE9<br>LEI: N/A                  | Long             | DBT              | USGA              | EE        |      1340000 | PA      | $1559756.31   | 0.01%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA 2.875% 01/22/31/EUR/                  | SFIL SA /EUR/ REGD REG S EMTN 2.87500000                                                     | CUSIP: F8347NAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $466508.52    | 0.00%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA 4% 06/12/35/EUR/                  | LA POSTE SA /EUR/ REGD REG S EMTN 4.00000000                                                 | CUSIP: F5548BDP9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $482315.87    | 0.00%             | 2035-06-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LA POSTE S 3.75% 06/12/30/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 3.75000000                                                 | CUSIP: F5548BDQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $241782.61    | 0.00%             | 2030-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.9% 02/20/34/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000                                                    | CUSIP: A0654UD40<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      1960000 | PA      | $2286444.78   | 0.01%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TASMANIAN  4.75% 01/25/35/AUD/                | TASMANIAN PUBLIC FINANCE /AUD/ REGD 4.75000000                                               | CUSIP: Q88765VT8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       400000 | PA      | $254134.88    | 0.00%             | 2035-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED ME 4.489% 05/25/32/EUR/                | UNITED MEXICAN STATES /EUR/ REGD 4.48990000                                                  | CUSIP: P6625ABL5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      4900000 | PA      | $5881208.37   | 0.04%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ENBW INTL  3.75% 11/20/35/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD EMTN 3.75000000                                              | CUSIP: N2960PNE9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       400000 | PA      | $468689.62    | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE 3.125% 01/29/34/EUR/                | LA BANQUE POST HOME LOAN /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: F55246BS4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116324.73    | 0.00%             | 2034-01-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.82% 05/22/33/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2310 2.82000000                                        | CUSIP: Y1456TPL4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    199100000 | PA      | $30027267.01  | 0.18%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 3.375% 01/31/27/EUR/                | UNICREDIT SPA /EUR/ REGD REG S EMTN 3.37500000                                               | CUSIP: T9520LKG8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       170000 | PA      | $202089.42    | 0.00%             | 2027-01-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT S 3.5% 07/31/30/EUR/                | UNICREDIT SPA /EUR/ REGD REG S EMTN 3.50000000                                               | CUSIP: T9520LKF0<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      1800000 | PA      | $2172201.95   | 0.01%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANDER  3.25% 06/13/28/EUR/                | ALLIANDER NV /EUR/ REGD REG S EMTN 3.25000000                                                | CUSIP: N0373AEL1<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $714863.32    | 0.00%             | 2028-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAJAMAR C 3.375% 07/25/29/EUR/                | CAJAMAR CAJA RURAL SCC /EUR/ REGD REG S 3.37500000                                           | CUSIP: E2584LBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      3500000 | PA      | $4191648.86   | 0.03%             | 2029-07-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND THUERI 2.5% 09/03/29/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 2.50000000                                                  | CUSIP: D8T44EBA2<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $586559.66    | 0.00%             | 2029-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 1.3% 03/20/63/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 16 1.30000000                                           | CUSIP: J2S39LG65<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1953750000 | PA      | $6883152.06   | 0.04%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DE 3% 05/25/28/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD 3.00000000                                               | CUSIP: F128978E1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $475772.27    | 0.00%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATNETT  3.625% 10/21/38/EUR/                | STATNETT SF /EUR/ REGD REG S EMTN 3.62500000                                                 | CUSIP: R8412EGF6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      1300000 | PA      | $1492193.74   | 0.01%             | 2038-10-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 3% 11/06/31/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 251 3.00000000                                 | CUSIP: X5S008DL6<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       660000 | PA      | $776956.47    | 0.00%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.2% 06/20/53/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 79 1.20000000                                           | CUSIP: J2S39LK29<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1036300000 | PA      | $4050329.33   | 0.02%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL 4% 04/19/32/EUR/                | P3 GROUP SARL /EUR/ REGD REG S EMTN 4.00000000                                               | CUSIP: L7S57TAD2<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $354605.59    | 0.00%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL SCH 3.375% 09/17/36/EUR/                | ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 3.37500000                                     | CUSIP: N76386AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       390000 | PA      | $443156.53    | 0.00%             | 2036-09-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 3.125% 07/20/33/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 3.12500000                                     | CUSIP: F14222AB3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $115919.54    | 0.00%             | 2033-07-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA  4% 11/08/27/EUR/                | ICCREA BANCA SPA /EUR/ REGD REG S EMTN 4.00000000                                            | CUSIP: T5R57ZFA6<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $120820.54    | 0.00%             | 2027-11-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 3.5% 11/25/33/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.50000000                                               | CUSIP: F26348DB9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     17085000 | PA      | $20371033.35  | 0.12%             | 2033-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 Y 0.8% 09/20/33/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 372 0.80000000                                          | CUSIP: J2S39LP32<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1805150000 | PA      | $10662992.47  | 0.07%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 7.2% 05/31/27/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 4Y 7.20000000                                         | CUSIP: X5S007LJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      4070000 | PA      | $949378.67    | 0.01%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE D 3.375% 05/25/45/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 3.37500000                                     | CUSIP: F8453YAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       700000 | PA      | $727682.61    | 0.00%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MTU AERO  3.875% 09/18/31/EUR/                | MTU AERO ENGINES AG /EUR/ REGD REG S 3.87500000                                              | CUSIP: D5565HAV6<br>LEI: 529900807L67JY81RD65 | Long             | DBT              | CORP              | DE        |      5121000 | PA      | $6223318.65   | 0.04%             | 2031-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN 3.625% 04/13/34/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 487 3.62500000                                           | CUSIP: R34155CN0<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     22100000 | PA      | $2120398.53   | 0.01%             | 2034-04-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE DES 3.5% 06/25/49/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | FR        |       800000 | PA      | $817875.69    | 0.01%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 3.5% 02/13/34/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 3.50000000                                       | CUSIP: X3446DCV1<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |      1540000 | PA      | $1818735.41   | 0.01%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| P3 GROUP  4.625% 02/13/30/EUR/                | P3 GROUP SARL /EUR/ REGD REG S EMTN 4.62500000                                               | CUSIP: L7S57TAC4<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $491191.71    | 0.00%             | 2030-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN T 5.25% 05/21/38/AUD/                | NORTHERN TERRITORY TREAS /AUD/ REGD 5.25000000                                               | CUSIP: Q69608WV7<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | USGA              | AU        |       700000 | PA      | $438340.82    | 0.00%             | 2038-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAND NIED 2.625% 03/15/29/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 2.62500000                                               | CUSIP: D5S19DDG7<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $235895.40    | 0.00%             | 2029-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 3.5% 06/22/55/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 101 3.50000000                                                | CUSIP: B1121KLN3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       450000 | PA      | $456437.22    | 0.00%             | 2055-06-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BASQUE GOVE 3.4% 04/30/34/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 3.40000000                                                | CUSIP: E00921AA9<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       100000 | PA      | $119238.14    | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAIXA GERAL  V/R 10/07/31/EUR/                | CAIXA GERAL DE DEPOSITOS /EUR/ REGD V/R EMTN 3.00000000                                      | CUSIP: X08870MN8<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |       200000 | PA      | $232951.67    | 0.00%             | 2031-10-07      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 4.75% 07/25/29/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0729 4.75000000                                        | CUSIP: X8T02EDA8<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     12430000 | PA      | $3524332.95   | 0.02%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.04% 02/25/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.04000000                                         | CUSIP: Y6S39B5T3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     75000000 | PA      | $10818714.40  | 0.07%             | 2027-02-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.25% 05/28/30/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 751 1.25000000                                  | CUSIP: H617317R2<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        40000 | PA      | $52145.51     | 0.00%             | 2030-05-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LA BANQUE PO V/R 04/01/31/EUR/                | LA BANQUE POSTALE /EUR/ REGD V/R REG S EMTN 3.50000000                                       | CUSIP: F5407HFW9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235932.09    | 0.00%             | 2031-04-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA  3.25% 03/20/31/EUR/                | VSEOBECNA UVEROVA BANKA /EUR/ REGD REG S 3.25000000                                          | CUSIP: X9T03KDL7<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |       100000 | PA      | $118538.46    | 0.00%             | 2031-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 3% 03/20/54/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: D5S07LJX0<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $695084.72    | 0.00%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FINGRID OY 3.25% 03/20/34/EUR/                | FINGRID OYJ /EUR/ REGD REG S EMTN 3.25000000                                                 | CUSIP: X2478ZRF4<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       400000 | PA      | $463263.80    | 0.00%             | 2034-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.35% 02/25/34/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.35000000                                         | CUSIP: Y6S39B5U0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    229200000 | PA      | $34081304.50  | 0.21%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.87% 09/15/31/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.87000000                                         | CUSIP: Y6S39B8M5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    149700000 | PA      | $21611760.87  | 0.13%             | 2031-09-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUB 4% 01/20/34/AUD/                | TASMANIAN PUBLIC FINANCE /AUD/ REGD MTN 4.00000000                                           | CUSIP: Q88765RK2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1000000 | PA      | $610578.50    | 0.00%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 08/28/33/EUR/                | CREDIT AGRICOLE SA /EUR/ REGD V/R REG S EMTN 5.50000000                                      | CUSIP: F2R125ZN8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3726978.05   | 0.02%             | 2033-08-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FRAN 3.5% 10/04/39/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: F49540AN1<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $111006.29    | 0.00%             | 2039-10-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAARLAND 3% 01/19/35/EUR/                     | SAARLAND /EUR/ REGD REG S 3.00000000                                                         | CUSIP: D66510AA2<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | USGA              | DE        |       375000 | PA      | $435297.32    | 0.00%             | 2035-01-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUS 4% 06/13/31/EUR/                | UNIVERSAL MUSIC GROUP NV /EUR/ REGD REG S EMTN 4.00000000                                    | CUSIP: N90313CZ3<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |       721000 | PA      | $871086.41    | 0.01%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 3.625% 01/20/35/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.62500000                                         | CUSIP: F0R23YAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $933871.50    | 0.01%             | 2035-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.48% 09/25/28/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.48000000                                         | CUSIP: Y6S39B3Z1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     93900000 | PA      | $13840409.32  | 0.08%             | 2028-09-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ESB FINANC 4.25% 03/03/36/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.25000000                                             | CUSIP: G31206AL2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $122480.18    | 0.00%             | 2036-03-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW 3.25% 03/24/31/EUR/                       | KFW /EUR/ REGD REG S EMTN 3.25000000                                                         | CUSIP: D3S996NM6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1510000 | PA      | $1824870.65   | 0.01%             | 2031-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 2.75% 02/25/30/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000                                               | CUSIP: F26348DP8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     17140000 | PA      | $20196044.75  | 0.12%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBA 3.125% 06/13/33/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 3.12500000                                              | CUSIP: D1706CEX8<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |        70000 | PA      | $83023.95     | 0.00%             | 2033-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS  5% 06/12/33/EUR/                | JAB HOLDINGS BV /EUR/ REGD REG S 5.00000000                                                  | CUSIP: N4717KBL9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3900000 | PA      | $4895510.97   | 0.03%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 1% 08/24/45/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 608 1.00000000                                   | CUSIP: H6218UTR1<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        30000 | PA      | $36671.54     | 0.00%             | 2045-08-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS B 3.625% 06/11/30/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD EMTN 3.62500000                                                | CUSIP: B11081BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $240370.33    | 0.00%             | 2030-06-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKI V/R 06/02/33/GBP/                | LLOYDS BANKING GROUP PLC /GBP/ REGD V/R REG S EMTN 6.62500000                                | CUSIP: G55365HA4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2600000 | PA      | $3640992.43   | 0.02%             | 2033-06-02      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| JUNTA DE CA 2.9% 04/30/32/EUR/                | JUNTA DE CASTILLA Y LEON /EUR/ REGD REG S 2.90000000                                         | CUSIP: E3R70JBG7<br>LEI: 959800Y87BK35RUBP092 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $466902.70    | 0.00%             | 2032-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REGISTRY  5.472% 12/19/31/AUD/                | REGISTRY FINANCE PTY LTD /AUD/ REGD REG S MTN 5.47200000                                     | CUSIP: Q8059RAB1<br>LEI: 894500KZUMW0SWEIK312 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $134221.43    | 0.00%             | 2031-12-19      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| EXPORT DE 2.625% 01/18/29/EUR/                | EXPORT DEVELOPMNT CANADA /EUR/ REGD REG S EMTN 2.62500000                                    | CUSIP: C32148MP7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       500000 | PA      | $589532.10    | 0.00%             | 2029-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.95% 02/15/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 2.95000000                                  | CUSIP: T6052B6R4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3600000 | PA      | $4268186.67   | 0.03%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.2% 02/15/34/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 2.20000000                                 | CUSIP: D2R8H4KH1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      8280000 | PA      | $9344123.63   | 0.06%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CTE CO TRA 3.75% 01/17/36/EUR/                | CTE CO TRANSP ELEC /EUR/ REGD REG S 3.75000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |       300000 | PA      | $346260.63    | 0.00%             | 2036-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCA 3% 01/17/34/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.00000000                                         | CUSIP: F0108UXD5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1900000 | PA      | $2146533.13   | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOL 3.25% 04/09/33/EUR/                | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 3.25000000                                           | CUSIP: N30940GG4<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $584062.64    | 0.00%             | 2033-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEXIS HO 3.625% 04/09/37/EUR/                | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 3.62500000                                           | CUSIP: N30940GF6<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $231291.11    | 0.00%             | 2037-04-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 1.4% 03/20/35/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 378 1.40000000                                          | CUSIP: J2S39L7R9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3106900000 | PA      | $18841333.30  | 0.12%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH  4% 06/02/35/EUR/                | ROBERT BOSCH GMBH /EUR/ REGD REG S EMTN 4.00000000                                           | CUSIP: D12376AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      4500000 | PA      | $5359581.83   | 0.03%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEXIA 3.125% 06/01/28/EUR/                    | DEXIA /EUR/ REGD REG S EMTN 3.12500000                                                       | CUSIP: F3R304PP3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $713471.40    | 0.00%             | 2028-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.67% 05/25/33/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.67000000                                         | CUSIP: Y6S39B2L3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    661800000 | PA      | $100508018.63 | 0.62%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| OSB GROUP PL V/R 09/07/28/GBP/                | OSB GROUP PLC /GBP/ REGD V/R REG S EMTN 9.50000000                                           | CUSIP: G6S36LAC5<br>LEI: 213800ZBKL9BHSL2K459 | Long             | DBT              | CORP              | GB        |      3400000 | PA      | $4926090.38   | 0.03%             | 2028-09-07      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.2% 03/01/34/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 4.20000000                                 | CUSIP: T6052B5T1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6290000 | PA      | $7879089.53   | 0.05%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 3.625% 06/20/38/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.62500000                                        | CUSIP: F0109PFG8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $112857.71    | 0.00%             | 2038-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 2.375% 02/13/30/EUR/                | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN 2.37500000                                    | CUSIP: R8T51PGU3<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $116029.01    | 0.00%             | 2030-02-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND HESSE 2.75% 01/10/34/EUR/                | LAND HESSEN /EUR/ REGD REG S 2.75000000                                                      | CUSIP: D3R1TJDW3<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $344516.53    | 0.00%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.5% 02/15/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 3.50000000                                        | CUSIP: T6052B6S2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3460000 | PA      | $4195496.88   | 0.03%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIG 2.75% 05/26/32/EUR/                | EIKA BOLIGKREDITT AS /EUR/ REGD REG S EMTN 2.75000000                                        | CUSIP: R2R750ED5<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $116197.31    | 0.00%             | 2032-05-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 2.75% 02/02/34/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.75000000                                           | CUSIP: X5T0S2EF0<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       600000 | PA      | $685155.52    | 0.00%             | 2034-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 3.125% 03/20/34/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.12500000                                        | CUSIP: F0109PGB8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2200000 | PA      | $2510463.34   | 0.02%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERN 5% 10/25/34/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 1034 5.00000000                                        | CUSIP: X8T02EDK6<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     16180000 | PA      | $4486508.35   | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.6% 03/20/44/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 188 1.60000000                                          | CUSIP: J2S39LZ49<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2420550000 | PA      | $12723958.57  | 0.08%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC V/R 08/28/56/EUR/                   | AVIVA PLC /EUR/ REGD V/R REG S 4.62500000                                                    | CUSIP: G0R23NE93<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      3575000 | PA      | $4308843.22   | 0.03%             | 2056-08-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE  4.154% 04/29/31/EUR/                | GLENCORE CAP FIN DAC /EUR/ REGD REG S EMTN 4.15400000                                        | CUSIP: G39146AV0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       800000 | PA      | $969398.55    | 0.01%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU  3.5% 04/30/33/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: F7686GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235544.44    | 0.00%             | 2033-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK  V/R 05/29/35/EUR/                | NORDEA BANK ABP /EUR/ REGD V/R REG S EMTN 4.12500000                                         | CUSIP: X5S8VR8G0<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       500000 | PA      | $603832.23    | 0.00%             | 2035-05-29      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF QUE 3.3% 07/30/29/EUR/                | BANK OF QUEENSLAND LTD /EUR/ REGD REG S 3.30040000                                           | CUSIP: Q12765DH5<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |      1988000 | PA      | $2373970.52   | 0.01%             | 2029-07-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SINGAPORE  3.25% 06/01/54/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.25000000                                             | CUSIP: Y280CEYG6<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1290000 | PA      | $1195804.11   | 0.01%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 2.2% 03/20/64/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 17 2.20000000                                           | CUSIP: J2S39L2J2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1138950000 | PA      | $5288002.92   | 0.03%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM 3.75% 04/30/29/EUR/                | GROUPE ACM /EUR/ REGD REG S 3.75000000                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2636517.24   | 0.02%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.804% 10/08/31/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0224 3.80400000                                      | CUSIP: Y2R35QGC9<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      5000000 | PA      | $1262551.17   | 0.01%             | 2031-10-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 3% 09/15/33/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 3.00000000                                             | CUSIP: X27717MY4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      2520000 | PA      | $2968031.13   | 0.02%             | 2033-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN  3.5% 12/21/34/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 168 3.50000000                                    | CUSIP: Q2R04NEN0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      9270000 | PA      | $5650906.96   | 0.03%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 4.625% 05/03/31/EUR/                | VOLKSWAGEN BANK GMBH /EUR/ REGD EMTN 4.62500000                                              | CUSIP: D9T638KH4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2339031.00   | 0.01%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.35% 11/01/33/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 4.35000000                                 | CUSIP: T6052B3B2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7510000 | PA      | $9506129.15   | 0.06%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 2.875% 04/30/32/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 2.87500000                                               | CUSIP: D3R33ABT5<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $703970.54    | 0.00%             | 2032-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 3% 05/31/32/EUR/                    | DZ HYP AG /EUR/ REGD REG S EMTN 3.00000000                                                   | CUSIP: D2R04NER5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59128.91     | 0.00%             | 2032-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC  4.125% 06/15/54/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 4.12500000                                                      | CUSIP: X32332Y71<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1000000 | PA      | $1146760.16   | 0.01%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIE 3.8% 08/01/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 3.80000000                                  | CUSIP: T6052B3H9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5890000 | PA      | $7167379.51   | 0.04%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SINGAPORE  2.75% 03/01/35/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.75000000                                                   | CUSIP: Y280CEG92<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      5430000 | PA      | $4463361.87   | 0.03%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 2.9% 06/07/33/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.90000000                                    | CUSIP: D5S07LJQ5<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1690000 | PA      | $1971510.71   | 0.01%             | 2033-06-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COMMUNAUT 3.375% 06/22/34/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: B2763WK58<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $232038.03    | 0.00%             | 2034-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAISSE D'A 2.75% 09/24/27/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: F1272PHG5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1657800.57   | 0.01%             | 2027-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.22% 04/09/29/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2405 2.22000000                                        | CUSIP: Y0R4AWQQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     96600000 | PA      | $14026815.71  | 0.09%             | 2029-04-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 3.2% 07/15/39/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD REG S 3.20000000                                              | CUSIP: A0654UF48<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2300000 | PA      | $2637696.37   | 0.02%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 3.625% 06/12/54/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 30Y 3.62500000                                          | CUSIP: X6694NCZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1460000 | PA      | $1604080.20   | 0.01%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE  2.875% 03/21/36/EUR/                | DEUTSCHE KREDITBANK AG /EUR/ REGD REG S 2.87500000                                           | CUSIP: D1895QES9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $56777.08     | 0.00%             | 2036-03-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLEMISH CO 3.25% 06/22/37/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.25000000                                           | CUSIP: B2758CDG3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      1000000 | PA      | $1123856.68   | 0.01%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GO 4% 05/24/29/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 4.00000000                                         | CUSIP: Q85895L67<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1000000 | PA      | $658467.54    | 0.00%             | 2029-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO  2.625% 08/30/27/EUR/                | ABN AMRO BANK NV /EUR/ REGD REG S 2.62500000                                                 | CUSIP: N0R37XC24<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $118165.47    | 0.00%             | 2027-08-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLD V/R 09/19/28/GBP/                | COVENTRY BLDG SOCIETY /GBP/ REGD V/R REG S 5.57900000                                        | CUSIP: G2R28FAB0<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $3024946.61   | 0.02%             | 2028-09-19      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| WESFARMER 3.277% 06/10/32/EUR/                | WESFARMERS LTD /EUR/ REGD REG S EMTN 3.27700000                                              | CUSIP: Q95870DC4<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      5606000 | PA      | $6528952.92   | 0.04%             | 2032-06-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| PHILIP MOR 3.25% 06/06/32/EUR/                | PHILIP MORRIS INTL INC /EUR/ REGD 3.25000000                                                 | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       800000 | PA      | $929652.17    | 0.01%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE D 4% 10/03/28/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.00000000                                             | CUSIP: G31206AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       400000 | PA      | $484902.09    | 0.00%             | 2028-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.1% 02/01/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 4.10000000                                  | CUSIP: T6052B5X2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5835000 | PA      | $7185687.66   | 0.04%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF 2.25% 11/15/33/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER G 2.25000000                                               | CUSIP: K30904CN2<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |      3650000 | PA      | $561169.59    | 0.00%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORDDEUTS 2.875% 05/14/27/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 2.87500000                                     | CUSIP: D5714E4T5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59216.35     | 0.00%             | 2027-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NORD 1.625% 10/24/30/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD 1.62500000                                               | CUSIP: D5S07LAY7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1119108.15   | 0.01%             | 2030-10-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 1.8% 08/15/53/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 1.80000000                                   | CUSIP: D2R8H4HZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      1270000 | PA      | $1055812.25   | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 2% 10/04/40/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 740 2.00000000                                  | CUSIP: H617316R3<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        20000 | PA      | $28369.23     | 0.00%             | 2040-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 2.625% 04/30/31/EUR/                | DZ HYP AG /EUR/ REGD REG S 2.62500000                                                        | CUSIP: D2R04NEX2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        20000 | PA      | $23334.87     | 0.00%             | 2031-04-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KFW 2.625% 04/26/29/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.62500000                                                         | CUSIP: D4S46MRX5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2490000 | PA      | $2944493.13   | 0.02%             | 2029-04-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REGION WALLON 3% 12/06/30/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.00000000                                             | CUSIP: B70023WT7<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |      2000000 | PA      | $2346785.53   | 0.01%             | 2030-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSILORLU 2.625% 01/10/30/EUR/                | ESSILORLUXOTTICA /EUR/ REGD REG S EMTN 2.62500000                                            | CUSIP: F31665FP6<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2446042.34   | 0.01%             | 2030-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 06/10/35/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3506 2.62500000                                           | CUSIP: Y7277F6Z8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   5816950000 | PA      | $3789547.59   | 0.02%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 1.5% 06/20/35/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 379 1.50000000                                          | CUSIP: J2615UAD8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2945600000 | PA      | $17968836.98  | 0.11%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALTAREA 5.5% 10/02/31/EUR/                    | ALTAREA /EUR/ REGD REG S 5.50000000                                                          | CUSIP: F0261XLQ6<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1249139.09   | 0.01%             | 2031-10-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST  4.5% 05/23/31/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 4.50000000                                         | CUSIP: Q85895N65<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2400000 | PA      | $1587193.13   | 0.01%             | 2031-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.7% 10/01/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 5Y 2.70000000                                        | CUSIP: T6031QCK5<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4010000 | PA      | $4698885.57   | 0.03%             | 2030-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA  3.476% 07/02/35/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0225 3.47600000                                           | CUSIP: Y2R35QHB0<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     11980000 | PA      | $2940827.25   | 0.02%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 2.875% 07/09/31/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 2.87500000                                     | CUSIP: D4902PKT7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $354426.66    | 0.00%             | 2031-07-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CASSA DEP 3.875% 07/12/31/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S EMTN 3.87500000                                    | CUSIP: T2599HNX8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       400000 | PA      | $486457.47    | 0.00%             | 2031-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLEMISH C 3.675% 06/22/40/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.67500000                                           | CUSIP: B2758CDL2<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      1200000 | PA      | $1360835.56   | 0.01%             | 2040-06-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 2.625% 07/08/29/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 2.62500000                                     | CUSIP: F7686GAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $349601.31    | 0.00%             | 2029-07-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 4.25% 10/21/36/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 173 4.25000000                                    | CUSIP: Q2R04NGG3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      5790000 | PA      | $3688184.93   | 0.02%             | 2036-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.5% 05/31/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.50000000                                               | CUSIP: E8922ANY2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     10904000 | PA      | $13259090.98  | 0.08%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 2.75% 07/25/31/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 2.75000000                                             | CUSIP: D6S59FDV8<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $468416.45    | 0.00%             | 2031-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.8% 09/20/53/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 80 1.80000000                                           | CUSIP: J2S39LP57<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    700050000 | PA      | $3201977.93   | 0.02%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DCC GROUP 4.375% 06/27/31/EUR/                | DCC GROUP FIN IRELAND /EUR/ REGD REG S EMTN 4.37500000                                       | CUSIP: G276A2AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      2000000 | PA      | $2417766.42   | 0.01%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.917% 07/15/55/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0325 3.91700000                                           | CUSIP: Y2R35QHD6<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      7210000 | PA      | $1751294.43   | 0.01%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| SAGESS 3% 11/25/31/EUR/                       | SAGESS /EUR/ REGD REG S EMTN 3.00000000                                                      | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | USGA              | FR        |       700000 | PA      | $813554.30    | 0.00%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAY 3% 02/19/55/EUR/                | FREISTAAT BAYERN /EUR/ REGD 3.00000000                                                       | CUSIP: D0R4E0BT9<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $298127.23    | 0.00%             | 2055-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3I GROUP  4.875% 06/14/29/EUR/                | 3I GROUP PLC /EUR/ REGD REG S 4.87500000                                                     | CUSIP: G8846TF88<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       126000 | PA      | $155486.52    | 0.00%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FIN 4% 07/22/36/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S 4.00000000                                             | CUSIP: N2960PNA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $356945.84    | 0.00%             | 2036-07-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.4% 06/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 171 0.40000000                                           | CUSIP: J2S39L3Z5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2000000000 | PA      | $12352911.13  | 0.08%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 2.875% 10/20/34/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 11Y 2.87500000                                          | CUSIP: X6694NCT6<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1570000 | PA      | $1818624.22   | 0.01%             | 2034-10-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| WESTERN AU 4.25% 07/20/33/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD 4.25000000                                                | CUSIP: Q96417JB9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2000000 | PA      | $1279189.76   | 0.01%             | 2033-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MECKLENBUR 2.55% 01/12/32/EUR/                | MECKLENBURG-VORPOMMERN /EUR/ REGD 2.55000000                                                 | CUSIP: D5S6HSAJ1<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | USGA              | DE        |       450000 | PA      | $519519.78    | 0.00%             | 2032-01-12      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AAREAL BA 2.875% 05/10/28/EUR/                | AAREAL BANK AG /EUR/ REGD REG S EMTN 2.87500000                                              | CUSIP: D0037WTR3<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118444.73    | 0.00%             | 2028-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HONG KONG 2.95% 06/07/28 /CNH/                | HONG KONG /CNH/ REGD REG S EMTN SER GMTN 2.95000000                                          | CUSIP: Y2836BBJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      8500000 | PA      | $1252969.55   | 0.01%             | 2028-06-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  3.625% 06/08/33/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 247 3.62500000                                 | CUSIP: X5S008DG7<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      2745000 | PA      | $3290765.01   | 0.02%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LA 3% 10/10/31/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 3.00000000                                       | CUSIP: D0R14GL94<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117044.02    | 0.00%             | 2031-10-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH 2.5% 05/11/32/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 2.50000000                                     | CUSIP: D4902PZB0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $575923.22    | 0.00%             | 2032-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STEDIN HO 3.375% 02/12/37/EUR/                | STEDIN HOLDING NV /EUR/ REGD REG S EMTN 3.37500000                                           | CUSIP: N8243RGV1<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $453901.90    | 0.00%             | 2037-02-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE V/R 07/28/55/EUR/                | ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 4.50000000                                      | CUSIP: D2542NAQ9<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $235333.80    | 0.00%             | 2055-07-28      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 4.25% 03/21/36/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 172 4.25000000                                    | CUSIP: Q08184NF8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      6400000 | PA      | $4094133.32   | 0.03%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.83% 06/16/33/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2310 2.83000000                                        | CUSIP: Y0R4AWPU2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    103700000 | PA      | $15674138.62  | 0.10%             | 2033-06-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| THAILAND G 2.98% 06/17/45/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.98000000                                               | CUSIP: Y603CLBS2<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     62190000 | PA      | $2193369.88   | 0.01%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.24PMUTK 02/02/26 XWF FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-2035.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCE 3% 08/20/32/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.00000000                                        | CUSIP: F0109PHU5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $230821.30    | 0.00%             | 2032-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.4% 06/20/33/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 371 0.40000000                                          | CUSIP: J2S39LJ62<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4110000000 | PA      | $23656639.43  | 0.14%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NORDDEUTS 4.875% 07/11/28/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 4.87500000                                     | CUSIP: D5714EG21<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $123423.03    | 0.00%             | 2028-07-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ICCREA BA 3.875% 01/12/29/EUR/                | ICCREA BANCA SPA /EUR/ REGD REG S EMTN 3.87500000                                            | CUSIP: T5R57ZEY5<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $121644.01    | 0.00%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 6.2% 06/16/31/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 152 6.20000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     17600000 | PA      | $940307.68    | 0.01%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EURO STAB 2.375% 09/30/27/EUR/                | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN SER ESM 2.37500000                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $5899271.15   | 0.04%             | 2027-09-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAISSE DE 3.125% 05/25/35/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: F12898UW4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $453566.51    | 0.00%             | 2035-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BPOST SA 3.29% 10/16/29/EUR/                  | BPOST SA /EUR/ REGD REG S 3.29000000                                                         | CUSIP: B1306VDF2<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       700000 | PA      | $828646.34    | 0.01%             | 2029-10-16      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| KFW 2.5% 10/15/31/EUR/                        | KFW /EUR/ REGD REG S EMTN 2.50000000                                                         | CUSIP: D4S46MTG0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2790000 | PA      | $3239972.66   | 0.02%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEA 3.768% 08/31/27/EUR/                | COMMONWEALTH BANK AUST /EUR/ REGD REG S 3.76800000                                           | CUSIP: Q2694JNQ6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $120332.55    | 0.00%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.04% 11/25/34/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.04000000                                         | CUSIP: Y6S39BAK6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     93700000 | PA      | $13610021.71  | 0.08%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 3.25% 08/29/33/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 3.25000000                                                 | CUSIP: N14289FA0<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       550000 | PA      | $656011.94    | 0.00%             | 2033-08-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSE 3.25% 10/05/28/EUR/                | LAND HESSEN /EUR/ REGD 3.25000000                                                            | CUSIP: D3R1TJDV5<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       980000 | PA      | $1176330.70   | 0.01%             | 2028-10-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 3.875% 09/10/43/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4309 3.87500000                                           | CUSIP: Y7277F2Y5<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  13269080000 | PA      | $9730675.95   | 0.06%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACTION LO 4.125% 10/03/38/EUR/                | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 4.12500000                                    | CUSIP: F00579AG1<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $118058.56    | 0.00%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMERZBAN 2.75% 12/20/29/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 2.75000000                                              | CUSIP: D1706CKY9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       160000 | PA      | $188770.21    | 0.00%             | 2029-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SFIL SA 3% 09/24/30/EUR/                      | SFIL SA /EUR/ REGD REG S EMTN 3.00000000                                                     | CUSIP: F83496AA1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $942623.02    | 0.01%             | 2030-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHAT 1.7% 06/10/27/EUR/                | BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S 1.70000000                                          | CUSIP: D2R8H4LW7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     13020000 | PA      | $15220284.83  | 0.09%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FLEMISH CO 2.75% 10/22/29/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 2.75000000                                           | CUSIP: B2758CDC2<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      1700000 | PA      | $2001108.42   | 0.01%             | 2029-10-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARRIER G 4.125% 05/29/28/EUR/                | CARRIER GLOBAL CORP /EUR/ REGD 4.12500000                                                    | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1936260.35   | 0.01%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TEMASEK FIN 3.2% 02/06/29/CNH/                | TEMASEK FINANCIAL I LTD /CNH/ REGD EMTN 3.20000000                                           | CUSIP: Y8585EAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     10000000 | PA      | $1482267.27   | 0.01%             | 2029-02-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.85% 10/20/33/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2320 2.85000000                                        | CUSIP: Y0R4AWQD9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     44200000 | PA      | $6712145.09   | 0.04%             | 2033-10-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.28% 03/25/31/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.28000000                                         | CUSIP: Y6S39B6C9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     63600000 | PA      | $9387637.13   | 0.06%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| S-PANKKI OYJ 3% 04/16/30/EUR/                 | S-PANKKI OYJ /EUR/ REGD EMTN 3.00000000                                                      | CUSIP: X8409KAG4<br>LEI: 743700FTBNXAUN57RH30 | Long             | DBT              | CORP              | FI        |       100000 | PA      | $118128.42    | 0.00%             | 2030-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  0.9% 10/26/35/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 600 0.90000000                                   | CUSIP: H6218USQ4<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        40000 | PA      | $50572.69     | 0.00%             | 2035-10-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAN 3% 05/02/34/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD 3.00000000                                                   | CUSIP: D6S59FDR7<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       750000 | PA      | $876564.46    | 0.01%             | 2034-05-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLI 4% 04/04/44/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 158 4.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     10000000 | PA      | $428757.21    | 0.00%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 3.137% 04/30/35/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 3.13700000                                         | CUSIP: E3124CGP2<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       390000 | PA      | $452179.70    | 0.00%             | 2035-04-30      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| DEVELOPME 0.235% 10/13/27/JPY/                | DEVELOPMENT BK OF JAPAN /JPY/ REGD SER 86 0.23500000                                         | CUSIP: J1R67PES8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $626741.89    | 0.00%             | 2027-10-13      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| DEKABANK D 3.25% 02/08/29/EUR/                | DEKABANK DEUTSCHE GIRO /EUR/ REGD REG S EMTN 3.25000000                                      | CUSIP: D330MLPA8<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $238819.91    | 0.00%             | 2029-02-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 03/10/29/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2903 3.25000000                                           | CUSIP: Y7277F3W8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   9700000000 | PA      | $6770273.36   | 0.04%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEKABANK  4.125% 08/03/28/EUR/                | DEKABANK DEUTSCHE GIRO /EUR/ REGD REG S EMTN 4.12500000                                      | CUSIP: D303G8YA1<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $121385.09    | 0.00%             | 2028-08-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.15% 10/01/39/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 4.15000000                                       | CUSIP: T6052B6W3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       450000 | PA      | $547124.64    | 0.00%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| CAISSE DES DE 3% 05/25/29/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F12898KQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       900000 | PA      | $1069268.75   | 0.01%             | 2029-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 3.125% 05/28/29/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S 3.12500000                                               | CUSIP: E2R99D7S8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $119636.25    | 0.00%             | 2029-05-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN 3.625% 05/31/39/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 488 3.62500000                                           | CUSIP: R34155CQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     13330000 | PA      | $1248039.76   | 0.01%             | 2039-05-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FED CAISS 3.125% 05/30/29/EUR/                | FED CAISSES DESJARDINS /EUR/ REGD REG S 3.12500000                                           | CUSIP: C34201XB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       110000 | PA      | $131111.82    | 0.00%             | 2029-05-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 3.173% 07/30/29/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 3.17300000                                         | CUSIP: E3124CGF4<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       600000 | PA      | $719762.41    | 0.00%             | 2029-07-30      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FINNVERA  2.875% 08/30/29/EUR/                | FINNVERA PLC /EUR/ REGD REG S EMTN 2.87500000                                                | CUSIP: X2994QDJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       500000 | PA      | $591077.81    | 0.00%             | 2029-08-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKRE 2.5% 06/11/30/EUR/                | SR-BOLIGKREDITT AS /EUR/ REGD REG S EMTN 2.50000000                                          | CUSIP: R8333LBW4<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $116122.72    | 0.00%             | 2030-06-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE  2.75% 06/12/32/EUR/                | LA BANQUE POST HOME LOAN /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: F55246BU9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115547.98    | 0.00%             | 2032-06-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSC 3.25% 02/04/28/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 3.25000000                                     | CUSIP: D57219CV3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $236952.28    | 0.00%             | 2028-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SWISSCOM  3.875% 05/29/44/EUR/                | SWISSCOM FINANCE /EUR/ REGD REG S EMTN 3.87500000                                            | CUSIP: N8T33HAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2875000 | PA      | $3217367.12   | 0.02%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND BRAN 2.875% 05/23/34/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 2.87500000                                                 | CUSIP: D1R1PYDG3<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $576903.96    | 0.00%             | 2034-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF A 4.25% 05/31/30/EUR/                | HOCHTIEF AKTIENGESELLSCH /EUR/ REGD REG S EMTN 4.25000000                                    | CUSIP: D341DRDQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3469000 | PA      | $4252767.98   | 0.03%             | 2030-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 2.75% 03/25/30/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 2.75000000                                                     | CUSIP: D5S19DDR3<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       900000 | PA      | $1063516.96   | 0.01%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOOKING H 4.125% 05/09/38/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 4.12500000                                                   | CUSIP: 09857LBJ6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2345183.74   | 0.01%             | 2038-05-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTA 2.5% 05/13/30/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S 2.50000000                                               | CUSIP: E2R99GFF0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $232674.31    | 0.00%             | 2030-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 2.5% 11/17/29/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.50000000                                               | CUSIP: Y603CLBA1<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    114000000 | PA      | $3793586.88   | 0.02%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.65% 03/25/74/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.65000000                                         | CUSIP: Y6S39B6D7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     68200000 | PA      | $10316228.99  | 0.06%             | 2074-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYF 3.5% 10/22/31/EUR/                | LOUIS DREYFUS FINANCE BV /EUR/ REGD REG S 3.50000000                                         | CUSIP: N5489TVS6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1748367.76   | 0.01%             | 2031-10-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND SCHLE 2.75% 08/02/32/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.75000000                                          | CUSIP: D67763AG3<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $232505.61    | 0.00%             | 2032-08-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 4.75% 06/17/44/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.75000000                                    | CUSIP: F2893TBJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $466469.83    | 0.00%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 4.125% 06/17/31/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.12500000                                    | CUSIP: F2893TBH8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1468627.18   | 0.01%             | 2031-06-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 4.375% 06/17/36/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.37500000                                    | CUSIP: F2893TBK1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $241208.67    | 0.00%             | 2036-06-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANT 3.25% 05/27/32/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S EMTN 3.25000000                                          | CUSIP: E2R99GFL7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      3800000 | PA      | $4444478.74   | 0.03%             | 2032-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.11% 08/25/34/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.11000000                                         | CUSIP: Y6S39B8C7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     51700000 | PA      | $7553209.79   | 0.05%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.62% 08/15/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.62000000                                         | CUSIP: Y6S39B7Y0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    314700000 | PA      | $45243283.91  | 0.28%             | 2027-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.7% 09/20/45/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 194 2.70000000                                          | CUSIP: J2615UCC8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    256150000 | PA      | $1577127.85   | 0.01%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 2.7% 09/05/34/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.70000000                                    | CUSIP: D5S07LKG5<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $797256.54    | 0.00%             | 2034-09-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GRAND DUC 2.625% 10/23/34/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 2.62500000                                           | CUSIP: L61785AV0<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |      2100000 | PA      | $2391266.39   | 0.01%             | 2034-10-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.1% 07/30/31/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.10000000                                               | CUSIP: E8922APS3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1305000 | PA      | $1560969.99   | 0.01%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SHURGARD  3.625% 10/22/34/EUR/                | SHURGARD LUXEMBOURG /EUR/ REGD REG S 3.62500000                                              | CUSIP: L8230CAA3<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |      2100000 | PA      | $2390229.86   | 0.01%             | 2034-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.6% 06/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 170 0.60000000                                           | CUSIP: J2S39L3J1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1390400000 | PA      | $8647570.79   | 0.05%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| IWG US FI 5.125% 05/14/32/EUR/                | IWG US FINANCE LLC /EUR/ REGD REG S 5.12500000                                               | CUSIP: U46853AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       431000 | PA      | $514092.79    | 0.00%             | 2032-05-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELISA OYJ 2.875% 05/14/30/EUR/                | ELISA OYJ /EUR/ REGD REG S EMTN 2.87500000                                                   | CUSIP: X194A4FV2<br>LEI: 743700TU2S3DXWGU7H32 | Long             | DBT              | CORP              | FI        |       875000 | PA      | $1019570.67   | 0.01%             | 2030-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 3.375% 05/25/34/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.37500000                                              | CUSIP: F7053NWZ3<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |      1500000 | PA      | $1738066.95   | 0.01%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  2.875% 10/05/29/EUR/                | EUROPEAN UNION /EUR/ REGD REG S SER UFA 2.87500000                                           | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $5957411.94   | 0.04%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.4% 09/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 163 0.40000000                                           | CUSIP: J2S39LR71<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    984400000 | PA      | $6146592.59   | 0.04%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SWEDISH GO 2.25% 05/11/35/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1066 2.25000000                                      | CUSIP: W7S736LX4<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     28670000 | PA      | $2986542.64   | 0.02%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST 3.125% 11/15/28/EUR/                | OEKB OEST. KONTROLLBANK /EUR/ REGD REG S EMTN 3.12500000                                     | CUSIP: A6S67PP87<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $359040.43    | 0.00%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ 3.875% 05/21/31/EUR/                | NESTE OYJ /EUR/ REGD REG S EMTN 3.87500000                                                   | CUSIP: X5833VAC1<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      4500000 | PA      | $5409310.55   | 0.03%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND BERL 2.625% 01/24/31/EUR/                | LAND BERLIN /EUR/ REGD 2.62500000                                                            | CUSIP: D09856E56<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1169204.06   | 0.01%             | 2031-01-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GEMEINSAM 2.625% 02/07/31/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 64 2.62500000                                  | CUSIP: D2R3ZXAB2<br>LEI: 529900JMSS8EHPG02213 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $582153.54    | 0.00%             | 2031-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.93% 04/10/30/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 1.93000000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |      6300000 | PA      | $911981.85    | 0.01%             | 2030-04-10      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.875% 09/10/44/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4409 2.87500000                                           | CUSIP: Y7277F5K2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  10521210000 | PA      | $6798416.47   | 0.04%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 2.875% 05/30/34/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.87500000                                          | CUSIP: D67763AE8<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $577416.51    | 0.00%             | 2034-05-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 3.375% 02/26/31/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: D4S75UXN6<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $235975.87    | 0.00%             | 2031-02-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 2.85% 01/29/35/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD 2.85000000                                                    | CUSIP: D66594AA6<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $688153.40    | 0.00%             | 2035-01-29      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WIRT & IN 2.875% 02/22/34/EUR/                | WIRT & INFRA BK HESSEN /EUR/ REGD 2.87500000                                                 | CUSIP: D9696PCL2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $231239.87    | 0.00%             | 2034-02-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCA 3% 03/19/36/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 3.00000000                                     | CUSIP: F14221EZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $111802.73    | 0.00%             | 2036-03-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.4% 12/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 166 0.40000000                                           | CUSIP: J2S39LX66<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1854500000 | PA      | $11537585.16  | 0.07%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.15% 06/17/50/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.15000000                                               | CUSIP: Y603CLBR4<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     27490000 | PA      | $979080.30    | 0.01%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV V/R 11/27/35/EUR/                 | ASN BANK NV /EUR/ REGD V/R REG S EMTN 4.12500000                                             | CUSIP: N2R87AKZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $356088.39    | 0.00%             | 2035-11-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ARGENTA S 2.875% 02/03/32/EUR/                | ARGENTA SPAARBANK /EUR/ REGD 2.87500000                                                      | CUSIP: B0R1LSAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $116316.44    | 0.00%             | 2032-02-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JUNTA DE AN 3.4% 04/30/34/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 3.40000000                                               | CUSIP: E6960NMX4<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       500000 | PA      | $591548.71    | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 3.2% 04/15/45/EUR/                | FINNISH GOVERNMENT /EUR/ REGD REG S SER 20Y 3.20000000                                       | CUSIP: X2776WAA9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       590000 | PA      | $646753.31    | 0.00%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.15% 04/30/35/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.15000000                                               | CUSIP: E4R46FAA8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     10530000 | PA      | $12291523.63  | 0.08%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| ISTITUTO PE 3.5% 01/29/30/EUR/                | ISTITUTO PER IL CREDITO /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: T5869RAA6<br>LEI: 815600ACC18A758ADE66 | Long             | DBT              | USGA              | IT        |       300000 | PA      | $357584.37    | 0.00%             | 2030-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NIED 2.625% 03/18/32/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 2.62500000                                               | CUSIP: D5S19DDJ1<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $578766.96    | 0.00%             | 2032-03-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SKIPTON BU 3.25% 06/18/29/EUR/                | SKIPTON BUILDING SOCIETY /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: G8175CFM5<br>LEI: 66AGRETLUXS4YO5MUH35 | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2147667.14   | 0.01%             | 2029-06-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK  3.75% 07/18/35/EUR/                | BLACKROCK INC /EUR/ REGD 3.75000000                                                          | CUSIP: 09290DAL5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1901044.37   | 0.01%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARKEA PUB 3.111% 02/28/29/EUR/                | ARKEA PUBLIC SECTOR SCF /EUR/ REGD REG S 3.11100000                                          | CUSIP: F0R92AAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119119.38    | 0.00%             | 2029-02-28      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  1.5% 07/13/27/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 755 1.50000000                                  | CUSIP: H617318D2<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $128720.25    | 0.00%             | 2027-07-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ITV PLC 4.25% 06/19/32/EUR/                   | ITV PLC /EUR/ REGD REG S EMTN 4.25000000                                                     | CUSIP: G4984ACC4<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |      2188000 | PA      | $2630278.14   | 0.02%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 3.375% 05/01/34/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 3.37500000                                                   | CUSIP: Y280CEYF8<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1650000 | PA      | $1409339.00   | 0.01%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONWID 3.309% 05/02/34/EUR/                | NATIONWIDE BLDG SOCIETY /EUR/ REGD REG S 3.30900000                                          | CUSIP: G6S17HSC8<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       120000 | PA      | $141645.16    | 0.00%             | 2034-05-02      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CAISSE DES  1.5% 05/24/39/CHF/                | CAISSE DES DEPOTS ET CON /CHF/ REGD EMTN 1.50000000                                          | CUSIP: F12898KS4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $498714.16    | 0.00%             | 2039-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC 3.125% 11/25/34/EUR/                   | UNEDIC /EUR/ REGD EMTN 3.12500000                                                            | CUSIP: F961A7BS8<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       400000 | PA      | $457768.61    | 0.00%             | 2034-11-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KELLANOVA 3.75% 05/16/34/EUR/                 | KELLANOVA /EUR/ REGD 3.75000000                                                              | CUSIP: 487836CB2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |       675000 | PA      | $801985.08    | 0.00%             | 2034-05-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 2.75% 05/15/31/EUR/                  | NRW.BANK /EUR/ REGD REG S EMTN 2.75000000                                                    | CUSIP: D5S2683X3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1502000 | PA      | $1761679.93   | 0.01%             | 2031-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEROPORTS 3.375% 05/16/31/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S EMTN 3.37500000                                       | CUSIP: F0R17AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118281.53    | 0.00%             | 2031-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 3.5% 01/15/56/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 3.50000000                                                 | CUSIP: N82128CS1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |       450000 | PA      | $519950.20    | 0.00%             | 2056-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WP CAREY I 4.25% 07/23/32/EUR/                | WP CAREY INC /EUR/ REGD 4.25000000                                                           | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2532673.64   | 0.02%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWITZERLA 0.875% 05/22/47/CHF/                | SWITZERLAND /CHF/ REGD REG S SER . 0.87500000                                                | CUSIP: H7351MTJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       860000 | PA      | $1163004.24   | 0.01%             | 2047-05-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 3.125% 05/17/39/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S 3.12500000                                          | CUSIP: F14221FA2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $109007.44    | 0.00%             | 2039-05-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AAREAL BAN 2.75% 10/08/30/EUR/                | AAREAL BANK AG /EUR/ REGD REG S EMTN 2.75000000                                              | CUSIP: D0037WWL2<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116752.93    | 0.00%             | 2030-10-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND BADE 2.625% 11/27/30/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.62500000                                          | CUSIP: D1U444CG3<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $469161.08    | 0.00%             | 2030-11-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INFORMA P 3.625% 10/23/34/EUR/                | INFORMA PLC /EUR/ REGD REG S EMTN 3.62500000                                                 | CUSIP: G4770LBB1<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       748000 | PA      | $865547.27    | 0.01%             | 2034-10-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTO 4.445% 02/14/30/EUR/                | FORD MOTOR CREDIT CO LLC /EUR/ REGD EMTN 4.44500000                                          | CUSIP: 345397E41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1975000 | PA      | $2373521.78   | 0.01%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 2.75% 04/05/29/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000                                                 | CUSIP: N14289XV4<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       300000 | PA      | $356722.12    | 0.00%             | 2029-04-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SILFIN NV 5.125% 07/17/30/EUR/                | SILFIN NV /EUR/ REGD REG S 5.12500000                                                        | CUSIP: B7T1JJAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |      2500000 | PA      | $3101706.78   | 0.02%             | 2030-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 2.25% 09/28/29/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD REG S SER 237 2.25000000                                  | CUSIP: D3R62FDR0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115921.14    | 0.00%             | 2029-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.3% 12/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 165 0.30000000                                           | CUSIP: J2S39LV76<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1890800000 | PA      | $11729381.77  | 0.07%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| FORTIVE COR 3.7% 08/15/29/EUR/                | FORTIVE CORPORATION /EUR/ REGD 3.70000000                                                    | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $3119999.03   | 0.02%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 4% 10/31/54/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.00000000                                               | CUSIP: E8922APG9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      4750000 | PA      | $5467882.09   | 0.03%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW 2.375% 04/11/28/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.37500000                                                         | CUSIP: D4085UAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3089000 | PA      | $3639359.02   | 0.02%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOT 3.7% 07/14/31/EUR/                | GENERAL MOTORS FINL CO /EUR/ REGD REG S EMTN 3.70000000                                      | CUSIP: U37046AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       810000 | PA      | $961335.32    | 0.01%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KFW 2.75% 01/17/35/EUR/                       | KFW /EUR/ REGD REG S EMTN 2.75000000                                                         | CUSIP: D4085UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2443000 | PA      | $2806327.72   | 0.02%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REGION WA 3.125% 06/22/32/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.12500000                                             | CUSIP: B70023ZX5<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |      1300000 | PA      | $1507880.77   | 0.01%             | 2032-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN 3% 03/05/32/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: D4S75UYF2<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $812710.91    | 0.00%             | 2032-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 6.85% 08/12/35/PEN/                | BONOS DE TESORERIA /PEN/ REGD 6.85000000                                                     | CUSIP: P6S32DFK4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |       700000 | PA      | $224004.86    | 0.00%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVER ZCP 01/25/28/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD ZCP SER 0128 0.00000000                                    | CUSIP: X8T02EHN6<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      7270000 | PA      | $1874977.98   | 0.01%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOV 2.5% 10/15/36/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1067 2.50000000                                      | CUSIP: W7S736MP0<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      8500000 | PA      | $894842.77    | 0.01%             | 2036-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  1.375% 10/04/29/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN 1.37500000                                                    | CUSIP: L3334EAY3<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      8000000 | PA      | $9005353.80   | 0.06%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 1.66% 01/09/35/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2510 1.66000000                                        | CUSIP: Y2261DAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     21600000 | PA      | $2990207.95   | 0.02%             | 2035-01-09      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 1.86% 11/08/29/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2415 1.86000000                                      | CUSIP: Y23862YN2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     40300000 | PA      | $5787022.04   | 0.04%             | 2029-11-08      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD 5.35% 03/06/35/AUD/                | NBN CO LTD /AUD/ REGD REG S MTN 5.35000000                                                   | CUSIP: Q6633FWZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       500000 | PA      | $331255.84    | 0.00%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INDONESIA 7.125% 08/15/45/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 107 7.12500000                                           | CUSIP: Y6S8PTAC6<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  61411000000 | PA      | $3945661.35   | 0.02%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA S 3.5% 04/14/55/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS95 3.50000000                                     | CUSIP: X7921MAA4<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       360000 | PA      | $386849.07    | 0.00%             | 2055-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND HESS 3.125% 03/10/39/EUR/                | LAND HESSEN /EUR/ REGD REG S 3.12500000                                                      | CUSIP: D3R1TJDZ6<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       340000 | PA      | $382410.94    | 0.00%             | 2039-03-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRI 3.5% 03/11/36/EUR/                | CREDIT AGRICOLE ITALIA /EUR/ REGD REG S EMTN 3.50000000                                      | CUSIP: T3R63EBZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       100000 | PA      | $116880.53    | 0.00%             | 2036-03-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAECHSISCH 2.75% 03/20/31/EUR/                | SAECHSISCHE AUFBAU-FOERD /EUR/ REGD REG S 2.75000000                                         | CUSIP: D6T583BB1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       300000 | PA      | $351529.11    | 0.00%             | 2031-03-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REGIE AUTO 3.25% 05/25/34/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: F7706V6F9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $458967.88    | 0.00%             | 2034-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  3.375% 04/24/34/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 3.37500000                                            | CUSIP: D1T0VZEE7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $598887.77    | 0.00%             | 2034-04-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JUNTA DE AN 3.2% 04/30/30/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 3.20000000                                               | CUSIP: E6960NNE5<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $478672.48    | 0.00%             | 2030-04-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.054% 04/18/39/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0124 4.05400000                                           | CUSIP: Y2R35QGD7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     17970000 | PA      | $4551617.67   | 0.03%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 2.75% 09/10/74/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 7409 2.75000000                                           | CUSIP: Y7277F5J5<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4857120000 | PA      | $3029788.92   | 0.02%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE B 3.5% 05/28/27/EUR/                | EQUITABLE BAN /EUR/ REGD REG S 3.50000000                                                    | CUSIP: C3R30VAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $119317.23    | 0.00%             | 2027-05-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 2.875% 02/06/34/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 2.87500000                                    | CUSIP: D4S75UUD1<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116181.45    | 0.00%             | 2034-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 2.5% 07/15/34/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000                                                 | CUSIP: N82128BW3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      4050000 | PA      | $4624784.65   | 0.03%             | 2034-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 Y 1.1% 06/20/34/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 375 1.10000000                                          | CUSIP: J2S39L3B8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4262800000 | PA      | $25477468.92  | 0.16%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA  6.75% 07/15/35/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 103 6.75000000                                           | CUSIP: Y6S86ZH36<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 126883000000 | PA      | $7990471.19   | 0.05%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 2.17% 08/16/34/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2411 2.17000000                                      | CUSIP: Y23862YD4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      3900000 | PA      | $562605.09    | 0.00%             | 2034-08-16      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| CAISSE REF 2.75% 02/20/32/EUR/                | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115459.65    | 0.00%             | 2032-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKR 3.5% 09/10/31/SEK/                | LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 524 3.50000000                             | CUSIP: W5612FFT2<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $223327.08    | 0.00%             | 2031-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCC SPA 3.75% 09/20/29/EUR/                   | MCC SPA /EUR/ REGD REG S EMTN 3.75000000                                                     | CUSIP: T66899AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       600000 | PA      | $724149.90    | 0.00%             | 2029-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 1.7% 09/20/35/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 380 1.70000000                                          | CUSIP: J2615UBT2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    254750000 | PA      | $1577729.33   | 0.01%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 2.75% 02/23/28/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 2.75000000                                             | CUSIP: D6S59FDN6<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $355397.25    | 0.00%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ME 3.5% 03/08/32/EUR/                | AMERICAN MEDICAL SYST EU /EUR/ REGD 3.50000000                                               | CUSIP: N03206AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4600000 | PA      | $5458344.73   | 0.03%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.45% 07/15/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 3.45000000                                  | CUSIP: T6052B8R2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4600000 | PA      | $5508094.18   | 0.03%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK  4% 05/02/29/SEK/                | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1595 4.00000000                                     | CUSIP: W86201YH2<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $226970.03    | 0.00%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER O 4.5% 12/01/34/GBP/                | WELLTOWER OP LLC /GBP/ REGD 4.50000000                                                       | CUSIP: 95040QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $382813.10    | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.27% 05/25/34/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.27000000                                         | CUSIP: Y6S39B6V7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     78500000 | PA      | $11607432.50  | 0.07%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.85% 05/15/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.85000000                                         | CUSIP: Y6S39B6S4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     65500000 | PA      | $9438256.95   | 0.06%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.49% 05/25/44/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.49000000                                         | CUSIP: Y6S39B6W5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    268720000 | PA      | $39262742.78  | 0.24%             | 2044-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 10/01/40/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 3.85000000                                       | CUSIP: T6031QBN0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      9590000 | PA      | $11212690.06  | 0.07%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AUST & NZ BA V/R 07/31/35/EUR/                | AUST & NZ BANKING GROUP /EUR/ REGD V/R REG S EMTN 3.70570000                                 | CUSIP: Q0832DAA5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      3797000 | PA      | $4488459.59   | 0.03%             | 2035-07-31      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME  2.5% 10/24/31/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER #65 2.50000000                                 | CUSIP: D2R3ZXAE6<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       550000 | PA      | $633478.66    | 0.00%             | 2031-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUREAU VE 3.125% 11/15/31/EUR/                | BUREAU VERITAS SA /EUR/ REGD REG S 3.12500000                                                | CUSIP: F122A2AB6<br>LEI: 969500TPU5T3HA5D1F11 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1050720.46   | 0.01%             | 2031-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AUST CAPIT 5.25% 10/23/36/AUD/                | AUST CAPITAL TERRITORY /AUD/ REGD REG S 5.25000000                                           | CUSIP: Q0093PAG9<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | USGA              | AU        |       600000 | PA      | $388866.16    | 0.00%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.5% 10/20/29/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.50000000                                                    | CUSIP: A0654UH87<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       740000 | PA      | $870898.55    | 0.01%             | 2029-10-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KI 4.375% 03/07/28/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000                                              | CUSIP: G4527HN31<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     13770000 | PA      | $18796275.11  | 0.12%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.375% 03/07/30/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000                                              | CUSIP: G4527HN49<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     17090000 | PA      | $23426472.06  | 0.14%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE 2.75% 09/08/33/EUR/                | BAYERISCHE LANDESBODEN /EUR/ REGD REG S 2.75000000                                           | CUSIP: D0816ZBW1<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $345290.21    | 0.00%             | 2033-09-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL  2.875% 04/01/30/EUR/                | NZ LOCAL GOVT FUND AGENC /EUR/ REGD REG S EMTN 2.87500000                                    | CUSIP: Q6762SCJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      1500000 | PA      | $1775069.08   | 0.01%             | 2030-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YE 0.9% 04/01/27/JPY/                | JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 471 0.90000000                                           | CUSIP: J2S39L7P3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2500000000 | PA      | $15947395.30  | 0.10%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 6.75% 04/25/35/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 11Y 6.75000000                                        | CUSIP: X5S007PG6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      4610000 | PA      | $1061170.18   | 0.01%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KUNTARAHO 2.625% 12/14/29/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.62500000                                           | CUSIP: X5T0S2UR6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       600000 | PA      | $705754.53    | 0.00%             | 2029-12-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LAND BADE 2.625% 02/12/35/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.62500000                                          | CUSIP: D1U444CJ7<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $451443.75    | 0.00%             | 2035-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MECKLENBURG-V 3% 04/17/35/EUR/                | MECKLENBURG-VORPOMMERN /EUR/ REGD REG S 3.00000000                                           | CUSIP: D5S6HSAM4<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $231837.93    | 0.00%             | 2035-04-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 2.875% 04/10/35/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.87500000                                          | CUSIP: D67763AQ1<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1148331.22   | 0.01%             | 2035-04-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 3.125% 03/20/33/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.12500000                                        | CUSIP: F0109PJZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $230308.36    | 0.00%             | 2033-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SMURFIT K 3.489% 11/24/31/EUR/                | SMURFIT KAPPA TREASURY /EUR/ REGD 3.48900000                                                 | CUSIP: G8267GAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1900000 | PA      | $2230675.68   | 0.01%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK 2.75% 02/04/30/EUR/                | ROYAL BANK OF CANADA /EUR/ REGD REG S EMTN 2.75000000                                        | CUSIP: C8S08VJF1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $117590.35    | 0.00%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.95% 02/20/35/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.95000000                                                    | CUSIP: A5260VGH1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      4410000 | PA      | $5121922.61   | 0.03%             | 2035-02-20      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| LB BADEN-W 2.75% 11/19/32/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 2.75000000                                       | CUSIP: D0R6JPAA6<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115960.51    | 0.00%             | 2032-11-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ILE DE FRAN 3.8% 05/25/45/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S 3.80000000                                          | CUSIP: F49541AA7<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       400000 | PA      | $440572.84    | 0.00%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHAT 2.2% 03/11/27/EUR/                | BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S SER 2Y 2.20000000                                   | CUSIP: D2S1KZAA8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3270000 | PA      | $3850048.01   | 0.02%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 3.625% 08/04/32/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 3.62500000                                       | CUSIP: D076A3SE9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $474356.35    | 0.00%             | 2032-08-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE 2.75% 05/28/32/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 2.75000000                                       | CUSIP: D0R14G3V5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        40000 | PA      | $46629.02     | 0.00%             | 2032-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 2.625% 11/22/30/EUR/                | UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 2.62500000                                         | CUSIP: D879NBBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       120000 | PA      | $140031.20    | 0.00%             | 2030-11-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.25% 11/15/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 3.25000000                                        | CUSIP: T6031QDN8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5710000 | PA      | $6764746.13   | 0.04%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 4.65% 10/01/55/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 4.65000000                                       | CUSIP: T6031QDM0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2130000 | PA      | $2610061.60   | 0.02%             | 2055-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NORDDEUTSCHE V/R 12/10/35/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD V/R REG S EMTN 4.37500000                                 | CUSIP: D5714DPL1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $238262.16    | 0.00%             | 2035-12-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP IN V/R 04/29/36/EUR/                | CITIGROUP INC /EUR/ REGD V/R 4.11300000                                                      | CUSIP: U17408FX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3842000 | PA      | $4588975.73   | 0.03%             | 2036-04-29      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.4% 03/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 167 0.40000000                                           | CUSIP: J2S39LZ23<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2435000000 | PA      | $15094699.31  | 0.09%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVE 2.75% 11/12/30/SEK/                | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S MTN SER 3011 2.75000000                              | CUSIP: W5S94F7C5<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     10000000 | PA      | $1082572.24   | 0.01%             | 2030-11-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBW INTL F 3.5% 07/22/31/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S 3.50000000                                             | CUSIP: N2960PNB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $359198.57    | 0.00%             | 2031-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.9% 09/20/34/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 376 0.90000000                                          | CUSIP: J2S39L4S0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3318150000 | PA      | $19415329.43  | 0.12%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| UNEDIC 3.25% 05/25/35/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 3.25000000                                                      | CUSIP: F961A7BU3<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       600000 | PA      | $689631.11    | 0.00%             | 2035-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 2.875% 06/25/29/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.87500000                                          | CUSIP: D67763AF5<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $474799.06    | 0.00%             | 2029-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THE UNITE 5.625% 06/25/32/GBP/                | THE UNITE GROUP PLC /GBP/ REGD REG S EMTN 5.62500000                                         | CUSIP: G9283PAC0<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              | CORP              | GB        |      1150000 | PA      | $1586983.60   | 0.01%             | 2032-06-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CDP RETI  3.875% 09/04/31/EUR/                | CDP RETI SPA /EUR/ REGD REG S 3.87500000                                                     | CUSIP: T2610QAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       200000 | PA      | $241248.91    | 0.00%             | 2031-09-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 3% 10/01/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 3.00000000                                  | CUSIP: T6031QAH4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2545000 | PA      | $3032546.99   | 0.02%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 3.6% 06/03/36/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 157 3.60000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     24020000 | PA      | $1069308.21   | 0.01%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.42% 11/15/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.42000000                                         | CUSIP: Y6S39BAG5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    225100000 | PA      | $32264457.56  | 0.20%             | 2027-11-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| TDF INFRA 3.625% 12/16/30/EUR/                | TDF INFRASTRUCTURE SAS /EUR/ REGD REG S 3.62500000                                           | CUSIP: F9053PAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2000319.34   | 0.01%             | 2030-12-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAND NIED 3.125% 10/30/36/EUR/                | LAND NIEDEROESTERREICH /EUR/ REGD 3.12500000                                                 | CUSIP: A48149CF2<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | USGA              | AT        |       100000 | PA      | $113868.82    | 0.00%             | 2036-10-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICO 3% 06/14/30/EUR/                | CREDIT AGRICOLE PUBLIC S /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F2612FAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118238.45    | 0.00%             | 2030-06-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 2.75% 09/10/54/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5409 2.75000000                                           | CUSIP: Y7277F5H9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4506000000 | PA      | $2817865.66   | 0.02%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 2.4% 04/18/30/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 191 2.40000000                                         | CUSIP: D2S16ZAA4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9020000 | PA      | $10602328.58  | 0.06%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.8% 09/20/44/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 190 1.80000000                                          | CUSIP: J2S39L5C4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2372750000 | PA      | $12791249.25  | 0.08%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FREISTAAT S 2.5% 02/17/32/EUR/                | FREISTAAT SACHSEN /EUR/ REGD 2.50000000                                                      | CUSIP: D6654WAQ4<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $574303.22    | 0.00%             | 2032-02-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIER GAS  3.375% 11/11/31/EUR/                | VIER GAS TRANSPORT GMBH /EUR/ REGD REG S EMTN 3.37500000                                     | CUSIP: D8T1B1AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2700000 | PA      | $3161233.45   | 0.02%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN T 5.25% 03/21/34/AUD/                | NORTHERN TERRITORY TREAS /AUD/ REGD 5.25000000                                               | CUSIP: Q69608WZ8<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | USGA              | AU        |       800000 | PA      | $526197.44    | 0.00%             | 2034-03-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 2.75% 05/19/32/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD 2.75000000                                                    | CUSIP: D6T54YEE8<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $232926.50    | 0.00%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN H 2.85% 06/27/28/EUR/                | AMERICAN HONDA FINANCE /EUR/ REGD 2.85000000                                                 | CUSIP: 026657BF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2355611.24   | 0.01%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 3% 06/04/35/EUR/                     | NRW.BANK /EUR/ REGD REG S EMTN 3.00000000                                                    | CUSIP: D5S269DQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       600000 | PA      | $693684.55    | 0.00%             | 2035-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.09% 09/26/34/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2430 2.09000000                                        | CUSIP: Y0R4AWSA3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     24500000 | PA      | $3514285.80   | 0.02%             | 2034-09-26      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| KUNTARAHO 2.625% 06/14/32/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.62500000                                           | CUSIP: X5T0S2F93<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       100000 | PA      | $114978.50    | 0.00%             | 2032-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN 2.9% 06/18/35/EUR/                | LAND HESSEN /EUR/ REGD 2.90000000                                                            | CUSIP: D3R1TJEM4<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $574547.81    | 0.00%             | 2035-06-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TASMANIAN  5.25% 01/23/36/AUD/                | TASMANIAN PUBLIC FINANCE /AUD/ REGD 5.25000000                                               | CUSIP: Q88751AL8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       600000 | PA      | $391004.35    | 0.00%             | 2036-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 10/31/34/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                               | CUSIP: E8922APQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5730000 | PA      | $6871099.08   | 0.04%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN  6.125% 04/01/50/GBP/                | NORTHERN POWERGRID YORKS /GBP/ REGD REG S EMTN 6.12500000                                    | CUSIP: G66375AE9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1780226.77   | 0.01%             | 2050-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 3.875% 04/03/40/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.87500000                                         | CUSIP: F0108UD21<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $457121.40    | 0.00%             | 2040-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 3% 05/31/35/EUR/                    | DZ HYP AG /EUR/ REGD REG S EMTN SER 1279 3.00000000                                          | CUSIP: D2R04NFC7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       120000 | PA      | $139020.89    | 0.00%             | 2035-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 3.125% 07/01/33/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.12500000                                              | CUSIP: F7053NR30<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1153830.77   | 0.01%             | 2033-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 3.125% 07/02/35/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS97 3.12500000                                     | CUSIP: X7S28MSJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       870000 | PA      | $1010175.35   | 0.01%             | 2035-07-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTO 3.622% 07/27/28/EUR/                | FORD MOTOR CREDIT CO LLC /EUR/ REGD EMTN 3.62200000                                          | CUSIP: 345397H22<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5475000 | PA      | $6479799.58   | 0.04%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN T 5.75% 04/21/37/AUD/                | NORTHERN TERRITORY TREAS /AUD/ REGD 5.75000000                                               | CUSIP: Q3641WAA8<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | USGA              | AU        |      1000000 | PA      | $662571.74    | 0.00%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.9% 12/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 175 0.90000000                                           | CUSIP: J2S39L6H2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2000000000 | PA      | $12500893.77  | 0.08%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ASN BANK  3.375% 10/27/32/EUR/                | ASN BANK NV /EUR/ REGD REG S EMTN 3.37500000                                                 | CUSIP: N0707KBM7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $230620.78    | 0.00%             | 2032-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ITM ENTRE 4.125% 01/29/30/EUR/                | ITM ENTREPRISES SASU /EUR/ REGD REG S SER 0 4.12500000                                       | CUSIP: F531A6AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $5276905.65   | 0.03%             | 2030-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RED ELECT 3.375% 07/09/32/EUR/                | RED ELECTRICA CORP /EUR/ REGD REG S 3.37500000                                               | CUSIP: E8S35QAA7<br>LEI: 5493009HMD0C90GUV498 | Long             | DBT              | CORP              | ES        |      1100000 | PA      | $1288492.80   | 0.01%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 7.1% 07/31/34/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 11Y 7.10000000                                        | CUSIP: X5S007MA2<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      6060000 | PA      | $1424786.52   | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HY 3% 07/11/31/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S SER 2057 3.00000000                                | CUSIP: D5557EWJ6<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        25000 | PA      | $29661.24     | 0.00%             | 2031-07-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC  3.625% 06/15/35/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 3.62500000                                                      | CUSIP: X3R2CRAA0<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      2655000 | PA      | $3167306.28   | 0.02%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| REGION OF  3.65% 05/25/35/EUR/                | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 3.65000000                                     | CUSIP: F7486HAA2<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1181175.77   | 0.01%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RAIFFEISE 3.375% 07/10/29/EUR/                | RAIFFEISEN BAUSPARKASSE /EUR/ REGD 3.37500000                                                | CUSIP: A6601QAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $119530.36    | 0.00%             | 2029-07-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.65% 05/15/35/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.65000000                                         | CUSIP: Y6S39CAV0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    170200000 | PA      | $23899918.92  | 0.15%             | 2035-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 1.78% 05/15/35/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2520 1.78000000                                        | CUSIP: Y0R4AWSX3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     63300000 | PA      | $8856226.40   | 0.05%             | 2035-05-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| W P CAREY I 3.7% 11/19/34/EUR/                | W P CAREY INC /EUR/ REGD 3.70000000                                                          | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2275222.91   | 0.01%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LAND HESS 3.125% 03/12/35/EUR/                | LAND HESSEN /EUR/ REGD REG S 3.12500000                                                      | CUSIP: D3R1TJEK8<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       800000 | PA      | $938704.14    | 0.01%             | 2035-03-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 2.75% 01/28/33/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 278 2.75000000                                        | CUSIP: D1R2ZQAA3<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |      1100000 | PA      | $1273261.79   | 0.01%             | 2033-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND BADE 3.125% 01/23/40/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.12500000                                          | CUSIP: D0R5GXAA4<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       450000 | PA      | $505842.47    | 0.00%             | 2040-01-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED KING 4.5% 03/07/35/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000                                              | CUSIP: G4527HN64<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     16900000 | PA      | $22818488.53  | 0.14%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KI 5.375% 01/31/56/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 5.37500000                                              | CUSIP: G4527HR45<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      2530000 | PA      | $3508513.36   | 0.02%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GEMEINSAM 2.625% 02/27/30/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 66 2.62500000                                  | CUSIP: D2R3ZXAF3<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $468766.99    | 0.00%             | 2030-02-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.6% 10/01/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 3.60000000                                 | CUSIP: T6031QCA7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7430000 | PA      | $8828658.21   | 0.05%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LOGICOR FI 3.75% 07/14/32/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 3.75000000                                      | CUSIP: L6075ZAS5<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $232219.52    | 0.00%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 2.875% 07/14/33/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S SER . 2.87500000                                         | CUSIP: E2R99GFV5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $115678.67    | 0.00%             | 2033-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR 1% 06/20/30/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 179 1.00000000                                           | CUSIP: J2615UAL0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    709600000 | PA      | $4430741.67   | 0.03%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 1.59% 04/15/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2513 1.59000000                                        | CUSIP: Y0R4AWSQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     86400000 | PA      | $12333967.92  | 0.08%             | 2028-04-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| HYPO VORAR 2.75% 05/13/32/EUR/                | HYPO VORARLBERG BANK AG /EUR/ REGD REG S 2.75000000                                          | CUSIP: A3R45LGV0<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $115481.03    | 0.00%             | 2032-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW 2.125% 07/31/28/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.12500000                                                         | CUSIP: D4S46MUW3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1170046.74   | 0.01%             | 2028-07-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 4.343% 07/15/35/EUR/                | PROSUS NV /EUR/ REGD REG S EMTN SER GMTN 4.34300000                                          | CUSIP: N7163RBF9<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1531233.70   | 0.01%             | 2035-07-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| INSTITUT CR 2.7% 10/31/30/EUR/                | INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN 2.70000000                                    | CUSIP: E6R46K7B4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       400000 | PA      | $470221.74    | 0.00%             | 2030-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA 3.625% 04/30/35/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.62500000                                         | CUSIP: E90211AA6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       700000 | PA      | $824293.49    | 0.01%             | 2035-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE  3.8% 06/22/40/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD REG S EMTN 3.80000000                                    | CUSIP: B2763WM80<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $226130.65    | 0.00%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SAC 3% 05/25/32/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.00000000                                              | CUSIP: F7053NE83<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1157453.80   | 0.01%             | 2032-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUC 3.25% 06/16/32/EUR/                | AIR PRODUCTS & CHEMICALS /EUR/ REGD 3.25000000                                               | CUSIP: 009158BQ8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $6747862.03   | 0.04%             | 2032-06-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEKABANK  3.125% 06/19/30/EUR/                | DEKABANK DEUTSCHE GIRO /EUR/ REGD REG S EMTN 3.12500000                                      | CUSIP: D368UB6P9<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $233505.66    | 0.00%             | 2030-06-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LAND SCHLE 2.75% 06/13/33/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.75000000                                          | CUSIP: D67763AS7<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $231369.63    | 0.00%             | 2033-06-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATES OF 3.375% 12/12/46/GBP/                | STATES OF GUERNSEY /GBP/ REGD REG S 3.37500000                                               | CUSIP: G8436AAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | GG        |       200000 | PA      | $197002.51    | 0.00%             | 2046-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 2.75% 09/30/30/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 2.75000000                                         | CUSIP: F0108UE87<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       700000 | PA      | $812053.53    | 0.00%             | 2030-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| XUNTA DE G 2.87% 04/30/32/EUR/                | XUNTA DE GALICIA /EUR/ REGD REG S 2.87000000                                                 | CUSIP: E98110BQ6<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $233800.30    | 0.00%             | 2032-04-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| EMIRATES  5.913% 06/18/35/AUD/                | EMIRATES NBD BANK PJSC /AUD/ REGD REG S MTN 5.91300000                                       | CUSIP: Q3465CAJ6<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      1000000 | PA      | $667216.50    | 0.00%             | 2035-06-18      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ALFA LAVA 3.125% 09/18/31/EUR/                | ALFA LAVAL TREASURY INTL /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: W04171BW8<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2050000 | PA      | $2373986.27   | 0.01%             | 2031-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMPHENOL  3.125% 06/16/32/EUR/                | AMPHENOL CORP /EUR/ REGD SER . 3.12500000                                                    | CUSIP: 032095AU5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      5571000 | PA      | $6472926.60   | 0.04%             | 2032-06-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DA 1% 01/01/32/DKK/                | REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000                                       | CUSIP: K8094KYR8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       500000 | PA      | $70935.94     | 0.00%             | 2032-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORDDEUTS 3.625% 09/11/29/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 3.62500000                                     | CUSIP: D5714ENY3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       800000 | PA      | $955011.21    | 0.01%             | 2029-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA V/R 09/10/32/EUR/                | BANKINTER SA /EUR/ REGD V/R REG S 3.50000000                                                 | CUSIP: E2R16JC26<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      2400000 | PA      | $2847555.88   | 0.02%             | 2032-09-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.65% 08/01/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 3.65000000                                       | CUSIP: T6025AAC8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6330000 | PA      | $7556418.50   | 0.05%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIE 4.1% 04/30/46/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 4.10000000                                       | CUSIP: T6025AAB0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1580000 | PA      | $1851923.28   | 0.01%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| HERA SPA 3.25% 07/15/31/EUR/                  | HERA SPA /EUR/ REGD REG S EMTN 3.25000000                                                    | CUSIP: T5R4E1AA1<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $352434.16    | 0.00%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 2.65% 01/15/30/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.65000000                                    | CUSIP: D57534AA3<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $823101.25    | 0.01%             | 2030-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.4% 05/31/28/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.40000000                                               | CUSIP: E4R46DAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5840000 | PA      | $6884306.51   | 0.04%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOIT 2.5% 08/29/29/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.50000000                                           | CUSIP: X5T0S2NH6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       680000 | PA      | $797893.30    | 0.00%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.5% 06/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 172 0.50000000                                           | CUSIP: J2S39L4K7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1033250000 | PA      | $6403788.52   | 0.04%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANCO BPM 3.375% 01/21/30/EUR/                | BANCO BPM SPA /EUR/ REGD REG S EMTN 3.37500000                                               | CUSIP: T1708RAA0<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      2472000 | PA      | $2935711.25   | 0.02%             | 2030-01-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.3% 12/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 85 2.30000000                                           | CUSIP: J2S39L6L3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    962700000 | PA      | $4935066.69   | 0.03%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LAND BERL 3.125% 03/19/35/EUR/                | LAND BERLIN /EUR/ REGD 3.12500000                                                            | CUSIP: D09856F89<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $351704.84    | 0.00%             | 2035-03-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 1% 02/23/35/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 767 1.00000000                                  | CUSIP: H1281BAB1<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        25000 | PA      | $31990.48     | 0.00%             | 2035-02-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WU 3.5% 03/21/30/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD EMTN 3.50000000                                             | CUSIP: D4884VQS2<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $357442.95    | 0.00%             | 2030-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HK GOVT IN 3.84% 01/16/35/HKD/                | HK GOVT INFRA BOND PROG /HKD/ REGD 3.84000000                                                | CUSIP: Y3R30HAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      1000000 | PA      | $136160.50    | 0.00%             | 2035-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTE 3% 11/26/30/SEK/                | NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5540 3.00000000                                   | CUSIP: W6S579BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $218940.14    | 0.00%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & J 3.6% 02/26/45/EUR/                | JOHNSON & JOHNSON /EUR/ REGD 3.60000000                                                      | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1657901.54   | 0.01%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON &  3.35% 02/26/37/EUR/                | JOHNSON & JOHNSON /EUR/ REGD 3.35000000                                                      | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2527574.09   | 0.02%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 1.1% 12/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 177 1.10000000                                           | CUSIP: J2S39L7J7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1853000000 | PA      | $11673284.86  | 0.07%             | 2029-12-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 3.375% 06/15/40/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 15Y 3.37500000                                          | CUSIP: X6694NDD0<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1020000 | PA      | $1170606.37   | 0.01%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NEDERLANDSE 3.5% 04/23/35/EUR/                | NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 3.50000000                                    | CUSIP: N61157EE4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $348745.30    | 0.00%             | 2035-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO 3% 06/15/35/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 10Y 3.00000000                                          | CUSIP: X7330HAA0<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      2790000 | PA      | $3240465.60   | 0.02%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 Y 1.2% 12/20/34/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 151 1.20000000                                          | CUSIP: J26147A65<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1265700000 | PA      | $7571090.31   | 0.05%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TRANSPORT  5.75% 10/01/41/GBP/                | TRANSPORT FOR LONDON /GBP/ REGD REG S EMTN 5.75000000                                        | CUSIP: G9031BPG1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $274656.93    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELM BV FO 3.125% 10/01/31/EUR/                | ELM BV FOR SWISS PRIME /EUR/ REGD REG S EMTN 3.12500000                                      | CUSIP: N3024NQY9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11537653.43  | 0.07%             | 2031-10-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TELENOR A 3.375% 04/01/32/EUR/                | TELENOR ASA /EUR/ REGD REG S EMTN 3.37500000                                                 | CUSIP: R89923KF3<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      8575000 | PA      | $10128646.49  | 0.06%             | 2032-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.59% 03/15/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.59000000                                         | CUSIP: Y6S39BBF6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    180000000 | PA      | $25843708.48  | 0.16%             | 2027-03-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| AMCO SPA 3.25% 04/02/30/EUR/                  | AMCO SPA /EUR/ REGD REG S EMTN 3.25000000                                                    | CUSIP: T60387AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       200000 | PA      | $234962.44    | 0.00%             | 2030-04-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK  3.375% 04/02/40/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 3.37500000                                                 | CUSIP: N1428AMF8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       300000 | PA      | $341140.87    | 0.00%             | 2040-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 2.5% 11/20/29/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 277 2.50000000                                        | CUSIP: D1R1ZQDL8<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $234271.84    | 0.00%             | 2029-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 0.35% 08/23/28/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 610 0.35000000                                   | CUSIP: H6218UTY6<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $63165.66     | 0.00%             | 2028-08-23      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 5.3% 09/19/35/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 162 5.30000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     53320000 | PA      | $2733780.45   | 0.02%             | 2035-09-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLEMISH CO 4.25% 06/22/50/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 4.25000000                                           | CUSIP: B2758CDN8<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $115532.15    | 0.00%             | 2050-06-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUT PFAN 2.625% 05/30/29/EUR/                | DEUT PFANDBRIEFBANK AG /EUR/ REGD REG S EMTN 2.62500000                                      | CUSIP: D18835WP5<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |        70000 | PA      | $81637.84     | 0.00%             | 2029-05-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENB 3% 05/28/35/EUR/                | LAND BRANDENBURG /EUR/ REGD 3.00000000                                                       | CUSIP: D1R1PYDN8<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $347578.04    | 0.00%             | 2035-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPARKASSE  2.75% 05/24/32/EUR/                | SPARKASSE HANNOVER /EUR/ REGD REG S 2.75000000                                               | CUSIP: D77965MU8<br>LEI: 52990085XZWOZNLAWJ54 | Long             | DBT              | CORP              | DE        |        30000 | PA      | $34787.08     | 0.00%             | 2032-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 4.25% 10/24/34/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 160 4.25000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     47520000 | PA      | $2264656.87   | 0.01%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 03/10/55/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5503 2.62500000                                           | CUSIP: Y7277F8D5<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  15481460000 | PA      | $9439935.74   | 0.06%             | 2055-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 03/10/30/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3003 2.62500000                                           | CUSIP: Y7277F8C7<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   6000000000 | PA      | $4065756.11   | 0.02%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INVESTITION 2.5% 03/19/31/EUR/                | INVESTITIONSBANK DES LAN /EUR/ REGD REG S 2.50000000                                         | CUSIP: D3762NAN7<br>LEI: 5299009T1JIGA56W7T95 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $230700.91    | 0.00%             | 2031-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CRED MUTU 2.625% 06/06/30/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD EMTN 2.62500000                                          | CUSIP: F235A8AZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233178.32    | 0.00%             | 2030-06-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HIGHLAND  2.875% 11/19/27/EUR/                | HIGHLAND HOLDINGS SARL /EUR/ REGD 2.87500000                                                 | CUSIP: L47988AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2400000 | PA      | $2831360.91   | 0.02%             | 2027-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FIN 3% 05/20/29/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 3.00000000                                        | CUSIP: N2960PNF6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $236667.80    | 0.00%             | 2029-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL  3.75% 11/20/35/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 3.75000000                                        | CUSIP: N2960PNE9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $117172.40    | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BELFIUS B 3.375% 02/20/31/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S 3.37500000                                               | CUSIP: B11083EX4<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $234370.10    | 0.00%             | 2031-02-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 3.25% 03/15/31/EUR/                | EQUINIX EU 2 FINANCING C /EUR/ REGD 3.25000000                                               | CUSIP: 29390XAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3596000 | PA      | $4172475.17   | 0.03%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLICIS  3.375% 06/12/32/EUR/                | PUBLICIS GROUPE SA /EUR/ REGD REG S EMTN 3.37500000                                          | CUSIP: F7607ZCU0<br>LEI: 2138004KW8BV57III342 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $933372.74    | 0.01%             | 2032-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.92% 07/15/45/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.92000000                                         | CUSIP: Y6S39CBR8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     10000000 | PA      | $1335924.53   | 0.01%             | 2045-07-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 2.35% 07/10/30/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.35000000                                    | CUSIP: D5S07LKP5<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $579883.71    | 0.00%             | 2030-07-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| KFW 2.625% 11/15/32/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.62500000                                                         | CUSIP: D3S996C71<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1740042.24   | 0.01%             | 2032-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VILLE DE PA 3.5% 02/05/36/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 3.50000000                                              | CUSIP: F97647DG7<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $230977.16    | 0.00%             | 2036-02-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 02/15/35/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 2.50000000                                   | CUSIP: D2R8H4LU1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      1360000 | PA      | $1559159.08   | 0.01%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  3.75% 06/12/35/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 489 3.75000000                                           | CUSIP: R34155CV2<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     26510000 | PA      | $2547055.63   | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 Y 2.4% 03/20/45/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 192 2.40000000                                          | CUSIP: J2S39L8A5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    799400000 | PA      | $4723982.44   | 0.03%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 4.625% 05/07/45/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.62500000                                    | CUSIP: F2893TBV7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113807.42    | 0.00%             | 2045-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 1% 02/23/46/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 769 1.00000000                                  | CUSIP: H62185CP8<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        10000 | PA      | $12174.09     | 0.00%             | 2046-02-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 4% 05/07/37/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.00000000                                    | CUSIP: F2893TBX3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $465418.88    | 0.00%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 3.25% 05/07/32/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: F2893TBW5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $582670.03    | 0.00%             | 2032-05-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| L-BANK BW 2.375% 07/04/30/EUR/                | L-BANK BW FOERDERBANK /EUR/ REGD REG S EMTN 2.37500000                                       | CUSIP: D5056KFB4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $579648.20    | 0.00%             | 2030-07-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND BADE 2.625% 03/12/30/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.62500000                                          | CUSIP: D1U444CK4<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $705772.84    | 0.00%             | 2030-03-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 0.625% 03/27/30/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 771 0.62500000                                  | CUSIP: H62185CY9<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       190000 | PA      | $241293.88    | 0.00%             | 2030-03-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| POLAND GOVE 4.5% 07/25/30/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0730 4.50000000                                        | CUSIP: X8T02EHH9<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     24990000 | PA      | $6971043.13   | 0.04%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 2.75% 02/24/34/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 2.75000000                                                     | CUSIP: D5S19DDM4<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $229605.79    | 0.00%             | 2034-02-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 2.45% 02/13/30/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD 2.45000000                                                    | CUSIP: D6T54YED0<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $816987.69    | 0.01%             | 2030-02-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SINGAPORE G 2.5% 04/01/30/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.50000000                                                   | CUSIP: Y280CEK30<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      6220000 | PA      | $4978032.08   | 0.03%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEA 2% 12/20/44/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 191 2.00000000                                          | CUSIP: J2S39L6N9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1287150000 | PA      | $7149746.83   | 0.04%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 3.625% 04/03/35/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S SER . 3.62500000                                   | CUSIP: F847BRKX3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1173237.41   | 0.01%             | 2035-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA 3% 04/23/30/EUR/                 | CCF SFH SACA /EUR/ REGD REG S EMTN 3.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118088.09    | 0.00%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GO 3.15% 10/18/55/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 3.15000000                                          | CUSIP: G4R4EHAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |       920000 | PA      | $963126.27    | 0.01%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAND HESSE 2.75% 01/12/32/EUR/                | LAND HESSEN /EUR/ REGD REG S SER 2501 2.75000000                                             | CUSIP: D3R3KZAA3<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |      1100000 | PA      | $1285274.09   | 0.01%             | 2032-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REGION WALL 3.5% 06/22/35/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.50000000                                             | CUSIP: B7S04CAA0<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       600000 | PA      | $693004.62    | 0.00%             | 2035-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 10/01/28/DKK/                | NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000                                       | CUSIP: K7S724MM6<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       750000 | PA      | $114004.39    | 0.00%             | 2028-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE  2.75% 02/25/29/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.75000000                                              | CUSIP: F70544AA3<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       500000 | PA      | $588128.19    | 0.00%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST  3% 06/18/31/SEK/                | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S EMTN 3.00000000                                      | CUSIP: W5185Y5Y8<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     17680000 | PA      | $1931522.92   | 0.01%             | 2031-06-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSB BANK  2.704% 02/18/30/EUR/                | TSB BANK PLC /EUR/ REGD REG S 2.70400000                                                     | CUSIP: G9106NAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $116690.92    | 0.00%             | 2030-02-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.75% 10/22/35/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000                                              | CUSIP: G4527HT43<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      6230000 | PA      | $8530361.93   | 0.05%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK V/R 12/03/28/EUR/                | PIRAEUS BANK SA /EUR/ REGD V/R REG S EMTN 3.00000000                                         | CUSIP: X5S2FJAU5<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |       400000 | PA      | $469889.24    | 0.00%             | 2028-12-03      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB BOLIG 2.625% 09/27/29/EUR/                | DNB BOLIGKREDITT AS /EUR/ REGD EMTN 2.62500000                                               | CUSIP: R1815VJV8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $117457.13    | 0.00%             | 2029-09-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 11/15/32/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.50000000                                         | CUSIP: D2R8H4MF3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      1280000 | PA      | $1490787.15   | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.4% 09/24/28/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.40000000                                               | CUSIP: F26348DW3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     11570000 | PA      | $13588688.11  | 0.08%             | 2028-09-24      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| DENMARK GO 2.25% 11/15/35/DKK/                | DENMARK GOVT BOND /DKK/ REGD SER TWIN 2.25000000                                             | CUSIP: K30904CV4<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     17280000 | PA      | $2601685.87   | 0.02%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 2.5% 02/13/32/EUR/                   | NRW.BANK /EUR/ REGD REG S EMTN 2.50000000                                                    | CUSIP: D5S269AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $344988.50    | 0.00%             | 2032-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WIRT & IN 2.625% 02/13/35/EUR/                | WIRT & INFRA BK HESSEN /EUR/ REGD 2.62500000                                                 | CUSIP: D9696PCS7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $448504.58    | 0.00%             | 2035-02-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 2.625% 02/17/31/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S 2.62500000                                         | CUSIP: F2276HCR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116041.39    | 0.00%             | 2031-02-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WESTERN AU 4.75% 10/24/35/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD REG S 4.75000000                                          | CUSIP: Q96417JQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       960000 | PA      | $618694.28    | 0.00%             | 2035-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 3.75% 05/25/56/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.75000000                                               | CUSIP: F26348DV5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      6470000 | PA      | $6693676.51   | 0.04%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BARRY CALL 4.25% 08/19/31/EUR/                | BARRY CALLEBAUT SVCS NV /EUR/ REGD REG S 4.25000000                                          | CUSIP: B0855M2B0<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       500000 | PA      | $601409.58    | 0.00%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW 2.5% 10/09/30/EUR/                        | KFW /EUR/ REGD REG S EMTN 2.50000000                                                         | CUSIP: D3S996YU6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1171662.18   | 0.01%             | 2030-10-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JUNTA DE A 3.25% 10/31/33/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 3.25000000                                               | CUSIP: E6960NNS4<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $235439.39    | 0.00%             | 2033-10-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 2.5% 07/15/35/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000                                                 | CUSIP: N82128CJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5300000 | PA      | $5990756.78   | 0.04%             | 2035-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KI 3.45% 06/22/42/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 104 3.45000000                                                | CUSIP: B1121KPW9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      1460000 | PA      | $1614863.51   | 0.01%             | 2042-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JUNTA DE AN 3.3% 04/30/35/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 3.30000000                                               | CUSIP: E6960NNP0<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       600000 | PA      | $699490.96    | 0.00%             | 2035-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SWEDBANK A 3.25% 10/13/32/EUR/                | SWEDBANK AB /EUR/ REGD REG S EMTN SER GMTN 3.25000000                                        | CUSIP: W94240W41<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      3422000 | PA      | $3974442.20   | 0.02%             | 2032-10-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO 2.75% 02/04/30/EUR/                | NOVO BANCO SA /EUR/ REGD REG S EMTN 2.75000000                                               | CUSIP: X5872BAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |       100000 | PA      | $117380.69    | 0.00%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CO 5.5% 09/15/39/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 5.50000000                                             | CUSIP: Q9194YYK4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1450000 | PA      | $942943.48    | 0.01%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHAT 1.9% 09/16/27/EUR/                | BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S 1.90000000                                          | CUSIP: D2R8H4MD8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10930000 | PA      | $12801340.19  | 0.08%             | 2027-09-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PERMANENT TS V/R 12/22/35/EUR/                | PERMANENT TSB GROUP /EUR/ REGD V/R REG S EMTN 3.87500000                                     | CUSIP: G7015DAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $234797.91    | 0.00%             | 2035-12-22      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BASQUE GOV 3.25% 04/30/35/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 3.25000000                                                | CUSIP: E00921AB7<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $351695.36    | 0.00%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - 3.25% 06/26/35/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 3.25000000                                         | CUSIP: F1R83CGJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115357.37    | 0.00%             | 2035-06-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA 3% 12/17/30/SEK/                | SKANDINAVISKA ENSKILDA /SEK/ REGD REG S MTN SER 604 3.00000000                               | CUSIP: W8T54GXJ0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $218876.12    | 0.00%             | 2030-12-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERN 5% 10/25/35/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 1035 5.00000000                                        | CUSIP: X8T02EHY2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     19990000 | PA      | $5496929.16   | 0.03%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF N 2.516% 06/18/29/EUR/                | BANK OF NOVA SCOTIA /EUR/ REGD REG S EMTN 2.51600000                                         | CUSIP: C0689PH51<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $117059.21    | 0.00%             | 2029-06-18      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SP V/R 06/24/37/EUR/                | UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 4.17500000                                           | CUSIP: T9T20MBS4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      1275000 | PA      | $1520912.63   | 0.01%             | 2037-06-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| NTT FINAN 4.091% 07/16/37/EUR/                | NTT FINANCE CORP /EUR/ REGD REG S 4.09100000                                                 | CUSIP: J5S39RAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |       500000 | PA      | $594736.26    | 0.00%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 2.2% 10/10/30/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 192 2.20000000                                         | CUSIP: D2R8H4MB2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3270000 | PA      | $3799963.36   | 0.02%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NTT FINAN 2.906% 03/16/29/EUR/                | NTT FINANCE CORP /EUR/ REGD 144A P/P 2.90600000                                              | CUSIP: 62954WAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      1900000 | PA      | $2235155.91   | 0.01%             | 2029-03-16      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 Y 2.5% 06/20/45/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 193 2.50000000                                          | CUSIP: J2615UAM8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1151100000 | PA      | $6892417.02   | 0.04%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE 4% 07/08/45/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 4.00000000                                     | CUSIP: F7686GAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $334888.28    | 0.00%             | 2045-07-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL  2.723% 08/27/30/EUR/                | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S EMTN 2.72300000                                     | CUSIP: Q6532MUL9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $117248.27    | 0.00%             | 2030-08-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| KOREA HOU 2.742% 03/05/30/EUR/                | KOREA HOUSING FINANCE CO /EUR/ REGD REG S 2.74200000                                         | CUSIP: Y4841NJB4<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |       100000 | PA      | $117038.83    | 0.00%             | 2030-03-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 07/01/30/DKK/                | NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 13H 1.00000000                                  | CUSIP: K74493VK8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      2200000 | PA      | $322946.35    | 0.00%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SALTAIRE  4.998% 08/13/35/GBP/                | SALTAIRE FINANCE PLC /GBP/ REGD REG S EMTN 4.99800000                                        | CUSIP: G777A1AR3<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $271476.62    | 0.00%             | 2035-08-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILB 3.75% 08/26/35/EUR/                | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN SER GMTN 3.75000000                           | CUSIP: E11883Y87<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      2900000 | PA      | $3403145.08   | 0.02%             | 2035-08-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICO 3% 08/29/33/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S 3.00000000                                         | CUSIP: F2276HCU1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115878.49    | 0.00%             | 2033-08-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BADE 2.875% 09/28/35/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.87500000                                          | CUSIP: D1U444CP3<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $344064.43    | 0.00%             | 2035-09-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVER 2% 02/18/45/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S SER 30Y 2.00000000                                  | CUSIP: G4R49GAE3<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      3485000 | PA      | $3228539.38   | 0.02%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.7% 05/15/37/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.70000000                                          | CUSIP: G7S95MCH6<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      2440000 | PA      | $2452961.05   | 0.02%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BPCE SFH  2.625% 07/24/30/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S SER . 2.62500000                                   | CUSIP: F1R83CGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116259.16    | 0.00%             | 2030-07-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANL V/R 05/22/31/EUR/                | MORGAN STANLEY /EUR/ REGD V/R SER . 3.52100000                                               | CUSIP: U6176TPH5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $3089070.56   | 0.02%             | 2031-05-22      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| OP MORTGA 2.625% 07/09/30/EUR/                | OP MORTGAGE BANK /EUR/ REGD REG S EMTN 2.62500000                                            | CUSIP: X5918MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $116960.18    | 0.00%             | 2030-07-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 07/01/29/DKK/                | NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 13H 1.00000000                                  | CUSIP: K74493TJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       650000 | PA      | $97458.12     | 0.00%             | 2029-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA V/R 05/20/31/EUR/                | DNB BANK ASA /EUR/ REGD V/R REG S EMTN 3.12500000                                            | CUSIP: R21874R47<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      1694000 | PA      | $1989644.68   | 0.01%             | 2031-05-20      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 2.375% 09/24/28/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.37500000                                    | CUSIP: F1270CZG6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $937457.84    | 0.01%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 3.25% 05/21/35/EUR/                | QUEENSLAND TREASURY CORP /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: Q7944UHC6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       500000 | PA      | $579256.08    | 0.00%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BU 3% 09/11/35/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 67 3.00000000                                  | CUSIP: D2R3ZXAG1<br>LEI: 529900WYWA4CEU70N964 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $809683.41    | 0.00%             | 2035-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 04/01/30/DKK/                | NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000                                       | CUSIP: K7S724NW3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       800000 | PA      | $118170.38    | 0.00%             | 2030-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NIED 2.625% 10/29/32/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD SER 929 2.62500000                                             | CUSIP: D5S19DDT9<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $230456.25    | 0.00%             | 2032-10-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDIN 3% 11/03/32/EUR/                | STEDIN HOLDING NV /EUR/ REGD REG S EMTN 3.00000000                                           | CUSIP: N8243RHH1<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229965.94    | 0.00%             | 2032-11-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-D 2.973% 09/09/32/EUR/                | TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN SER GMTN 2.97300000                              | CUSIP: C8888NJR8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $117009.26    | 0.00%             | 2032-09-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 10/01/27/DKK/                | NORDEA KREDIT REALKREDIT /DKK/ REGD 1.00000000                                               | CUSIP: K7S724KW6<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       200000 | PA      | $30891.95     | 0.00%             | 2027-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DA 1% 01/01/30/DKK/                | REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000                                       | CUSIP: K8094KWB5<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      1000000 | PA      | $148492.29    | 0.00%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 2.625% 10/07/31/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 2.62500000                                       | CUSIP: D0R14G8G3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        40000 | PA      | $46473.05     | 0.00%             | 2031-10-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEDER WAT 2.125% 10/30/28/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 2.12500000                                       | CUSIP: N6S77ETZ2<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       300000 | PA      | $349922.92    | 0.00%             | 2028-10-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 2.6% 10/22/30/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 105 2.60000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | BE        |      2280000 | PA      | $2666224.43   | 0.02%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| HEIDELBERG MA 3% 07/10/30/EUR/                | HEIDELBERG MATERIALS FIN /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: L468AGAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       970000 | PA      | $1137244.28   | 0.01%             | 2030-07-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER NET 3.25% 05/19/32/EUR/                | PFIZER NETHERLANDS INTL /EUR/ REGD 3.25000000                                                | CUSIP: 71708LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1647185.85   | 0.01%             | 2032-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 1.4% 01/07/30/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2505 1.40000000                                        | CUSIP: Y2261CAA4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     82700000 | PA      | $11652034.44  | 0.07%             | 2030-01-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.44% 09/15/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.44000000                                         | CUSIP: Y6S39CCR7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     20000000 | PA      | $2865263.20   | 0.02%             | 2027-09-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL  5% 10/23/35/AUD/                | AUST CAPITAL TERRITORY /AUD/ REGD 5.00000000                                                 | CUSIP: Q0093PAM6<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | USGA              | AU        |      1600000 | PA      | $1027740.30   | 0.01%             | 2035-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.25% 07/15/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 3.25000000                                        | CUSIP: T6031QBZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8450000 | PA      | $10042653.90  | 0.06%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SGSP AUST 3.375% 10/08/32/EUR/                | SGSP AUSTRALIA ASSETS /EUR/ REGD REG S EMTN 3.37500000                                       | CUSIP: Q8463MBH8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      2900000 | PA      | $3353514.91   | 0.02%             | 2032-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  4.1% 02/15/45/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 30Y 4.10000000                                          | CUSIP: X0R4CRAP9<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      2940000 | PA      | $3617259.44   | 0.02%             | 2045-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GO 7.65% 07/27/31/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 6Y 7.65000000                                         | CUSIP: X5S007QE0<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      6420000 | PA      | $1542768.97   | 0.01%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST  4.5% 05/24/33/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 4.50000000                                         | CUSIP: Q85895X49<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1600000 | PA      | $1035972.73   | 0.01%             | 2033-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 5.25% 08/13/38/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 5.25000000                                               | CUSIP: Q7944UJA8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2420000 | PA      | $1552599.97   | 0.01%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BELFIUS B 3.375% 05/28/30/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 3.37500000                                          | CUSIP: B11085HD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       600000 | PA      | $708126.30    | 0.00%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH  4% 05/28/37/EUR/                | ROBERT BOSCH INVESTMENT /EUR/ REGD REG S EMTN 4.00000000                                     | CUSIP: N7525EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $3290975.08   | 0.02%             | 2037-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.25% 09/01/46/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 3.25000000                                       | CUSIP: T6247AX43<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5776000 | PA      | $5968275.63   | 0.04%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| DLR KREDIT A/ 1% 04/01/28/DKK/                | DLR KREDIT A/S /DKK/ REGD SER CCB 1.00000000                                                 | CUSIP: K3184NTS8<br>LEI: 529900PR2ELW8QI1B775 | Long             | DBT              | CORP              | DK        |       700000 | PA      | $107118.34    | 0.00%             | 2028-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY  2.08% 03/12/30/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD EMTN 2.08000000                                          | CUSIP: E3124CCP6<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $459150.08    | 0.00%             | 2030-03-12      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 1% 06/22/31/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 75 1.00000000                                                 | CUSIP: B1124GCC3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4230000 | PA      | $4521144.62   | 0.03%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| EFSF 1.2% 02/17/45/EUR/                       | EFSF /EUR/ REGD EMTN 1.20000000                                                              | CUSIP: L2669HBN6<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | USGA              | LU        |      2325000 | PA      | $1784764.48   | 0.01%             | 2045-02-17      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SES SA 4.125% 06/24/30/EUR/                   | SES SA /EUR/ REGD REG S EMTN 4.12500000                                                      | CUSIP: L8300GEC1<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5879549.94   | 0.04%             | 2030-06-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FERROVIE  3.375% 06/24/32/EUR/                | FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 3.37500000                                        | CUSIP: T4063CCC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       300000 | PA      | $351382.44    | 0.00%             | 2032-06-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK 3.375% 06/26/35/EUR/                | CAIXABANK SA /EUR/ REGD REG S EMTN 3.37500000                                                | CUSIP: E2R1935S9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      6500000 | PA      | $7496141.16   | 0.05%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.45% 02/01/36/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 3.45000000                                 | CUSIP: T6031QDZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       950000 | PA      | $1111282.04   | 0.01%             | 2036-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ACHMEA BAN 2.75% 09/15/32/EUR/                | ACHMEA BANK NV /EUR/ REGD REG S EMTN 2.75000000                                              | CUSIP: N0044HEF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115706.63    | 0.00%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HY 2.5% 06/25/30/EUR/                | SWEDBANK HYPOTEK AB /EUR/ REGD REG S EMTN 2.50000000                                         | CUSIP: W9425MYH1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       200000 | PA      | $232672.39    | 0.00%             | 2030-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BO 4.016% 10/09/28                | KUWAIT INTL BOND REGD REG S 4.01600000                                                       | CUSIP: M6417JBX5<br>LEI: N/A                  | Long             | DBT              | USGA              | KW        |      1500000 | PA      | $1502346.09   | 0.01%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| THAILAND G 1.66% 03/17/30/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 1.66000000                                               | CUSIP: Y603CLCA0<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     50610000 | PA      | $1634318.18   | 0.01%             | 2030-03-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BPOST SA 3.479% 06/19/32/EUR/                 | BPOST S /EUR/ REGD REG S SER . 3.47900000                                                    | CUSIP: B1306VDG0<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       500000 | PA      | $584771.52    | 0.00%             | 2032-06-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 2.625% 07/08/32/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 2.62500000                                     | CUSIP: D4902P4H1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $811304.11    | 0.00%             | 2032-07-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DNB BOLIG 2.375% 06/10/30/EUR/                | DNB BOLIGKREDITT AS /EUR/ REGD EMTN 2.37500000                                               | CUSIP: R1815VJX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $115937.28    | 0.00%             | 2030-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK 2.5% 06/25/30/EUR/                | ACHMEA BANK NV /EUR/ REGD REG S EMTN 2.50000000                                              | CUSIP: N0044HDU6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $116266.68    | 0.00%             | 2030-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.8% 06/20/55/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 87 2.80000000                                           | CUSIP: J2615UAJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1298400000 | PA      | $7419629.88   | 0.05%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.6% 08/15/35/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.60000000                                         | CUSIP: D2R8H4MA4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      5480000 | PA      | $6303495.08   | 0.04%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 2.5% 08/30/30/EUR/                  | DZ HYP AG /EUR/ REGD EMTN 2.50000000                                                         | CUSIP: D2R04NFJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116506.66    | 0.00%             | 2030-08-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 3% 09/24/35/EUR/                     | NRW.BANK /EUR/ REGD REG S EMTN 3.00000000                                                    | CUSIP: D5S269GL3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230885.06    | 0.00%             | 2035-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POSTNL NV 4% 10/02/30/EUR/                    | POSTNL NV /EUR/ REGD REG S 4.00000000                                                        | CUSIP: N7203CGG7<br>LEI: 724500Q41FHN0P1GPC53 | Long             | DBT              | CORP              | NL        |      3049000 | PA      | $3629315.09   | 0.02%             | 2030-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV V/R /PERP//EUR/                  | ALLIANDER NV /EUR/ REGD V/R /PERP/ REG S EMTN 4.12500000                                     | CUSIP: N0373AFT3<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $233923.56    | 0.00%             | 2174-10-02      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 7.25% 07/30/40/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 15Y 7.25000000                                        | CUSIP: X5S007SX6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      4250000 | PA      | $1012586.98   | 0.01%             | 2040-07-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.1% 08/26/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 2Y 2.10000000                                  | CUSIP: T6031QCQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5310000 | PA      | $6230439.78   | 0.04%             | 2027-08-26      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC  2.95% 10/15/30/EUR/                | MEDTRONIC INC /EUR/ REGD 2.95000000                                                          | CUSIP: 585055BZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5400000 | PA      | $6331428.18   | 0.04%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC I 4.2% 10/15/45/EUR/                | MEDTRONIC INC /EUR/ REGD 4.20000000                                                          | CUSIP: 585055CA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1427903.67   | 0.01%             | 2045-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS E 3.25% 09/22/32/EUR/                | PROLOGIS EURO FINANCE /EUR/ REGD 3.25000000                                                  | CUSIP: 74341EAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3929634.81   | 0.02%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.125% 03/07/31/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.12500000                                              | CUSIP: G4527HU58<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      1880000 | PA      | $2542379.35   | 0.02%             | 2031-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 5.25% 01/31/41/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 5.25000000                                              | CUSIP: G4527HU33<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |       500000 | PA      | $695562.40    | 0.00%             | 2041-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PSP CAPIT 2.875% 07/23/32/EUR/                | PSP CAPITAL INC /EUR/ REGD REG S EMTN 2.87500000                                             | CUSIP: C7S234BQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      1000000 | PA      | $1157488.55   | 0.01%             | 2032-07-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VILLE DE P 3.75% 05/25/40/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 3.75000000                                              | CUSIP: F97647DH5<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       400000 | PA      | $452690.97    | 0.00%             | 2040-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 12/10/35/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3512 3.25000000                                           | CUSIP: Y7277F8G8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1584800000 | PA      | $1090890.20   | 0.01%             | 2035-12-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 2.75% 09/10/45/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4509 2.75000000                                           | CUSIP: Y7277F7Q7<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4013000000 | PA      | $2553803.75   | 0.02%             | 2045-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN 2.5% 08/28/30/EUR/                | LAND HESSEN /EUR/ REGD 2.50000000                                                            | CUSIP: D3R1TJEQ5<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $349903.81    | 0.00%             | 2030-08-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP IN V/R 10/22/30/EUR/                | CITIGROUP INC /EUR/ REGD V/R 2.92800000                                                      | CUSIP: U17408TB8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $3033031.35   | 0.02%             | 2030-10-22      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP IN V/R 10/22/34/EUR/                | CITIGROUP INC /EUR/ REGD V/R 3.49300000                                                      | CUSIP: U17408SZ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4610582.21   | 0.03%             | 2034-10-22      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| LINEAGE E 4.125% 11/26/31/EUR/                | LINEAGE EUROPE FINCO BV /EUR/ REGD 144A P/P 4.12500000                                       | CUSIP: 53568AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4634725.52   | 0.03%             | 2031-11-26      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVE 1.47% 02/14/28/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2502 1.47000000                                        | CUSIP: Y1456TRC2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    120000000 | PA      | $17085010.71  | 0.10%             | 2028-02-14      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 7.5% 07/27/33/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 8Y 7.50000000                                         | CUSIP: X5S007RF6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      6155000 | PA      | $1477602.37   | 0.01%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DBS BANK  2.428% 01/03/29/EUR/                | DBS BANK LTD LONDON /EUR/ REGD REG S EMTN 2.42880000                                         | CUSIP: G2690CHC4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       100000 | PA      | $116918.27    | 0.00%             | 2029-01-03      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| COOPERATI 1.375% 02/03/27/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN SER GMTN 1.37500000                           | CUSIP: N7S88V3V6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |        25000 | PA      | $29086.25     | 0.00%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET  4.375% 11/06/64/EUR/                | ALPHABET INC /EUR/ REGD 4.37500000                                                           | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1415000 | PA      | $1583876.62   | 0.01%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET IN 3.5% 11/06/38/EUR/                | ALPHABET INC /EUR/ REGD 3.50000000                                                           | CUSIP: 02079KBE6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       840000 | PA      | $954211.39    | 0.01%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4% 11/06/44/EUR/                 | ALPHABET INC /EUR/ REGD 4.00000000                                                           | CUSIP: 02079KBF3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4680853.30   | 0.03%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE CE 2.625% 01/18/28/EUR/                | CAISSE CENT CREDIT IMMOB /EUR/ REGD REG S EMTN 2.62500000                                    | CUSIP: F1R987DR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235816.17    | 0.00%             | 2028-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 2.375% 10/02/29/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 2.37500000                                               | CUSIP: D3R33ABU2<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $233524.97    | 0.00%             | 2029-10-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ING BANK NV 3% 09/02/35/EUR/                  | ING BANK NV /EUR/ REGD REG S EMTN 3.00000000                                                 | CUSIP: N4R82DLY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115005.49    | 0.00%             | 2035-09-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 2.75% 02/19/35/EUR/                | INVESTITIONSBK  SCHL-HOL /EUR/ REGD REG S 2.75000000                                         | CUSIP: D3R62XBL6<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       400000 | PA      | $453284.70    | 0.00%             | 2035-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 1% 03/14/31/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 1.00000000                                          | CUSIP: B3821SAM9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $10823283.90  | 0.07%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANL V/R 11/07/31/EUR/                | MORGAN STANLEY /EUR/ REGD V/R EMTN SER GMTN 3.14900000                                       | CUSIP: U6176TPX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $5706999.15   | 0.03%             | 2031-11-07      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| FINNISH GO 0.75% 04/15/31/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 16Y 0.75000000                                             | CUSIP: X8T03RAC7<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1321000 | PA      | $1405252.43   | 0.01%             | 2031-04-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| SNCF RESE 1.125% 05/25/30/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 1.12500000                                                 | CUSIP: F8446VAG5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $543174.82    | 0.00%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  0.875% 05/10/27/EUR/                | REPUBLIC OF POLAND /EUR/ REGD EMTN 0.87500000                                                | CUSIP: X65708AJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      1900000 | PA      | $2194513.48   | 0.01%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAISSE RE 2.625% 06/20/30/EUR/                | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S EMTN 2.62500000                                    | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233031.05    | 0.00%             | 2030-06-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 0.625% 02/20/30/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD EMTN 0.62500000                                           | CUSIP: D4S43SY33<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1090000 | PA      | $1184130.95   | 0.01%             | 2030-02-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 1% 06/22/31/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 75 1.00000000                                                 | CUSIP: B1124GCC3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       997000 | PA      | $1065622.03   | 0.01%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA S 1.5% 03/25/35/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS74 1.50000000                                     | CUSIP: X7S28MGN2<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       940000 | PA      | $960754.87    | 0.01%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 3.2% 09/20/55/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 88 3.20000000                                           | CUSIP: J2615UBY1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     45000000 | PA      | $278629.98    | 0.00%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 09/10/55/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5509 2.62500000                                           | CUSIP: Y7277F7S3<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   8020310000 | PA      | $4917747.21   | 0.03%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KFW 2.5% 11/15/30/EUR/                        | KFW /EUR/ REGD REG S EMTN 2.50000000                                                         | CUSIP: D4S46MVP7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $233861.80    | 0.00%             | 2030-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 3.5% 11/25/35/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.50000000                                               | CUSIP: F26348FC5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      7939000 | PA      | $9284196.16   | 0.06%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| INTL CONS 3.352% 09/11/30/EUR/                | INTL CONSOLIDATED AIRLIN /EUR/ REGD REG S 3.35200000                                         | CUSIP: E67674BL9<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |      4640000 | PA      | $5452890.33   | 0.03%             | 2030-09-11      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.95% 07/30/30/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.95000000                                               | CUSIP: E8922AAQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     11374000 | PA      | $13007173.17  | 0.08%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOL 1.8% 03/03/27/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 1.80000000                                                   | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1749385.98   | 0.01%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICA 3% 03/06/45/EUR/                | UNITED MEXICAN STATES /EUR/ REGD MTN SER GMTN 3.00000000                                     | CUSIP: P9767G3P4<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |       825000 | PA      | $708769.17    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CO 1.75% 03/09/27/EUR/                | MOODY'S CORPORATION /EUR/ REGD 1.75000000                                                    | CUSIP: 615369AF2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1312753.81   | 0.01%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINA 2% 03/13/45/EUR/                | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 2.00000000                                        | CUSIP: G08820FB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2329000 | PA      | $1880487.04   | 0.01%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.65% 03/01/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 17Y 1.65000000                                       | CUSIP: T6247AY42<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     10936000 | PA      | $11901197.10  | 0.07%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 06/21/35/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 145 2.75000000                                    | CUSIP: Q08198AP0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      6860000 | PA      | $3890447.83   | 0.02%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AG INSURANCE V/R 06/30/47/EUR/                | AG INSURANCE SA/NV /EUR/ REGD V/R 3.50000000                                                 | CUSIP: B0R399AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |      3100000 | PA      | $3674373.43   | 0.02%             | 2047-06-30      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 3.25% 10/22/31/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 31/A 3.25000000                                       | CUSIP: X93622CC4<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    207050000 | PA      | $537863.66    | 0.00%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 3.6% 05/21/30/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.60000000                                            | CUSIP: Y5325PBE3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      8500000 | PA      | $1316124.32   | 0.01%             | 2030-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REGION OF 0.625% 04/23/27/EUR/                | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 0.62500000                                     | CUSIP: F7717JBS9<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $229876.18    | 0.00%             | 2027-04-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KFW 0.375% 04/23/30/EUR/                      | KFW /EUR/ REGD EMTN 0.37500000                                                               | CUSIP: D4S46MCX1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       360000 | PA      | $386327.78    | 0.00%             | 2030-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FMS WERTM 0.375% 04/29/30/EUR/                | FMS WERTMANAGEMENT /EUR/ REGD REG S EMTN 0.37500000                                          | CUSIP: D2R6L0PW0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1275050.78   | 0.01%             | 2030-04-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 1.4% 03/20/55/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 8 1.40000000                                            | CUSIP: J2S39KHP4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    495250000 | PA      | $2015209.68   | 0.01%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY 1.75% 05/15/30/EUR/                | 3M COMPANY /EUR/ REGD EMTN 1.75000000                                                        | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2279772.29   | 0.01%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 05/27/30/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 15Y 0.50000000                                              | CUSIP: H21069F89<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      3140000 | PA      | $4034469.89   | 0.02%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.254% 05/31/35/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0415 4.25400000                                           | CUSIP: Y55745VM5<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      5790000 | PA      | $1509822.54   | 0.01%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ESB FINAN 2.125% 06/08/27/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 2.12500000                                             | CUSIP: G3194BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $116964.74    | 0.00%             | 2027-06-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 1.875% 05/25/30/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 1.87500000                                              | CUSIP: F7053HCS4<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $224789.62    | 0.00%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.25% 05/21/28/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 149 2.25000000                                          | CUSIP: Q08184MW2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     13680000 | PA      | $8750479.61   | 0.05%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GO 3% 03/21/47/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 150 3.00000000                                    | CUSIP: Q08184MX0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4366000 | PA      | $2101091.25   | 0.01%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 2.75% 08/20/27/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD SER 27 2.75000000                                        | CUSIP: Q7943QTS8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       400000 | PA      | $261096.67    | 0.00%             | 2027-08-20      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOV 1.5% 05/25/31/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.50000000                                               | CUSIP: F43750DR0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     17733000 | PA      | $19418315.13  | 0.12%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 09/10/66/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 6609 1.50000000                                           | CUSIP: Y7277FVD9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1261010000 | PA      | $538196.49    | 0.00%             | 2066-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SAGESS 0.625% 10/20/28/EUR/                   | SAGESS /EUR/ REGD REG S 0.62500000                                                           | CUSIP: F83130BF4<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $333559.29    | 0.00%             | 2028-10-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.2% 06/01/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.20000000                                       | CUSIP: T6247A8G4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4857000 | PA      | $5717478.63   | 0.04%             | 2027-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.45% 09/01/33/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 2.45000000                                       | CUSIP: T6247A8F6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7430000 | PA      | $8301086.72   | 0.05%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF 1.5% 02/20/47/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 1.50000000                                                    | CUSIP: A0654UAN1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3225000 | PA      | $2568102.37   | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPU 0.95% 05/15/30/CZK/                | CZECH REPUBLIC /CZK/ REGD REG S SER 94 0.95000000                                            | CUSIP: X73311KU9<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |     89350000 | PA      | $3824812.05   | 0.02%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.9% 06/22/38/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 76 1.90000000                                                 | CUSIP: B1124GDP3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3510000 | PA      | $3413579.25   | 0.02%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK  0.875% 10/24/36/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.87500000                                                 | CUSIP: N6520YPL6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       400000 | PA      | $365049.35    | 0.00%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.25% 10/21/27/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 1.25000000                                                      | CUSIP: F9627MGP8<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $230642.05    | 0.00%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW 1.125% 06/15/37/EUR/                      | KFW /EUR/ REGD REG S EMTN 1.12500000                                                         | CUSIP: D4S46MFG5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $1497428.52   | 0.01%             | 2037-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EFSF 1.7% 02/13/43/EUR/                       | EFSF /EUR/ REGD REG S EMTN 1.70000000                                                        | CUSIP: L2669HBU0<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | USGA              | LU        |      1900000 | PA      | $1661813.14   | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.25% 06/22/57/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 83 2.25000000                                                 | CUSIP: B1121KED3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      2277000 | PA      | $1717627.53   | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SNCF RESE 1.125% 05/19/27/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 1.12500000                                                 | CUSIP: F8446VGA2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       700000 | PA      | $808062.20    | 0.00%             | 2027-05-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO  1.375% 01/12/37/EUR/                | ABN AMRO BANK NV /EUR/ REGD REG S 1.37500000                                                 | CUSIP: N02598VU6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $96039.48     | 0.00%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE 2% 04/18/36/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 2.00000000                                     | CUSIP: F4041GDM0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $299364.68    | 0.00%             | 2036-04-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.6% 06/22/47/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 78 1.60000000                                                 | CUSIP: B1124GGY1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4937000 | PA      | $3743693.00   | 0.02%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN G 1.5% 02/19/26/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 478 1.50000000                                           | CUSIP: R34155AU6<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      1500000 | PA      | $148278.75    | 0.00%             | 2026-02-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN U 0.75% 04/04/31/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN 0.75000000                                              | CUSIP: L3334EBE6<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      3925000 | PA      | $4163294.63   | 0.03%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.625% 02/08/27/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 493 0.62500000                                              | CUSIP: D09856ZA2<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       220000 | PA      | $254171.69    | 0.00%             | 2027-02-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TENNET NE 1.875% 06/13/36/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 1.87500000                                               | CUSIP: N85094HZ1<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $205583.48    | 0.00%             | 2036-06-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.899% 11/16/27/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0417 3.89900000                                           | CUSIP: Y2R35QCB5<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      3500000 | PA      | $878743.37    | 0.01%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 09/10/35/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3509 2.62500000                                           | CUSIP: Y7277FSQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   2028750000 | PA      | $1320049.89   | 0.01%             | 2035-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 1.5% 10/04/35/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN 1.50000000                                              | CUSIP: L3334EBC0<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $4984659.71   | 0.03%             | 2035-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.2% 09/20/35/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 154 1.20000000                                          | CUSIP: J2S39KKT2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    289150000 | PA      | $1709610.45   | 0.01%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AFFORDABL 2.893% 08/11/43/GBP/                | AFFORDABLE HOUSING FINAN /GBP/ REGD REG S 2.89300000                                         | CUSIP: G012AQAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       600000 | PA      | $582995.11    | 0.00%             | 2043-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEA 1% 12/20/35/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 155 1.00000000                                          | CUSIP: J2S39KLV6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1857350000 | PA      | $10727429.42  | 0.07%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 3.9% 07/04/36/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.90000000                                            | CUSIP: Y5325PBR4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     13500000 | PA      | $2271823.30   | 0.01%             | 2036-07-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.38% 07/04/26/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.38000000                                            | CUSIP: Y5325PBQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     24000000 | PA      | $3472461.94   | 0.02%             | 2026-07-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SAGESS 1.5% 10/25/27/EUR/                     | SAGESS /EUR/ REGD REG S 1.50000000                                                           | CUSIP: F83130AK4<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1156052.11   | 0.01%             | 2027-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.875% 05/26/28/EUR/                  | ROMANIA /EUR/ REGD REG S MTN 2.87500000                                                      | CUSIP: X7360WAK8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      5000000 | PA      | $5829638.32   | 0.04%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 1.25% 05/27/36/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 1.25000000                                       | CUSIP: N6S779LV0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       810000 | PA      | $779712.41    | 0.00%             | 2036-05-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNIQA INSURA V/R 07/27/46/EUR/                | UNIQA INSURANCE GROUP AG /EUR/ REGD V/R REG S 6.00000000                                     | CUSIP: A9098YAB4<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $596280.55    | 0.00%             | 2046-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST  3% 10/21/27/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD SER 27 3.00000000                                         | CUSIP: Q96417EQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1070000 | PA      | $700018.82    | 0.00%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNET NET 1.25% 10/24/33/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 1.25000000                                               | CUSIP: N85094JR7<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $204978.72    | 0.00%             | 2033-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.625% 11/06/30/EUR/                | DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 1.62500000                                            | CUSIP: D1T0VZCK5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $223777.35    | 0.00%             | 2030-11-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 3.125% 08/07/45/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS76 3.12500000                                     | CUSIP: X7S28MGY8<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       900000 | PA      | $962595.65    | 0.01%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP 3% 10/20/28/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD REG S MTN 3.00000000                                       | CUSIP: Q9194YAC8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3390000 | PA      | $2180737.26   | 0.01%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSIT 2.544% 12/08/17/GBP/                | UNIVERSITY OF OXFORD /GBP/ REGD REG S 2.54400000                                             | CUSIP: G929ZKAB6<br>LEI: 5493009OEHU6YS545T65 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $947766.10    | 0.01%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.45% 03/01/48/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 3.45000000                                       | CUSIP: T6052BNB0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6475000 | PA      | $6827978.17   | 0.04%             | 2048-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 Y 0.6% 12/20/37/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 163 0.60000000                                          | CUSIP: J2S39KVB9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    754550000 | PA      | $3972611.34   | 0.02%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 03/20/38/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 164 0.50000000                                          | CUSIP: J2S39KG67<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2237350000 | PA      | $11538121.36  | 0.07%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EURO STABI 1.85% 12/01/55/EUR/                | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 1.85000000                                    | CUSIP: L3333SAZ0<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | USGA              | N/A       |       180000 | PA      | $138342.85    | 0.00%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 0.25% 02/15/27/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.25000000                                 | CUSIP: D2R8H4CA5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3990000 | PA      | $4598690.01   | 0.03%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LOGICOR FI 3.25% 11/13/28/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 3.25000000                                      | CUSIP: L6075ZAB2<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $118767.94    | 0.00%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 1% 06/22/26/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 77 1.00000000                                                 | CUSIP: B1124GEQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |         2000 | PA      | $2338.89      | 0.00%             | 2026-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CROATIA 3% 03/20/27/EUR/                      | CROATIA /EUR/ REGD REG S SER .. 3.00000000                                                   | CUSIP: X7330ZFJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |       300000 | PA      | $355767.81    | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.75% 02/15/28/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 879 0.75000000                                       | CUSIP: D5S19DBP9<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $454830.90    | 0.00%             | 2028-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MCKESSON  3.125% 02/17/29/GBP/                | MCKESSON CORP /GBP/ REGD 3.12500000                                                          | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      1925000 | PA      | $2509876.07   | 0.02%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3.375% 02/08/38/EUR/                  | ROMANIA /EUR/ REGD REG S EMTN 3.37500000                                                     | CUSIP: X7360WAT9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1425000 | PA      | $1311773.19   | 0.01%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COOPERATI 0.875% 02/08/28/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S 0.87500000                                         | CUSIP: N22615B44<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $114021.25    | 0.00%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.625% 01/04/28/EUR/                 | NRW.BANK /EUR/ REGD 0.62500000                                                               | CUSIP: D5S267DZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       110000 | PA      | $124939.45    | 0.00%             | 2028-01-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  3.5% 08/21/30/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 3.50000000                                               | CUSIP: Q7943QTQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2140000 | PA      | $1363091.94   | 0.01%             | 2030-08-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| A2A SPA 1.625% 10/19/27/EUR/                  | A2A SPA /EUR/ REGD REG S EMTN 1.62500000                                                     | CUSIP: T0579BAL9<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $231854.01    | 0.00%             | 2027-10-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.1% 09/20/17/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.10000000                                                    | CUSIP: A0654UGB1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      1656000 | PA      | $1113039.12   | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| CRH FIN U 4.125% 12/02/29/GBP/                | CRH FIN UK PLC /GBP/ REGD REG S EMTN 4.12500000                                              | CUSIP: G2656UAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1997273.46   | 0.01%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BASELLANDS 0.25% 01/25/27/CHF/                | BASELLANDSCHAFT KANTONBK /CHF/ REGD REG S 0.25000000                                         | CUSIP: H05115BK7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       900000 | PA      | $1136195.37   | 0.01%             | 2027-01-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 0.95% 03/13/28/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.95000000                                    | CUSIP: D5S07LFL0<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       144000 | PA      | $164471.07    | 0.00%             | 2028-03-13      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  1% 05/25/27/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.00000000                                               | CUSIP: F43750JJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     14218277 | PA      | $16437558.64  | 0.10%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN I 0.25% 09/14/29/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.25000000                                          | CUSIP: B3821SSX6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     15000000 | PA      | $16286952.07  | 0.10%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 0.75% 09/07/27/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: X5S94MHK0<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       300000 | PA      | $344191.10    | 0.00%             | 2027-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN IN 0.5% 11/13/37/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.50000000                                          | CUSIP: B3821SSL2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      2000000 | PA      | $1709898.05   | 0.01%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 1.875% 11/04/26/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.87500000                                      | CUSIP: F07332NH2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1402484.01   | 0.01%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN ST 2.625% 03/09/27/GBP/                | MORGAN STANLEY /GBP/ REGD MTN SER GMTN 2.62500000                                            | CUSIP: U6176SJ50<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1887945.32   | 0.01%             | 2027-03-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 1.375% 07/05/32/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 1.37500000                                    | CUSIP: F0108UFL7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $104096.84    | 0.00%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.8% 03/20/47/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 54 0.80000000                                           | CUSIP: J2S39KSB3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    955400000 | PA      | $3986709.03   | 0.02%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 10/31/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                               | CUSIP: E8922AEY2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      7790000 | PA      | $9045774.17   | 0.06%             | 2027-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 11/21/28/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 152 2.75000000                                    | CUSIP: Q08184MZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     14798000 | PA      | $9505313.13   | 0.06%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 2.35% 07/30/33/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.35000000                                               | CUSIP: E8922ACY4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      6401000 | PA      | $7192264.50   | 0.04%             | 2033-07-30      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| ESB FINANC 1.75% 02/07/29/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 1.75000000                                             | CUSIP: G31206AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $228788.13    | 0.00%             | 2029-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED  2% 03/31/27/ILS/                | ISRAEL FIXED BOND /ILS/ REGD SER 0327 2.00000000                                             | CUSIP: M57494CL4<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |       800000 | PA      | $249755.85    | 0.00%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED 1.25% 05/26/27/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.25000000                                      | CUSIP: F073327E7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1155269.33   | 0.01%             | 2027-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  2% 05/25/48/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.00000000                                               | CUSIP: F26348BT2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     11887000 | PA      | $9428782.24   | 0.06%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NOVARTIS  0.625% 09/20/28/EUR/                | NOVARTIS FINANCE SA /EUR/ REGD REG S 0.62500000                                              | CUSIP: L7000UAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1120343.58   | 0.01%             | 2028-09-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 3% 10/27/27/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 27/A 3.00000000                                       | CUSIP: X93622EB4<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    194780000 | PA      | $564180.78    | 0.00%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLI 1% 06/26/26/CZK/                | CZECH REPUBLIC /CZK/ REGD REG S SER 95 1.00000000                                            | CUSIP: X73311KW5<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |       500000 | PA      | $24062.16     | 0.00%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.5% 11/02/86/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 1.50000000                                                    | CUSIP: A0654UCF6<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      1170000 | PA      | $633136.13    | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDRHEI 1% 10/16/46/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: D5S07LEJ6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1360000 | PA      | $971885.22    | 0.01%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA  1.75% 11/03/40/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS78 1.75000000                                     | CUSIP: X7S28MHZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       612000 | PA      | $571493.55    | 0.00%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORTHUMBR 1.625% 10/11/26/GBP/                | NORTHUMBRIAN WATER FIN /GBP/ REGD REG S 1.62500000                                           | CUSIP: G6661MAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       825000 | PA      | $1091798.62   | 0.01%             | 2026-10-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.5% 04/20/32/EUR/                     | UNEDIC /EUR/ REGD REG S EMTN 1.50000000                                                      | CUSIP: F9627PCF7<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $320729.72    | 0.00%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.5% 04/20/27/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.50000000                                                    | CUSIP: A0654UFG1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      6550000 | PA      | $7548181.10   | 0.05%             | 2027-04-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KING 2.5% 07/22/65/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 2.50000000                                              | CUSIP: G4527HHF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      7102000 | PA      | $5345124.74   | 0.03%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/26/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 345 0.10000000                                          | CUSIP: J2S39KQY5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1521950000 | PA      | $9642579.28   | 0.06%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERN 4% 04/25/47/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0447 4.00000000                                        | CUSIP: X8T024UE3<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      3993000 | PA      | $933256.62    | 0.01%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 11/21/27/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 148 2.75000000                                    | CUSIP: Q08184MV4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     12590000 | PA      | $8204826.66   | 0.05%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| M&G PLC V/R 07/20/55/GBP/                     | M&G PLC /GBP/ REGD V/R REG S EMTN 5.56000000                                                 | CUSIP: G7289NKB4<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |       825000 | PA      | $1078976.54   | 0.01%             | 2055-07-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  1.375% 05/16/36/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 1.37500000                                 | CUSIP: X7S904CC3<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |       610000 | PA      | $569162.11    | 0.00%             | 2036-05-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CANTON OF G 0.4% 04/28/36/CHF/                | CANTON OF GENEVA /CHF/ REGD REG S 0.40000000                                                 | CUSIP: H1288PBD8<br>LEI: 506700UV219R323PYU70 | Long             | DBT              | USGA              | CH        |       300000 | PA      | $361719.48    | 0.00%             | 2036-04-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.8% 03/20/46/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 50 0.80000000                                           | CUSIP: J2S39KMS2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    364400000 | PA      | $1568427.48   | 0.01%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.736% 03/15/46/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0216 4.73600000                                           | CUSIP: Y55745WN2<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      3340000 | PA      | $919143.05    | 0.01%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERICA M 2.125% 03/10/28/EUR/                | AMERICA MOVIL SAB DE CV /EUR/ REGD 2.12500000                                                | CUSIP: P0280AFK2<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      1300000 | PA      | $1505441.37   | 0.01%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  1.125% 04/04/36/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN 1.12500000                                              | CUSIP: L3334EBD8<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      1265000 | PA      | $1211490.32   | 0.01%             | 2036-04-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.9% 10/31/46/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.90000000                                               | CUSIP: E8922ABW9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      7633000 | PA      | $7728874.61   | 0.05%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDR 1.25% 05/12/36/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.25000000                                    | CUSIP: D5S07LDU2<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1400000 | PA      | $1352185.50   | 0.01%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THAILAND  2.875% 06/17/46/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.87500000                                               | CUSIP: Y6065BDQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     28430000 | PA      | $978332.47    | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 3.25% 07/21/28/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD SER 28 3.25000000                                        | CUSIP: Q7943QQF9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       830000 | PA      | $539942.18    | 0.00%             | 2028-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EURO STABI 1.75% 10/20/45/EUR/                | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 1.75000000                                    | CUSIP: L3333SAY3<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | USGA              | N/A       |      1050000 | PA      | $909798.70    | 0.01%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 3.25% 06/21/39/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 147 3.25000000                                    | CUSIP: Q08184MU6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3830000 | PA      | $2136033.28   | 0.01%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 0.625% 07/22/31/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.62500000                                              | CUSIP: F7053HNT0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       600000 | PA      | $617311.94    | 0.00%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LAND RHEI 0.375% 01/26/27/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.37500000                                             | CUSIP: D6S59FAY5<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       220000 | PA      | $253599.64    | 0.00%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 05/30/58/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 42Y 0.50000000                                              | CUSIP: H21069Q46<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      1810000 | PA      | $2329555.23   | 0.01%             | 2058-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 07/30/66/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                               | CUSIP: E8922ABZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5440000 | PA      | $5458284.24   | 0.03%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON &  1.15% 11/20/28/EUR/                | JOHNSON & JOHNSON /EUR/ REGD 1.15000000                                                      | CUSIP: 478160CB8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1126846.79   | 0.01%             | 2028-11-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.75% 02/20/28/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.75000000                                                    | CUSIP: A0654ULC3<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      4340000 | PA      | $4951564.73   | 0.03%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NEDER WAT 0.625% 01/18/27/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.62500000                                       | CUSIP: N6S779RJ1<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      1000000 | PA      | $1157158.83   | 0.01%             | 2027-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.6% 06/20/45/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 47 1.60000000                                           | CUSIP: J2S39KJC1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2799700000 | PA      | $14389214.01  | 0.09%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND 3.5% 04/14/33/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD REG S SER 0433 3.50000000                                  | CUSIP: Q54627BK1<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      4560000 | PA      | $2514376.05   | 0.02%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNET NE 0.875% 06/03/30/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 0.87500000                                               | CUSIP: N85094PY5<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       120000 | PA      | $130395.24    | 0.00%             | 2030-06-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW 1.375% 07/31/35/EUR/                      | KFW /EUR/ REGD REG S EMTN 1.37500000                                                         | CUSIP: D4S46MDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       202000 | PA      | $204418.16    | 0.00%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 05/24/55/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 38Y 0.50000000                                              | CUSIP: H21069Y70<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      1172000 | PA      | $1474580.48   | 0.01%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FINNVERA  1.125% 05/17/32/EUR/                | FINNVERA PLC /EUR/ REGD REG S EMTN 1.12500000                                                | CUSIP: X2994QBA7<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       500000 | PA      | $524773.01    | 0.00%             | 2032-05-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VILLE DE P 1.75% 05/25/31/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 1.75000000                                              | CUSIP: F7S25ABH9<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $219192.30    | 0.00%             | 2031-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 2% 10/17/47/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 233 2.00000000                                 | CUSIP: X5S008CR4<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       460000 | PA      | $364501.00    | 0.00%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEXIA 1% 10/18/27/EUR/                        | DEXIA /EUR/ REGD REG S EMTN 1.00000000                                                       | CUSIP: F3R304BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $344213.83    | 0.00%             | 2027-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.3% 06/20/35/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 153 1.30000000                                          | CUSIP: J2S39KJF4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   5464050000 | PA      | $32745928.86  | 0.20%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 06/10/28/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2806 2.62500000                                           | CUSIP: Y7277FXQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  13179330000 | PA      | $9072265.33   | 0.06%             | 2028-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SWEDISH GO 0.75% 11/12/29/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1061 0.75000000                                      | CUSIP: W7S736HQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     46490000 | PA      | $4770142.14   | 0.03%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.65% 02/22/38/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.65000000                                    | CUSIP: D5S07LFK2<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       480000 | PA      | $466077.90    | 0.00%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WEST NIPPO 0.31% 02/12/26/JPY/                | WEST NIPPON EXPRESSWAY /JPY/ REGD SER 29 0.31000000                                          | CUSIP: J9513PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1275913.38   | 0.01%             | 2026-02-12      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN  2.5% 05/21/30/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 155 2.50000000                                          | CUSIP: Q2R04NBD5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     15855000 | PA      | $9847052.90   | 0.06%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA 2.75% 12/02/27/EUR/                | SYENSQO SA /EUR/ REGD REG S 2.75000000                                                       | CUSIP: B82095KC1<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $235731.74    | 0.00%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNM 4% 11/30/35/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.00000000                                            | CUSIP: Y5325PBF0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     30500000 | PA      | $5154149.34   | 0.03%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVER 1% 11/12/26/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1059 1.00000000                                      | CUSIP: W77537TA1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     31600000 | PA      | $3403556.66   | 0.02%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 2.25% 06/12/68/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 235 2.25000000                                 | CUSIP: X7T24WAC3<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       399000 | PA      | $268072.87    | 0.00%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 3% 02/20/30/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 3.00000000                                         | CUSIP: Q6715PJK6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4590000 | PA      | $2890069.14   | 0.02%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 4.15% 12/04/27/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.15000000                                            | CUSIP: Y5325PCD4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     20000000 | PA      | $3010837.47   | 0.02%             | 2027-12-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 4% 06/17/66/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 4.00000000                                               | CUSIP: Y6065BBS5<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     78670000 | PA      | $3454390.41   | 0.02%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD  2.1% 12/01/27/EUR/                | MASTERCARD INC /EUR/ REGD 2.10000000                                                         | CUSIP: 57636QAD6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $2134505.86   | 0.01%             | 2027-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  1.625% 01/21/31/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 229 1.62500000                                 | CUSIP: X53723AR7<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1200000 | PA      | $1330236.32   | 0.01%             | 2031-01-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.625% 08/25/36/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 490 0.62500000                                              | CUSIP: D09856YX3<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       950000 | PA      | $846021.50    | 0.01%             | 2036-08-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE  2.15% 03/15/28/EUR/                | BERKSHIRE HATHAWAY INC /EUR/ REGD 2.15000000                                                 | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1162209.40   | 0.01%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANT 1.25% 09/26/27/EUR/                | BANCO SANTANDER TOTTA SA /EUR/ REGD REG S 1.25000000                                         | CUSIP: X04800GM8<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |       100000 | PA      | $115329.16    | 0.00%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANC V/R 06/10/47/EUR/                | CNP ASSURANCES SA /EUR/ REGD V/R REG S 4.50000000                                            | CUSIP: F1876NAX0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $239653.72    | 0.00%             | 2047-06-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 03/20/36/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 156 0.40000000                                          | CUSIP: J2S39KMW3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2420700000 | PA      | $13062105.85  | 0.08%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| VILLE DE  1.375% 11/20/34/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 1.37500000                                              | CUSIP: F7S25ABW6<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $292986.17    | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 3.8% 01/25/36/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1605 3.80000000                                        | CUSIP: Y1456TDN3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    493000000 | PA      | $81420192.17  | 0.50%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BONOS TESORER 5% 03/01/35/CLP/                | BONOS TESORERIA PESOS /CLP/ REGD 5.00000000                                                  | CUSIP: P9T38EAP3<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |    350000000 | PA      | $386428.22    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 3% 03/20/28/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 3.00000000                                               | CUSIP: Q6715PJJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4480000 | PA      | $2910410.37   | 0.02%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.75% 09/07/37/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000                                              | CUSIP: G4527HHE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     14479000 | PA      | $14420716.38  | 0.09%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE 1.375% 05/13/31/EUR/                | AIRBUS SE /EUR/ REGD REG S EMTN 1.37500000                                                   | CUSIP: N026BZAF7<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2685469.28   | 0.02%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE NAT 1.5% 02/02/29/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S EMTN 1.50000000                                    | CUSIP: F8T41WEK8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $905362.39    | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THAILAND  2.125% 12/17/26/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.12500000                                               | CUSIP: Y6065BDX2<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |      3024000 | PA      | $96898.94     | 0.00%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.7% 03/01/47/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 2.70000000                                       | CUSIP: T6247A5L6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5110000 | PA      | $4800788.55   | 0.03%             | 2047-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN I 3.25% 03/31/27/EUR/                | CANADIAN IMPERIAL BANK /EUR/ REGD REG S EMTN 3.25000000                                      | CUSIP: C24286F81<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $118930.36    | 0.00%             | 2027-03-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL USD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -450000 | PA      | $-450000.00   | -0.00%            | 2049-12-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ISDA MSC                      | CASH COLLATERAL ISDA MSC 3.54000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |      4260000 | PA      | $4260000.00   | 0.03%             | 2049-12-31      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL LCH MSC                       | CASH COLLATERAL LCH MSC      /CCMSCHUS2 3.54000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |       893000 | PA      | $893000.00    | 0.01%             | 2049-12-31      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ISDA FBF                      | CASH COLLATERAL ISDA FBF 3.54000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -617000 | PA      | $-617000.00   | -0.00%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ISDA                          | CASH COLLATERAL ISDA 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |       567000 | PA      | $567000.00    | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL TBA SAL USD 3.54000000                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -269000 | PA      | $-269000.00   | -0.00%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL V/R 12/31/49 3.54000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -544000 | PA      | $-544000.00   | -0.00%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| PROJECT 4.5426% 12/30/57 /AUD/                | PROJECT CASHMERE CLASS A1 144A /AUD/ REGD 4.54260000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     22600000 | PA      | $15082109.24  | 0.09%             | 2057-12-30      | Fixed         | 4.54%                 | Yes           |                  3 | On Loan: No      |
| BAYERISCHE L V/R 11/22/32/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD V/R REG S EMTN 1.37500000                                   | CUSIP: D0R14GAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114093.34    | 0.00%             | 2032-11-22      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSB 3% 06/18/32/EUR/                | INVESTITIONSBANK DES LAN /EUR/ REGD REG S 3.00000000                                         | CUSIP: D3762NAH0<br>LEI: 5299009T1JIGA56W7T95 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $235636.06    | 0.00%             | 2032-06-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 2.75% 01/17/33/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 2.75000000                                     | CUSIP: D4900MBH2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $348635.56    | 0.00%             | 2033-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LFA FOERD 2.875% 02/01/29/EUR/                | LFA FOERDERBANK BAYERN /EUR/ REGD SER 219 2.87500000                                         | CUSIP: D50208CX9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $356115.66    | 0.00%             | 2029-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 2.75% 08/04/33/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 2.75000000                                               | CUSIP: D5S1MUAA0<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $345836.33    | 0.00%             | 2033-08-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0% 02/03/31/EUR/                     | NRW.BANK /EUR/ REGD EMTN 0.00000000                                                          | CUSIP: D5S267Q44<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $306414.24    | 0.00%             | 2031-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MECKLENBUR 2.95% 06/05/34/EUR/                | MECKLENBURG-VORPOMMERN /EUR/ REGD REG S 2.95000000                                           | CUSIP: D5S6HSAK8<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $116008.93    | 0.00%             | 2034-06-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SPARKASSE 2.375% 08/14/28/EUR/                | SPARKASSE PFORZHEIM CALW /EUR/ REGD 2.37500000                                               | CUSIP: D7471PLD5<br>LEI: 529900JB2S6CH38UQ526 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117162.36    | 0.00%             | 2028-08-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TALANX AG 4% 10/25/29/EUR/                    | TALANX AG /EUR/ REGD REG S EMTN 4.00000000                                                   | CUSIP: D82827AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3200000 | PA      | $3891430.86   | 0.02%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK  1.25% 01/11/27/EUR/                | CAIXABANK SA /EUR/ REGD REG S 1.25000000                                                     | CUSIP: E2R193RG1<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $116372.80    | 0.00%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME 3.25% 08/01/33/EUR/                | ARKEA HOME LOANS /EUR/ REGD REG S 3.25000000                                                 | CUSIP: F0R92FAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117127.40    | 0.00%             | 2033-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CRED MUTUE 3.25% 04/20/29/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: F235A8AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119782.41    | 0.00%             | 2029-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 11/29/27/GBP/                | CREDIT AGRICOLE SA /GBP/ REGD V/R REG S 5.75000000                                           | CUSIP: F2R125DH5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $4102898.88   | 0.03%             | 2027-11-29      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CRELAN HOME 2.5% 07/09/30/EUR/                | CRELAN HOME LOAN SCF /EUR/ REGD REG S EMTN 2.50000000                                        | CUSIP: F2R662AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115740.91    | 0.00%             | 2030-07-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEXIA 4.625% 10/22/28/GBP/                    | DEXIA /GBP/ REGD REG S EMTN 4.62500000                                                       | CUSIP: F4356XDM2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $545402.71    | 0.00%             | 2028-10-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 3.7% 05/25/53/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 3.70000000                                     | CUSIP: F45204DG0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1300000 | PA      | $1329724.82   | 0.01%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POS 4% 05/03/28/EUR/                | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 4.00000000                                           | CUSIP: F5407G7M2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $482818.27    | 0.00%             | 2028-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VILLE DE P 3.75% 06/22/48/EUR/                | VILLE DE PARIS /EUR/ REGD REG S 3.75000000                                                   | CUSIP: F97647DC6<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $318463.09    | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EAST NIPPON 0.1% 12/18/26/JPY/                | EAST NIPPON EXPRESSWAY /JPY/ REGD SER 66 0.10000000                                          | CUSIP: J1326SDD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $632330.93    | 0.00%             | 2026-12-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 04/01/28/DKK/                | NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 13G 1.00000000                                  | CUSIP: K741818Q2<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      1200000 | PA      | $183566.87    | 0.00%             | 2028-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 01/01/29/DKK/                | NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER SDO 1.00000000                                  | CUSIP: K74181T48<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       700000 | PA      | $105780.94    | 0.00%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 3% 04/23/30/EUR/                  | BNG BANK NV /EUR/ REGD REG S EMTN 3.00000000                                                 | CUSIP: N142883J6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       500000 | PA      | $596147.38    | 0.00%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 3% 02/23/28/EUR/                  | BNG BANK NV /EUR/ REGD REG S EMTN 3.00000000                                                 | CUSIP: N14288N88<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       600000 | PA      | $720116.43    | 0.00%             | 2028-02-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK  2.875% 06/11/31/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.87500000                                                 | CUSIP: N14289H42<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       800000 | PA      | $943676.30    | 0.01%             | 2031-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 2.75% 01/11/34/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000                                                 | CUSIP: N14289PU5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       500000 | PA      | $574745.66    | 0.00%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASN BANK  4.625% 11/23/27/EUR/                | ASN BANK NV /EUR/ REGD REG S EMTN 4.62500000                                                 | CUSIP: N2R87AEZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       600000 | PA      | $726982.09    | 0.00%             | 2027-11-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOLCIM STE 2.25% 04/04/34/GBP/                | HOLCIM STERLING FINANCE /GBP/ REGD REG S EMTN 2.25000000                                     | CUSIP: N41119AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $2078144.78   | 0.01%             | 2034-04-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSC 3% 04/20/33/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 3.00000000                                            | CUSIP: N6S77CRW5<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       790000 | PA      | $927779.67    | 0.01%             | 2033-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS EN 4.25% 04/05/29/EUR/                | SIEMENS ENERGY FINAN BV /EUR/ REGD REG S 4.25000000                                          | CUSIP: N7992JAM0<br>LEI: 529900GXHPSHYHBLHP23 | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1582373.17   | 0.01%             | 2029-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN 4.25% 03/29/29/EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD REG S EMTN 4.25000000                                      | CUSIP: N93695TZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1820743.11   | 0.01%             | 2029-03-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND 4.5% 05/15/30/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0530 4.50000000                                        | CUSIP: Q54627FV3<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      3810000 | PA      | $2265309.69   | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUS V/R 09/15/31/GBP/                | NATIONAL AUSTRALIA BANK /GBP/ REGD V/R EMTN SER GMTN 1.69900000                              | CUSIP: Q6530X5Y7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      1425000 | PA      | $1883808.56   | 0.01%             | 2031-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL  3.146% 02/05/31/EUR/                | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S 3.14600000                                          | CUSIP: Q6534A5D9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      1800000 | PA      | $2146153.78   | 0.01%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 4.25% 02/20/36/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.25000000                                         | CUSIP: Q6715QJL2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4440000 | PA      | $2709131.48   | 0.02%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF N 3.707% 12/20/28/EUR/                | BANK OF NEW ZEALAND /EUR/ REGD REG S 3.70750000                                              | CUSIP: Q67472EB4<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      1150000 | PA      | $1395284.96   | 0.01%             | 2028-12-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN 2.5% 09/22/27/EUR/                | SPAREBANKEN NORG BOLIGKR /EUR/ REGD REG S EMTN 2.50000000                                    | CUSIP: R82994CQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $117950.20    | 0.00%             | 2027-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGK 1.625% 03/15/28/EUR/                | SR-BOLIGKREDITT AS /EUR/ REGD REG S EMTN 1.62500000                                          | CUSIP: R8333LBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $115742.64    | 0.00%             | 2028-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP02.00 12/21/27 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $137928.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 06/21/26 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $25168.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.50PSOFR 12/15/28 MSNYUS33XXX FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-1654174.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.50 12/20/30 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-21686.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 12/20/33 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $541491.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.25 03/20/29 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-424578.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS P03.75RSOFR 06/20/31 MSNYUS33XXX FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $186782.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 06/20/31 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-24394.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 06/20/34 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-2910.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.75PSOFR 12/18/26 MSNYUS33XXX FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $61010.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.75PSOFR 12/18/29 MSNYUS33XXX FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $236157.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.75PSOFR 12/18/34 MSNYUS33XXX FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $1074.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.25 03/19/35 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $529288.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.75 09/17/35 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $60687.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.25 06/18/35 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $805760.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 09/17/32 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-167004.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.75 09/17/35 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $7511.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONT 2.75% 01/18/31/EUR/                | BANCA MONTE DEI PASCHI S /EUR/ REGD REG S 2.75000000                                         | CUSIP: T1188BKH8<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $116368.44    | 0.00%             | 2031-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRI 3.5% 01/15/30/EUR/                | CREDIT AGRICOLE ITALIA /EUR/ REGD REG S 3.50000000                                           | CUSIP: T3R63EBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       100000 | PA      | $120794.01    | 0.00%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPA V/R 03/14/29/GBP/                | INTESA SANPAOLO SPA /GBP/ REGD V/R EMTN 6.50000000                                           | CUSIP: T5R13S7W6<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1700000 | PA      | $2388640.88   | 0.01%             | 2029-03-14      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SA 6.625% 05/31/33/GBP/                | INTESA SANPAOLO SPA /GBP/ REGD REG S EMTN 6.62500000                                         | CUSIP: T5R13TCZ1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      2100000 | PA      | $3086867.98   | 0.02%             | 2033-05-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI 3% 09/04/31/EUR/                | MEDIOBANCA DI CRED FIN /EUR/ REGD REG S 3.00000000                                           | CUSIP: T6S205ZL7<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $117247.29    | 0.00%             | 2031-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HO 1.5% 10/19/27/GBP/                | AMERICAN HONDA FINANCE /GBP/ REGD EMTN 1.50000000                                            | CUSIP: U0258BAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2952913.40   | 0.02%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IBRD 2.95% 01/16/35/EUR/                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ MTN 2.95000000                     | CUSIP: U4586H2L6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      6100000 | PA      | $7090595.24   | 0.04%             | 2035-01-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANL V/R 10/24/35/GBP/                | MORGAN STANLEY /GBP/ REGD V/R SER 0 5.21300000                                               | CUSIP: U6176TNX2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1479145.84   | 0.01%             | 2035-10-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| PROTECTIV 5.082% 04/15/31/GBP/                | PROTECTIVE LIFE GLOBAL /GBP/ REGD REG S 5.08200000                                           | CUSIP: U7430CAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000000 | PA      | $4118563.02   | 0.03%             | 2031-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| LANSFORSA 1.375% 05/31/27/EUR/                | LANSFORSAKRINGAR HYPOTEK /EUR/ REGD EMTN 1.37500000                                          | CUSIP: W5612FFJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       100000 | PA      | $116110.65    | 0.00%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STADSHYPO 3.629% 06/20/28/SEK/                | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER DMTN 3.62900000                                     | CUSIP: W86201YF6<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $223099.60    | 0.00%             | 2028-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB V/R 12/08/27/GBP/                 | SWEDBANK AB /GBP/ REGD V/R REG S 1.37500000                                                  | CUSIP: W9423YR93<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      1500000 | PA      | $1975016.27   | 0.01%             | 2027-12-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  3.875% 06/14/33/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 3.87500000                                       | CUSIP: X3446DCU3<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       800000 | PA      | $971721.26    | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SLOVEN 5% 09/19/33                | REPUBLIC OF SLOVENIA REGD REG S 5.00000000                                                   | CUSIP: X3446NBA6<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      1000000 | PA      | $1036543.47   | 0.01%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  3.625% 01/28/40/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 3.62500000                                       | CUSIP: X7S0E3AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       880000 | PA      | $978281.77    | 0.01%             | 2040-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 2.875% 03/25/29/EUR/                | UNICREDIT BANK CZECH RE /EUR/ REGD REG S 2.87500000                                          | CUSIP: X9435GDS0<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |       100000 | PA      | $117790.06    | 0.00%             | 2029-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMEN 0.9% 07/29/30                | ASIAN DEVELOPMENT BANK REGD REG S EMTN SER GMTN 0.90000000                                   | CUSIP: Y000A9XY3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      1600000 | PA      | $1382231.49   | 0.01%             | 2030-07-29      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 4.5% 11/13/28/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD REG S EMTN 4.50000000                                      | CUSIP: Y13985AC3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      2500000 | PA      | $384848.33    | 0.00%             | 2028-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONG KONG 3.3% 06/07/33/CNH/                  | HONG KONG /CNH/ REGD REG S EMTN SER GMTN 3.30000000                                          | CUSIP: Y2836BBH6<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |     16000000 | PA      | $2465506.47   | 0.02%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT B 3.42% 01/06/29                | EXPORT-IMPORT BANK KOREA REGD REG S EMTN SER GMTN 3.42000000                                 | CUSIP: Y2R832K87<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      1000000 | PA      | $966927.92    | 0.01%             | 2029-01-06      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY 3.1% 06/08/26                | KOREA EXPRESSWAY CORP REGD REG S EMTN 3.10000000                                             | CUSIP: Y4872ABN6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |       800000 | PA      | $792104.00    | 0.00%             | 2026-06-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KOREA DEVE 1.83% 08/10/27/SEK/                | KOREA DEVELOPMENT BANK /SEK/ REGD REG S EMTN 1.83000000                                      | CUSIP: Y4S21XLT2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      2000000 | PA      | $212609.18    | 0.00%             | 2027-08-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 2.1% 05/25/75/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.10000000                                         | CUSIP: Y6S39CBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      4900000 | PA      | $633786.80    | 0.00%             | 2075-05-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 2.5% 09/10/30/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3009 2.50000000                                           | CUSIP: Y7277F7R5<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  10419200000 | PA      | $7008199.62   | 0.04%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Six Circles Trust

**Signature:** Tricia Larkin

**Name of Signer:** Tricia Larkin

**Title:** Treasurer/Principal Financial Officer